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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Fabozzi, Frank J."
~person:"Gouriéroux, Christian"
~source:"econis"
~subject:"Asymptotic variability"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Asymptotic variability
Conditional value-at-risk
Developing countries
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Theory
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16
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Fabozzi, Frank J.
Gouriéroux, Christian
Moshirian, Fariborz
32
Hasan, Iftekhar
15
Saunders, Anthony
14
Faff, Robert W.
13
Prokopczuk, Marcel
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Crouhy, Michel
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Demirgüç-Kunt, Asli
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Duan, Jin-Chuan
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Levy, Haim
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Sarkar, Sudipto
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Shackleton, Mark B.
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Allen, Linda
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Bali, Turan G.
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6
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Advances in futures and options research : a research annual
Journal of banking & finance
Journal of empirical finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
44
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
27
Journal of econometrics
18
Annales d'économie et de statistique
15
The journal of portfolio management : JPM
11
International journal of theoretical and applied finance
9
The journal of portfolio management : a publication of Institutional Investor
9
Applied economics
6
Econometric theory
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Computational economics
5
Economics letters
5
L' Actualité économique : revue trimest.
5
The journal of fixed income
5
International review of financial analysis
4
The journal of fixed income : JFI
4
Annals of economics and statistics
3
Annals of operations research
3
Applied financial economics
3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
Journal of international money and finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
Applied financial economics letters
2
Finance : revue de l'Association Française de Finance
2
Finance research letters
2
Journal de la Société de Statistique de Paris
2
Journal of economic dynamics & control
2
Journal of financial econometrics
2
Review of finance : journal of the European Finance Association
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Annals of economics and finance
1
Annals of finance
1
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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
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
6
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
7
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
8
Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
Saved in:
9
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
10
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
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