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~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Güth, Werner"
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Estimation
Haftung
Inflation
Kapitaleinkommen
Prognoseverfahren
Theory
Time series analysis
Welt
Ölpreis
Yield curve
7
Zinsstruktur
7
USA
6
United States
6
Anleihe
5
Bond
5
Theorie
5
Asset-Backed Securities
4
Asset-backed securities
4
Option pricing theory
4
Optionspreistheorie
4
Collateral
3
Credit derivative
3
Credit rating
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Credit risk
3
Kreditderivat
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Kreditrisiko
3
Kreditsicherung
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Kreditwürdigkeit
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Portfolio selection
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Portfolio-Management
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Convertible bond
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Derivat
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Derivative
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2000-2003
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2005-2012
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ARCH model
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ARCH-Modell
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Article in journal
Aufsatz im Buch
Conference paper
Multi-volume publication
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7
Language
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Bosnian
English
Author
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Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Güth, Werner
Long, Ngo Van
Miceli, Thomas J.
Chen, Ren-Raw
6
Ilmanen, Antti
5
Martellini, Lionel
5
Das, Sanjiv R.
4
Lai, Van Son
4
Bhanot, Karan
3
Blanc-Brude, Frédéric
3
Byström, Hans N. E.
3
Cantor, Richard
3
Curtillet, Jean-Christophe
3
Hasan, Majid
3
Jarrow, Robert A.
3
Longstaff, Francis A.
3
Ramaswamy, Krishna
3
Reisman, Haim
3
Almeida, Caio
2
Altman, Edward I.
2
Batta, George
2
Beliaeva, Natalia A.
2
Berg, Tobias
2
Bhansali, Vineer
2
Cathcart, Lara
2
Chen, Andrew H.
2
Chua, Choong Tze
2
Dieudonné, Mathieu
2
Domian, Dale L.
2
Dopfel, Frederick E.
2
Dor, Arik Ben
2
Dorfleitner, Gregor
2
Durham, J. Benson
2
Duyvesteyn, Johan
2
Dynkin, Lev
2
Falkenstein, Eric G.
2
Fridson, Martin S.
2
Fulkerson, Jon A.
2
Füss, Roland
2
Geng, Gary
2
Giacometti, Rosella
2
Goodman, Laurie Sharon
2
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The journal of fixed income
Applied economics
36
Finance research letters
32
Energy economics
24
Economics letters
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of economic behavior & organization : JEBO
21
Homo oeconomicus
19
European economic review : EER
18
Journal of institutional and theoretical economics : JITE
18
International review of law and economics
17
Research in international business and finance
17
International review of economics & finance : IREF
16
Journal of forecasting
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
The journal of real estate finance and economics
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics letters
11
Economic modelling
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
International review of financial analysis
9
Journal of economic dynamics & control
9
Review of international economics
9
The journal of portfolio management : JPM
9
European journal of law and economics
8
International journal of finance & economics : IJFE
8
Metroeconomica : international review of economics
8
Papers and proceedings of the ... annual congress of the European Economic Association
8
Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
8
Computational economics
7
European journal of political economy
7
International journal of theoretical and applied finance
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Journal of evolutionary economics : JEE
7
Journal of the European Economic Association
7
The Japanese economic review : the journal of the Japanese Economic Association
7
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ECONIS (ZBW)
7
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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
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:
4
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:
5
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:
6
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:
7
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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