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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Asset-Backed Securities"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
Volatility
Theorie
135
Theory
135
Portfolio selection
111
Portfolio-Management
111
USA
60
United States
60
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
Derivat
33
Derivative
33
Capital income
30
Kapitaleinkommen
30
Credit risk
29
Kreditrisiko
29
Asset-backed securities
28
Volatilität
28
Anleihe
26
Bond
26
Risk management
26
Statistical distribution
26
Statistische Verteilung
26
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26
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56
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40
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16
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9
Sammelwerk
9
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6
Handbook
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Fabozzi, Frank J.
Gupta, Rangan
159
Bouri, Elie
95
Ma, Feng
92
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Tiwari, Aviral Kumar
66
Hammoudeh, Shawkat
65
Bollerslev, Tim
55
Kang, Sang Hoon
54
Mensi, Walid
51
McMillan, David G.
50
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Andersen, Torben
45
Pierdzioch, Christian
45
Kumar, Dilip
44
Zhang, Yaojie
44
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Lucey, Brian M.
40
Demirer, Rıza
39
Wei, Yu
39
Liang, Chao
37
Salisu, Afees A.
37
Yoon, Seong-min
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Chevallier, Julien
35
Ji, Qiang
35
Roubaud, David
35
Todorov, Viktor
35
Brooks, Robert
33
Hamori, Shigeyuki
33
Gil-Alaña, Luis A.
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Asai, Manabu
31
Ryu, Doojin
31
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The journal of fixed income
4
Applied financial economics
3
Computational economics
3
Financial markets and instruments
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
Investment management and financial management
3
The handbook of mortgage-backed securities
3
Finance research letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The handbook of fixed income securities
2
The journal of portfolio management : JPM
2
The journal of structured finance
2
Valuation, financial modeling, and quantitative tools
2
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of international money and finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The European journal of finance
1
The handbook of European structured financial products
1
The handbook of municipal bonds
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
56
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1
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:
2
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
3
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
Saved in:
4
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
5
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
6
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
7
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
8
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
9
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
10
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
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