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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of derivatives : JOD"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Haley, M. Ryan"
~type_genre:"Article in journal"
~type_genre:"Article"
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Fabozzi, Frank J.
Haley, M. Ryan
Chang, Tsangyao
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Applied economics letters
The journal of derivatives : JOD
The journal of portfolio management : JPM
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1
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
2
Multi-asset option pricing using normal tempered stable processes with stochastic correlation
Kim, Young Shin
;
Kim, Hyangju
;
Choi, Jaehyung
;
Fabozzi, …
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 42-64
Persistent link: https://www.econbiz.de/10014231123
Saved in:
3
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
4
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
5
Shortfall portfolio selection : a bootstrap and k-fold analysis
Haley, M. Ryan
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 307-310
Persistent link: https://www.econbiz.de/10012803526
Saved in:
6
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
7
Estimating the relationship between labour market tightness, unemployment insurance benefits and union election activity
Baumann, Robert
;
Engelhardt, Bryan
;
Fuller, David L.
; …
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 354-358
Persistent link: https://www.econbiz.de/10011854521
Saved in:
8
Assessing the impact of different workplace flexibilities on workplace stress in the presence of varying degrees of job control
Cotti, Chad
;
Haley, M. Ryan
;
Miller, Laurie A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 198-201
Persistent link: https://www.econbiz.de/10011704072
Saved in:
9
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
Saved in:
10
On the inauspicious incentives of the scholar-level h-index : an economist’s take on collusive and coercive citation
Haley, M. Ryan
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10011703878
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