1![ΤΙΤΛΟΣ ΒΙΒΛΙΟΥ ΣΥΓΓΡΑΦΕΑΣ ΕΚΔΟΤΗΣ ΤΙΤΛΟΣ ΒΙΒΛΙΟΥ ΣΥΓΓΡΑΦΕΑΣ ΕΚΔΟΤΗΣ](https://www.pdfsearch.io/img/d76ff78bedc6482a90346a6dde610f93.jpg) | Add to Reading ListSource URL: www.postgraduate-accfin.aueb.grLanguage: English - Date: 2015-11-10 09:30:47
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2![Property Derivatives for Managing European Real-Estate Risk Frank J. Fabozzi is Professor in the Practice of Finance, Yale School of Management, New Haven, CT Robert J. Shiller is Arthur M. Okun P Property Derivatives for Managing European Real-Estate Risk Frank J. Fabozzi is Professor in the Practice of Finance, Yale School of Management, New Haven, CT Robert J. Shiller is Arthur M. Okun P](https://www.pdfsearch.io/img/7a21e8f1f9525956e28ab19b73ec9630.jpg) | Add to Reading ListSource URL: www.econ.yale.edu- Date: 2010-01-02 06:33:34
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3![Property Derivatives for Managing European Real-Estate Risk Frank J. Fabozzi is Professor in the Practice of Finance, Yale School of Management, New Haven, CT Robert J. Shiller is Arthur M. Okun P Property Derivatives for Managing European Real-Estate Risk Frank J. Fabozzi is Professor in the Practice of Finance, Yale School of Management, New Haven, CT Robert J. Shiller is Arthur M. Okun P](https://www.pdfsearch.io/img/f1594a705a4cc2a39be0f8eae87581c5.jpg) | Add to Reading ListSource URL: www.econ.yale.edu- Date: 2010-01-02 06:33:34
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4![Another W97M/Cartman.Poppy Infected Document Another W97M/Cartman.Poppy Infected Document](https://www.pdfsearch.io/img/8f8b5661d11e8b42fce3cbaa236491ec.jpg) | Add to Reading ListSource URL: www.scu.eduLanguage: English - Date: 2012-03-21 04:18:56
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5![Another W97M/Cartman.Poppy Infected Document Another W97M/Cartman.Poppy Infected Document](https://www.pdfsearch.io/img/f53ddd0c56318d49cb8b748c41818ebf.jpg) | Add to Reading ListSource URL: www.scu.eduLanguage: English - Date: 2015-04-08 14:32:45
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6![Bayesian inference for hedge funds with stable distribution of returns by Biliana Güner, Svetlozar T. Rachev, Daniel Edelman, Frank J. Fabozzi Bayesian inference for hedge funds with stable distribution of returns by Biliana Güner, Svetlozar T. Rachev, Daniel Edelman, Frank J. Fabozzi](https://www.pdfsearch.io/img/f3fe0fc79c19063da56d4284f6785fec.jpg) | Add to Reading ListSource URL: econpapers.wiwi.kit.eduLanguage: English - Date: 2010-09-30 12:18:22
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7![A profit model for spread trading with an application to energy futures by Takashi Kanamura, Svetlozar T. Rachev, Frank J. Fabozzi A profit model for spread trading with an application to energy futures by Takashi Kanamura, Svetlozar T. Rachev, Frank J. Fabozzi](https://www.pdfsearch.io/img/12515c039a2c13f4a3758f91df04ed20.jpg) | Add to Reading ListSource URL: econpapers.wiwi.kit.eduLanguage: English - Date: 2011-05-18 10:44:31
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8![CVaR sensitivity with respect to tail thickness by Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi CVaR sensitivity with respect to tail thickness by Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi](https://www.pdfsearch.io/img/5cc794104ee5bb60b18c19b740f95646.jpg) | Add to Reading ListSource URL: econpapers.wiwi.kit.eduLanguage: English - Date: 2011-05-18 10:45:52
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9![Time series analysis for financial market meltdowns by Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Ivan Mitov, Frank J. Fabozzi Time series analysis for financial market meltdowns by Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Ivan Mitov, Frank J. Fabozzi](https://www.pdfsearch.io/img/15383b5009c569f7d6fe06d08eac2da6.jpg) | Add to Reading ListSource URL: econpapers.wiwi.kit.eduLanguage: English - Date: 2010-09-30 12:18:37
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10![Fat-tailed models for risk estimation by Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Iotova, Frank J. Fabozzi Fat-tailed models for risk estimation by Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Iotova, Frank J. Fabozzi](https://www.pdfsearch.io/img/87f85bbbb6c93e1d963396fbc6c6a26d.jpg) | Add to Reading ListSource URL: econpapers.wiwi.kit.eduLanguage: English - Date: 2011-05-18 10:46:26
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