Portfolio choice theory with non-Gaussian distributed returns

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Handbook of heavy tailed distributions in finance
Weitere Verfasser:	Ortobelli, Sergio (BerichterstatterIn), Huber, Isabella (BerichterstatterIn), Račev, Svetlozar T. (BerichterstatterIn), Schwartz, Eduardo S. (BerichterstatterIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2003
Schlagworte:	Portfolio-Management > Theorie > Statistische Verteilung > Aufsatz im Buch
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Financial risk and heavy tails	2003	Bradley, Brendan O.
Heavy tails in finance for independent or multifractal price increments	2003	Mandelbrot, Benoît B.
Stable modeling of market and credit value at risk	2003	Račev, Svetlozar T.
Prediction of financial downside-risk with heavy-tailed conditional distributions	2003	Mittnik, Stefan
Multifactor stochastic variance models in risk management : maximum entropy approach and lévy processes	2003	Levin, Alexander
Long range dependence in heavy tailed stochastic processes	2003	Racheva-Iotova, Borjana
Stable non-Gaussian models for credit risk management	2003	Martin, Bernhard
Modeling the term structure of monetary rates	2003	Izzi, Luisa
Modeling financial data with stable distributions	2003	Nolan, John P.
Statistical issues in modeling multivariate stable portfolios	2003	Kozubowski, Tomasz J.
Jump-diffusion models	2003	Runggaldier, Wolfgang J.
Hyperbolic process in finance	2003	Bibby, Bo Martin
Modelling dependence with copulas and applications to risk management	2003	Embrechts, Paul
Asset liability management : a review and some new results in the presence of heavy tails	2003	Tokat, Yesim
Portfolio choice theory with non-Gaussian distributed returns	2003
Portfolio modeling with heavy tailed random vectors	2003	Meerschaert, Mark M.