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~isPartOf:"International journal of theoretical and applied finance"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Sammlung"
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Lieferkette
Risk measure
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USA
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7
Option pricing theory
5
Optionspreistheorie
5
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5
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Fabozzi, Frank J.
McAleer, Michael
Benth, Fred Espen
11
Brigo, Damiano
10
Rutkowski, Marek
9
Elliott, Robert J.
8
Kwok, Yue-Kuen
8
Schoutens, Wim
8
Korn, Ralf
7
Madan, Dilip B.
7
Platen, Eckhard
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Rebonato, Riccardo
7
Wilmott, Paul
7
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6
Bouchaud, Jean-Philippe
6
Konno, Hiroshi
6
Pallavicini, Andrea
6
Račev, Svetlozar T.
6
Arai, Takuji
5
Jeanblanc, Monique
5
Liu, Rui Hua
5
Takahashi, Akihiko
5
Wu, Lixin
5
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4
Bielecki, Tomasz R.
4
Chiarella, Carl
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Friedman, Craig
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Hui, Cho H.
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Levendorskij, Sergej Z.
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Lo, C. F.
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3
Bayraktar, Erhan
3
Broadie, Mark
3
Buescu, Cristin
3
Ebrahim, Muhammed Shahid
3
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3
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International journal of theoretical and applied finance
Econometric Institute research papers
156
Working paper
96
Discussion paper / Tinbergen Institute
93
Econometric reviews
18
Journal of econometrics
17
Applied economics
15
Journal of economic surveys
15
Journal of risk and financial management : JRFM
13
Working papers in quantitative economics and econometrics
13
Discussion paper / Institute of Social and Economic Research
12
The journal of portfolio management : JPM
12
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
11
Working paper series in economics
10
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working papers in economics and econometrics
9
Applied financial economics
8
Energy economics
7
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational economics
6
Economics letters
6
Journal of banking & finance
6
Journal of forecasting
6
Annals of financial economics
5
Econometric theory
5
Econometrics : open access journal
5
Risks : open access journal
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Finance research letters
4
International journal of forecasting
4
International review of financial analysis
4
The journal of fixed income : JFI
4
Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Discussion papers / Institute of Social and Economic Research
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ECONIS (ZBW)
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1
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
2
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:
3
Factor uniqueness in the S&P 500 universe : can proprietary factors exist?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009779764
Saved in:
4
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:
5
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
6
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
7
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
8
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
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