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~isPartOf:"Journal of banking & finance"
~language:"eng"
~language:"est"
~language:"und"
~person:"Fabozzi, Frank J."
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
~type_genre:"Statistik"
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EU countries
Economic growth
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Theorie
5
Portfolio selection
4
Portfolio-Management
4
ARCH model
3
ARCH-Modell
3
Option pricing theory
2
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2
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Fabozzi, Frank J.
Faff, Robert W.
12
Saunders, Anthony
10
Berger, Allen N.
9
Fiordelisi, Franco
8
Molyneux, Philip
8
Sarkar, Sudipto
8
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7
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7
Hasan, Iftekhar
7
Moshirian, Fariborz
7
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7
Prokopczuk, Marcel
7
Sercu, Piet
7
Chang, Eric Chieh
6
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6
Levy, Haim
6
Löffler, Gunter
6
Slovin, Myron B.
6
Tian, Yisong Sam
6
Allen, Linda
5
Altman, Edward I.
5
Cakici, Nusret
5
Carbó Valverde, Santiago
5
Chou, Robin K.
5
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Chung, Kee H.
5
Crouhy, Michel
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Datta, Sudip
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Iskandar-Datta, Mai E.
5
Lioui, Abraham
5
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5
Nawalkha, Sanjay K.
5
Okunev, John
5
Post, Thierry
5
Roberts, Gordon S.
5
Rubio, Gonzalo
5
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5
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Journal of banking & finance
The journal of portfolio management : a publication of Institutional Investor
9
International journal of theoretical and applied finance
7
The journal of fixed income
7
Applied economics
4
Journal of international money and finance
4
The journal of fixed income : JFI
4
Annals of operations research
3
Computational economics
3
European journal of operational research : EJOR
3
Finance research letters
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
The journal of portfolio management : JPM
3
Applied economics letters
2
Applied financial economics
2
Applied financial economics letters
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Economics letters
2
Financial analysts' journal : FAJ
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International review of financial analysis
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The journal of financial research
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A Probus guide to world markets
1
Advances in futures and options research : a research annual
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Annals of finance
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Applied mathematical finance
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Econometric theory
1
Emerging markets review
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
International journal of theoretical and applied finance : IJTAF
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 pension economics and finance
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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