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Wiley电子期刊(1)
SpringerLink电子期刊(14)
Elsevier电子期刊(24)
Springer电子图书(3)
ProQuest学位论文(8)
在“
Elsevier电子期刊
”中,
命中:
24
条,耗时:小于0.01 秒
在所有数据库中总计命中:
50
条
1.
Balancing energy strategies in electricity portfolio management
作者:
Christoph Mö
;
ller
;
Svetlozar
T.
Rachev
;
Frank J. Fabozzi
关键词:
Electricity market design
;
Balancing energy
;
Strategic behavior
;
Interchangeable marketplaces
;
Electricity portfolio management
刊名:Energy Economics
出版年:2011
2.
Risk management and dynamic portfolio selection with stable Paretian distributions
作者:
Sergio Ortobelli
;
Svetlozar
T.
Rachev
;
Frank J. Fabozzi
关键词:
Stable Paretian distributions
;
Multi-period portfolio choice
;
Value at risk
;
Dynamic portfolio strategies
刊名:Journal of Empirical Finance
出版年:2010
3.
Tempered stable and tempered infinitely divisible GARCH models
作者:
Young Shin Kim
;
Svetlozar
T.
Rachev
;
Michele Leonardo Bianchi
;
Frank J. Fabozzi
关键词:
Tempered infinitely divisible distribution
;
Tempered stable distribution
;
Rapidly decreasing tempered stable distribution
;
GARCH model option-pricing
刊名:Journal of Banking and Finance
出版年:2010
4.
Svetlozar
, T.
Rachev
, John S.J. Hsu, B.S. Bagasheva and F.J. Fabozzi , Bayesian Methods in Finance, John Wiley and Sons, USA (2008) ISBN 978-0-471-92083-0 (hardcover), $95, 329 pages.
作者:
Carlos Maté
刊名:International Journal of Forecasting
出版年:2009
5.
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
作者:
Dezhong Wang
;
Svetlozar
T.
Rachev
;
Frank J. Fabozzi
关键词:
Collateralized Debt Obligation
;
Credit Default Swap
;
Credit Default Index Swap
;
Credit Default Index Swap Tranches
刊名:Journal of Empirical Finance
出版年:2009
6.
Construction of probability metrics on classes of investors
作者:
Stoyan V. Stoyanov
;
Svetlozar
T.
Rachev
;
Frank J. Fabozzi
关键词:
Probability metrics
;
Cumulative prospect theory
刊名:Economics Letters
出版年:2009
7.
Delta hedging strategies comparison
作者:
Domenico De Giovanni
;
Sergio Ortobelli
;
Svetlozar
Rachev
关键词:
Delta hedging
;
Subordinated models
;
Option pricing
;
Stable motion
;
Incomplete markets
刊名:European Journal of Operational Research
出版年:2008
8.
Financial market models with Lévy processes and time-varying volatility
作者:
Young Shin Kim
;
Svetlozar
T.
Rachev
;
Michele Leonardo Bianchi
;
Frank J. Fabozzi
关键词:
Tempered stable distribution
;
GARCH model
;
Option pricing
刊名:Journal of Banking and Finance
出版年:2008
9.
Relative deviation metrics and the problem of strategy replication
作者:
Stoyan V. Stoyanov
;
Svetlozar
T.
Rachev
;
Sergio Ortobelli
;
Frank J. Fabozzi
关键词:
Tracking error
;
Probability metric
;
Benchmark tracking
刊名:Journal of Banking and Finance
出版年:2008
10.
Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns
作者:
Wei Sun
;
Svetlozar
Rachev
;
Frank J. Fabozzi
关键词:
Fractional stable noise
;
Heavy tails
;
Long-range dependence
;
Self-similarity
;
Volatility modeling
刊名:Journal of Economics and Business
出版年:2007
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