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Market Demand Elasticity and Income Inequality
Ibragimov, Marat; Ibragimov, Rustam - In: Economic theory 32 (2007) 3, pp. 579-588
Persistent link: https://www.econbiz.de/10007746830
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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
Persistent link: https://www.econbiz.de/10007757870
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EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
Ibragimov, Rustam; An, M.Y.; Andrews, D.W.K.; Andrews, … - In: Econometric theory 23 (2007) 3, pp. 501-518
Persistent link: https://www.econbiz.de/10007770856
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RANK-1-2: A SIMPLE WAY TO IMPROVE THE OLS ESTIMATION OF TAIL EXPONENTS
Gabaix, Xavier; Ibragimov, Rustam - 2007
Persistent link: https://www.econbiz.de/10007842206
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Nondiversification Traps in Catastrophe Insurance Markets
Ibragimov, Rustam; Jaffee, Dwight; Walden, Johan - In: The review of financial studies 22 (2009) 3, pp. 959-994
Persistent link: https://www.econbiz.de/10008176675
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REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
Ibragimov, Rustam; Phillips, Peter C.B. - In: Econometric theory 24 (2008) 4, pp. 888-947
Persistent link: https://www.econbiz.de/10008069005
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COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
Ibragimov, Rustam - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10008257710
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A tale of two tails: peakedness properties in inheritance models of evolutionary theory
Ibragimov, Rustam - In: Journal of evolutionary economics : JEE 18 (2008) 5, pp. 597-614
Persistent link: https://www.econbiz.de/10008110933
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Portfolio diversification under local and moderate deviations from power laws
Ibragimov, Rustam; Walden, Johan - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 594-599
Persistent link: https://www.econbiz.de/10007988418
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Pricing and Capital Allocation for Multiline Insurance Firms
Ibragimov, Rustam; Jaffee, Dwight; Walden, Johan - In: The journal of risk and insurance : the journal of the … 77 (2010) 3, pp. 551-579
Persistent link: https://www.econbiz.de/10008442592