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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"
~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
Factor analysis
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Kreditsicherung
Supply chain
Theory
Volatility
Theorie
21
Credit risk
9
Kreditrisiko
9
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Zinsstruktur
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Portfolio selection
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Portfolio-Management
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Asset-Backed Securities
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Fabozzi, Frank J.
Perraudin, William R. M.
Sarkar, Sudipto
Berger, Allen N.
9
Chen, Ren-Raw
9
Faff, Robert W.
9
Prokopczuk, Marcel
9
Duan, Jin-Chuan
8
Saunders, Anthony
8
Shackleton, Mark B.
8
Branger, Nicole
7
Das, Sanjiv R.
7
Jarrow, Robert A.
7
Uhrig-Homburg, Marliese
7
Wu, Chunchi
7
Bali, Turan G.
6
Chang, Eric Chieh
6
Hasan, Iftekhar
6
Sercu, Piet
6
Skiadopoulos, George
6
Allen, Linda
5
Altman, Edward I.
5
Chung, Kee H.
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Cornett, Marcia Millon
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Crouhy, Michel
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Ederington, Louis H.
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Levy, Haim
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Nawalkha, Sanjay K.
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Subrahmanyam, Marti G.
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Taylor, Stephen
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Tehranian, Hassan
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Wese Simen, Chardin
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4
Barone-Adesi, Giovanni
4
Blöchlinger, Andreas
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Christiansen, Charlotte
4
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Journal of banking & finance
The journal of fixed income
International journal of theoretical and applied finance
8
The journal of portfolio management : a publication of Institutional Investor
7
Applied economics
5
Applied financial economics
5
Computational economics
5
The journal of portfolio management : JPM
5
European journal of operational research : EJOR
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
Economics letters
3
International review of financial analysis
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
Applied financial economics letters
2
Economic modelling
2
Finance research letters
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economics & business
2
The economic journal : the journal of the Royal Economic Society
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in futures and options research : a research annual
1
Annals of economics and finance
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Econometric theory
1
Emerging markets review
1
Energy economics
1
European economic review : EER
1
Financial analysts' journal : FAJ
1
Fiscal studies : the journal of the Institute for Fiscal Studies
1
IMF staff papers
1
Industrial marketing management : the international journal for industrial and high-tech firms
1
International journal of production economics
1
International journal of theoretical and applied finance : IJTAF
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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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