Contributions to Economics - Risk Assessment
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Published By Physica-Verlag HD

9783790820492, 9783790820508
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns

2008 ◽  
pp. 111-152 ◽  
Author(s):  
Sebastian Kring ◽  
Svetlozar T. Rachev ◽  
Markus Höchstötter ◽  
Frank J. Fabozzi
Keyword(s):  
Asset Returns ◽  
Gaussian Distributions

A New Tempered Stable Distribution and Its Application to Finance

2008 ◽  
pp. 77-109 ◽  
Author(s):  
Young Shin Kim ◽  
Svetlozar T. Rachev ◽  
Michele Leonardo Bianchi ◽  
Frank J. Fabozzi
Keyword(s):  
Stable Distribution ◽  
Tempered Stable Distribution

Recent Advances in Credit Risk Management

2008 ◽  
pp. 215-234
Author(s):  
Frances Cowell ◽  
Borjana Racheva ◽  
Stefan Trück
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Credit Risk Management ◽  
Recent Advances

Stable ETL Optimal Portfolios and Extreme Risk Management

2008 ◽  
pp. 235-262 ◽  
Author(s):  
Svetlozar T. Rachev ◽  
R. Douglas Martin ◽  
Borjana Racheva ◽  
Stoyan Stoyanov
Keyword(s):  
Risk Management ◽  
Optimal Portfolios ◽  
Extreme Risk

scholarly journals Time Dependent Relative Risk Aversion

2008 ◽  
pp. 15-46 ◽  
Author(s):  
Enzo Giacomini ◽  
Michael Handel ◽  
Wolfgang K. Härdle
Keyword(s):  
Relative Risk ◽  
Risk Aversion ◽  
Time Dependent ◽  
Relative Risk Aversion
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