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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:"Chu, Quentin C."
~person:"Fabozzi, Frank J."
~subject:"EU countries"
~subject:"Lieferkette"
~subject:"Mean-variance"
~subject:"Risikoprämie"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"USA"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammlung"
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Chu, Quentin C.
Fabozzi, Frank J.
Lee, Cheng F.
18
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7
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6
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6
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5
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3
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Handbook of financial markets : securities, options and futures
Review of quantitative finance and accounting
Valuation, financial modeling, and quantitative tools
17
The handbook of fixed income securities
16
The journal of fixed income
12
Investment management and financial management
11
The journal of portfolio management : JPM
11
The journal of portfolio management : a publication of Institutional Investor
11
Financial markets and instruments
8
Applied economics
7
International journal of theoretical and applied finance
7
International review of financial analysis
6
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5
Applied financial economics
4
Computational economics
4
Finance research letters
4
Journal of international money and finance
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 fixed income : JFI
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Economics letters
3
European journal of operational research : EJOR
3
Financial analysts' journal : FAJ
3
The journal of asset management
3
The journal of financial research
3
The journal of structured finance
3
Annals of finance
2
Applied economics letters
2
Applied financial economics letters
2
Journal of financial and quantitative analysis : JFQA
2
Risk assessment : decisions in banking and finance
2
The handbook of mortgage-backed securities
2
Advanced bond portfolio management : best practices in modeling and strategies
1
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1
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1
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ECONIS (ZBW)
13
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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
Dividend clienteles : a global investigation
Jain, Pawan
;
Chu, Quentin C.
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 509-534
Persistent link: https://www.econbiz.de/10010391618
Saved in:
4
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:
5
Information risk in TIPS market : an analysis of nominal and real interest rates
Chu, Quentin C.
;
Pittman, Deborah N.
;
Yu, Linda Q.
- In:
Review of quantitative finance and accounting
24
(
2005
)
3
,
pp. 235-250
Persistent link: https://www.econbiz.de/10002851900
Saved in:
6
Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.
;
Lin, Yun-Yung
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
Saved in:
7
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:
8
Economic index futures : the next wave of futures contracts
Petzel, Todd E.
- In:
Handbook of financial markets : securities, options and …
,
(pp. 712-730)
.
1986
Persistent link: https://www.econbiz.de/10001259030
Saved in:
9
Hedging with financial futures
Fabozzi, Frank J.
- In:
Handbook of financial markets : securities, options and …
,
(pp. 665-701)
.
1986
Persistent link: https://www.econbiz.de/10001259032
Saved in:
10
Introduction to option contracts
Fabozzi, Frank J.
- In:
Handbook of financial markets : securities, options and …
,
(pp. 549-559)
.
1986
Persistent link: https://www.econbiz.de/10001259041
Saved in:
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