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~person:"Račev, Svetlozar T."
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Račev, Svetlozar T.
Schwartz, Eduardo S.
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Handbook of heavy tailed distributions in finance
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Journal of economic dynamics & control
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Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
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2
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
3
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
4
Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Račev, Svetlozar T.
; …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 547-594)
.
2003
Persistent link: https://www.econbiz.de/10001882197
Saved in:
5
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
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