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~isPartOf:"Review of quantitative finance and accounting"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Fabozzi, Frank J.
Long, Ngo Van
Miceli, Thomas J.
Lee, Cheng F.
10
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Review of quantitative finance and accounting
International review of law and economics
17
Valuation, financial modeling, and quantitative tools
15
The handbook of fixed income securities
14
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10
Journal of economic dynamics & control
9
European journal of law and economics
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Review of international economics
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Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
3
Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
Saved in:
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