Svetlozar T. Rachev

Advanced REIT Portfolio Optimization (Dynamic Modeling and Econometrics in Economics and Finance, #30)

Advanced Risk Management and Portfolio Optimization (Frank J. Fabozzi, #172)

The Basics of Financial Econometrics (Frank J. Fabozzi)

Basics of Financial Econometrics, The: Tools, Concepts, and Asset Management Applications (Frank J. Fabozzi)

The Methods of Distances in the Theory of Probability and Statistics

Financial Models with Levy Processes and Volatility Clustering (Frank J. Fabozzi, #187)

A Probability Metrics Approach to Financial Risk Measures

Risk and Uncertainty (Wiley Global Finance Executive Select, #213)

Robust & Non-Robust Models in Statistics

Probability and Statistics for Finance (Frank J. Fabozzi, #176)

Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices

Bayesian Methods in Finance (Frank J. Fabozzi, #153)

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization (Frank J. Fabozzi, #149) (Wiley Global Finance Executive Select, #210) (Wiley Global Finance Executive Select, #210)

Operational Risk (Frank J. Fabozzi, #181)

Financial Econometrics (Frank J. Fabozzi, #150)

Ill-Posed Problems in Probability & Stability of Random Sums

Fat-Tailed and Skewed Asset Return Distributions (Frank J. Fabozzi, #139)

Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis)

Mass Transportation Problems (Probability and Its Applications)

Probability Metrics and the Stability of Stochastic Models (Probability & Mathematical Statistics S.)

Mathematical Methods for Construction of Queueing Models