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~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Fabozzi, Frank J."
~person:"Grundke, Peter"
~source:"econis"
~subject:"EU countries"
~subject:"Interbank rates"
~subject:"Lieferkette"
~subject:"Mean-variance"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"USA"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammlung"
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Fabozzi, Frank J.
Grundke, Peter
Lee, Cheng F.
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5
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Review of quantitative finance and accounting
Valuation, financial modeling, and quantitative tools
17
The handbook of fixed income securities
16
The journal of fixed income
12
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11
The journal of portfolio management : a publication of Institutional Investor
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Handbook of financial markets : securities, options and futures
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International journal of theoretical and applied finance
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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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
Model and estimation risk in credit risk stress tests
Grundke, Peter
;
Pliszka, Kamil
;
Tuchscherer, Michael
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 163-199
Persistent link: https://www.econbiz.de/10012233223
Saved in:
4
Ranking consistency of systemic risk measures : a simulation-based analysis in a banking network model
Grundke, Peter
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 953-990
Persistent link: https://www.econbiz.de/10012172866
Saved in:
5
A macroeconomic reverse stress test
Grundke, Peter
;
Pliszka, Kamil
- In:
Review of quantitative finance and accounting
50
(
2018
)
4
,
pp. 1093-1130
Persistent link: https://www.econbiz.de/10011979359
Saved in:
6
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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