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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:"Volatility"
~subject:"World"
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Conditional value-at-risk
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Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Moshirian, Fariborz
32
Saunders, Anthony
14
Berger, Allen N.
12
Faff, Robert W.
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Hasan, Iftekhar
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Bali, Turan G.
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Branger, Nicole
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Chang, Eric Chieh
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Das, Sanjiv R.
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Uhrig-Homburg, Marliese
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Chung, Kee H.
5
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Journal of banking & finance
The journal of fixed income
Valuation, financial modeling, and quantitative tools
16
The Frank J. Fabozzi series
14
The handbook of fixed income securities
14
Investment management and financial management
11
The journal of portfolio management : JPM
11
The theory and practice of investment management
11
Working paper series in economics
10
The journal of portfolio management : a publication of Institutional Investor
9
International journal of theoretical and applied finance
8
Financial markets and instruments
7
Applied economics
6
DAE working paper
6
Applied financial economics
5
Computational economics
5
Wiley finance
5
Working papers / Bank of England
5
Economics letters
4
European journal of operational research : EJOR
4
Frank J. Fabozzi series
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Review of quantitative finance and accounting
4
The journal of fixed income : JFI
4
Annals of operations research
3
Discussion papers / Institute of Economics, University of Copenhagen
3
Frank J. Fabozzi Ser
3
Interest rate, term structure, and valuation modeling
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
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Always learning
2
Applied financial economics letters
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Economic modelling
2
Finance research letters
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IMF working paper
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Journal / The Capco Institute : journal of financial transformation
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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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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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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