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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~language:"afr"
~language:"eng"
~language:"fra"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"Güth, Werner"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Pestieau, Pierre"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
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Fabozzi, Frank J.
Güth, Werner
Lien, Da-hsiang Donald
McAleer, Michael
Pestieau, Pierre
Moshirian, Fariborz
33
Berger, Allen N.
20
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Bali, Turan G.
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7
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7
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7
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Journal of banking & finance
The journal of fixed income
The journal of futures markets
44
Applied economics
23
International review of economics & finance : IREF
21
Economics letters
20
Homo oeconomicus
19
Econometric reviews
18
Journal of public economics
18
Valuation, financial modeling, and quantitative tools
18
Journal of econometrics
17
Journal of economic surveys
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The handbook of fixed income securities
16
International tax and public finance
15
Journal of institutional and theoretical economics : JITE
14
Journal of population economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic behavior & organization : JEBO
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Journal of risk and financial management : JRFM
12
The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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Applied financial economics
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International review of financial analysis
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Journal of public economic theory
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Finance research letters
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International journal of theoretical and applied finance
8
Metroeconomica : international review of economics
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European economic review : EER
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Handbook of financial markets : securities, options and futures
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Journal of evolutionary economics : JEE
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Journal of forecasting
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The Scandinavian journal of economics
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Theory and decision : an international journal for multidisciplinary advances in decision science
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Computational economics
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European journal of political economy
6
FinanzArchiv : public finance analysis
6
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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ECONIS (ZBW)
17
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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
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
8
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:
9
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:
10
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:
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