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~isPartOf:"Annals of finance"
~language:"eng"
~language:"rus"
~person:"Fabozzi, Frank J."
~person:"Rubtsov, Alexey"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Rubtsov, Alexey
Madan, Dilip B.
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Annals of finance
The journal of portfolio management : JPM
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ECONIS (ZBW)
5
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5
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5
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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
Analysis of the SRISK measure and its application to the Canadian banking and insurance industries
Coleman, Thomas F.
;
LaPlante, Alex
;
Rubtsov, Alexey
- In:
Annals of finance
14
(
2018
)
4
,
pp. 547-570
Persistent link: https://www.econbiz.de/10012268325
Saved in:
3
Correction to analysis of the SRISK measure and its application to the Canadian banking and insurance industries
Coleman, Thomas F.
;
LaPlante, Alex
;
Rubtsov, Alexey
- In:
Annals of finance
14
(
2018
)
4
,
pp. 571-572
Persistent link: https://www.econbiz.de/10012268339
Saved in:
4
Portfolio management with stochastic interest rates and inflation ambiguity
Munk, Claus
;
Rubtsov, Alexey
- In:
Annals of finance
10
(
2014
)
3
,
pp. 419-455
Persistent link: https://www.econbiz.de/10010399796
Saved in:
5
Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
Saved in:
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