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Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing

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Stable ETL optimal portfolios and extreme risk management

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Bayesian methods in finance

Račev, Svetlozar T.; Hsu, John S.; Bagasheva, Biliana S.; … - 2008

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Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures

Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - 2008

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Tempered stable models for Islamic finance asset management

Bekri, Mahmoud; Kim, Young Shin; Račev, Svetlozar T. - In: International journal of Islamic and Middle Eastern … 7 (2014) 1, pp. 37-60

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Risk management and dynamic portfolio selection with stable paretian distributions

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Stable non-Gaussian models for credit risk management

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Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management

Lindquist, W. Brent; Račev, Svetlozar T.; Hu, Yuan; … - 2022

Chapter 1. The Real Estate Investment Market: The Current State and Why Advances Are Needed -- Chapter 2. The Data -- Chapter 3. Modern Portfolio Theory -- Chapter 4. Historical Portfolio Optimization – Domestic REITs -- Chapter 5. Diversification with International REITs -- Chapter 6....

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Bayesian methods in finance

Račev, Svetlozar T.; Hsu, John S. J.; Bagasheva, Biliana S. - 2008

Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the...

Persistent link: https://www.econbiz.de/10012684397