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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"McMillen, Daniel P."
~subject:"Finanzierung"
~subject:"Probability theory"
~subject:"Risikomaß"
~type_genre:"Forschungsbericht"
~type_genre:"Lehrbuch"
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Schätzung
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Theorie
116
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116
Portfolio selection
49
Portfolio-Management
49
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22
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19
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Fabozzi, Frank J.
McMillen, Daniel P.
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Serletis, Apostolos
26
Kumbhakar, Subal
25
Wang, Ruodu
24
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Härdle, Wolfgang
17
Phillips, Peter C. B.
16
Moosa, Imad A.
15
Righi, Marcelo Brutti
15
Tsionas, Efthymios G.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Peel, David
14
Rosazza Gianin, Emanuela
14
Embrechts, Paul
13
Engsted, Tom
13
Gallant, A. Ronald
13
Ghysels, Eric
13
Koopman, Siem Jan
13
Račev, Svetlozar T.
13
Tzavalis, Elias
13
Apergēs, Nikolaos
12
Asai, Manabu
12
Bollerslev, Tim
12
Boonen, Tim J.
12
Creedy, John
12
Koop, Gary
12
MacDonald, Ronald
12
McAleer, Michael
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Tiwari, Aviral Kumar
12
Auer, Benjamin R.
11
Blundell, Richard W.
11
Brandtner, Mario
11
Chan, Joshua
11
Cheung, Ka Chun
11
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Journal of urban economics
8
International journal of theoretical and applied finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Annals of operations research
2
Review of quantitative finance and accounting
2
The Frank J. Fabozzi series
2
The journal of fixed income
2
Annals of finance
1
Applied economics
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of regional science
1
Regional science & urban economics
1
The journal of asset management
1
The journal of fixed income : JFI
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
39
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1
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39
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
3
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
4
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
5
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
6
Foundations of global financial markets and Institutions
Fabozzi, Frank J.
;
Jones, Frank Joseph
-
2019
-
Fifth edition
Persistent link: https://www.econbiz.de/10011876740
Saved in:
7
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
8
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:
9
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
10
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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