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~isPartOf:"Industrial marketing management : the international journal for industrial and high-tech firms"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~person:"Perraudin, William R. M."
~person:"Sarkar, Sudipto"
~source:"econis"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Kreditsicherung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Kreditsicherung
Supply chain
Theory
Volatility
World
Theorie
24
Credit risk
10
Kreditrisiko
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Option pricing theory
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Optionspreistheorie
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Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Hommes, Cars H.
19
Kort, Peter M.
19
Turnovsky, Stephen J.
15
Branger, Nicole
14
Saunders, Anthony
14
Faff, Robert W.
13
Gallegati, Mauro
12
Hasan, Iftekhar
12
Westerhoff, Frank H.
12
Berger, Allen N.
11
Brock, William A.
11
Chiarella, Carl
11
Das, Sanjiv R.
11
Duan, Jin-Chuan
11
Farmer, J. Doyne
11
He, Xue-zhong
11
Lioui, Abraham
11
Altman, Edward I.
10
Prokopczuk, Marcel
10
Arifovic, Jasmina
9
Chen, Ren-Raw
9
Feichtinger, Gustav
9
Kollmann, Robert
9
Long, Ngo Van
9
Munk, Claus
9
Nishihara, Michi
9
Shibata, Takashi
9
Bali, Turan G.
8
Dawid, Herbert
8
Demirgüç-Kunt, Asli
8
Gençay, Ramazan
8
Jørgensen, Steffen
8
Li, Kai
8
Shackleton, Mark B.
8
Allen, Linda
7
Beck, Thorsten
7
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Industrial marketing management : the international journal for industrial and high-tech firms
Journal of banking & finance
Journal of economic dynamics & control
The journal of fixed income
The journal of portfolio management : JPM
11
The journal of portfolio management : a publication of Institutional Investor
9
International journal of theoretical and applied finance
8
Applied economics
6
Applied financial economics
5
Computational economics
5
Economics letters
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Review of quantitative finance and accounting
4
The journal of fixed income : JFI
4
Annals of operations research
3
Journal of international money and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
Applied financial economics letters
2
Economic modelling
2
Finance research letters
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economics & business
2
The economic journal : the journal of the Royal Economic Society
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in futures and options research : a research annual
1
Annals of economics and finance
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Econometric theory
1
Economic policy : a European forum
1
Emerging markets review
1
Energy economics
1
European economic review : EER
1
Financial analysts' journal : FAJ
1
Fiscal studies : the journal of the Institute for Fiscal Studies
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IMF staff papers
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ECONIS (ZBW)
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1
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:
2
Investment and financing decisions with learning-curve technology
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521609
Saved in:
3
R&D investment, business performance, and moderating role of Guanxi : evidence from China
Guo, Chiquan
;
Sarkar, Sudipto
;
Zhu, Jing
;
Wang, Yong Jian
- In:
Industrial marketing management : the international …
91
(
2020
),
pp. 55-63
Persistent link: https://www.econbiz.de/10012421619
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
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
6
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:
7
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:
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
Investment policy with time-to-build
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
55
(
2015
),
pp. 142-156
Persistent link: https://www.econbiz.de/10011378544
Saved in:
10
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:
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