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
Empirical analysis of the impa...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
73
Theory
73
Portfolio selection
30
Portfolio-Management
30
Statistical distribution
26
Statistische Verteilung
26
Stochastic process
17
Stochastischer Prozess
17
CAPM
15
Risikomaß
13
Risk measure
13
Capital income
12
Kapitaleinkommen
12
Estimation
11
Schätzung
11
Volatility
10
Volatilität
10
ARCH model
9
ARCH-Modell
9
Estimation theory
9
Option pricing theory
9
Optionspreistheorie
9
Risikomanagement
9
Schätztheorie
9
Probability theory
8
Wahrscheinlichkeitsrechnung
8
Risk management
7
Risiko
6
Risk
6
Time series analysis
6
USA
6
United States
6
Zeitreihenanalyse
6
Finanzmathematik
5
Ausreißer
4
Deutschland
4
Germany
4
Multivariate Analyse
4
Multivariate analysis
4
Outliers
4
more ...
less ...
Online availability
All
Free
10
Undetermined
5
Type of publication
All
Article
54
Book / Working Paper
28
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Graue Literatur
19
Non-commercial literature
19
Arbeitspapier
18
Working Paper
18
Aufsatz im Buch
17
Book section
17
Lehrbuch
3
Textbook
3
Collection of articles of several authors
2
Handbook
2
Handbuch
2
Sammelwerk
2
Aufsatzsammlung
1
Bibliografie
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
82
Author
All
Račev, Svetlozar T.
Nijkamp, Peter
536
Aizenman, Joshua
532
Acemoglu, Daron
520
Snower, Dennis J.
502
Güth, Werner
493
Stiglitz, Joseph E.
488
Gersbach, Hans
467
Svensson, Lars E. O.
460
Pestieau, Pierre
441
Pesaran, M. Hashem
437
Woodford, Michael
417
Koskela, Erkki
413
Belke, Ansgar
407
Stark, Oded
407
Creedy, John
400
Bordo, Michael D.
394
McCallum, Bennett T.
380
Mishkin, Frederic S.
372
Buiter, Willem H.
367
Caporale, Guglielmo Maria
365
Heckman, James J.
362
Helpman, Elhanan
362
Zenou, Yves
354
Williams, John C.
350
De Grauwe, Paul
344
Phillips, Peter C. B.
344
Artus, Patrick
339
Cremer, Helmuth
336
Broll, Udo
335
Frey, Bruno S.
335
Honkapohja, Seppo
333
Orphanides, Athanasios
331
Gupta, Rangan
327
Galí, Jordi
326
Konrad, Kai A.
324
Devereux, Michael B.
323
Kaplow, Louis
321
Thisse, Jacques-François
317
Siklos, Pierre L.
315
Franses, Philip Hans
313
more ...
less ...
Published in...
All
Working paper series in economics
9
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
8
Handbook of heavy tailed distributions in finance
5
International journal of theoretical and applied finance
4
The Frank J. Fabozzi series
4
Valuation, financial modeling, and quantitative tools
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Annals of operations research
2
Econometric reviews
2
Econometric theory
2
Energy economics
2
Journal of banking & finance
2
Journal of empirical finance
2
Risk assessment : decisions in banking and finance
2
The journal of investing
2
Applied economics
1
Applied financial economics
1
Applied mathematical finance
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Financial engineering and the Japanese markets
1
Frank J. Fabozzi Ser
1
Frank J. Fabozzi series
1
Handbooks in finance : book ...
1
Insurance / Mathematics & economics
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
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 quantitative finance and accounting
1
Series in financial economics and quantitative analysis
1
The Wadsworth & Brooks/Cole operations research series
1
more ...
less ...
Source
All
ECONIS (ZBW)
82
Showing
1
-
10
of
82
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
2
A profit model for spread trading with an application to energy futures
Kanamura, Takashi
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
The journal of trading
5
(
2010
)
1
,
pp. 48-62
Persistent link: https://www.econbiz.de/10003931729
Saved in:
3
A profit model for spread trading with an application to energy futures
Kanamura, Takashi
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
-
2011
This paper proposes a profit model for spread trading by focusing on the stochastic movement of the price spread and its first hitting time probability density. The model is general in that it can be used for any financial instrument. The advantage of the model is that the profit from the trades...
Persistent link: https://www.econbiz.de/10009010172
Saved in:
4
Probability and statistics for finance
Račev, Svetlozar T.
;
Höchstötter, Markus
;
Fabozzi, …
-
2010
finance. Includes detailed discussions of descriptive statistics, basic probability
theory
, inductive statistics, and …
Persistent link: https://www.econbiz.de/10008665229
Saved in:
5
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
Saved in:
6
Subordinated market index models : a comparison
Hurst, Simon R.
- In:
Financial engineering and the Japanese markets
4
(
1997
)
2
,
pp. 97-124
Persistent link: https://www.econbiz.de/10001240947
Saved in:
7
Modeling asset returns with alternative stable distributions
Mittnik, Stefan
- In:
Econometric reviews
12
(
1993
)
3
,
pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
Saved in:
8
Stable paretian models in finance
Račev, Svetlozar T.
;
Mittnik, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001354951
Saved in:
9
Multivariate stable futures prices
Cheng, B. N.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
Saved in:
10
Calibrating affine stochastic mortality models using term assurance premiums
Russo, Vincenzo
;
Giacometti, Rosella
;
Ortobelli, Sergio
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10009157445
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
