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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Chang, Eric Chieh"
~person:"Duan, Jin-Chuan"
~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"
~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
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Theory
Volatility
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Theorie
31
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Chang, Eric Chieh
Duan, Jin-Chuan
Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Saunders, Anthony
14
Faff, Robert W.
12
Hasan, Iftekhar
12
Berger, Allen N.
11
Altman, Edward I.
10
Prokopczuk, Marcel
10
Chen, Ren-Raw
9
Demirgüç-Kunt, Asli
8
Shackleton, Mark B.
8
Allen, Linda
7
Bali, Turan G.
7
Branger, Nicole
7
Das, Sanjiv R.
7
Jarrow, Robert A.
7
Uhrig-Homburg, Marliese
7
Wu, Chunchi
7
Beck, Thorsten
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Boubakri, Narjess
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Skiadopoulos, George
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Weiß, Gregor
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Chung, Kee H.
5
Cosset, Jean-Claude
5
Duygun, Meryem
5
Ederington, Louis H.
5
González Rodríguez, Francisco
5
Guedhami, Omrane
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Journal of banking & finance
The journal of fixed income
International journal of theoretical and applied finance
9
The journal of portfolio management : JPM
9
The journal of portfolio management : a publication of Institutional Investor
9
Journal of economic dynamics & control
7
Applied economics
6
Applied financial economics
5
Computational economics
5
Economics letters
5
Review of quantitative finance and accounting
5
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of financial and quantitative analysis : JFQA
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income : JFI
4
Annals of operations research
3
Journal of econometrics
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 futures markets
3
Applied financial economics letters
2
Economic modelling
2
Finance research letters
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics & business
2
Research in finance
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
The journal of finance : the journal of the American Finance Association
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Annals of economics and finance
1
Annals of finance
1
Applied economics letters
1
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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
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
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:
4
Default probabilities of privately held firms
Duan, Jin-Chuan
;
Kim, Baeho
;
Kim, Woojin
;
Shin, Donghwa
- In:
Journal of banking & finance
94
(
2018
),
pp. 235-250
Persistent link: https://www.econbiz.de/10011966607
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
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
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:
8
Investment policy with time-to-build
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
Journal of banking & finance
55
(
2015
),
pp. 142-156
Persistent link: https://www.econbiz.de/10011378544
Saved in:
9
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:
10
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:
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