//--> //--> //--> //-->
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:"Financial analysts' journal : FAJ"
~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
~isPartOf:"Journal of banking & finance"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Article"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
7
Portfolio-Management
7
Theorie
6
Theory
6
ARCH model
3
ARCH-Modell
3
Credit risk
3
Kreditrisiko
3
Collateral
2
Kreditsicherung
2
Option pricing theory
2
Optionspreistheorie
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymptotic variability
1
Benchmarking
1
Beta risk
1
Betafaktor
1
Bias correction
1
Börsenkurs
1
CAPM
1
Capital income
1
Conditional value-at-risk
1
Corporate bond
1
Decision under uncertainty
1
Diebold-Mariano framework
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Fat-tailed distributions
1
Financial market
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
15
Language
All
Czech
English
Author
All
Fabozzi, Frank J.
Moshirian, Fariborz
44
Hasan, Iftekhar
37
Berger, Allen N.
31
Saunders, Anthony
28
Faff, Robert W.
21
Cumming, Douglas J.
16
Fiordelisi, Franco
16
Fraser, Donald R.
15
Prokopczuk, Marcel
15
Delēs, Manthos D.
14
Molyneux, Philip
14
Ongena, Steven
14
Altman, Edward I.
13
Chen, Sheng-syan
13
Duygun, Meryem
13
Elyasiani, Elyas
13
Kolari, James W.
13
Lobo, Gerald J.
13
Norden, Lars
13
Shackleton, Mark B.
12
Slovin, Myron B.
12
Beck, Thorsten
11
Chung, Kee H.
11
Cornett, Marcia Millon
11
Demirgüç-Kunt, Asli
11
Goldberg, Lawrence G.
11
Levy, Haim
11
Tehranian, Hassan
11
Udell, Gregory F.
11
Akhigbe, Aigbe O.
10
Chang, Eric Chieh
10
Clare, Andrew D.
10
Cummins, John David
10
El Ghoul, Sadok
10
Guedhami, Omrane
10
Humphrey, David B.
10
Iskandar-Datta, Mai E.
10
Lucey, Brian M.
10
Madura, Jeff
10
more ...
less ...
Published in...
All
Financial analysts' journal : FAJ
Journal / The Capco Institute : journal of financial transformation
Journal of banking & finance
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
11
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Review of quantitative finance and accounting
3
The journal of financial research
3
Annals of economics and finance
2
Annals of finance
2
Applied mathematical finance
2
Emerging markets review
2
Energy economics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of pension economics and finance
2
Mathematical methods of operations research
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping
;
Durfee, Antonina V.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
68
(
2016
),
pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
Saved in:
4
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:
5
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:
6
Liability index fund : the liability beta portfolio
Ryan, Ronald J.
;
Fabozzi, Frank J.
- In:
Journal / The Capco Institute : journal of financial …
33
(
2011
),
pp. 29-33
Persistent link: https://www.econbiz.de/10009629859
Saved in:
7
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
8
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
9
Financial market models with Lévy processes and time-varying volatility
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1363-1378
Persistent link: https://www.econbiz.de/10003749233
Saved in:
10
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->