Browsing All of EconStor by Author Račev, Svetlozar T.
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2020 | Option pricing incorporating factor dynamics in complete markets | Hu, Yuan; Shirvani, Abootaleb; Lindquist, W. Brent; Fabozzi, Frank J.; Račev, Svetlozar T. |
2021 | Global index on financial losses due to crime in the United States | Mahanama, Thilini; Shirvani, Abootaleb; Račev, Svetlozar T. |
2021 | Systemic risk modeling with Lévy copulas | Liu, Yuhao; Djurić, Petar M.; Kim, Young Shin; Račev, Svetlozar T.; Glimm, James |
2021 | Portfolio optimization constrained by performance attribution | Hu, Yuan; Lindquist, W. Brent; Račev, Svetlozar T. |
2022 | Hedonic models of real estate prices: GAM Models; environmental and sex-offender-proximity factors | Bailey, Jason Robert; Lauria, Davide; Lindquist, W. Brent; Mittnik, Stefan; Račev, Svetlozar T. |