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~person:"Schwartz, Eduardo S."
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Schwartz, Eduardo S.
Mittnik, Stefan
253
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163
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156
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128
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123
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Handbook of heavy tailed distributions in finance
4
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2
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Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev{{}}, Svetlozar
;
Schwartz, Eduardo S.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10001650467
Saved in:
2
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Tokat, Yesim
;
Rachev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of Economic Dynamics and Control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10005205339
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Tokat, Yesim
;
Rachev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-970
Persistent link: https://www.econbiz.de/10006764038
Saved in:
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