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~accessRights:"restricted"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Asset-backed securities"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-backed securities
Volatility
Portfolio selection
37
Portfolio-Management
37
Theorie
36
Theory
36
Option pricing theory
21
Optionspreistheorie
21
Volatilität
14
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13
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12
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Fabozzi, Frank J.
Gupta, Rangan
127
Ma, Feng
84
Bouri, Elie
80
Tiwari, Aviral Kumar
52
Hammoudeh, Shawkat
40
Mensi, Walid
39
Wohar, Mark E.
38
Zhang, Yaojie
38
Kang, Sang Hoon
36
Wang, Yudong
36
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Roubaud, David
34
Demirer, Rıza
33
Ji, Qiang
33
Liang, Chao
33
Wei, Yu
33
Balcilar, Mehmet
32
Corbet, Shaen
31
Lucey, Brian M.
30
McAleer, Michael
27
Salisu, Afees A.
27
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Pierdzioch, Christian
26
Kumar, Dilip
25
Lau, Chi Keung
25
Jawadi, Fredj
23
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Serletis, Apostolos
22
Wen, Fenghua
22
Zhu, Huiming
22
Wu, Xinyu
21
Ryu, Doojin
20
Todorov, Viktor
20
Wang, Jiqian
20
Caporale, Guglielmo Maria
19
Cui, Zhenyu
19
Lu, Xinjie
19
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Computational economics
3
Finance research letters
2
International journal of theoretical and applied finance
2
The journal of portfolio management : JPM
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of financial intermediation
1
Journal of financial services research
1
Review of finance : journal of the European Finance Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
18
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1
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18
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1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
3
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
4
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
5
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
6
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
7
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
8
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
9
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:
10
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
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