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~language:"bos"
~language:"eng"
~person:"Baviera, Roberto"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Liao, Szu-Lang"
~person:"Zhang, Jin E."
~subject:"CAPM"
~subject:"Credit rating"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
Credit rating
Derivat
Kreditrisiko
Kreditsicherung
Kreditwürdigkeit
Option pricing theory
Statistical distribution
Theorie
Theory
273
Portfolio selection
126
Portfolio-Management
126
Optionspreistheorie
91
Hedging
89
USA
73
United States
73
Volatility
73
Volatilität
73
Derivative
56
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47
Kapitaleinkommen
47
Risiko
45
Risk
45
Risk management
40
Credit risk
39
Risikomanagement
39
Stochastic process
39
Stochastischer Prozess
39
Statistische Verteilung
33
Yield curve
33
Zinsstruktur
33
Estimation
32
Risikoprämie
32
Risk premium
32
Schätzung
32
Option trading
31
Optionsgeschäft
31
Currency derivative
30
Währungsderivat
30
Asset-Backed Securities
29
Asset-backed securities
29
Anleihe
28
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28
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425
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334
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166
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135
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28
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23
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8
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Bosnian
English
German
35
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Baviera, Roberto
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Liao, Szu-Lang
Zhang, Jin E.
Nijkamp, Peter
179
Beladi, Hamid
170
Güth, Werner
166
Pestieau, Pierre
157
Creedy, John
154
Stiglitz, Joseph E.
154
Phillips, Peter C. B.
153
Lai, Ching-chong
141
Jarrow, Robert A.
140
Marjit, Sugata
139
Long, Ngo Van
134
Turnovsky, Stephen J.
133
Tirole, Jean
131
Cremer, Helmuth
129
Lambertini, Luca
126
Thisse, Jacques-François
126
Färe, Rolf
125
Lien, Da-hsiang Donald
123
Frey, Bruno S.
122
Acemoglu, Daron
118
Mukherjee, Arijit
118
Madan, Dilip B.
114
Shogren, Jason F.
109
Chiarella, Carl
107
Devereux, Michael B.
107
Laffont, Jean-Jacques
107
Laporte, Gilbert
107
Tsionas, Efthymios G.
107
Cheng, T. C. E.
106
Gersbach, Hans
106
Quiggin, John C.
105
Stark, Oded
104
Aghion, Philippe
103
Gupta, Rangan
103
Miceli, Thomas J.
103
Kumbhakar, Subal
102
Barnett, William A.
101
Bossert, Walter
100
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Valuation, financial modeling, and quantitative tools
21
The handbook of fixed income securities
18
International journal of theoretical and applied finance
17
The journal of fixed income
16
The journal of futures markets
15
Finance research letters
11
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Economics letters
9
Financial markets and instruments
9
Journal of banking & finance
8
Applied economics
7
Applied financial economics
7
Journal of economic dynamics & control
7
Computational economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Economic modelling
5
European journal of operational research : EJOR
5
Review of derivatives research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Energy economics
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of risk and financial management : JRFM
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of fixed income : JFI
4
Annals of operations research
3
Economics and business review
3
European financial management : the journal of the European Financial Management Association
3
International economic journal
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of economics
3
Journal of international money and finance
3
Review of international economics
3
Review of quantitative finance and accounting
3
The European journal of finance
3
The Indian journal of economics
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of derivatives : JOD
3
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ECONIS (ZBW)
426
Showing
1
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10
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426
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date (oldest first)
1
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
2
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
3
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
4
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
5
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
6
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
7
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
8
A fast Monte Carlo scheme for additive processes and option pricing
Azzone, Michele
;
Baviera, Roberto
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014393374
Saved in:
9
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
10
Intensified competition and the impact on credit ratings in the RMBS market
Breemen, Vivian van
;
Fabozzi, Frank J.
;
Vink, Dennis
- In:
Financial markets, institutions & instruments
32
(
2023
)
2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014252236
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