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~language:"afr"
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~language:"nor"
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~language:"rus"
~language:"und"
~person:"Fabozzi, Frank J."
~subject:"EU-Staaten"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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~type_genre:"Conference proceedings"
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EU-Staaten
Kapitaleinkommen
Schätzung
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Wirkungsanalyse
Theorie
135
Theory
135
Portfolio selection
111
Portfolio-Management
111
United States
60
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
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33
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33
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30
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29
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29
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Fabozzi, Frank J.
Gupta, Rangan
323
Bahmani-Oskooee, Mohsen
269
Gil-Alaña, Luis A.
213
Cebula, Richard J.
196
Apergēs, Nikolaos
183
Wohar, Mark E.
164
Belke, Ansgar
161
Caporale, Guglielmo Maria
158
Arestis, Philip
155
Poterba, James M.
154
Eichengreen, Barry
150
De Grauwe, Paul
149
Narayan, Paresh Kumar
142
Gros, Daniel
135
Neumark, David
129
Tiwari, Aviral Kumar
127
Nijkamp, Peter
126
Auerbach, Alan J.
118
Blundell, Richard W.
118
Audretsch, David B.
117
Chang, Tsangyao
116
Heckman, James J.
115
Cutler, David M.
113
Viscusi, W. Kip
113
Feldstein, Martin S.
112
Wright, Mike
112
McMillan, David G.
111
Freeman, Richard B.
108
Gruber, Jonathan
108
Machin, Stephen
108
Serletis, Apostolos
108
Payne, James E.
107
Taylor, Mark P.
107
Goodhart, Charles A. E.
106
Zaremba, Adam
105
Haan, Jakob de
104
Jorgenson, Dale Weldeau
103
MacDonald, Ronald
102
Egger, Peter
101
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The journal of fixed income
9
The journal of portfolio management : a publication of Institutional Investor
8
Handbook of financial markets : securities, options and futures
7
The handbook of fixed income securities
6
Applied financial economics
5
Financial markets and instruments
4
Investment management and financial management
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Valuation, financial modeling, and quantitative tools
4
Advances in futures and options research : a research annual
3
Applied economics
3
Finance research letters
3
Journal of international money and finance
3
The journal of portfolio management : JPM
3
The journal of structured finance
3
International review of financial analysis
2
Journal of financial and quantitative analysis : JFQA
2
Review of quantitative finance and accounting
2
The journal of financial research
2
The journal of fixed income : JFI
2
Analytical models for financial modeling and risk management
1
Annals of finance
1
Annals of operations research
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of financial services research
1
Journal of pension economics and finance
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative finance
1
Risk assessment : decisions in banking and finance
1
The econometrics journal
1
The financial review : the official publication of the Eastern Finance Association
1
The handbook of mortgage-backed securities
1
The journal of asset management
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ECONIS (ZBW)
102
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71
Fractals or I.I.D. : evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of economics & business
59
(
2007
)
6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10003615737
Saved in:
72
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
73
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.
;
Racheva-Iotova, Borjana
;
Stoyanov, …
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
Saved in:
74
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar
;
D'Ouville, Edmond L.
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
Saved in:
75
An option-theoretic approach to MBS valuation
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
The handbook of mortgage-backed securities
,
(pp. 799-821)
.
2006
Persistent link: https://www.econbiz.de/10003274038
Saved in:
76
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:
77
The value, size, and momentum spread during distressed economic periods
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
Finance research letters
3
(
2006
)
4
,
pp. 244-252
Persistent link: https://www.econbiz.de/10003390645
Saved in:
78
Bond pricing, yield measures, and total return
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 73-105)
.
2005
Persistent link: https://www.econbiz.de/10003054140
Saved in:
79
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
80
Market experience with modeling for defined-benefit pension funds : evidence from four countries
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Jonas, Caroline L.
- In:
Journal of pension economics and finance
4
(
2005
)
3
,
pp. 313-327
Persistent link: https://www.econbiz.de/10003199347
Saved in:
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