//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Kreditrisiko
Statistical distribution
Theory
Volatility
Theorie
135
Portfolio selection
111
Portfolio-Management
111
USA
60
United States
60
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
Derivative
33
Capital income
30
Kapitaleinkommen
30
Credit risk
29
Asset-Backed Securities
28
Asset-backed securities
28
Volatilität
28
Anleihe
26
Bond
26
Risk management
26
Statistische Verteilung
26
Stochastic process
26
Stochastischer Prozess
26
Risikomanagement
25
Yield curve
22
Zinsstruktur
22
Estimation
21
Schätzung
21
Hypothek
19
Mortgage
19
Risiko
19
Risikomaß
19
Risikoprämie
19
Risk
19
Risk measure
19
Risk premium
19
Börsenkurs
17
more ...
less ...
Online availability
All
Undetermined
57
Free
4
Type of publication
All
Article
205
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
134
Book section
72
Collection of articles of several authors
27
Sammelwerk
27
Lehrbuch
23
Textbook
20
Handbook
14
Handbuch
14
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Aufsatzsammlung
9
Glossar enthalten
2
Glossary included
2
Mehrbändiges Werk
2
Multi-volume publication
2
Einführung
1
Guidebook
1
Ratgeber
1
Rezension
1
more ...
less ...
Language
All
Bosnian
English
Author
All
Fabozzi, Frank J.
Gupta, Rangan
236
Nijkamp, Peter
179
Beladi, Hamid
171
Güth, Werner
166
Pestieau, Pierre
158
Phillips, Peter C. B.
156
Creedy, John
154
Stiglitz, Joseph E.
154
Lai, Ching-chong
142
McAleer, Michael
141
Marjit, Sugata
140
Lien, Da-hsiang Donald
138
Turnovsky, Stephen J.
135
Long, Ngo Van
134
Tirole, Jean
131
Cremer, Helmuth
129
Jarrow, Robert A.
128
Lambertini, Luca
127
Thisse, Jacques-François
126
Färe, Rolf
125
Frey, Bruno S.
123
Mukherjee, Arijit
121
Acemoglu, Daron
119
Bahmani-Oskooee, Mohsen
114
Laporte, Gilbert
111
Broll, Udo
110
Devereux, Michael B.
110
Tsionas, Efthymios G.
110
Cheng, T. C. E.
109
Shogren, Jason F.
109
Chiarella, Carl
107
Laffont, Jean-Jacques
107
Miceli, Thomas J.
107
Aghion, Philippe
106
Gersbach, Hans
106
Serletis, Apostolos
106
Bouri, Elie
105
Quiggin, John C.
105
Stark, Oded
105
more ...
less ...
Published in...
All
Valuation, financial modeling, and quantitative tools
18
The handbook of fixed income securities
17
Investment management and financial management
10
The journal of fixed income
10
International journal of theoretical and applied finance
9
The journal of portfolio management : a publication of Institutional Investor
9
Financial markets and instruments
8
Computational economics
6
Applied economics
5
Applied financial economics
5
Journal of banking & finance
5
The journal of portfolio management : JPM
5
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
Economics letters
3
European journal of operational research : EJOR
3
Finance research letters
3
International review of financial analysis
3
Journal of international money and finance
3
Review of quantitative finance and accounting
3
The handbook of municipal bonds
3
The journal of asset management
3
Annals of finance
2
Applied financial economics letters
2
European financial management : the journal of the European Financial Management Association
2
Handbook of financial markets : securities, options and futures
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Risk assessment : decisions in banking and finance
2
The handbook of European structured financial products
2
The handbook of mortgage-backed securities
2
The journal of derivatives : JOD
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Advances in futures and options research : a research annual
1
Analytical models for financial modeling and risk management
1
Annals of economics and finance
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
206
Showing
1
-
10
of
206
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Creditor protection and credit ratings in the US RMBS market
Breemen, Vivian van
;
Fabozzi, Frank J.
;
Nawas, Mike
; …
- In:
Financial markets, institutions & instruments
33
(
2024
)
3
,
pp. 267-292
Persistent link: https://www.econbiz.de/10014634627
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
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
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
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:
8
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:
9
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:
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->