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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
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Optimal financial portfolios
Stoyanov, S. V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Applied mathematical finance 14 (2007) 5, pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
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Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J.; … - In: Annals of finance 4 (2008) 2, pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
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Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Ortobelli, Sergio - In: Journal of banking & finance 32 (2008) 2, pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
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Risk measures and portfolio selection
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765462
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Black-Scholes option pricing model
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765707
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Basic data description for financial modeling and analysis
Höchstötter, Markus; Račev, Svetlozar T.; Fabozzi, … - 2008
Persistent link: https://www.econbiz.de/10003765816
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Regression analysis
Račev, Svetlozar T.; Mittnik, Stefan; Fabozzi, Frank J.; … - 2008
Persistent link: https://www.econbiz.de/10003765829
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Introduction to stochastic processes
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765840
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Principles of optimization for portfolio selection
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765845