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~isPartOf:"Economics letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"The journal of fixed income"
~language:"eng"
~person:"Aronsson, Thomas"
~person:"Broll, Udo"
~person:"Egger, Peter"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Krämer, Walter"
~person:"Peel, David"
~subject:"CAPM"
~subject:"Credit derivative"
~subject:"Derivat"
~subject:"Glücksspiel"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
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Aronsson, Thomas
Broll, Udo
Egger, Peter
Fabozzi, Frank J.
Hayre, Lakhbir S.
Krämer, Walter
Peel, David
Stark, Oded
19
Matsumura, Toshihiro
12
Mukherjee, Arijit
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Financial markets and instruments
The journal of fixed income
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17
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10
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ECONIS (ZBW)
79
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1
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10
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79
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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
On the distribution of patent citations and its fundamentals
Egger, Peter
;
Seliger, Florian
;
Wörter, Martin
- In:
Economics letters
147
(
2016
),
pp. 72-77
Persistent link: https://www.econbiz.de/10011619507
Saved in:
10
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
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