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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Laffont, Jean-Jacques"
~person:"Laporte, Gilbert"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Derivat
Kreditrisiko
Statistical distribution
Theory
Theorie
349
Tourenplanung
117
Vehicle routing problem
117
Portfolio selection
112
Portfolio-Management
112
USA
86
United States
86
Heuristics
65
Heuristik
65
Mathematical programming
49
Mathematische Optimierung
49
Option pricing theory
47
Optionspreistheorie
47
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34
Derivative
33
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33
Scheduling-Verfahren
33
Stochastic process
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Fabozzi, Frank J.
Laffont, Jean-Jacques
Laporte, Gilbert
Nijkamp, Peter
179
Beladi, Hamid
169
Güth, Werner
166
Pestieau, Pierre
157
Creedy, John
154
Stiglitz, Joseph E.
153
Phillips, Peter C. B.
151
Lai, Ching-chong
141
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
Jarrow, Robert A.
125
Frey, Bruno S.
122
Lien, Da-hsiang Donald
121
Acemoglu, Daron
118
Mukherjee, Arijit
118
Broll, Udo
109
Shogren, Jason F.
109
Devereux, Michael B.
107
Tsionas, Efthymios G.
107
Gersbach, Hans
106
Cheng, T. C. E.
105
Quiggin, John C.
104
Stark, Oded
104
Aghion, Philippe
103
Miceli, Thomas J.
103
Kumbhakar, Subal
102
Chiarella, Carl
101
Barnett, William A.
100
Bossert, Walter
100
Gupta, Rangan
100
Sappington, David Edward Michael
98
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Computers & operations research : and their applications to problems of world concern ; an international journal
36
European journal of operational research : EJOR
32
The handbook of fixed income securities
17
Valuation, financial modeling, and quantitative tools
17
European economic review : EER
13
Investment management and financial management
10
Journal of public economics
10
The journal of fixed income
10
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
9
Financial markets and instruments
8
International journal of theoretical and applied finance
8
The journal of portfolio management : a publication of Institutional Investor
8
Economics letters
6
The Rand journal of economics
6
Computational economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of banking & finance
5
Journal of regulatory economics
5
Papers and proceedings of the ... annual congress of the European Economic Association
5
The review of economic studies
5
Top : an official journal of the Spanish Society of Statistics and Operations Research
5
Annales d'économie et de statistique
4
Applied economics
4
INFORMS journal on computing : JOC
4
Journal of the Operational Research Society : OR
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
International journal of industrial organization
3
Journal of economics & management strategy : JEMS
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Review of quantitative finance and accounting
3
The Scandinavian journal of economics
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of law, economics, & organization
3
The journal of portfolio management : JPM
3
Annals of finance
2
Applied financial economics letters
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ECONIS (ZBW)
403
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1
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10
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403
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1
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:
2
Analysis of the selective traveling salesman problem with time-dependent profits
Barrena, Eva
;
Canca, David
;
Coelho, Leandro C.
; …
- In:
Top : an official journal of the Spanish Society of …
31
(
2023
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10014276691
Saved in:
3
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:
4
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:
5
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:
6
Heterogeneous instant delivery orders scheduling and routing problem
Zhen, Lu
;
Wu, Jingwen
;
Laporte, Gilbert
;
Tan, Zheyi
- In:
Computers & operations research : and their …
157
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014321058
Saved in:
7
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:
8
Territorial design for customers with demand frequency
Zhen, Lu
;
Gao, Jiajing
;
Tan, Zheyi
;
Laporte, Gilbert
; …
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 82-101
Persistent link: https://www.econbiz.de/10014290392
Saved in:
9
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
10
A column generation-based heuristic for a rehabilitation patient scheduling and routing problem
Xaio, Liyang
;
Zhen, Lu
;
Laporte, Gilbert
;
Baldacci, Roberto
- In:
Computers & operations research : and their …
148
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013483013
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