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~person:"Dowd, Kevin"
~person:"Fabozzi, Frank J."
~person:"Scaillet, Olivier"
~subject:"Financial analysis"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
~type_genre:"Book section"
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Dowd, Kevin
Fabozzi, Frank J.
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6
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5
Locarek-Junge, Hermann
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Optimizing optimization : the next generation of optimization applications and theory
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Fundamental multifactor equity risk models
Fabozzi, Frank J.
;
Vardharaj, Raman
;
Jones, Frank Joseph
-
2008
Persistent link: https://www.econbiz.de/10003764728
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2
Model risk
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765457
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3
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
4
Qualitative dimensions in finance and risk management research
Dowd, Kevin
- In:
The real life guide to accounting research : a behind …
,
(pp. 509-523)
.
2008
Persistent link: https://www.econbiz.de/10003848951
Saved in:
5
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
6
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
7
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
8
Growth and value investing : keeping in style
Sorensen, Erich H.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003764674
Saved in:
9
Back-testing market risk models
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765458
Saved in:
10
General principles of bond valuation
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765585
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