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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The Frank J. Fabozzi series"
~isPartOf:"The journal of fixed income"
~person:"Fabozzi, Frank J."
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Portfolio selection
35
Portfolio-Management
35
Theorie
23
Theory
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13
Option pricing theory
12
Optionspreistheorie
12
Finanzmathematik
10
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Fabozzi, Frank J.
Račev, Svetlozar T.
16
Elliott, Robert J.
13
Levendorskij, Sergej Z.
12
Brigo, Damiano
11
Jeanblanc, Monique
11
Kwok, Yue-Kuen
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Benth, Fred Espen
9
Korn, Ralf
9
Madan, Dilip B.
9
Schoutens, Wim
9
Chen, Ren-Raw
8
Platen, Eckhard
8
Rutkowski, Marek
8
Takahashi, Akihiko
8
Bouchaud, Jean-Philippe
7
Das, Sanjiv R.
7
Focardi, Sergio M.
7
Gapeev, Pavel V.
7
Jaimungal, Sebastian
7
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7
Kim, Young Shin
7
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7
Leung, Tim
7
Rebonato, Riccardo
7
Wilmott, Paul
7
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6
Avellaneda, Marco
6
Bielecki, Tomasz R.
6
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6
Joshi, Mark S.
6
Liu, Rui Hua
6
Martellini, Lionel
6
Pallavicini, Andrea
6
Wu, Lixin
6
Almeida, Caio
5
Biagini, Francesca
5
Bojarčenko, Svetlana I.
5
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5
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5
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International journal of theoretical and applied finance
The Frank J. Fabozzi series
The journal of fixed income
Valuation, financial modeling, and quantitative tools
22
The handbook of fixed income securities
17
Investment management and financial management
15
The theory and practice of investment management
15
The journal of portfolio management : a publication of Institutional Investor
12
Applied economics
10
Journal of banking & finance
9
The journal of portfolio management : JPM
9
Working paper series in economics
9
European journal of operational research : EJOR
8
Financial markets and instruments
7
Frank J. Fabozzi series
7
Computational economics
6
The journal of fixed income : JFI
6
Wiley finance
6
Frank J. Fabozzi Ser
5
Interest rate, term structure, and valuation modeling
5
Economics letters
4
Journal of economic dynamics & control
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Annals of operations research
3
Applied financial economics
3
Applied financial economics letters
3
Finance research letters
3
International review of financial analysis
3
Review of quantitative finance and accounting
3
The journal of asset management
3
Always learning
2
Analytical models for financial modeling and risk management
2
Applied mathematical finance
2
Bank of Italy Temi di Discussione (Working Paper)
2
Frank J. Fabozzi Series
2
Insurance / Mathematics & economics
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
Operations research models in banking management
2
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ECONIS (ZBW)
56
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1
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
2
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:
3
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
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
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
6
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:
7
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
8
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
9
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
10
The impact of market conditions on bond fund managers
Parikh, Harsh
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
Saved in:
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