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~isPartOf:"Computational economics"
~isPartOf:"Economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hassler, Uwe"
~person:"Hayre, Lakhbir S."
~person:"Krämer, Walter"
~person:"Peel, David"
~subject:"CAPM"
~subject:"Credit derivative"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Schätztheorie"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
Credit derivative
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54
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21
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Broll, Udo
Fabozzi, Frank J.
Hassler, Uwe
Hayre, Lakhbir S.
Krämer, Walter
Peel, David
Stark, Oded
19
Stengos, Thanasēs
15
Kumbhakar, Subal
13
Tsionas, Efthymios G.
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Marjit, Sugata
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10
Beladi, Hamid
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Computational economics
Economics letters
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Financial markets and instruments
The journal of fixed income
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18
The handbook of fixed income securities
17
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10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of portfolio management : a publication of Institutional Investor
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8
Jahrbücher für Nationalökonomie und Statistik
7
Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
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6
Journal of forecasting
6
Journal of international money and finance
6
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Oxford bulletin of economics and statistics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The European journal of finance
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The Manchester School
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The Manchester School of Economic and Social Studies
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The journal of asset management : a major new, international quarterly journal for the financial community
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Economic modelling
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
85
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1
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10
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85
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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
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:
3
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:
4
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
5
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
6
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:
7
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
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
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
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