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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Investment management and financial management"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Benzschawel, Terry"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Ho, Thomas S. Y."
~person:"Kritzman, Mark"
~source:"econis"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Benzschawel, Terry
Broll, Udo
Fabozzi, Frank J.
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Ho, Thomas S. Y.
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Bahmani-Oskooee, Mohsen
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ECONIS (ZBW)
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1
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:
2
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:
3
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
4
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:
5
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
6
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:
7
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
8
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:
9
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
10
Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio
;
Wong, Wing Keung
;
Fabozzi, Frank J.
- In:
Applied economics
50
(
2018
)
43
,
pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
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