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~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
~isPartOf:"Journal of banking & finance"
~language:"ces"
~language:"eng"
~person:"Elyasiani, Elyas"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Article"
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Elyasiani, Elyas
Fabozzi, Frank J.
Moshirian, Fariborz
44
Hasan, Iftekhar
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Journal / The Capco Institute : journal of financial transformation
Journal of banking & finance
The journal of portfolio management : JPM
34
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29
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International journal of theoretical and applied finance
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ECONIS (ZBW)
26
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1
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
Saved in:
2
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:
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
Bank holding company performance, risk, and "busy" board of directors
Elyasiani, Elyas
;
Zhang, Ling
- In:
Journal of banking & finance
60
(
2015
),
pp. 239-251
Persistent link: https://www.econbiz.de/10011544991
Saved in:
6
CEO entrenchment and corporate liquidity management
Elyasiani, Elyas
;
Zhang, Ling
- In:
Journal of banking & finance
54
(
2015
),
pp. 115-128
Persistent link: https://www.econbiz.de/10011377803
Saved in:
7
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:
8
Bank stability and managerial compensation
Bai, Gang
;
Elyasiani, Elyas
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 799-813
Persistent link: https://www.econbiz.de/10009708740
Saved in:
9
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:
10
Liability index fund : the liability beta portfolio
Ryan, Ronald J.
;
Fabozzi, Frank J.
- In:
Journal / The Capco Institute : journal of financial …
33
(
2011
),
pp. 29-33
Persistent link: https://www.econbiz.de/10009629859
Saved in:
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