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~isPartOf:"Journal of banking & finance"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~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
Entwicklungsländer
Factor analysis
Firm performance
Supply chain
Theory
Volatility
World
Theorie
5
Portfolio selection
4
Portfolio-Management
4
ARCH model
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Aufsatz in Zeitschrift
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Fabozzi, Frank J.
Moshirian, Fariborz
31
Saunders, Anthony
14
Faff, Robert W.
12
Hasan, Iftekhar
12
Prokopczuk, Marcel
10
Altman, Edward I.
9
Berger, Allen N.
9
Demirgüç-Kunt, Asli
8
Duan, Jin-Chuan
8
Sarkar, Sudipto
8
Shackleton, Mark B.
8
Allen, Linda
7
Branger, Nicole
7
Chang, Eric Chieh
7
Perraudin, William R. M.
7
Beck, Thorsten
6
Boubakri, Narjess
6
Buch, Claudia M.
6
Clare, Andrew D.
6
Cornett, Marcia Millon
6
Crouhy, Michel
6
Lee, Bong-soo
6
Sercu, Piet
6
Skiadopoulos, George
6
Szegö, Giorgio P.
6
Uhrig-Homburg, Marliese
6
Weiß, Gregor
6
Bali, Turan G.
5
Chung, Kee H.
5
Cosset, Jean-Claude
5
Duygun, Meryem
5
Ederington, Louis H.
5
González Rodríguez, Francisco
5
Guedhami, Omrane
5
Hollstein, Fabian
5
Huizinga, Harry
5
Iskandar-Datta, Mai E.
5
John, Kose
5
Kim, Suk-Joong
5
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Journal of banking & finance
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
Applied economics
6
Computational economics
5
The journal of fixed income
5
International review of financial analysis
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Economics letters
3
European journal of operational research : EJOR
3
Journal of international money and finance
3
Review of quantitative finance and accounting
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
Finance research letters
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The journal of asset management : a major new, international quarterly journal for the financial community
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Advances in futures and options research : a research annual
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Annals of finance
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Applied economics letters
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Applied mathematical finance
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Econometric theory
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Emerging markets review
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Energy economics
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of forecasting
1
Journal of post-Keynesian economics : JPKE
1
Journal of statistical and econometric methods
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National tax journal
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ECONIS (ZBW)
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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
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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