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~isPartOf:"Annals of finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Perraudin, William R. M."
~person:"Sarkar, Sudipto"
~source:"econis"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Kreditsicherung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
~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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Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Kreditsicherung
Supply chain
Theory
Volatility
World
Theorie
30
Credit risk
15
Kreditrisiko
15
Yield curve
10
Zinsstruktur
10
Portfolio selection
9
Portfolio-Management
9
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9
United States
9
Option pricing theory
8
Optionspreistheorie
8
Credit derivative
6
Credit rating
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Kreditderivat
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Kreditwürdigkeit
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Basel Accord
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Kapitalstruktur
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Aufsatz in Zeitschrift
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Mehrbändiges Werk
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Fabozzi, Frank J.
Jarrow, Robert A.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Saunders, Anthony
14
Faff, Robert W.
12
Hasan, Iftekhar
12
Madan, Dilip B.
12
Berger, Allen N.
11
Altman, Edward I.
10
Prokopczuk, Marcel
10
Chen, Ren-Raw
9
Demirgüç-Kunt, Asli
8
Duan, Jin-Chuan
8
Shackleton, Mark B.
8
Wu, Chunchi
8
Allen, Linda
7
Bali, Turan G.
7
Branger, Nicole
7
Chang, Eric Chieh
7
Das, Sanjiv R.
7
Escobar, Marcos
7
Uhrig-Homburg, Marliese
7
Beck, Thorsten
6
Boubakri, Narjess
6
Buch, Claudia M.
6
Clare, Andrew D.
6
Cornett, Marcia Millon
6
Crouhy, Michel
6
Elliott, Robert J.
6
Goodhart, Charles A. E.
6
Lee, Bong-soo
6
Lobo, Gerald J.
6
Sercu, Piet
6
Skiadopoulos, George
6
Szegö, Giorgio P.
6
Viens, Frederi G.
6
Weiß, Gregor
6
Chung, Kee H.
5
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Annals of finance
Journal of banking & finance
The journal of fixed income
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
International journal of theoretical and applied finance
11
The journal of portfolio management : JPM
11
The journal of portfolio management : a publication of Institutional Investor
10
Finance research letters
8
Applied economics
6
Journal of financial and quantitative analysis : JFQA
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Applied financial economics
5
Computational economics
5
Review of quantitative finance and accounting
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
The journal of fixed income : JFI
5
The review of financial studies
5
Economics letters
4
European journal of operational research : EJOR
4
Finance and stochastics
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of operations research
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
Advances in futures and options research : a research annual
2
Applied financial economics letters
2
Economic modelling
2
Financial analysts' journal : FAJ
2
International journal of theoretical and applied finance : IJTAF
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of econometrics
2
Journal of economics & business
2
Journal of empirical finance
2
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ECONIS (ZBW)
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1
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:
2
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:
3
Investment and financing decisions with learning-curve technology
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521609
Saved in:
4
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
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
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:
7
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:
8
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
9
Relative asset price bubbles
Falafala, Roseline Bilina
;
Jarrow, Robert A.
;
Protter, …
- In:
Annals of finance
12
(
2016
)
2
,
pp. 135-160
Persistent link: https://www.econbiz.de/10011555672
Saved in:
10
Investment policy with time-to-build
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
55
(
2015
),
pp. 142-156
Persistent link: https://www.econbiz.de/10011378544
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