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Fabozzi, Frank J.
16
Račev, Svetlozar T.
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Bianchi, Michele Leonardo
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Kim, Young Shin
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Rachev, Svetlozar T.
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Stoyanov, Stoyan V.
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Jašić, Teo
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Journal of banking & finance
The Frank J. Fabozzi series
55
The journal of portfolio management : a publication of Institutional Investor
52
NBER Working Paper
42
Working paper / National Bureau of Economic Research, Inc.
40
NBER working paper series
34
The journal of fixed income
34
The journal of portfolio management : JPM
34
Investment management and financial management
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Valuation, financial modeling, and quantitative tools
29
Working paper / National Bureau of Economic Research, Inc
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Financial markets and instruments
26
The handbook of fixed income securities
26
Controller-Magazin : CM ; Arbeitsergebnisse aus der Controller-Praxis
25
The theory and practice of investment management
22
Applied economics
20
Journal of Australian political economy
20
Best's review : insurance issues and analysis
18
International journal of theoretical and applied finance
14
The journal of finance : the journal of the American Finance Association
14
European journal of operational research : EJOR
13
Frank J. Fabozzi Ser
12
Applied financial economics
11
Contemporary economic policy : a journal of Western Economic Association International
11
Frank J. Fabozzi series
11
Wiley finance
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Finance research letters
10
Journal of Finance
10
KIT Working Paper Series in Economics
10
Review of environmental economics and policy
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Working Paper Series in Economics
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Working paper series in economics
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Agricultural Economics Reports
9
Annals of operations research
9
European Journal of Operational Research
9
Journal of Banking & Finance
9
The journal of fixed income : JFI
9
University of California at San Francisco, Center for Tobacco Control Research and Education
9
Economics letters
8
Handbook of financial markets : securities, options and futures
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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
On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping
;
Durfee, Antonina V.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
68
(
2016
),
pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
Saved in:
4
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:
5
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:
6
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:
7
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
8
CVaR sensitivity with respect to tail thickness
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10010065457
Saved in:
9
Financial market models with Lévy processes and time-varying volatility
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1363-1378
Persistent link: https://www.econbiz.de/10003749233
Saved in:
10
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
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