Browsing All of EconStor by Author Stoyanov, Stoyan V.

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Year of Publication	Title	Author(s)
2011	CVaR sensitivity with respect to tail thickness	Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
2011	Fat-tailed models for risk estimation	Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Racheva-Iotova, Boryana; Fabozzi, Frank J.
2013	Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents	Stein, Michael; Piazolo, Daniel; Stoyanov, Stoyan V.

Showing results 1 to 3 of 3