//--> //--> //--> //-->
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:"European economic review : EER"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~person:"Perraudin, William R. M."
~person:"Sarkar, Sudipto"
~source:"econis"
~subject:"CAPM"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Kreditsicherung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
~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
| 32 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Kreditsicherung
Supply chain
Theory
Volatility
World
Theorie
22
Credit risk
9
Kreditrisiko
9
Yield curve
8
Zinsstruktur
8
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Portfolio-Management
7
USA
7
United States
7
Credit rating
6
Kreditwürdigkeit
6
Anleihe
5
Bond
5
Insolvency
5
Insolvenz
5
ARCH model
4
ARCH-Modell
4
Asset-Backed Securities
4
Asset-backed securities
4
Corporate bond
4
Unternehmensanleihe
4
Welt
4
Capital structure
3
Collateral
3
Convertible bond
3
Credit derivative
3
Kapitalstruktur
3
Kreditderivat
3
Wandelanleihe
3
Bank regulation
2
Bankenregulierung
2
Basel Accord
2
Basler Akkord
2
Capital income
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
28
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Forschungsbericht
Government document
Handbuch
Konferenzschrift
Mehrbändiges Werk
Thesis
Übersichtsarbeit
Sammelwerk
1
Language
All
English
Estonian
Italian
Author
All
Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Aghion, Philippe
14
Saunders, Anthony
14
Laffont, Jean-Jacques
13
Faff, Robert W.
12
Hasan, Iftekhar
12
Berger, Allen N.
11
Altman, Edward I.
10
Prokopczuk, Marcel
10
Tabellini, Guido Enrico
10
Thisse, Jacques-François
10
Tirole, Jean
10
Chen, Ren-Raw
9
De Menil, George
9
Demirgüç-Kunt, Asli
9
Dewatripont, Mathias
9
Rose, Andrew
9
Shackleton, Mark B.
9
Verdier, Thierry
9
Cremer, Helmuth
8
Duan, Jin-Chuan
8
Huizinga, Harry
8
Peretto, Pietro F.
8
Rey, Patrick
8
Saint-Paul, Gilles
8
Acemoglu, Daron
7
Allen, Linda
7
Bali, Turan G.
7
Branger, Nicole
7
Caillaud, Bernard
7
Chang, Eric Chieh
7
Crouhy, Michel
7
Das, Sanjiv R.
7
Devereux, Michael B.
7
Helpman, Elhanan
7
Jarrow, Robert A.
7
Persson, Torsten
7
more ...
less ...
Published in...
All
European economic review : EER
Journal of banking & finance
The journal of fixed income
The journal of portfolio management : JPM
11
The journal of portfolio management : a publication of Institutional Investor
10
International journal of theoretical and applied finance
8
Applied economics
6
Applied financial economics
5
Computational economics
5
Economics letters
4
European journal of operational research : EJOR
4
Finance research letters
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Review of quantitative finance and accounting
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income : JFI
4
Annals of operations research
3
Journal of international money and finance
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
Economic modelling
2
Energy economics
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economics & business
2
The economic journal : the journal of the Royal Economic Society
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 reviews
1
Econometric theory
1
Economic policy : a European forum
1
Emerging markets review
1
Financial analysts' journal : FAJ
1
Fiscal studies : the journal of the Institute for Fiscal Studies
1
IMF staff papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
29
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
Investment and financing decisions with learning-curve technology
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521609
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
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:
5
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:
6
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:
7
Investment policy with time-to-build
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
55
(
2015
),
pp. 142-156
Persistent link: https://www.econbiz.de/10011378544
Saved in:
8
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:
9
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
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
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->