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Subject
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Theorie
204
Theory
204
Portfolio selection
138
Portfolio-Management
138
Stochastischer Prozess
86
Stochastic process
84
Option pricing theory
65
Optionspreistheorie
65
growth optimal portfolio
61
Statistical distribution
58
Statistische Verteilung
58
Volatility
55
Volatilität
55
CAPM
38
Benchmarking
37
Derivat
36
Derivative
36
Hedging
33
benchmark approach
33
Risikomaß
32
Risk measure
32
Estimation
27
Schätzung
27
Aktienindex
26
Börsenkurs
26
Estimation theory
26
Schätztheorie
26
Share price
26
Stock index
26
Risikomanagement
24
Capital income
22
Kapitaleinkommen
22
Risk management
22
Yield curve
22
Zinsstruktur
22
ARCH model
21
ARCH-Modell
21
fair pricing
21
minimal market model
21
Risikoprämie
20
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All
Free
326
Undetermined
95
Type of publication
All
Book / Working Paper
388
Article
279
Type of publication (narrower categories)
All
Working Paper
152
Article in journal
147
Aufsatz in Zeitschrift
147
Arbeitspapier
146
Graue Literatur
145
Non-commercial literature
145
Aufsatz im Buch
24
Book section
24
Lehrbuch
8
Textbook
8
Aufsatzsammlung
2
Collection of articles of several authors
2
Forschungsbericht
2
Handbook
2
Handbuch
2
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2
Sammelwerk
2
Bibliografie
1
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1
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1
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1
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1
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1
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1
research-article
1
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English
421
Undetermined
238
German
6
French
1
Italian
1
Author
All
Platen, Eckhard
422
Račev, Svetlozar T.
157
Fabozzi, Frank J.
113
Rachev, Svetlozar
75
Stoyanov, Stoyan V.
32
Kim, Young Shin
28
Mittnik, Stefan
26
Bruti-Liberati, Nicola
24
Rendek, Renata
22
Fergusson, Kevin
19
Heath, David
19
Fabozzi, Frank
17
Kardaras, Constantinos
17
Baldeaux, Jan
16
Heath, David C.
16
Hulley, Hardy
16
Ignatieva, Katja
16
Ortobelli, Sergio
16
Sun, Wei
16
Bianchi, Michele Leonardo
15
Küchler, Uwe
14
Schweizer, Martin
12
Trück, Stefan
12
Menn, Christian
11
Miller, Shane
11
Shirvani, Abootaleb
11
Breymann, Wolfgang
9
Craddock, Mark
9
Giacometti, Rosella
8
Rudd, Ralph
8
Stoyanov, Stoyan
8
Chernobai, Anna
7
Du, Ke
7
Grasselli, Martino
7
Kelly, Leah
7
Kurz-Kim, Jeong-Ryeol
7
Chiarella, Carl
6
Hofmann, Norbert
6
Hurst, Simon
6
Höchstötter, Markus
6
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Institution
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Finance Discipline Group, Business School
113
arXiv.org
10
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Credit Suisse / Economic Research
4
Quantitative Finance Research Centre <Sydney>
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
Centre for Analytical Finance <Århus>
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
School of Management, Yale University
1
University of Bonn, Germany
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Published in...
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Research Paper Series / Finance Discipline Group, Business School
113
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
93
International journal of theoretical and applied finance
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Research paper / Quantitative Finance Research Group, University of Technology Sydney
12
Working paper series in economics
11
Asia-Pacific financial markets
10
Journal of banking & finance
10
Papers / arXiv.org
10
Applied mathematical finance
9
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
Asia-Pacific Financial Markets
9
Quantitative Finance
9
The Frank J. Fabozzi series
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Mathematical Finance
6
SFB 373 Discussion Paper
6
SFB 373 Discussion Papers
6
Valuation, financial modeling, and quantitative tools
6
Applied financial economics
5
Computational Statistics
5
Handbook of heavy tailed distributions in finance
5
Journal of risk and financial management : JRFM
5
Mathematics and Computers in Simulation (MATCOM)
5
Finance and stochastics
4
Insurance / Mathematics & economics
4
Investment management and financial innovations
4
Mathematical methods of operations research
4
Quantitative Finance Research Centre Research Paper
4
Risk assessment : decisions in banking and finance
4
The journal of asset management
4
Applied Mathematical Finance
3
Applied economics
3
Computational economics
3
Journal of empirical finance
3
Mathematical Methods of Operations Research
3
Stochastic Processes and their Applications
3
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Source
All
ECONIS (ZBW)
416
RePEc
205
OLC EcoSci
34
EconStor
6
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
1
BASE
1
Other ZBW resources
1
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71
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
72
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:
73
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:
74
Broad market risk for sector fund of funds : a copula-based dependence approach
Stein, Michael
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
- In:
Investment management and financial innovations
7
(
2010
)
2
,
pp. 36-44
Persistent link: https://www.econbiz.de/10003968757
Saved in:
75
Style-neutral funds of funds : diversification or deadweight?
Stein, Michael
;
Račev, Svetlozar T.
- In:
The journal of asset management
11
(
2010/11
)
6
,
pp. 417-434
Persistent link: https://www.econbiz.de/10008906487
Saved in:
76
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
77
Operational risk quantification : a risk flow approach
Finke, Gandolf R.
;
Singh, Mahender
;
Račev, Svetlozar T.
- In:
The journal of operational risk
5
(
2010/11
)
4
,
pp. 65-89
Persistent link: https://www.econbiz.de/10008823250
Saved in:
78
A probability metrics approach to financial risk measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2011
Persistent link: https://www.econbiz.de/10008824237
Saved in:
79
Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel
;
Račev, Svetlozar T.
;
Schindlmayr, Gero
- In:
Energy economics
29
(
2007
)
5
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
Saved in:
80
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
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