//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Intereconomics : review of European economic policy"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
3
Portfolio-Management
3
Credit default swap
2
Credit derivative
2
Credit risk
2
EU countries
2
EU-Staaten
2
Euro area
2
Eurozone
2
Kreditderivat
2
Kreditrisiko
2
Option pricing theory
2
Optionspreistheorie
2
Alpha
1
Anleihe
1
Asset pricing
1
Bond
1
Bond market
1
CAPM
1
Cherny-Shiryaev-Yor invariance principle
1
Country risk
1
Currency derivative
1
Debt crisis
1
Derivat
1
Derivative
1
Developing countries
1
EMU bond funds
1
Emerging economies
1
Entwicklungsländer
1
Eurozone sovereign debt crisis
1
Exchange rate risk
1
Factor analysis
1
Factor model
1
Factor models
1
Faktorenanalyse
1
Greece
1
Griechenland
1
Hedging
1
Hedging transaction cost
1
Implied tree models
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
Author
All
Fabozzi, Frank J.
Gros, Daniel
16
Aizenman, Joshua
15
Chinn, Menzie David
13
Cheung, Yin-Wong
12
Furceri, Davide
12
Hommes, Cars H.
9
Beckmann, Joscha
8
Belke, Ansgar
8
Choi, Sangyup
8
Gallegati, Mauro
8
Kort, Peter M.
8
Spiegel, Mark
8
Vogel, Lukas
8
De Grauwe, Paul
7
Fatum, Rasmus
7
Hanaki, Nobuyuki
7
Kim, So-yŏng
7
Minford, Patrick
7
Arifovic, Jasmina
6
Avdjiev, Stefan
6
Hall, Stephen G.
6
Huber, Florian
6
Kollmann, Robert
6
Li, Duan
6
Li, Kai
6
Loungani, Prakash
6
Lütkepohl, Helmut
6
MacDonald, Ronald
6
McCauley, Robert N.
6
Phylaktis, Kate
6
Pyun, Ju Hyun
6
Stracca, Livio
6
Tavlas, George S.
6
Te, Bao
6
Wu, Jason
6
Alcidi, Cinzia
5
Aysun, Uluc
5
Boscheck, Ralf
5
Branger, Nicole
5
more ...
less ...
Published in...
All
Intereconomics : review of European economic policy
Journal of economic dynamics & control
Journal of international money and finance
The journal of portfolio management : JPM
31
The journal of fixed income : JFI
9
Applied economics
7
Computational economics
6
Finance research letters
6
European journal of operational research : EJOR
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
International journal of theoretical and applied finance
4
International review of financial analysis
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Journal of banking & finance
3
The journal of asset management
3
Economics letters
2
Financial markets, institutions & instruments
2
Quantitative finance
2
Review of quantitative finance and accounting
2
The journal of alternative investments : JAI
2
Annals of finance
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of forecasting
1
North American actuarial journal
1
Review of finance : journal of the European Finance Association
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of financial research
1
The journal of fixed income
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Towards a dead end? : EMU bond market exposure and manager performance
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013206817
Saved in:
4
Effectiveness of developed and emerging market FX options in active currency risk management
Vohra, Suprita
;
Fabozzi, Frank J.
- In:
Journal of international money and finance
96
(
2019
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012139636
Saved in:
5
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
6
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->