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Balancing energy strategies in electricity portfolio management

Möller, Christoph; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Energy economics 33 (2011) 1, pp. 2-11

Persistent link: https://www.econbiz.de/10009260887

A new approach for using Lévy processes for determining high-frequency value-at-risk predictions

Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J. - In: European financial management : the journal of the … 15 (2009) 2, pp. 340-361

Persistent link: https://www.econbiz.de/10003824799

Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market

Sun, Wei; Račev, Svetlozar T.; Stojanov, Stojan Dimitrov; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 2, pp. 1-35

Persistent link: https://www.econbiz.de/10009513633

Fractals or I.I.D. : evidence of long-range dependence and heavy tailedness from modeling German equity market returns

Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of economics & business 59 (2007) 6, pp. 575-595

Persistent link: https://www.econbiz.de/10003615737

Heterogeneous trading behaviors of individual investors : a deep clustering approach

Hwang, Yoontae; Park, Junpyo; Kim, Jang Ho; Lee, Yongjae; … - In: Finance research letters 65 (2024), pp. 1-11

While individual investors may have more diverse preferences and trading behavior than institutional investors due to their lack of professional education, many studies tend to lump individual investors together or classify them by socio-demographic characteristics. We conducted an empirical...

Persistent link: https://www.econbiz.de/10014552073