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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"The journal of asset management"
~isPartOf:"The journal of fixed income"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Thornton, John"
~subject:"Anleihe"
~subject:"CAPM"
~subject:"Credit rating"
~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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European financial management : the journal of the European Financial Management Association
Finance research letters
Financial markets and instruments
The journal of asset management
The journal of fixed income
Valuation, financial modeling, and quantitative tools
The handbook of fixed income securities
18
Investment management and financial management
10
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10
Economics letters
8
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8
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6
Computational economics
5
International economic journal
5
Journal of banking & finance
5
The journal of fixed income : JFI
5
Jahrbücher für Nationalökonomie und Statistik
4
Journal of international money and finance
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
Annals of operations research
3
Applied financial economics
3
Economic modelling
3
European journal of operational research : EJOR
3
Journal of economics
3
Review of international economics
3
Review of quantitative finance and accounting
3
Southern economic journal
3
The European journal of finance
3
The Indian journal of economics
3
The handbook of mortgage-backed securities
3
The handbook of municipal bonds
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of futures markets
3
The journal of portfolio management : JPM
3
Annals of finance
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Applied financial economics letters
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Bulletin of economic research
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Contemporary economics
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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ECONIS (ZBW)
56
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1
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56
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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
Do personal connections improve sovereign credit ratings?
Klusak, Patrycja
;
Thornton, John
;
Uymaz, Yurtsev
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430887
Saved in:
3
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:
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
Credit default swaps and regulatory capital relief : evidence from European banks
Thornton, John
;
Di Tommaso, Caterina
- In:
Finance research letters
26
(
2018
),
pp. 255-260
Persistent link: https://www.econbiz.de/10012005692
Saved in:
6
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:
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
Equal-weighted strategy : why it outperforms value-weighted strategies? Theory and evidence
Malladi, Rama
;
Fabozzi, Frank J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 188-208
Persistent link: https://www.econbiz.de/10011704214
Saved in:
9
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
10
Inflation targeting and the cyclicality of monetary policy
Thornton, John
;
Vasilakis, Chrysovalantis
- In:
Finance research letters
20
(
2017
),
pp. 296-302
Persistent link: https://www.econbiz.de/10011806957
Saved in:
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