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isPartOf:"Journal of banking & finance"
subject:"Prinzipal-Agent-Theorie"
~person:"Elton, Edwin J."
~person:"Fabozzi, Frank J."
~person:"Santomero, Anthony M."
~subject:"Bank"
~subject:"Theory"
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Elton, Edwin J.
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Journal of banking & finance
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11
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11
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ECONIS (ZBW)
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1
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
2
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
3
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
4
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
5
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
6
What do financial intermediaries do?
Allen, Franklin
;
Santomero, Anthony M.
- In:
Journal of banking & finance
25
(
2001
)
2
,
pp. 271-294
Persistent link: https://www.econbiz.de/10001545294
Saved in:
7
Is there an optimal size for the financial sector?
Santomero, Anthony M.
;
Seater, John J.
- In:
Journal of banking & finance
24
(
2000
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10001482840
Saved in:
8
Investment opportunities and corporate demand for lines of credit
Martin, J. Spencer
- In:
Journal of banking & finance
21
(
1997
)
10
,
pp. 1331-1350
Persistent link: https://www.econbiz.de/10001229561
Saved in:
9
Modern portfolio theory, 1950 to date
Elton, Edwin J.
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1743-1759
Persistent link: https://www.econbiz.de/10001236720
Saved in:
10
The theory of financial intermediation
Allen, Franklin
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1461-1485
Persistent link: https://www.econbiz.de/10001236738
Saved in:
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