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~isPartOf:"Economics and business review"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Cantor, Richard"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Konno, Hiroshi"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"USA"
~subject:"Yield curve"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
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USA
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33
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Broll, Udo
Cantor, Richard
Elliott, Robert J.
Fabozzi, Frank J.
Hayre, Lakhbir S.
Konno, Hiroshi
Jarrow, Robert A.
16
Gupta, Rangan
15
Bouri, Elie
13
Madan, Dilip B.
13
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12
Levendorskij, Sergej Z.
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10
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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
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8
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8
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8
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8
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7
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7
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7
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7
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7
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Economics and business review
Finance research letters
Financial markets and instruments
International journal of theoretical and applied finance
The journal of fixed income
Valuation, financial modeling, and quantitative tools
24
The handbook of fixed income securities
20
The journal of portfolio management : a publication of Institutional Investor
14
Journal of banking & finance
12
Investment management and financial management
11
Journal of economic dynamics & control
10
Annals of finance
9
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Economics letters
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Handbook of financial markets : securities, options and futures
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied mathematical finance
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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International review of financial analysis
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Jahrbücher für Nationalökonomie und Statistik
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advances in futures and options research : a research annual
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Economic modelling
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Economica
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
85
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1
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
2
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:
3
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
4
Strategic option pricing
Bieta, Volker
;
Broll, Udo
;
Siebe, Wilfried
- In:
Economics and business review
6/20
(
2020
)
3
,
pp. 118-129
Persistent link: https://www.econbiz.de/10012604501
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
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
7
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
8
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
9
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:
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
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