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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
Volatility
Theorie
144
Theory
144
Portfolio selection
113
Portfolio-Management
113
USA
63
United States
63
Option pricing theory
50
Optionspreistheorie
50
CAPM
34
Derivat
33
Derivative
33
Capital income
32
Statistical distribution
32
Statistische Verteilung
32
Volatilität
32
Credit risk
30
Kreditrisiko
30
Asset-Backed Securities
28
Asset-backed securities
28
Stochastic process
28
Stochastischer Prozess
28
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26
Bond
26
Risk management
26
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25
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25
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25
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23
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23
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22
Risk
22
Yield curve
22
Zinsstruktur
22
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21
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21
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20
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20
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19
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7
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54
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Article in journal
Aufsatz im Buch
Non-commercial literature
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47
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8
Arbeitspapier
5
Graue Literatur
5
Working Paper
5
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2
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2
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1
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1
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1
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Bosnian
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Fabozzi, Frank J.
Gupta, Rangan
288
McAleer, Michael
249
Caporale, Guglielmo Maria
195
Bouri, Elie
122
Pierdzioch, Christian
109
Ma, Feng
107
Zaremba, Adam
106
Bollerslev, Tim
104
McMillan, David G.
104
Andersen, Torben
94
Chang, Chia-Lin
94
Wohar, Mark E.
94
Hammoudeh, Shawkat
89
Gil-Alaña, Luis A.
88
Tiwari, Aviral Kumar
88
Diebold, Francis X.
85
Narayan, Paresh Kumar
76
Bahmani-Oskooee, Mohsen
75
Bekaert, Geert
75
Spagnolo, Nicola
74
Härdle, Wolfgang
68
Faff, Robert W.
67
Timmermann, Allan
65
Bali, Turan G.
64
Salisu, Afees A.
64
Demirer, Rıza
63
Guidolin, Massimo
63
Wang, Yudong
63
Xuan Vinh Vo
63
Koopman, Siem Jan
61
Kang, Sang Hoon
60
Plastun, Alex
60
Engle, Robert F.
59
Lux, Thomas
59
Asai, Manabu
57
Brooks, Robert
57
Campbell, John Y.
57
Zhang, Yaojie
57
Clements, Adam
56
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Applied financial economics
5
The journal of portfolio management : JPM
4
The journal of portfolio management : a publication of Institutional Investor
4
Working paper series in economics
4
Applied economics
3
Computational economics
3
International review of financial analysis
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Finance research letters
2
International journal of theoretical and applied finance
2
Valuation, financial modeling, and quantitative tools
2
Analytical models for financial modeling and risk management
1
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Financial markets and instruments
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international money and finance
1
Optimizing optimization : the next generation of optimization applications and theory
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
Risk assessment : decisions in banking and finance
1
Temi di discussione / Banca d'Italia
1
The econometrics journal
1
The handbook of fixed income securities
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
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ECONIS (ZBW)
60
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1
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:
2
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
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
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:
7
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
8
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
9
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
10
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
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