Fat-tailed models for risk estimation

SV Stoyanov, ST Rachev, B Racheva-Iotova… - 2011 - econstor.eu
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

[PDF][PDF] Fat-tailed models for risk estimation

SV Stoyanov, ST Rachev, B Racheva-Iotova… - econpapers.wiwi.kit.edu
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

[PDF][PDF] Fat-tailed models for risk estimation

SV Stoyanov, ST Rachev, B Racheva-Iotova… - Citeseer
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

Fat-Tailed Models for Risk Estimation

SV Stoyanov, ST Rachev… - Journal of Portfolio …, 2011 - search.proquest.com
The extreme losses that occurred in the financial crisis of 2008 raised the question of
whether existing models and practices, largely based on the Gaussian distribution …

[PDF][PDF] Fat-tailed models for risk estimation

SV Stoyanov, ST Rachev, B Racheva-Iotova… - core.ac.uk
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

Fat-tailed models for risk estimation

SV Stoyanov, ST Rachev, B Racheva-Iotova… - 2011 - ideas.repec.org
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

[PDF][PDF] Fat-tailed models for risk estimation

SV Stoyanov, ST Rachev, B Racheva-Iotova… - scholar.archive.org
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

Fat-Tailed Models for Risk Estimation

SV Stoyanov, S Rachev, B Racheva-Iotova… - Journal of Portfolio …, 2011 - papers.ssrn.com
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

Fat-Tailed Models for Risk Estimation

SV Stoyanov, ST Rachev… - The Journal of …, 2011 - pm-research.com
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

Fat-tailed models for risk estimation

SV Stoyanov, ST Rachev, B Racheva-Iotova, F Fabozzi - 2011 - econpapers.repec.org
In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …