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~isPartOf:"Applied economics"
~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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Asset-backed securities
CAPM
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Kreditrisiko
Statistical distribution
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13
Zinsstruktur
13
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12
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Benzschawel, Terry
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Ho, Thomas S. Y.
Kritzman, Mark
Bahmani-Oskooee, Mohsen
18
Gil-Alaña, Luis A.
16
Gupta, Rangan
12
Cantor, Richard
11
Goel, Rajeev K.
11
Mixon, Franklin G.
10
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10
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9
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9
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8
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8
Chen, Ren-Raw
8
Marlow, Michael L.
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Sengupta, Jati K.
8
Shumway, C. Richard
8
Uri, Noel Dean
8
Blazsek, Szabolcs
7
Devadoss, Stephen
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Dynkin, Lev
7
Madden, Gary
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6
Balcilar, Mehmet
6
Brent, Robert J.
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Chung, Chanjin
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Elyasiani, Elyas
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6
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6
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6
Mishra, Ashok K.
6
Peel, David
6
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6
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6
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Applied economics
The journal of fixed income
Valuation, financial modeling, and quantitative tools
20
The handbook of fixed income securities
19
The journal of portfolio management : a publication of Institutional Investor
18
Investment management and financial management
14
Financial markets and instruments
12
International journal of theoretical and applied finance
10
Journal of investment management : JOIM
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Economics letters
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Handbook of financial markets : securities, options and futures
7
The journal of portfolio management : JPM
7
Applied financial economics
6
Computational economics
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5
The journal of structured finance
5
European financial management : the journal of the European Financial Management Association
4
Jahrbücher für Nationalökonomie und Statistik
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of finance : the journal of the American Finance Association
4
The journal of fixed income : JFI
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3
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Economic modelling
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European journal of operational research : EJOR
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Review of quantitative finance and accounting
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The European journal of finance
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The Indian journal of economics
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The handbook of mortgage-backed securities
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The handbook of municipal bonds
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11
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
12
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
Saved in:
13
Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.
;
Xu, Yuewu
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
Saved in:
14
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
15
Credit default swaps : a cash flow analysis
Benzschawel, Terry
;
Corlu, Alper
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 40-55
Persistent link: https://www.econbiz.de/10008858612
Saved in:
16
Household search choice : theory and evidence
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3835-3847
Persistent link: https://www.econbiz.de/10009380610
Saved in:
17
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
18
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
19
A loss severity model for residential mortgages
Hayre, Lakhbir S.
;
Saraf, Manish
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 5-31
Persistent link: https://www.econbiz.de/10003777607
Saved in:
20
A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
Saved in:
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