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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Supply chain
Theory
Volatility
World
Portfolio selection
6
Portfolio-Management
6
Option pricing theory
5
Optionspreistheorie
5
Theorie
5
ARCH model
3
ARCH-Modell
3
Risikomaß
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Cherny-Shiryaev-Yor invariance principle
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Corporate bond
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Credit default swap
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Credit derivative
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Decision under uncertainty
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Derivat
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Derivative
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Diebold-Mariano framework
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Entscheidung unter Unsicherheit
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Estimation theory
1
Exponential Lévy processes
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1
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Fabozzi, Frank J.
Moshirian, Fariborz
28
Kort, Peter M.
18
Hommes, Cars H.
17
Branger, Nicole
14
Saunders, Anthony
14
Turnovsky, Stephen J.
14
Faff, Robert W.
13
Gallegati, Mauro
12
Hasan, Iftekhar
12
Westerhoff, Frank H.
12
Brock, William A.
11
Chiarella, Carl
11
Duan, Jin-Chuan
11
Farmer, J. Doyne
11
He, Xue-zhong
11
Lioui, Abraham
11
Prokopczuk, Marcel
10
Sarkar, Sudipto
10
Arifovic, Jasmina
9
Berger, Allen N.
9
Feichtinger, Gustav
9
Long, Ngo Van
9
Munk, Claus
9
Altman, Edward I.
8
Demirgüç-Kunt, Asli
8
Gençay, Ramazan
8
Jørgensen, Steffen
8
Kollmann, Robert
8
Nishihara, Michi
8
Shackleton, Mark B.
8
Shibata, Takashi
8
Allen, Linda
7
Beck, Thorsten
7
Bhattacharya, Joydeep
7
Boucekkine, Raouf
7
Chang, Eric Chieh
7
Das, Sanjiv R.
7
Heijdra, Ben J.
7
Hughes Hallett, Andrew
7
Lee, Bong-soo
7
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Journal of banking & finance
Journal of economic dynamics & control
The journal of portfolio management : JPM
9
International journal of theoretical and applied finance
8
The journal of portfolio management : a publication of Institutional Investor
8
Applied economics
6
Computational economics
5
The journal of fixed income
5
International review of financial analysis
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Economics letters
3
European journal of operational research : EJOR
3
Journal of international money and finance
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
Applied financial economics letters
2
Finance research letters
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Advances in futures and options research : a research annual
1
Annals of economics and finance
1
Annals of finance
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Applied economics letters
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Applied mathematical finance
1
Econometric theory
1
Emerging markets review
1
Energy economics
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
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Journal of financial engineering
1
Journal of forecasting
1
Journal of post-Keynesian economics : JPKE
1
Journal of statistical and econometric methods
1
National tax journal
1
Research in finance
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ECONIS (ZBW)
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1
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
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
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:
5
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:
6
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
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