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Portfolio Choice Theory with Non-Gaussian Distributed Returns BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Stable Non-Gaussian Models for Credit Risk Management BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models BOOK CHAPTER published 2003 in Modeling and Control of Economic Systems 2001 |
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Portfolio Modeling with Heavy Tailed Random Vectors BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models JOURNAL ARTICLE published September 2001 in IFAC Proceedings Volumes |
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Handbook of Heavy Tailed Distributions in Finance EDITED BOOK published 2003 |
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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 |
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Statistical Issues in Modeling Multivariate Stable Portfolios BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Copyright BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Stable Modeling of Market and Credit Value at Risk BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Contents of the Handbook BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Front matter BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Author Index BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Subject Index BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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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 |
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Introduction to the Series BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Hyperbolic Processes in Finance BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Risk management and dynamic portfolio selection with stable Paretian distributions JOURNAL ARTICLE published March 2010 in Journal of Empirical Finance |
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Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Heavy Tails in Finance for Independent or Multifractal Price Increments BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |