Reference health
Stable ETL Optimal Portfolios and Extreme Risk Management
3/3 checkable references clean · checked 2026-08-09
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 3 checked references that resolve
The 6 references without a DOI — listed, not checked
no DOI — not checkedBradley, B. O. and Taqqu, M. S. (2003). “Financial Risk and Heavy Tails”, in Handbook of Heavy Tailed Distributions in Finance, edited by S. T. Rachev, Elsevier/North-Holland, Amsterdam
no DOI — not checkedRachev, S. and Mittnik, S. (2000). Stable Paretian Models in Finance. Wiley, New York
no DOI — not checkedRacheva-Iotova B., Stoyanov, S., and Rachev S. (2003). Stable Non-Gaussian Credit Risk Model; The Cognity Approach, in Credit Risk (Measurement, Evaluations and Management), edited by G. Bol, G. Nakhaheizadeh, S. Rachev, T. Rieder, K-H. Vollmer, Physica-Verlag Series: Contributions to Economics, Springer, Heidelberg, NY, 179–198
no DOI — not checkedRachev, S., Menn, C., and Fabozzi, F.J. (2005). Fat Tailed and Skewed Asset Return Distributions: Implications for Risk, Wiley-Finance, Hoboken
no DOI — not checkedSklar, A. (1996). “Random Variables, Distribution Functions, and Copulas — a Personal Look Backward and Forward”, in Distributions with Fixed Marginals and Related Topics, edited by Ruschendorff et. al., Institute of Mathematical Sciences, Hayward, CA
no DOI — not checkedStoyanov, S., Racheva-Iotova, B. (2004) “Univariate Stable Laws in the Field of Finance-Parameter Estimation, Journal of Concrete and Applied Mathematics, 2, 369–396
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