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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Fabozzi, Frank J."
~person:"Skiadopoulos, George"
~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"
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Asymptotic variability
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Portfolio selection
9
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Fabozzi, Frank J.
Skiadopoulos, George
Moshirian, Fariborz
32
Hasan, Iftekhar
15
Saunders, Anthony
14
Faff, Robert W.
13
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11
Berger, Allen N.
10
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9
Branger, Nicole
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9
Demirgüç-Kunt, Asli
8
Duan, Jin-Chuan
8
Sarkar, Sudipto
8
Sercu, Piet
8
Shackleton, Mark B.
8
Allen, Linda
7
Bali, Turan G.
7
Chang, Eric Chieh
7
Clare, Andrew D.
7
Frijns, Bart
7
Koedijk, Kees
7
Morana, Claudio
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Park, Jung Chul
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Perraudin, William R. M.
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Jiang, George J.
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6
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Journal of banking & finance
Journal of empirical finance
International journal of theoretical and applied finance
11
The journal of portfolio management : JPM
11
The journal of portfolio management : a publication of Institutional Investor
9
Applied economics
6
Computational economics
5
The journal of fixed income
5
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4
International review of financial analysis
4
The journal of asset management
4
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3
Economics letters
3
European journal of operational research : EJOR
3
Journal of international money and finance
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Journal of economics & business
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Journal of financial engineering
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ECONIS (ZBW)
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1
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
2
Capital structure and financial flexibility : expectations of future shocks
Lambrinoudakis, Costas
;
Skiadopoulos, George
;
Gkionis, …
- In:
Journal of banking & finance
104
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012163780
Saved in:
3
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:
4
Diversification benefits of commodities : a stochastic dominance efficiency approach
Daskalaki, Charoula
;
Skiadopoulos, George
;
Topaloglou, …
- In:
Journal of empirical finance
44
(
2017
),
pp. 250-269
Persistent link: https://www.econbiz.de/10011818029
Saved in:
5
How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini
;
Skiadopoulos, George
- In:
Journal of banking & finance
62
(
2016
),
pp. 62-75
Persistent link: https://www.econbiz.de/10011634054
Saved in:
6
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:
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
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
Volatility spillovers and the effect of news announcements
Jiang, George J.
;
Konstantinidi, Eirini
;
Skiadopoulos, …
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2260-2273
Persistent link: https://www.econbiz.de/10009656274
Saved in:
10
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
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