//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"The handbook of fixed income securities"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Krämer, Walter"
~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"
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
| 20 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Credit derivative
Derivat
Kreditrisiko
Kreditsicherung
Kreditwürdigkeit
Statistical distribution
Theorie
Theory
44
Anleihe
15
Bond
15
Portfolio selection
15
Portfolio-Management
15
USA
15
United States
15
Estimation theory
12
Schätztheorie
12
Yield curve
12
Zinsstruktur
12
Derivative
10
Asset-Backed Securities
9
Asset-backed securities
9
Credit risk
8
Hypothek
8
Mortgage
8
Option pricing theory
8
Optionspreistheorie
8
Hedging
7
Credit rating
5
Interest rate
5
Interest rate derivative
5
Kreditderivat
5
Public bond
5
Risikomanagement
5
Risk management
5
Zins
5
Zinsderivat
5
Öffentliche Anleihe
5
Capital income
4
Collateral
4
Corporate bond
4
Forecasting model
4
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
38
Book section
25
Language
All
Bosnian
English
Author
All
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Krämer, Walter
Stark, Oded
19
Peel, David
13
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Cantor, Richard
11
Franses, Philip Hans
11
Färe, Rolf
11
Lambertini, Luca
11
Marjit, Sugata
11
Schmidt, Peter
11
Beladi, Hamid
10
Giles, David E. A.
10
Lai, Ching-chong
10
Schmitz, Patrick W.
10
Chen, Ren-Raw
9
Goodman, Laurie Sharon
9
Harrington, Joseph Emmett
9
Lee, Junsoo
9
Li, Qi
9
Stengos, Thanasēs
9
Basu, Kaushik
8
Bénassy, Jean-Pascal
8
Eeckhoudt, Louis R.
8
Gehrlein, William V.
8
Kapetanios, George
8
Neilson, William
8
Shaffer, Sherrill
8
Thomson, William
8
Wang, Leonard F. S.
8
Wooldridge, Jeffrey M.
8
Aronsson, Thomas
7
Campbell, Donald E.
7
Corchón, Luis C.
7
Egger, Peter
7
Friehe, Tim
7
Güth, Werner
7
Hassler, Uwe
7
Hecq, Alain W. J.
7
more ...
less ...
Published in...
All
Economics letters
Financial markets and instruments
The handbook of fixed income securities
The journal of fixed income
Valuation, financial modeling, and quantitative tools
17
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
International journal of theoretical and applied finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of banking & finance
6
Applied economics
5
Computational economics
5
Finance research letters
5
Jahrbücher für Nationalökonomie und Statistik
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Econometric theory
3
Economic modelling
3
European financial management : the journal of the European Financial Management Association
3
European journal of operational research : EJOR
3
International economic journal
3
Journal of economics
3
Journal of forecasting
3
Journal of international money and finance
3
Review of international economics
3
Review of quantitative finance and accounting
3
The European journal of finance
3
The Indian journal of economics
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of futures markets
3
The journal of portfolio management : JPM
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annals of finance
2
Applied financial economics letters
2
Bulletin of economic research
2
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
9
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
10
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->