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~isPartOf:"Economics letters"
~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Financial markets and instruments"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Bénassy, Jean-Pascal"
~person:"Fabozzi, Frank J."
~person:"Hassler, Uwe"
~person:"Hayre, Lakhbir S."
~person:"Krämer, Walter"
~person:"Peel, David"
~subject:"Anleihe"
~subject:"CAPM"
~subject:"Credit derivative"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Anleihe
CAPM
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Derivat
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58
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21
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Broll, Udo
Bénassy, Jean-Pascal
Fabozzi, Frank J.
Hassler, Uwe
Hayre, Lakhbir S.
Krämer, Walter
Peel, David
Hommes, Cars H.
24
Stark, Oded
19
Kort, Peter M.
18
Lai, Ching-chong
15
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13
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12
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12
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12
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11
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11
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11
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11
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11
Kapetanios, George
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Marjit, Sugata
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11
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9
Arifovic, Jasmina
9
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9
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9
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Economics letters
European financial management : the journal of the European Financial Management Association
Financial markets and instruments
Journal of economic dynamics & control
The journal of fixed income
The handbook of fixed income securities
18
Valuation, financial modeling, and quantitative tools
17
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Applied economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of theoretical and applied finance
8
Applied economics letters
7
Journal of international money and finance
7
Finance research letters
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of banking & finance
6
Journal of forecasting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
5
Applied financial economics
5
Computational economics
5
Econometric theory
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Economica
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The journal of fixed income : JFI
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Journal of econometrics
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Review of economic dynamics
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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 economic journal : the journal of the Royal Economic Society
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The journal of asset management : a major new, international quarterly journal for the financial community
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Bulletin of economic research
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Economic modelling
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European economic review : EER
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European journal of operational research : EJOR
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
82
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1
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10
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82
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
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
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:
4
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:
5
The impact of market conditions on bond fund managers
Parikh, Harsh
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
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
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:
8
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
9
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
10
Comparing the accuracy of default predictions in the rating industry for different sets of obligors
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
145
(
2016
),
pp. 48-51
Persistent link: https://www.econbiz.de/10011618170
Saved in:
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