//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Račev, Svetlozar T."
~subject:"Risk management"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Risk measure
Risikomaß
13
Theorie
8
Theory
8
Statistical distribution
5
Statistische Verteilung
5
ARCH model
4
ARCH-Modell
4
Portfolio selection
4
Portfolio-Management
4
Stochastic process
4
Stochastischer Prozess
4
ARMA model
3
ARMA-Modell
3
Ausreißer
3
Outliers
3
Aktienindex
2
Estimation
2
Risikomanagement
2
Schätzung
2
Stock index
2
Volatility
2
Volatilität
2
backtesting
2
1990-2004
1
Asymptotic variability
1
CoVaR
1
Conditional value-at-risk
1
Deutschland
1
Fat-tailed distributions
1
Financial market
1
Finanzmarkt
1
Finanzmathematik
1
Generalized autoregressive conditional heteroscedasticity (GARCH) and autoregressive moving average (ARMA)-generalized autoregressive conditional heteroscedasticitiy (GARCH) models
1
Germany
1
Islamic finance
1
Islamic finance asset management
1
Islamic financial market
1
Islamisches Finanzsystem
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
13
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
13
Author
All
Račev, Svetlozar T.
Wang, Ruodu
28
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
21
McAleer, Michael
19
Fabozzi, Frank J.
17
Boonen, Tim J.
15
Mensi, Walid
15
Rosazza Gianin, Emanuela
14
Tiwari, Aviral Kumar
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Härdle, Wolfgang
13
Janabi, Mazin A. M. al
13
Kang, Sang Hoon
13
Cai, Jun
12
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Brandtner, Mario
11
Daníelsson, Jón
11
Nadarajah, Saralees
11
Vanduffel, Steven
11
Weiß, Gregor
11
Bernard, Carole
10
Dowd, Kevin
10
Furman, Edward
10
Guégan, Dominique
10
Herrera, Rodrigo
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
Journal of banking & finance
2
Annals of economics and finance
1
Annals of operations research
1
European financial management : the journal of the European Financial Management Association
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical analayses of industry stock index return distributions for the Taiwan Stock Exchange
Račev, Svetlozar T.
;
Emeritus
;
Stoyanov, Stoyan V.
; …
- In:
Annals of economics and finance
8
(
2007
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10003714369
Saved in:
2
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
Saved in:
3
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Račev, …
-
2010
Persistent link: https://www.econbiz.de/10003964894
Saved in:
4
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
5
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
Persistent link: https://www.econbiz.de/10011335135
Saved in:
6
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
7
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
8
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
9
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
10
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->