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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of fixed income"
~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_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
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Theory
Volatility
World
Theorie
11
Yield curve
8
Zinsstruktur
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Fabozzi, Frank J.
Moshirian, Fariborz
33
Hasan, Iftekhar
14
Saunders, Anthony
14
Bali, Turan G.
13
Chen, Ren-Raw
13
Faff, Robert W.
13
Berger, Allen N.
11
Demirgüç-Kunt, Asli
11
Jarrow, Robert A.
11
Altman, Edward I.
10
Jiang, George J.
10
Prokopczuk, Marcel
10
Branger, Nicole
9
Chang, Eric Chieh
9
Das, Sanjiv R.
9
Duan, Jin-Chuan
9
Allen, Linda
8
Chemmanur, Thomas J.
8
Hull, John
8
Mauer, David C.
8
Sarkar, Sudipto
8
Shackleton, Mark B.
8
Uhrig-Homburg, Marliese
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Wu, Chunchi
8
Ederington, Louis H.
7
Lee, Bong-soo
7
Levy, Haim
7
Perraudin, William R. M.
7
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7
Beck, Thorsten
6
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6
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6
Chung, Kee H.
6
Clare, Andrew D.
6
Cornett, Marcia Millon
6
Crouhy, Michel
6
Elton, Edwin J.
6
Gruber, Martin Jay
6
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6
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Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
The journal of fixed income
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
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
1
Applied economics letters
1
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 economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
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
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
2
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
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
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:
5
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
6
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:
7
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
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
Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.
;
Xu, Yuewu
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
Saved in:
10
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
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