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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~source:"econis"
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Kreditrisiko"
~subject:"Portfolio selection"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
Finanzmarkt
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Portfolio selection
Theory
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Theorie
288
Portfolio-Management
111
Welt
98
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98
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Fabozzi, Frank J.
Stiglitz, Joseph E.
Gupta, Rangan
240
Nijkamp, Peter
178
Güth, Werner
170
Beladi, Hamid
169
Pestieau, Pierre
158
Creedy, John
154
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Phillips, Peter C. B.
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Lai, Ching-chong
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Long, Ngo Van
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Turnovsky, Stephen J.
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Tirole, Jean
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Lien, Da-hsiang Donald
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119
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118
Bahmani-Oskooee, Mohsen
116
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113
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110
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110
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110
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109
Chiarella, Carl
109
Satchell, Stephen
109
Aghion, Philippe
108
Hammoudeh, Shawkat
108
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108
Shogren, Jason F.
108
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107
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107
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106
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Valuation, financial modeling, and quantitative tools
19
Investment management and financial management
18
The handbook of fixed income securities
16
The American economic review
15
The journal of fixed income
13
The journal of portfolio management : a publication of Institutional Investor
12
The journal of portfolio management : JPM
11
Financial markets and instruments
10
International journal of theoretical and applied finance
10
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8
Journal of economic dynamics & control
7
The economic journal : the journal of the Royal Economic Society
7
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6
Journal of banking & finance
6
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5
European economic review : EER
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of public economics
5
The journal of fixed income : JFI
5
International review of financial analysis
4
Journal of economic behavior & organization : JEBO
4
Journal of international money and finance
4
Oxford review of economic policy
4
The quarterly journal of economics
4
Annals of operations research
3
Applied financial economics letters
3
Industrial and corporate change
3
Journal / The Capco Institute : journal of financial transformation
3
Oxford economic papers
3
Papers and proceedings of the ... annual congress of the European Economic Association
3
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The handbook of mortgage-backed securities
3
The handbook of municipal bonds
3
The journal of asset management
3
Analytical models for financial modeling and risk management
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Annual Bank Conference on Development Economics in Europe Proceedings : 1999 - 2000 ; [Conference Governance, Equity and Global Markets ; Conference Development Thinking at the Millennium]
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ECONIS (ZBW)
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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
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:
3
Bilateral information disclosure in adverse selection markets with nonexclusive competition
Kosenko, Andrew
;
Stiglitz, Joseph E.
;
Yun, Jungyoll
- In:
Journal of economic behavior & organization : JEBO
205
(
2023
),
pp. 144-168
Persistent link: https://www.econbiz.de/10014416105
Saved in:
4
Climate change and growth
Stern, Nicholas H.
;
Stiglitz, Joseph E.
- In:
Industrial and corporate change
32
(
2023
)
2
,
pp. 277-303
Persistent link: https://www.econbiz.de/10014313810
Saved in:
5
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:
6
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:
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
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
9
Contributions of The Journal of Fixed Income to Fixed-Income Analytics
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 7-27
Persistent link: https://www.econbiz.de/10014231356
Saved in:
10
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
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