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1
R ratio optimization with heterogenous assets using genetic algorithm
Stein, Michael
;
Račev, Svetlozar T.
;
Stojanov, Stojan …
- In:
Investment management and financial innovations
6
(
2009
)
3
,
pp. 117-125
Persistent link: https://www.econbiz.de/10003920518
Saved in:
2
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:
3
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:
4
Flow-induced redemption costs in funds of funds
Stein, Michael
;
Račev, Svetlozar T.
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10009387309
Saved in:
5
Dilution of sector exposures : when does unintended indexing happen?
Stein, Michael
;
Račev, Svetlozar T.
- In:
Journal of investment management : JOIM
12
(
2014
)
3
,
pp. 59-72
Persistent link: https://www.econbiz.de/10011634662
Saved in:
6
R ratio optimization with heterogenous assets using genetic algorithm
Stein, Michael
;
Rachev, Svetlozar T.
;
Stoyanov, Stoyan
- In:
Investment management and financial innovations
6
(
2009
)
3
,
pp. 117-125
Persistent link: https://www.econbiz.de/10009910626
Saved in:
7
Broad market risk for sector fund of funds : a copula-based dependence approach
Stein, Michael
;
Rachev, Svetlozar T.
;
Stoyanov, Stoyan V.
- In:
Investment management and financial innovations
7
(
2010
)
2
,
pp. 36-44
Persistent link: https://www.econbiz.de/10009910685
Saved in:
8
Style-neutral funds of funds : diversification or deadweight?
Stein, Michael
;
Rachev, Svetlozar T.
- In:
The journal of asset management
11
(
2010/11
)
6
,
pp. 417-434
Persistent link: https://www.econbiz.de/10009871087
Saved in:
9
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
10
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
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