//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The Frank J. Fabozzi series"
~isPartOf:"The journal of fixed income"
~person:"Fabozzi, Frank J."
~person:"Lynn, David J."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
31
Portfolio-Management
31
Theorie
16
Theory
16
CAPM
12
Finanzmathematik
10
Portfoliomanagement
10
Risikomanagement
10
Mathematical finance
8
Risk management
8
Yield curve
8
Zinsstruktur
8
Anleihe
7
Bond
7
Derivat
7
Derivative
7
Finanzanalyse
7
Option pricing theory
7
Optionspreistheorie
7
USA
7
Financial analysis
6
United States
6
Anlageverhalten
4
Behavioural finance
4
Financial investment
4
Kapitalanlage
4
Credit risk
3
Festverzinsliches Wertpapier
3
Kreditrisiko
3
Mathematical programming
3
Mathematische Optimierung
3
Stochastic process
3
Stochastischer Prozess
3
Stochastisches Modell
3
Aktienmarkt
2
Anlageberatung
2
Anlagepolitik
2
Bayes-Statistik
2
Bayes-Verfahren
2
Bayesian inference
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Book / Working Paper
33
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Collection of articles of several authors
7
Sammelwerk
7
Lehrbuch
5
Textbook
4
Handbook
3
Handbuch
3
Aufsatzsammlung
1
Bibliografie
1
more ...
less ...
Language
All
English
45
Author
All
Fabozzi, Frank J.
Lynn, David J.
Chen, Ren-Raw
8
Das, Sanjiv R.
7
Račev, Svetlozar T.
7
Focardi, Sergio M.
6
Martellini, Lionel
6
Bhanot, Karan
4
Choudhry, Moorad
4
Dor, Arik Ben
4
Dynkin, Lev
4
Ho, Thomas S. Y.
4
Ilmanen, Antti
4
Lai, Van Son
4
Stock, Duane R.
4
Bali, Turan G.
3
Blanc-Brude, Frédéric
3
Curtillet, Jean-Christophe
3
Durham, J. Benson
3
Geng, Gary
3
Goodman, Laurie Sharon
3
Hasan, Majid
3
Hyman, Jay
3
Kim, Young Shin
3
Kolm, Petter N.
3
Lakshmivarahan, S.
3
Longstaff, Francis A.
3
Markowitz, Harry
3
Pachamanova, Dessislava A.
3
Russo, Vincenzo
3
Yi, Sang-bin
3
Almeida, Caio
2
Bagasheva, Biliana S.
2
Batta, George
2
Beliaeva, Natalia A.
2
Benzschawel, Terry
2
Bhansali, Vineer
2
Bhattacharjee, Ranjit
2
Boyle, Phelim P.
2
Buetow, Gerald W.
2
Byström, Hans N. E.
2
more ...
less ...
Published in...
All
The Frank J. Fabozzi series
The journal of fixed income
Valuation, financial modeling, and quantitative tools
22
The handbook of fixed income securities
17
Investment management and financial management
15
The theory and practice of investment management
15
International journal of theoretical and applied finance
12
The journal of portfolio management : a publication of Institutional Investor
12
Applied economics
10
Journal of banking & finance
9
The journal of portfolio management : JPM
9
Working paper series in economics
9
European journal of operational research : EJOR
8
Financial markets and instruments
7
Frank J. Fabozzi series
7
Computational economics
6
The journal of fixed income : JFI
6
Wiley finance
6
Frank J. Fabozzi Ser
5
Interest rate, term structure, and valuation modeling
5
Active private equity real estate strategy
4
Economics letters
4
Journal of economic dynamics & control
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Annals of operations research
3
Applied financial economics
3
Applied financial economics letters
3
Finance research letters
3
International review of financial analysis
3
Review of quantitative finance and accounting
3
The journal of asset management
3
Always learning
2
Analytical models for financial modeling and risk management
2
Applied mathematical finance
2
Bank of Italy Temi di Discussione (Working Paper)
2
Frank J. Fabozzi Series
2
Insurance / Mathematics & economics
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
2
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
3
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
4
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
5
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
6
The impact of market conditions on bond fund managers
Parikh, Harsh
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
Saved in:
7
Probability and statistics for finance
Račev, Svetlozar T.
;
Höchstötter, Markus
;
Fabozzi, …
-
2010
finance. Includes detailed discussions of descriptive statistics, basic probability
theory
, inductive statistics, and …
Persistent link: https://www.econbiz.de/10008665229
Saved in:
8
The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
-
2004
Persistent link: https://www.econbiz.de/10001788054
Saved in:
9
Financial advice and investment decisions : a manifesto for change
Wilcox, Jarrod W.
;
Fabozzi, Frank J.
-
2013
-
Online-Ausg.
. While there are many qualitative discussions, the authors present strong quantitative
theory
and practice in the form of …
Persistent link: https://www.econbiz.de/10012678514
Saved in:
10
Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.
;
Xu, Yuewu
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->