A probability metrics approach to financial risk measures von Račev, Svetlozar T. 1951-, Stoyanov, Stoyan Veselinov, Fabozzi, Frank J. 1948-

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Fat-tailed and skewed asset return distributions implications for risk management, portfolio selection, and option pricing von Račev, Svetlozar T. 1951-

Stable Paretian models in finance von Račev, Svetlozar T. 1951-, Mittnik, Stefan

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Stationarity of stable GARCH processes von Mittnik, Stefan, Paolella, Marc S. 1967-, Račev, Svetlozar T. 1951-

Mass transportation problems von Račev, Svetlozar T. 1951-, Rüschendorf, Ludger 1948-

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Modeling the persistence of conditional volatility with GARCH-stable processes von Mittnik, Stefan, Paolella, Marc S. 1967-, Račev, Svetlozar T. 1951-

Probability metrics and the stability of stochastic models von Račev, Svetlozar T. 1951-

Mathematical methods for construction of queueing models von Kalašnikov, Vladimir Vjačeslavovič 1942-2001, Račev, Svetlozar T. 1951-

A probability metrics approach to financial risk measures von Račev, Svetlozar T. 1951-, Stoyanov, Stoyan Veselinov, Fabozzi, Frank J. 1948-

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Robust and non-robust models in statistics von Klebanov, Lev B., Račev, Svetlozar T. 1951-, Fabozzi, Frank J. 1948-

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Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures von Račev, Svetlozar T. 1951-, Stoyanov, Stoyan Veselinov, Fabozzi, Frank J. 1948-

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Operational risk a guide to Basel II capital requirements, models, and analysis von Chernobai, Anna S., Račev, Svetlozar T. 1951-, Fabozzi, Frank J. 1948-

A comparison of some univariate models for value-at-risk and expected shortfall von Marinelli, Carlo, D'Addona, Stefano 1972-, Račev, Svetlozar T. 1951-

Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals von Kurz-Kim, Jeong-Ryeol, Račev, Svetlozar T. 1951-, Samorodnitsky, Gennady

Mass transportation problems von Račev, Svetlozar T. 1951-, Rüschendorf, Ludger 1948-

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Unconditional and conditional distributional models for the Nikkei Index von Mittnik, Stefan, Paolella, Marc S. 1967-, Račev, Svetlozar T. 1951-

Probability metrics and the stability of stochastic models von Račev, Svetlozar T. 1951-

Mass transportation problems von Račev, Svetlozar T. 1951-, Rüschendorf, Ludger 1948-

Advanced REIT portfolio optimization innovative tools for risk management von Lindquist, W. Brent, Račev, Svetlozar T. 1951-, Hu, Yuan, Shirvani, Abootaleb

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The basics of financial econometrics tools, concepts, and asset management applications von Fabozzi, Frank J. 1948-, Focardi, Sergio M. 1946-, Račev, Svetlozar T. 1951-, Arshanapalli, Bala Gangadhar

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