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subject:"Germany"
~person:"Alexander, Gordon J."
~person:"Fabozzi, Frank J."
~subject:"Theory"
~type:"article"
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Risk management
37
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9
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Alexander, Gordon J.
Fabozzi, Frank J.
Broll, Udo
24
Gleißner, Werner
23
Wang, Ruodu
15
Embrechts, Paul
13
Helfer, Michael
11
Henschel, Thomas
11
Tan, Ken Seng
11
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10
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9
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8
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7
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7
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7
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7
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7
Ramke, Thomas
7
Righi, Marcelo Brutti
7
Romeike, Frank
7
Rüschendorf, Ludger
7
Schulte-Mattler, Hermann
7
Straßberger, Mario
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Chi, Yichun
6
Daníelsson, Jón
6
Furman, Edward
6
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6
Puccetti, Giovanni
6
Račev, Svetlozar T.
6
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6
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The handbook of fixed income securities
2
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1
Applied financial economics letters
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
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1
Journal of empirical finance
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Journal of monetary economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
22
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1
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
2
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
3
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
4
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
5
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
6
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
7
A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 249-268
Persistent link: https://www.econbiz.de/10009708765
Saved in:
8
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
9
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
10
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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