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~isPartOf:"International journal of theoretical and applied finance"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Shogren, Jason F."
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"CAPM"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
CAPM
Theory
Volatilität
Theorie
7
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
5
Portfolio-Management
5
Stochastic process
5
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Fabozzi, Frank J.
Shogren, Jason F.
Stiglitz, Joseph E.
Benth, Fred Espen
10
Brigo, Damiano
10
Elliott, Robert J.
10
Rutkowski, Marek
9
Schoutens, Wim
8
Jeanblanc, Monique
7
Korn, Ralf
7
Kwok, Yue-Kuen
7
Madan, Dilip B.
7
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7
Rebonato, Riccardo
7
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7
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6
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6
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6
Pallavicini, Andrea
6
Arai, Takuji
5
Bielecki, Tomasz R.
5
Liu, Rui Hua
5
Račev, Svetlozar T.
5
Takahashi, Akihiko
5
Wu, Lixin
5
Baviera, Roberto
4
Chiarella, Carl
4
Friedman, Craig
4
Gapeev, Pavel V.
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4
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Hui, Cho H.
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4
Lo, C. F.
4
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4
Oosterlee, Cornelis W.
4
Zubelli, Jorge P.
4
Aurell, Erik
3
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3
Buescu, Cristin
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International journal of theoretical and applied finance
The American economic review
19
Valuation, financial modeling, and quantitative tools
18
The handbook of fixed income securities
15
Investment management and financial management
13
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Economics letters
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
The journal of fixed income
9
The journal of portfolio management : a publication of Institutional Investor
9
Financial markets and instruments
8
Journal of economic behavior & organization : JEBO
8
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of public economics
7
The economic journal : the journal of the Royal Economic Society
7
American journal of agricultural economics
6
Resource and energy economics
6
The journal of portfolio management : JPM
6
Applied economics
5
Computational economics
5
Finance research letters
5
Journal of banking & finance
5
Journal of economic dynamics & control
5
Public choice
5
Applied financial economics
4
European economic review : EER
4
The journal of fixed income : JFI
4
The quarterly journal of economics
4
Annals of operations research
3
European journal of operational research : EJOR
3
Industrial and corporate change
3
International review of financial analysis
3
Journal of regulatory economics
3
Journal of risk and uncertainty : JRU
3
Oxford economic papers
3
Oxford review of economic policy
3
Papers and proceedings of the ... annual meeting of the American Economic Association
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The handbook of mortgage-backed securities
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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:
9
An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
Saved in:
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