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Evis Këllezi · Study
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Author
Evis Këllezi
7 works
· latest 2006
· 1 institutions
cluster: provisional
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Citations
801
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Most cited in this library
An Application of Extreme Value Theory for Measuring Financial Risk
2006 · 425 citations
A data-driven optimization heuristic for downside risk minimization
2006 · 89 citations
The Threshold Accepting Heuristic for Index Tracking
2002 · 73 citations
Extreme Value Theory for Tail-Related Risk Measures
2000 · 65 citations
A Global Optimization Heuristic for Portfolio Choice with VaR and Expected Shortfall
2002 · 63 citations
Works
7 shown
An Application of Extreme Value Theory for Measuring Financial Risk
Computational Economics
·
2006
·
2 authors
·
Open access
425
citations
A data-driven optimization heuristic for downside risk minimization
The Journal of Risk
·
2006
·
3 authors
89
citations
Valuing Bermudan options when asset returns are Lévy processes
Quantitative Finance
·
2004
·
2 authors
34
citations
An Application of Extreme Value Theory for Measuring Risk
·
2003
·
2 authors
52
citations
The Threshold Accepting Heuristic for Index Tracking
Applied optimization
·
2002
·
2 authors
·
chapter
·
Open access
73
citations
A Global Optimization Heuristic for Portfolio Choice with VaR and Expected Shortfall
Applied optimization
·
2002
·
2 authors
·
chapter
63
citations
Extreme Value Theory for Tail-Related Risk Measures
RePEc: Research Papers in Economics
·
2000
·
2 authors
·
preprint
65
citations