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."
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
On local times of ranked conti...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
41
Portfolio-Management
41
Theorie
31
Theory
31
Option pricing theory
30
Optionspreistheorie
30
Statistical distribution
16
Statistische Verteilung
16
Stochastic process
16
Stochastischer Prozess
16
Risikomanagement
11
CAPM
10
Volatility
10
Volatilität
10
Risikomaß
9
Risk management
9
Risk measure
9
Finanzmathematik
8
Risiko
8
ARCH model
7
ARCH-Modell
7
Derivat
7
Derivative
7
Portfoliomanagement
6
Risk
6
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
USA
5
United States
5
Mathematical finance
4
Messung
4
Option pricing
4
Probability theory
4
Stochastisches Modell
4
Wahrscheinlichkeitsrechnung
4
Estimation theory
3
Financial investment
3
Financial market
3
more ...
less ...
Online availability
All
Undetermined
12
Free
8
Type of publication
All
Article
53
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Aufsatz im Buch
14
Book section
14
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Working Paper
5
Lehrbuch
3
Textbook
3
Aufsatzsammlung
1
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
72
Author
All
Račev, Svetlozar T.
Fabozzi, Frank J.
318
Maurer, Raimond
141
Platen, Eckhard
120
Madan, Dilip B.
117
McAleer, Michael
117
Mitchell, Olivia S.
115
Guidolin, Massimo
113
Härdle, Wolfgang
104
Satchell, Stephen
91
Takahashi, Akihiko
89
Lo, Andrew W.
86
Jarrow, Robert A.
83
Campbell, John Y.
81
Chiarella, Carl
81
Cui, Zhenyu
81
Korn, Ralf
79
Ang, Andrew
78
Gollier, Christian
76
Hens, Thorsten
71
Kraft, Holger
71
Schoutens, Wim
71
Engle, Robert F.
70
Joshi, Mark S.
70
Carr, Peter
66
Prigent, Jean-Luc
66
Elliott, Robert J.
65
Lee, Cheng F.
65
Uppal, Raman
64
Bodie, Zvi
63
Kelly, Bryan T.
62
Wong, Wing Keung
61
Zagst, Rudi
61
Escobar, Marcos
60
Wong, Hoi Ying
60
Blake, David
58
Levy, Haim
58
Markowitz, Harry
57
Schenk-Hoppé, Klaus Reiner
57
Zimmermann, Heinz
57
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
7
The Frank J. Fabozzi series
6
Handbook of heavy tailed distributions in finance
4
Journal of banking & finance
4
Valuation, financial modeling, and quantitative tools
3
Working paper series in economics
3
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Mathematical methods of operations research
2
Risk assessment : decisions in banking and finance
2
The journal of investing
2
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Applied mathematical finance
1
Computational economics
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Econometric reviews
1
Economics letters
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
Finance research letters
1
Frank J. Fabozzi Ser
1
International journal of Islamic and Middle Eastern finance and management
1
Investment management and financial innovations
1
Journal of empirical finance
1
Journal of investment management : JOIM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
New developments in financial modelling
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative fund management
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Review of derivatives research
1
Risks : open access journal
1
Series in financial economics and quantitative analysis
1
Springer eBook Collection
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
more ...
less ...
Source
All
ECONIS (ZBW)
69
USB Cologne (EcoSocSci)
3
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2005
Persistent link: https://www.econbiz.de/10002817530
Saved in:
2
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
3
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
4
Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
5
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
Saved in:
6
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
7
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
8
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
Saved in:
9
Smoothly truncated stable distributions, GARCH-models, and option pricing
Menn, Christian
;
Račev, Svetlozar T.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 411-438
Persistent link: https://www.econbiz.de/10003858257
Saved in:
10
Financial models with Lévy processes and volatility clustering
Račev, Svetlozar T.
;
Kim, Young Shin
;
Bianchi, Michele …
-
2011
Persistent link: https://www.econbiz.de/10008658750
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
