//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Cakici, Nusret"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Asymptotic variability"
~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_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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 26 applied filters
Year of publication
From:
To:
Subject
All
Asymptotic variability
Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Supply chain
Theory
Volatility
World
Theorie
11
Capital income
9
Kapitaleinkommen
9
Estimation
8
Portfolio selection
8
Portfolio-Management
8
Schätzung
8
ARCH model
5
ARCH-Modell
5
CAPM
5
Risikomaß
5
Risk measure
5
Börsenkurs
4
Share price
4
Statistical distribution
4
Statistische Verteilung
4
USA
4
United States
4
Volatilität
4
Aktienmarkt
3
Option pricing theory
3
Optionspreistheorie
3
Return predictability
3
Risiko
3
Risk
3
Stock market
3
Asset pricing
2
Credit risk
2
International markets
2
Kreditrisiko
2
Measurement
2
Messung
2
Risikomanagement
2
Risikoprämie
2
Risk management
2
Risk premium
2
Welt
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Collection of articles of several authors
Forschungsbericht
Government document
Handbuch
Konferenzschrift
Mehrbändiges Werk
Thesis
Übersichtsarbeit
Article in journal
15
Language
All
English
15
Author
All
Cakici, Nusret
Fabozzi, Frank J.
Moshirian, Fariborz
32
Hasan, Iftekhar
15
Saunders, Anthony
14
Faff, Robert W.
13
Prokopczuk, Marcel
11
Berger, Allen N.
10
Altman, Edward I.
9
Branger, Nicole
9
Christiansen, Charlotte
9
Gençay, Ramazan
9
Gouriéroux, Christian
9
Demirgüç-Kunt, Asli
8
Duan, Jin-Chuan
8
Morana, Claudio
8
Sarkar, Sudipto
8
Sercu, Piet
8
Shackleton, Mark B.
8
Allen, Linda
7
Bali, Turan G.
7
Chang, Eric Chieh
7
Chiarella, Carl
7
Clare, Andrew D.
7
Dijk, Dick van
7
Frijns, Bart
7
Koedijk, Kees
7
Park, Jung Chul
7
Perraudin, William R. M.
7
Račev, Svetlozar T.
7
Skiadopoulos, George
7
Beck, Thorsten
6
Boubakri, Narjess
6
Buch, Claudia M.
6
Clements, Adam
6
Cornett, Marcia Millon
6
Crouhy, Michel
6
Dionne, Georges
6
Jiang, George J.
6
Karanasos, Menelaos
6
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of portfolio management : JPM
11
The journal of portfolio management : a publication of Institutional Investor
9
International journal of theoretical and applied finance
8
Applied economics
6
Computational economics
5
The journal of fixed income
5
International review of financial analysis
4
Journal of international money and finance
4
Review of quantitative finance and accounting
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 economic dynamics & control
3
The journal of asset management
3
Applied financial economics letters
2
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of computational finance
2
The journal of finance : the journal of the American Finance Association
2
The journal of investing : JOI
2
Advances in futures and options research : a research annual
1
Annals of economics and finance
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Econometric theory
1
Emerging markets review
1
Energy economics
1
Financial analysts' journal : FAJ
1
Financial markets, institutions & instruments
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economics & business
1
Journal of financial economics
1
Journal of financial engineering
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Overreaction and the cross-section of returns : international evidence
Blackburn, Douglas W.
;
Cakici, Nusret
- In:
Journal of empirical finance
42
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011808471
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
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
5
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:
6
Options resilience during extreme volatility : evidence from the market events of May 2010
Cakici, Nusret
;
Goswami, Gautam
;
Tan, Sinan
- In:
Journal of banking & finance
49
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010508034
Saved in:
7
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
8
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:
9
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
10
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->