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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Benzschawel, Terry"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Ho, Thomas S. Y."
~person:"Kritzman, Mark"
~source:"econis"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Corporate bond"
~subject:"Credit derivative"
~subject:"Derivat"
~subject:"Insolvency"
~subject:"Kreditrisiko"
~subject:"Schätzung"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Benzschawel, Terry
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Ho, Thomas S. Y.
Kritzman, Mark
Saunders, Anthony
19
Berger, Allen N.
18
Hasan, Iftekhar
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European financial management : the journal of the European Financial Management Association
Journal of banking & finance
The journal of fixed income
The handbook of fixed income securities
21
Valuation, financial modeling, and quantitative tools
20
The journal of portfolio management : a publication of Institutional Investor
19
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Financial markets and instruments
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International journal of theoretical and applied finance
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Economics letters
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Handbook of financial markets : securities, options and futures
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The journal of derivatives : the official publication of the International Association of Financial Engineers
7
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6
Applied financial economics
5
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5
European journal of operational research : EJOR
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Finance research letters
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The journal of structured finance
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Jahrbücher für Nationalökonomie und Statistik
4
Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Advances in futures and options research : a research annual
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International economic journal
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The handbook of mortgage-backed securities
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The handbook of municipal bonds
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
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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
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:
3
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:
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
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:
6
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:
7
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:
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
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