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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Turnovsky, Stephen J."
~subject:"Credit risk"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Credit risk
Derivat
Kreditrisiko
Statistical distribution
Theory
Theorie
267
Portfolio selection
112
Portfolio-Management
112
USA
66
United States
66
Option pricing theory
47
Optionspreistheorie
47
Endogenes Wachstumsmodell
40
Endogenous growth model
40
Economic growth
38
Wirtschaftswachstum
38
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35
Derivative
34
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34
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Fabozzi, Frank J.
Turnovsky, Stephen J.
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
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
Laffont, Jean-Jacques
107
Laporte, Gilbert
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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The handbook of fixed income securities
17
Valuation, financial modeling, and quantitative tools
17
Journal of economic dynamics & control
13
Journal of international money and finance
12
Investment management and financial management
10
Macroeconomic dynamics
10
The journal of fixed income
10
Financial markets and instruments
8
International journal of theoretical and applied finance
8
Review of international economics
8
The journal of portfolio management : a publication of Institutional Investor
8
Economica
6
Journal of banking & finance
6
Journal of development economics
6
Journal of money, credit and banking : JMCB
6
Journal of public economics
6
Computational economics
5
Journal of international economics
5
Applied economics
4
International economic review
4
Journal of macroeconomics
4
Journal of monetary economics
4
Journal of public economic theory
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The economic journal : the journal of the Royal Economic Society
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Economics letters
3
European economic review : EER
3
European journal of operational research : EJOR
3
Review of quantitative finance and accounting
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Annals of finance
2
Applied financial economics letters
2
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
322
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1
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322
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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
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:
4
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:
5
Endogenous labor migration and remittances : macroeconomic and welfare consequences
Lim, Sokchea
;
Morshed, A. K. M. Mahbub
;
Turnovsky, …
- In:
Journal of development economics
163
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463835
Saved in:
6
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:
7
Tax systems and public borrowing limits in a fiscal union
Dashkeev, Vladimir V.
;
Turnovsky, Stephen J.
- In:
International tax and public finance
30
(
2023
)
2
,
pp. 351-395
Persistent link: https://www.econbiz.de/10014253548
Saved in:
8
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:
9
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
Saved in:
10
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
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