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~isPartOf:"Journal of banking & finance"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
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Conditional value-at-risk
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Fabozzi, Frank J.
Moshirian, Fariborz
32
Saunders, Anthony
14
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Hasan, Iftekhar
12
Altman, Edward I.
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Journal of banking & finance
Valuation, financial modeling, and quantitative tools
16
The handbook of fixed income securities
14
The Frank J. Fabozzi series
13
Investment management and financial management
11
The journal of portfolio management : JPM
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The theory and practice of investment management
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Working paper series in economics
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The journal of portfolio management : a publication of Institutional Investor
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International journal of theoretical and applied finance
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6
Financial markets and instruments
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5
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5
Wiley finance
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Frank J. Fabozzi series
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International review of financial analysis
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
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Economics letters
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European journal of operational research : EJOR
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Frank J. Fabozzi Ser
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Interest rate, term structure, and valuation modeling
3
Journal of international money and finance
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management
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Always learning
2
Applied financial economics letters
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Finance research letters
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The handbook of mortgage-backed securities
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The journal of asset management : a major new, international quarterly journal for the financial community
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Advanced bond portfolio management : best practices in modeling and strategies
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Advances in futures and options research : a research annual
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Analytical models for financial modeling and risk management
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Annals of economics and finance
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Annals of finance
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Applied economics letters
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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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