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~isPartOf:"The journal of fixed income"
~language:"afr"
~language:"eng"
~language:"fra"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"Güth, Werner"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Pestieau, Pierre"
~subject:"Lieferkette"
~subject:"Portfolio selection"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
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7
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6
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Fabozzi, Frank J.
Güth, Werner
Lien, Da-hsiang Donald
McAleer, Michael
Pestieau, Pierre
Cantor, Richard
10
Chen, Ren-Raw
7
Dynkin, Lev
7
Ilmanen, Antti
7
Das, Sanjiv R.
6
Fridson, Martin S.
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Goodman, Laurie Sharon
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Ap Gwilym, Owain
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4
Packer, Frank
4
Stock, Duane R.
4
Wu, Chunchi
4
Bhanot, Karan
3
Bhansali, Vineer
3
Blanc-Brude, Frédéric
3
Byström, Hans N. E.
3
Garman, M. Christopher
3
Gauthier, Laurent
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Hasan, Majid
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Helwege, Jean
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Ho, Jeffrey
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Ho, Thomas S. Y.
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3
Peristiani, Stavros C.
3
Reisman, Haim
3
Rendleman, Richard J.
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3
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The journal of fixed income
The journal of futures markets
44
Applied economics
25
International review of economics & finance : IREF
22
Economics letters
20
Homo oeconomicus
19
Valuation, financial modeling, and quantitative tools
19
Econometric reviews
18
Journal of economic surveys
18
Journal of public economics
18
Journal of econometrics
17
The handbook of fixed income securities
16
The journal of portfolio management : a publication of Institutional Investor
16
International tax and public finance
15
Investment management and financial management
15
Journal of economic behavior & organization : JEBO
15
Journal of population economics
15
Journal of institutional and theoretical economics : JITE
14
Journal of risk and financial management : JRFM
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of portfolio management : JPM
14
Applied financial economics
12
International review of financial analysis
10
Journal of public economic theory
10
Finance research letters
9
Financial markets and instruments
9
International journal of theoretical and applied finance
9
Energy economics
8
Journal of forecasting
8
Metroeconomica : international review of economics
8
European economic review : EER
7
Handbook of financial markets : securities, options and futures
7
Journal of banking & finance
7
Journal of evolutionary economics : JEE
7
The Scandinavian journal of economics
7
Theory and decision : an international journal for multidisciplinary advances in decision science
7
Annals of financial economics
6
Computational economics
6
European journal of political economy
6
FinanzArchiv : public finance analysis
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ECONIS (ZBW)
12
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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
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:
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
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
6
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
Saved in:
7
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:
8
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
9
Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Pan, Ging-Ging
; …
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
Saved in:
10
Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
Saved in:
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