//--> //--> //--> //-->
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 fixed income"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~person:"Perraudin, William R. M."
~person:"Sarkar, Sudipto"
~source:"econis"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Kreditsicherung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~subject:"Zinsstruktur"
~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"
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
| 32 applied filters
Year of publication
From:
To:
Subject
All
Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Kreditsicherung
Supply chain
Theory
Volatility
World
Zinsstruktur
Theorie
27
Portfolio selection
14
Portfolio-Management
14
USA
11
United States
11
Credit risk
9
Kreditrisiko
9
Yield curve
8
Credit rating
6
Kreditwürdigkeit
6
Option pricing theory
6
Optionspreistheorie
6
Welt
6
Anleihe
5
Bond
5
Capital income
5
Kapitaleinkommen
5
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Asset-Backed Securities
4
Asset-backed securities
4
Börsenkurs
4
CAPM
4
Corporate bond
4
Derivat
4
Derivative
4
Insolvency
4
Insolvenz
4
Share price
4
Stock market
4
Unternehmensanleihe
4
Capital structure
3
Collateral
3
Convertible bond
3
Credit derivative
3
Estimation
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
41
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Forschungsbericht
Government document
Handbuch
Konferenzschrift
Mehrbändiges Werk
Thesis
Übersichtsarbeit
Sammelwerk
2
Language
All
English
Estonian
Italian
Author
All
Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Saunders, Anthony
15
Faff, Robert W.
12
Hasan, Iftekhar
12
Berger, Allen N.
11
Prokopczuk, Marcel
11
Altman, Edward I.
10
Chen, Ren-Raw
10
Bali, Turan G.
9
Das, Sanjiv R.
9
Martellini, Lionel
9
Demirgüç-Kunt, Asli
8
Duan, Jin-Chuan
8
Jarrow, Robert A.
8
Shackleton, Mark B.
8
Allen, Linda
7
Branger, Nicole
7
Chang, Eric Chieh
7
Nawalkha, Sanjay K.
7
Roll, Richard
7
Subrahmanyam, Marti G.
7
Uhrig-Homburg, Marliese
7
Wu, Chunchi
7
Beck, Thorsten
6
Bhansali, Vineer
6
Boubakri, Narjess
6
Brooks, Robert
6
Buch, Claudia M.
6
Chen, Tsung-kang
6
Clare, Andrew D.
6
Cornett, Marcia Millon
6
Crouhy, Michel
6
Durham, J. Benson
6
Harvey, Campbell R.
6
Jacobs, Bruce I.
6
Kritzman, Mark
6
Lee, Bong-soo
6
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of fixed income
The journal of portfolio management : a publication of Institutional Investor
The journal of portfolio management : JPM
9
International journal of theoretical and applied finance
8
Applied economics
6
Applied financial economics
5
Computational economics
5
The journal of fixed income : JFI
5
Economics letters
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Review of quantitative finance and accounting
4
Annals of operations research
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of international money and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied financial economics letters
2
Economic modelling
2
Finance research letters
2
Journal of economics & business
2
The economic journal : the journal of the Royal Economic Society
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
Economic policy : a European forum
1
Emerging markets review
1
Energy economics
1
European economic review : EER
1
Financial analysts' journal : FAJ
1
Financial markets, institutions & instruments
1
Fiscal studies : the journal of the Institute for Fiscal Studies
1
IMF staff papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Investment and financing decisions with learning-curve technology
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521609
Saved in:
3
Special issue: Multi-asset strategies
Fabozzi, Frank J.
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012016852
Saved in:
4
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:
5
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:
6
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
7
Volatility wisdom of social media crowds
Karagozoglu, Ahmet K.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 136-151
Persistent link: https://www.econbiz.de/10011687267
Saved in:
8
Mathematics and economics : saving a marriage on the brink of divorce?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011686076
Saved in:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->