Narrow search
Showing 1 - 5 of 5
Cover Image
Portfolio selection with common correlation mixture models
Haas, Markus; Mittnik, Stefan - In: Risk assessment : decisions in banking and finance, (pp. 47-76). 2008
Persistent link: https://www.econbiz.de/10003781608
Cover Image
A new tempered stable distribution and its application to finance
Kim, Young Shin; Račev, Svetlozar T.; Bianchi, Michele … - In: Risk assessment : decisions in banking and finance, (pp. 77-109). 2008
Persistent link: https://www.econbiz.de/10003781614
Cover Image
Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian; Račev, Svetlozar T.; Höchstötter, … - In: Risk assessment : decisions in banking and finance, (pp. 111-152). 2008
Persistent link: https://www.econbiz.de/10003781627
Cover Image
Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.; Martin, R. Douglas; Racheva, Borjana - In: Risk assessment : decisions in banking and finance, (pp. 235-262). 2008
Persistent link: https://www.econbiz.de/10003781774
Cover Image
Pricing tranches of a CDO and a CDS index : recent advances and furture research
Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Risk assessment : decisions in banking and finance, (pp. 263-286). 2008
Persistent link: https://www.econbiz.de/10003781791