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Fabozzi, Frank J.
30
Lucas, Douglas J.
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Fabozzi, Frank J
4
Hanke, Bernd
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Sverdlove, Ronald
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The journal of fixed income
The Frank J. Fabozzi series
55
The journal of portfolio management : a publication of Institutional Investor
52
NBER Working Paper
42
Working paper / National Bureau of Economic Research, Inc.
40
NBER working paper series
34
The journal of portfolio management : JPM
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Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
Working paper / National Bureau of Economic Research, Inc
27
Financial markets and instruments
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The handbook of fixed income securities
26
Controller-Magazin : CM ; Arbeitsergebnisse aus der Controller-Praxis
25
The theory and practice of investment management
22
Applied economics
20
Journal of Australian political economy
20
Best's review : insurance issues and analysis
18
Journal of banking & finance
18
International journal of theoretical and applied finance
14
The journal of finance : the journal of the American Finance Association
14
European journal of operational research : EJOR
13
Frank J. Fabozzi Ser
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Applied financial economics
11
Contemporary economic policy : a journal of Western Economic Association International
11
Frank J. Fabozzi series
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Wiley finance
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Finance research letters
10
Journal of Finance
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KIT Working Paper Series in Economics
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Review of environmental economics and policy
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Working Paper Series in Economics
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Working paper series in economics
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Agricultural Economics Reports
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Annals of operations research
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European Journal of Operational Research
9
Journal of Banking & Finance
9
The journal of fixed income : JFI
9
University of California at San Francisco, Center for Tobacco Control Research and Education
9
Economics letters
8
Handbook of financial markets : securities, options and futures
8
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ECONIS (ZBW)
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OLC EcoSci
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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
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:
3
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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
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