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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~person:"Fraser, Donald R."
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Fabozzi, Frank J.
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Hasan, Iftekhar
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of empirical finance
The journal of portfolio management : JPM
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29
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21
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ECONIS (ZBW)
31
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31
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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
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Did capital infusions enhance bank recovery from the great recession?
Liu, Wei
;
Kolari, James W.
;
Tippens, T. Kyle
;
Fraser, …
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5048-5061
Persistent link: https://www.econbiz.de/10010342794
Saved in:
8
Are two heads better than one? : evidence from the thrift crisis
Byrd, John W.
;
Fraser, Donald R.
;
Lee, D. Scott
; …
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 957-967
Persistent link: https://www.econbiz.de/10009557860
Saved in:
9
Board quality and the cost of debt capital : the case of bank loans
Fields, L. Paige
;
Fraser, Donald R.
;
Subrahmanyam, Avanidhar
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1536-1547
Persistent link: https://www.econbiz.de/10009615793
Saved in:
10
A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10009501697
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