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The “Cubic Law of the Stock Returns” in emerging markets
Gu, Zhiye; Ibragimov, Rustam Ju. - In: Journal of empirical finance 46 (2018), pp. 182-190
Persistent link: https://www.econbiz.de/10012103444
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Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
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Heavy tails and asymmetry of returns in the Russian stock market
Ankudinov, Andrej B.; Ibragimov, Rustam Ju.; Lebedev, … - In: Emerging markets review 32 (2017), pp. 200-219
Persistent link: https://www.econbiz.de/10011803274
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Sanctions and the Russian stock market
Ankudinov, Andrej B.; Ibragimov, Rustam Ju.; Lebedev, … - In: Research in international business and finance 40 (2017), pp. 150-162
Persistent link: https://www.econbiz.de/10011912756
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Value at risk and efficiency under dependence and heavy-tailedness : models with common shocks
Ibragimov, Rustam Ju.; Walden, Johan - In: Annals of finance 7 (2011) 3, pp. 285-318
Persistent link: https://www.econbiz.de/10009248124
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Portfolio diversification under local, moderate and global deviations from power laws
Ibragimov, Rustam (contributor); Walden, Johan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003304435
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The limits of diversification when losses may be large
Ibragimov, Rustam (contributor); Walden, Johan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003270224
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Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003712614
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The limits of diversification when losses may be large
Ibragimov, Rustam; Walden, Johan - In: Journal of banking & finance 31 (2007) 8, pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
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Portfolio diversification and value at risk under thick-tailedness
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003102997