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Portfolio Modeling with Heavy Tailed Random Vectors

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Mark M. Meerschaert | Hans-Peter. Scheffler

Portfolio Choice Theory with Non-Gaussian Distributed Returns

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Sergio Ortobelli | Isabella Huber | Svetlozar T. Rachev | Eduardo S. Schwartz

Handbook of Heavy Tailed Distributions in Finance

EDITED BOOK published 2003

Copyright

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Stefan Mittnik | Marc S. Paolella

Long Range Dependence in Heavy Tailed Stochastic Processes

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: BORJANA RACHEVA-IOTOVA | GENNADY SAMORODNITSKY

Statistical Issues in Modeling Multivariate Stable Portfolios

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Tomasz J. Kozubowski | Anna K. Panorska | Svetlozar T. Rachev

Stable Non-Gaussian Models for Credit Risk Management

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Bernhard Martin | Svetlozar T. Rachev | Eduardo S. Schwartz

Front matter

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Subject Index

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Author Index

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Modelling the Term Structure of Monetary Rates*

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: IZZI LUISA

Contents of the Handbook

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Stable Modeling of Market and Credit Value at Risk

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Svetlozar T. Rachev | Eduardo S. Schwartz | Irina Khindanova

Asset Liability Management: A Review and Some New Results in the Presence of Heavy Tails

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Yesim Tokat | Svetlozar T. Rachev | Eduardo S. Schwartz

Introduction to the Series

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Preface

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Rachev Svetlozar T.

Heavy Tails in Finance for Independent or Multifractal Price Increments

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Benoit B. Mandelbrot

Financial Risk and Heavy Tails

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Brendan O. Bradley | Murad S. Taqqu

Jump-Diffusion Models

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: Wolfgang J. Runggaldier