//--> //--> //--> //-->
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"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Hayre, Lakhbir"
~person:"Jarrow, Robert A."
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditwürdigkeit"
~subject:"Statistical distribution"
~subject:"Theory"
~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
| 19 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Derivat
Kreditrisiko
Kreditwürdigkeit
Statistical distribution
Theory
Theorie
20
USA
14
United States
14
Hypothek
13
Mortgage
13
Credit risk
12
Portfolio selection
11
Portfolio-Management
11
Yield curve
11
Zinsstruktur
11
Anleihe
9
Asset-Backed Securities
9
Asset-backed securities
9
Bond
9
Credit derivative
7
Derivative
7
Kreditderivat
7
Option pricing theory
7
Optionspreistheorie
7
Insolvency
6
Insolvenz
6
Collateral
5
Kreditsicherung
5
Swap
5
Credit rating
4
Interest rate
4
Securitization
4
Verbriefung
4
Zins
4
Capital income
3
Estimation
3
Geldpolitik
3
Interest rate derivative
3
Kapitaleinkommen
3
Monetary policy
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
Book section
8
Language
All
Bosnian
English
Author
All
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Hayre, Lakhbir
Jarrow, Robert A.
Cantor, Richard
11
Chen, Ren-Raw
10
Goodman, Laurie Sharon
8
Das, Sanjiv R.
7
Gupta, Rangan
7
Sensoy, Ahmet
6
Zaremba, Adam
6
Lai, Van Son
5
Lucas, Douglas J.
5
Parnes, Dror
5
Thornton, John
5
Wu, Chunchi
5
Bouri, Elie
4
Ho, Thomas S. Y.
4
Hodoshima, Jiro
4
Kim, Hwa-sung
4
Lee, Jaewook
4
Liu, Sheen
4
Martellini, Lionel
4
Packer, Frank
4
Rösch, Daniel
4
Shahzad, Syed Jawad Hussain
4
Trottier, Denis-Alexandre
4
Wei, Xu
4
Wohar, Mark E.
4
Wu, Xinyu
4
Zhang, Wei
4
Al-Yahyaee, Khamis Hamed
3
Ap Gwilym, Owain
3
Baviera, Roberto
3
Bekiros, Stelios
3
Bhanot, Karan
3
Blanc-Brude, Frédéric
3
Boudt, Kris
3
Buchner, Axel
3
Byström, Hans N. E.
3
Casals, José
3
Demir, Ender
3
more ...
less ...
Published in...
All
Finance research letters
Financial markets and instruments
The journal of fixed income
The handbook of fixed income securities
17
Valuation, financial modeling, and quantitative tools
17
International journal of theoretical and applied finance
12
Review of derivatives research
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of portfolio management : a publication of Institutional Investor
11
Investment management and financial management
10
Journal of banking & finance
9
Economics letters
8
Journal of financial and quantitative analysis : JFQA
7
Annual review of financial economics
6
Mathematics and financial economics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The quarterly journal of finance
6
Annals of finance
5
Applied economics
5
Computational economics
5
The journal of fixed income : JFI
5
Jahrbücher für Nationalökonomie und Statistik
4
Journal of international money and finance
4
Review of quantitative finance and accounting
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
The journal of finance : the journal of the American Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied financial economics
3
Economic modelling
3
European financial management : the journal of the European Financial Management Association
3
European journal of operational research : EJOR
3
Finance
3
Finance and stochastics
3
International economic journal
3
Journal of economics
3
Journal of empirical finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
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
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:
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
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 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:
9
Portfolio selection with conservative short-selling
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
18
(
2016
),
pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->