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~isPartOf:"Industrial marketing management : the international journal for industrial and high-tech firms"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of quantitative finance and accounting"
~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
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Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Lee, Cheng F.
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Chen, Ren-Raw
15
Faff, Robert W.
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Saunders, Anthony
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Hasan, Iftekhar
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Demirgüç-Kunt, Asli
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John, Kose
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Shackleton, Mark B.
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Uhrig-Homburg, Marliese
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Bali, Turan G.
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6
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6
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6
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6
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Industrial marketing management : the international journal for industrial and high-tech firms
Journal of banking & finance
Review of quantitative finance and accounting
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
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4
International review of financial analysis
4
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4
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management
3
Applied financial economics letters
2
Economic modelling
2
Finance research letters
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Journal / The Capco Institute : journal of financial transformation
2
Journal of economics & business
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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
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advances in futures and options research : a research annual
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Applied economics letters
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Applied mathematical finance
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Econometric theory
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Economic policy : a European forum
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Emerging markets review
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Energy economics
1
European economic review : EER
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Financial analysts' journal : FAJ
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Financial markets, institutions & instruments
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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 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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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