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~isPartOf:"Handbook of financial markets : securities, options and futures"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Chen, Ren-Raw"
~person:"Fabozzi, Frank J."
~subject:"EU countries"
~subject:"Lieferkette"
~subject:"Mean-variance"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"USA"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammlung"
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4
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Chen, Ren-Raw
Fabozzi, Frank J.
Lee, Cheng F.
17
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6
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6
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5
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4
Chan, Kam C.
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4
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3
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3
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3
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3
Chen, Hsiu-lang
3
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3
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3
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3
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3
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3
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3
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Handbook of financial markets : securities, options and futures
Review of quantitative finance and accounting
The journal of fixed income
18
Valuation, financial modeling, and quantitative tools
17
The handbook of fixed income securities
16
Investment management and financial management
11
The journal of portfolio management : a publication of Institutional Investor
11
The journal of portfolio management : JPM
10
Financial markets and instruments
8
International journal of theoretical and applied finance
7
Journal of banking & finance
7
Applied economics
6
Journal of financial and quantitative analysis : JFQA
6
The journal of fixed income : JFI
6
Applied financial economics
4
Finance research letters
4
Journal of international money and finance
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of futures markets
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Computational economics
3
Economics letters
3
European journal of operational research : EJOR
3
International review of financial analysis
3
Journal of empirical finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of financial research
3
The journal of real estate finance and economics
3
The journal of structured finance
3
Annals of finance
2
Applied economics letters
2
Applied financial economics letters
2
Financial analysts' journal : FAJ
2
Journal of risk and financial management : JRFM
2
The European journal of finance
2
The handbook of mortgage-backed securities
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Analytical models for financial modeling and risk management
1
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ECONIS (ZBW)
16
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1
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16
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
3
Economic growth potential creating a real put and the resulting valuation of the firm
Wang, Xiaoli
;
Long, Michael S.
;
Chen, Ren-Raw
;
Zhang, …
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 453-474
Persistent link: https://www.econbiz.de/10011595651
Saved in:
4
Evaluation of conducting capital structure arbitrage using the multi-period extended Geske-Johnson model
Ju, Hann-Shing
;
Chen, Ren-Raw
;
Yeh, Shih-kuo
;
Yang, …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011327654
Saved in:
5
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
Saved in:
6
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
7
Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
Saved in:
8
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
Saved in:
9
A note on forward price and forward measure
Chen, Ren-Raw
;
Huang, Jing-Zhi
- In:
Review of quantitative finance and accounting
19
(
2002
)
3
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001722034
Saved in:
10
Corporate bonds
Fabozzi, Frank J.
- In:
Handbook of financial markets : securities, options and …
,
(pp. 290-324)
.
1986
Persistent link: https://www.econbiz.de/10001259054
Saved in:
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