//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"The journal of fixed income"
~isPartOf:"The review of financial studies"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Driessen, Joost"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Hayre, Lakhbir"
~person:"Jarrow, Robert A."
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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
| 21 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Derivat
Kreditrisiko
Kreditsicherung
Kreditwürdigkeit
Statistical distribution
Theorie
24
Theory
24
USA
18
United States
18
Credit risk
14
Hypothek
13
Mortgage
13
Yield curve
13
Zinsstruktur
13
Portfolio selection
11
Portfolio-Management
11
Option pricing theory
10
Optionspreistheorie
10
Anleihe
9
Asset-Backed Securities
9
Asset-backed securities
9
Bond
9
Credit derivative
7
Derivative
7
Kreditderivat
7
Insolvency
6
Insolvenz
6
Risikoprämie
6
Risk premium
6
Capital income
5
Collateral
5
Kapitaleinkommen
5
Swap
5
Corporate bond
4
Credit rating
4
Interest rate
4
Risiko
4
Risk
4
Securitization
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
Book section
3
Language
All
Bosnian
English
Author
All
Broll, Udo
Driessen, Joost
Fabozzi, Frank J.
Hayre, Lakhbir S.
Hayre, Lakhbir
Jarrow, Robert A.
Cantor, Richard
11
Goodman, Laurie Sharon
8
Zaremba, Adam
6
Zhang, Lu
6
Bossaerts, Peter L.
5
Brennan, Michael J.
5
Das, Sanjiv R.
5
Longstaff, Francis A.
5
Lucas, Douglas J.
5
Parnes, Dror
5
Back, Kerry E.
4
Bhamra, Harjoat Singh
4
Chen, Ren-Raw
4
Cornaggia, Kimberly J.
4
Griffin, John M.
4
Hansen, Lars Peter
4
Hirshleifer, David
4
Lochstoer, Lars A.
4
Packer, Frank
4
Rösch, Daniel
4
Schmedders, Karl
4
Subrahmanyam, Marti G.
4
Wu, Chunchi
4
Xia, Yihong
4
Ap Gwilym, Owain
3
Baviera, Roberto
3
Belo, Frederico
3
Bessembinder, Hendrik
3
Boyle, Phelim P.
3
Buchner, Axel
3
Butler, Alexander W.
3
Campello, Murillo
3
Casals, José
3
Cornaggia, Jess
3
Croce, Mariano M.
3
Delikouras, Stefanos
3
Dittmar, Robert F.
3
more ...
less ...
Published in...
All
Finance research letters
Financial markets and instruments
The journal of fixed income
The review of financial studies
Journal of banking & finance
8
Review of derivatives research
8
The handbook of fixed income securities
7
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Annual review of financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of portfolio management : a publication of Institutional Investor
5
Valuation, financial modeling, and quantitative tools
5
Annals of finance
4
Journal of financial and quantitative analysis : JFQA
4
Mathematics and financial economics
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of finance : the journal of the American Finance Association
4
Applied economics
3
Applied financial economics
3
Computational economics
3
Economics letters
3
European financial management : the journal of the European Financial Management Association
3
Journal of empirical finance
3
Journal of international money and finance
3
The quarterly journal of finance
3
Advances in futures and options research : a research annual
2
European finance review : the official journal of the European Finance Association
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Handbook of financial markets : securities, options and futures
2
Investment management and financial management
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of financial engineering
2
Portuguese economic journal
2
Review of quantitative finance and accounting
2
Risk assessment : decisions in banking and finance
2
Schmalenbach business review : sbr
2
The financial review : the official publication of the Eastern Finance Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
2
Cumulative prospect theory, option returns, and the variance premium
Baele, Lieven
;
Driessen, Joost
;
Ebert, Sebastian
; …
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3667-3723
Persistent link: https://www.econbiz.de/10012108129
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
An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion
;
Jong, Frank de
;
Driessen, Joost
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
Saved in:
10
Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance research letters
9
(
2012
)
2
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009615902
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->