Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 2117 results
Sort by: relevance publication year

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

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

A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models

BOOK CHAPTER published 2003 in Modeling and Control of Economic Systems 2001

Authors: Sergio Ortobelli | Isabella Huber | Markus Höchstötter | Svetlozar Rachev

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

A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models

JOURNAL ARTICLE published September 2001 in IFAC Proceedings Volumes

Authors: Sergio Ortobelli | Isabella Huber | Markus Höchstötter | Svetlozar Rachev

Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach and the Gaussian One

BOOK CHAPTER published 2004 in Handbook of Computational and Numerical Methods in Finance

Authors: Sergio Ortobelli | Svetlozar Rachev | Isabella Huber | Almira Biglova

Handbook of Heavy Tailed Distributions in Finance

BOOK published 2003

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

Copyright

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

Subject Index

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

Front matter

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

Contents of the Handbook

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

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

Hyperbolic Processes in Finance

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

Authors: Bo Martin Bibby | Michael Sørensen

Preface

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

Authors: Rachev Svetlozar T.

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

Risk management and dynamic portfolio selection with stable Paretian distributions

JOURNAL ARTICLE published March 2010 in Journal of Empirical Finance

Authors: Sergio Ortobelli | Svetlozar T. Rachev | Frank J. Fabozzi