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~isPartOf:"Journal of banking & finance"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Sammlung"
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Lieferkette
Risk measure
Theorie
Time series analysis
USA
Unternehmenserfolg
Volatility
Welt
Theory
5
Portfolio selection
4
Portfolio-Management
4
ARCH model
3
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3
Option pricing theory
2
Optionspreistheorie
2
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2
Statistical distribution
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Capital income
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Fat-tailed distributions
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Fundamental factors
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Insolvency
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Insolvenz
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Kreditrisiko
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Least absolute shrinkage and selection operator (LASSO)
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Fabozzi, Frank J.
McAleer, Michael
Moshirian, Fariborz
33
Berger, Allen N.
20
Saunders, Anthony
19
Hasan, Iftekhar
18
Faff, Robert W.
13
Prokopczuk, Marcel
11
Slovin, Myron B.
11
Cornett, Marcia Millon
10
Elyasiani, Elyas
10
Fraser, Donald R.
10
Akhigbe, Aigbe O.
9
Altman, Edward I.
9
Chung, Kee H.
9
Duan, Jin-Chuan
9
Mester, Loretta J.
9
Shackleton, Mark B.
9
Allen, Linda
8
Bali, Turan G.
8
Branger, Nicole
8
Chang, Eric Chieh
8
Cummins, John David
8
Demirgüç-Kunt, Asli
8
Iskandar-Datta, Mai E.
8
Kolari, James W.
8
Levy, Haim
8
Sarkar, Sudipto
8
Sushka, Marie Elizabeth
8
Tehranian, Hassan
8
Weiß, Gregor
8
Brooks, Robert
7
Lee, Bong-soo
7
Perraudin, William R. M.
7
Peterson, David R.
7
Skiadopoulos, George
7
Subrahmanyam, Marti G.
7
Szegö, Giorgio P.
7
Taylor, Stephen
7
Beck, Thorsten
6
Boubakri, Narjess
6
Buch, Claudia M.
6
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Journal of banking & finance
Econometric Institute research papers
156
Working paper
96
Discussion paper / Tinbergen Institute
93
Econometric reviews
18
Journal of econometrics
17
Applied economics
15
Journal of economic surveys
15
Journal of risk and financial management : JRFM
13
Working papers in quantitative economics and econometrics
13
Discussion paper / Institute of Social and Economic Research
12
The journal of portfolio management : JPM
12
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
11
Working paper series in economics
10
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working papers in economics and econometrics
9
Applied financial economics
8
International journal of theoretical and applied finance
8
Energy economics
7
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational economics
6
Economics letters
6
Journal of forecasting
6
Annals of financial economics
5
Econometric theory
5
Econometrics : open access journal
5
Risks : open access journal
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Finance research letters
4
International journal of forecasting
4
International review of financial analysis
4
The journal of fixed income : JFI
4
Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Discussion papers / Institute of Social and Economic Research
3
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
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:
5
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
6
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
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