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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Das, Sanjiv R."
~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
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Theory
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Theorie
28
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Das, Sanjiv R.
Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Saunders, Anthony
14
Faff, Robert W.
12
Hasan, Iftekhar
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Berger, Allen N.
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Altman, Edward I.
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9
Demirgüç-Kunt, Asli
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Duan, Jin-Chuan
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Shackleton, Mark B.
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Allen, Linda
7
Bali, Turan G.
7
Branger, Nicole
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Chang, Eric Chieh
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Jarrow, Robert A.
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Uhrig-Homburg, Marliese
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Wu, Chunchi
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Beck, Thorsten
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Boubakri, Narjess
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Cosset, Jean-Claude
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Duygun, Meryem
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Ederington, Louis H.
5
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Journal of banking & finance
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
Journal of economic dynamics & control
7
Applied economics
6
Journal of investment management : JOIM
6
Applied financial economics
5
Computational economics
5
Annals of operations research
4
Economics letters
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Review of quantitative finance and accounting
4
The journal of fixed income : JFI
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Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
3
Review of derivatives research
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
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Journal / The Capco Institute : journal of financial transformation
2
Journal of econometrics
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Journal of economics & business
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The economic journal : the journal of the Royal Economic Society
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Advances in futures and options research : a research annual
1
Annals of economics and finance
1
Annals of finance
1
Annual review of financial economics
1
Applied economics letters
1
Applied mathematical finance
1
Computational management science
1
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ECONIS (ZBW)
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1
Dynamic optimization for multi-goals wealth management
Das, Sanjiv R.
;
Ostrov, Daniel
;
Radhakrishnan, Anand
; …
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013463132
Saved in:
2
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:
3
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:
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
Managing rollover risk with capital structure covenants in structured finance vehicles
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 92-112
Persistent link: https://www.econbiz.de/10011684772
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
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:
9
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:
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:
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