//--> //--> //--> //-->
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:"The journal of derivatives : JOD"
~isPartOf:"The journal of financial research"
~language:"ell"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Portfolio selection
4
Portfolio-Management
4
ARCH model
3
ARCH-Modell
3
Option pricing theory
3
Optionspreistheorie
3
Hedging
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
USA
2
United States
2
1970-2014
1
ARMA model
1
ARMA-Modell
1
Altersvorsorge
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymptotic variability
1
Benchmarking
1
Bias correction
1
Börsenkurs
1
CAPM
1
Capital income
1
Capital structure
1
Cash Flow
1
Cash flow
1
Conditional value-at-risk
1
Corporate bond
1
Credit risk
1
Currency derivative
1
Debt financing
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Diebold-Mariano framework
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Congress report
Hochschulschrift
Aufsatz in Zeitschrift
18
Language
All
Modern Greek (1453-)
English
Author
All
Fabozzi, Frank J.
Moshirian, Fariborz
44
Hasan, Iftekhar
40
Berger, Allen N.
31
Saunders, Anthony
28
Faff, Robert W.
24
Fraser, Donald R.
18
Kolari, James W.
17
Cumming, Douglas J.
16
Fiordelisi, Franco
16
Peterson, David R.
15
Prokopczuk, Marcel
15
Delēs, Manthos D.
14
Elyasiani, Elyas
14
Guedhami, Omrane
14
Madura, Jeff
14
Molyneux, Philip
14
Ongena, Steven
14
Chen, Sheng-syan
13
Duygun, Meryem
13
Levy, Haim
13
Lobo, Gerald J.
13
Norden, Lars
13
El Ghoul, Sadok
12
Shackleton, Mark B.
12
Slovin, Myron B.
12
Taylor, Stephen
12
Winters, Drew B.
12
Altman, Edward I.
11
Beck, Thorsten
11
Chung, Kee H.
11
Cornett, Marcia Millon
11
Demirgüç-Kunt, Asli
11
Francis, Bill B.
11
Goldberg, Lawrence G.
11
Pantzalis, Christos
11
Skiadopoulos, George
11
Tehranian, Hassan
11
Udell, Gregory F.
11
Aggarwal, Raj
10
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of derivatives : JOD
The journal of financial research
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
11
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Journal / The Capco Institute : journal of financial transformation
3
Review of quantitative finance and accounting
3
Annals of economics and finance
2
Annals of finance
2
Applied mathematical finance
2
Emerging markets review
2
Energy economics
2
Financial analysts' journal : FAJ
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of pension economics and finance
2
Mathematical methods of operations research
2
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
2
Multi-asset option pricing using normal tempered stable processes with stochastic correlation
Kim, Young Shin
;
Kim, Hyangju
;
Choi, Jaehyung
;
Fabozzi, …
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 42-64
Persistent link: https://www.econbiz.de/10014231123
Saved in:
3
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
4
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
5
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
6
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:
7
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:
8
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:
9
In search of cash-flow pricing
Fabozzi, Frank J.
;
Chen, K. C.
;
Ma, K. C.
;
West, Jessica
- In:
The journal of financial research
38
(
2015
)
4
,
pp. 511-527
Persistent link: https://www.econbiz.de/10011440767
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->