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~isPartOf:"The journal of fixed income"
~person:"Choi, Tsan-Ming"
~person:"Fabozzi, Frank J."
~person:"Gruber, Jonathan"
~person:"Poterba, James M."
~person:"Zaremba, Adam"
~subject:"Asset pricing"
~subject:"Capital income"
~subject:"Gesundheitsreform"
~subject:"Household"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Portfolio-Management"
~subject:"Private consumption"
~subject:"USA"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Book review"
~type_genre:"Market information"
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Asset pricing
Capital income
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Yield curve
7
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7
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5
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Aufsatz in Zeitschrift
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English
10
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Choi, Tsan-Ming
Fabozzi, Frank J.
Gruber, Jonathan
Poterba, James M.
Zaremba, Adam
Cantor, Richard
8
Dynkin, Lev
6
Fridson, Martin S.
6
Ilmanen, Antti
6
Goodman, Laurie Sharon
5
Ap Gwilym, Owain
4
Dor, Arik Ben
4
Koutmos, Gregory
4
Lucas, Douglas J.
4
Martellini, Lionel
4
Stock, Duane R.
4
Das, Sanjiv R.
3
Garman, M. Christopher
3
Gauthier, Laurent
3
Helwege, Jean
3
Hu, Jian
3
King, Tao-Hsien Dolly
3
Konstantinovsky, Vadim
3
Lakshmivarahan, S.
3
Peristiani, Stavros C.
3
Skinner, Frank S.
3
Warga, Arthur D.
3
Wu, Chunchi
3
Ambrose, Brent William
2
Bali, Turan G.
2
Bhansali, Vineer
2
Blanc-Brude, Frédéric
2
Bomfim, Antúlio N.
2
Chen, Ren-Raw
2
Chua, Choong Tze
2
Corcoran, Patrick J.
2
Curtillet, Jean-Christophe
2
Davies, Andrew
2
Domian, Dale L.
2
Dopfel, Frederick E.
2
Dorfleitner, Gregor
2
Durham, J. Benson
2
Falkenstein, Eric G.
2
Fulkerson, Jon A.
2
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The journal of fixed income
The American economic review
35
European journal of operational research : EJOR
25
Transportation research / E : an international journal
23
International journal of production economics
18
Journal of public economics
18
National tax journal
16
Applied economics
15
Tax policy and the economy
15
The journal of portfolio management : a publication of Institutional Investor
13
International journal of production research
12
Finance research letters
11
IEEE transactions on engineering management : EM
11
The journal of economic perspectives : EP ; a journal of the American Economic Association
11
International review of financial analysis
9
Journal of banking & finance
9
Journal of health economics
9
The journal of portfolio management : JPM
9
The review of economics and statistics
8
The quarterly journal of economics
7
American economic journal : a journal of the American Economic Association
6
Research in international business and finance
6
Applied financial economics
5
Brookings papers on economic activity : BPEA
5
Economic research
5
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Production and operations management : the flagship research journal of the Production and Operations Management Society
5
Emerging markets review
4
Journal of financial economics
4
Journal of political economy
4
Pacific-Basin finance journal
4
The journal of asset management
4
The journal of fixed income : JFI
4
Advances in futures and options research : a research annual
3
Applied economics letters
3
Economic modelling
3
Economics letters
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ECONIS (ZBW)
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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
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
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:
6
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:
7
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:
8
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:
9
Default rates on structured finance securities
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 44-53
Persistent link: https://www.econbiz.de/10002421458
Saved in:
10
A note on common interest rate risk measures
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Hanke, Bernd
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 46-54
Persistent link: https://www.econbiz.de/10001803151
Saved in:
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