//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Asymptotic variability"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 26 applied filters
Year of publication
From:
To:
Subject
All
Asymptotic variability
Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Supply chain
Theory
Volatility
World
Theorie
9
Option pricing theory
8
Optionspreistheorie
8
Portfolio selection
8
Portfolio-Management
8
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
Credit risk
4
Kreditrisiko
4
Risikomaß
4
Risk measure
4
Stochastic process
4
Stochastischer Prozess
4
Volatilität
4
Credit derivative
3
Derivat
3
Derivative
3
Kreditderivat
3
Credit default swap
2
Hedging
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Recovery rates
2
Robust statistics
2
Robustes Verfahren
2
ARMA model
1
ARMA-Modell
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Benchmarking
1
Bias correction
1
CAPM
1
Capital income
1
Cherny-Shiryaev-Yor invariance principle
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Collection of articles of several authors
Forschungsbericht
Government document
Handbuch
Konferenzschrift
Mehrbändiges Werk
Thesis
Übersichtsarbeit
Article in journal
12
Language
All
English
12
Author
All
Fabozzi, Frank J.
Moshirian, Fariborz
32
Hommes, Cars H.
19
Kort, Peter M.
19
Branger, Nicole
16
Hasan, Iftekhar
15
Turnovsky, Stephen J.
15
Faff, Robert W.
14
Saunders, Anthony
14
Westerhoff, Frank H.
14
Li, Kai
13
Chiarella, Carl
12
Gallegati, Mauro
12
Lux, Thomas
12
Brock, William A.
11
Duan, Jin-Chuan
11
Farmer, J. Doyne
11
He, Xue-zhong
11
Lioui, Abraham
11
Prokopczuk, Marcel
11
Amman, Hans M.
10
Berger, Allen N.
10
Dawid, Herbert
10
Gouriéroux, Christian
10
Sarkar, Sudipto
10
Altman, Edward I.
9
Arifovic, Jasmina
9
Christiansen, Charlotte
9
Feichtinger, Gustav
9
Gençay, Ramazan
9
Kollmann, Robert
9
Long, Ngo Van
9
Munk, Claus
9
Nishihara, Michi
9
Shibata, Takashi
9
Bali, Turan G.
8
Cakici, Nusret
8
Demirgüç-Kunt, Asli
8
Dijk, Dick van
8
Frijns, Bart
8
more ...
less ...
Published in...
All
Computational economics
Journal of banking & finance
Journal of economic dynamics & control
Journal of empirical finance
The journal of portfolio management : JPM
11
The journal of portfolio management : a publication of Institutional Investor
9
International journal of theoretical and applied finance
8
Applied economics
6
The journal of fixed income
5
International review of financial analysis
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Economics letters
3
European journal of operational research : EJOR
3
Journal of international money and finance
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
Applied financial economics letters
2
Finance research letters
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Advances in futures and options research : a research annual
1
Annals of economics and finance
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Econometric theory
1
Emerging markets review
1
Energy economics
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economics & business
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of forecasting
1
Journal of post-Keynesian economics : JPKE
1
Journal of statistical and econometric methods
1
National tax journal
1
Research in finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
7
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
8
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
9
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
10
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->