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~type_genre:"Aufsatz im Buch"
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Subject
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Theorie
16
Theory
16
Portfolio selection
11
Portfolio-Management
11
Statistical distribution
9
Statistische Verteilung
9
Capital income
4
Estimation theory
4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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2
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2
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1
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1
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1
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1
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Type of publication
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Article
24
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Aufsatz im Buch
Working Paper
152
Arbeitspapier
146
Article in journal
145
Aufsatz in Zeitschrift
145
Graue Literatur
145
Non-commercial literature
145
Book section
24
Lehrbuch
8
Textbook
8
Aufsatzsammlung
2
Collection of articles of several authors
2
Forschungsbericht
2
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2
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2
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1
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English
24
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Račev, Svetlozar T.
24
Fabozzi, Frank J.
12
Menn, Christian
4
Schwartz, Eduardo S.
4
Mittnik, Stefan
3
Bianchi, Michele Leonardo
2
Höchstötter, Markus
2
Kim, Young Shin
2
Ortobelli, Sergio
2
Safari, Amir
2
Seese, Detlef G.
2
Stoyanov, Stoyan V.
2
Sun, Wei
2
Bertocchi, Marida
1
Biglova, Almira
1
Chernobai, Anna
1
Chung, Dong Myung
1
Doganoglu, Toker
1
Focardi, Sergio
1
Giacometti, Rosella
1
Huber, Isabella
1
Jasic, Teo
1
Khindanova, Irina
1
Kozubowski, Tomasz J.
1
Kring, Sebastian
1
Martin, Bernhard
1
Martin, R. Douglas
1
Panorska, Anna K.
1
Racheva, Borjana
1
Samorodnitsky, Gennady
1
Stojanov, Stojan Dimitrov
1
Tokat, Yesim
1
Wang, Dezhong
1
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Published in...
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Valuation, financial modeling, and quantitative tools
6
Handbook of heavy tailed distributions in finance
5
Risk assessment : decisions in banking and finance
4
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
New developments in financial modelling
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Perspectives on operations research : essays in honor of Klaus Neumann
1
Quantitative fund management
1
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ECONIS (ZBW)
24
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24
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1
Portfolio selection in the presence of heavy-tailed asset returns
Doganoglu, Toker
;
Mittnik, Stefan
;
Račev, Svetlozar T.
- In:
Contributions to modern econometrics : from data …
,
(pp. 51-64)
.
2002
Persistent link: https://www.econbiz.de/10001905062
Saved in:
2
Testing for structural breaks in time series regressions with heavy-tailed disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Samorodnitsky, …
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 115-142)
.
2000
Persistent link: https://www.econbiz.de/10001484303
Saved in:
3
Statistical issues in modeling multivariate stable portfolios
Kozubowski, Tomasz J.
;
Panorska, Anna K.
;
Račev, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 131-167)
.
2003
Persistent link: https://www.econbiz.de/10001882057
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
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
9
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
10
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
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