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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~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:"USA"
~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"
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Conditional value-at-risk
Developing countries
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Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
34
Berger, Allen N.
21
Saunders, Anthony
19
Hasan, Iftekhar
18
Cantor, Richard
13
Faff, Robert W.
13
Prokopczuk, Marcel
12
Altman, Edward I.
11
Slovin, Myron B.
11
Chen, Ren-Raw
10
Cornett, Marcia Millon
10
Elyasiani, Elyas
10
Fraser, Donald R.
10
Akhigbe, Aigbe O.
9
Bali, Turan G.
9
Brooks, Robert
9
Chung, Kee H.
9
Das, Sanjiv R.
9
Duan, Jin-Chuan
9
Mester, Loretta J.
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Shackleton, Mark B.
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Subrahmanyam, Marti G.
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Wu, Chunchi
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8
Branger, Nicole
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Chang, Eric Chieh
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Demirgüç-Kunt, Asli
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Iskandar-Datta, Mai E.
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Jarrow, Robert A.
8
Kolari, James W.
8
Peristiani, Stavros C.
8
Sushka, Marie Elizabeth
8
Tehranian, Hassan
8
Chen, Tsung-kang
7
Clare, Andrew D.
7
Dynkin, Lev
7
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7
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Journal of banking & finance
The journal of fixed income
The journal of portfolio management : a publication of Institutional Investor
12
The journal of portfolio management : JPM
10
International journal of theoretical and applied finance
8
Applied economics
7
Applied financial economics
7
Computational economics
5
International review of financial analysis
5
The journal of fixed income : JFI
5
Economics letters
4
European journal of operational research : EJOR
4
Journal of economic dynamics & control
4
Review of quantitative finance and accounting
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Finance research letters
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 Frank J. Fabozzi series
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of financial research
3
The journal of structured finance
3
Annals of finance
2
Applied economics letters
2
Applied financial economics letters
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Economic modelling
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Financial analysts' journal : FAJ
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics & business
2
Journal of financial and quantitative analysis : JFQA
2
The economic journal : the journal of the Royal Economic Society
2
The financial review : the official publication of the Eastern Finance Association
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
A Probus guide to world markets
1
Annals of economics and finance
1
Applied mathematical finance
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
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:
5
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:
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
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
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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