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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Risikomaß"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Risikomaß
Volatility
Theorie
135
Theory
135
Portfolio selection
111
Portfolio-Management
111
USA
60
United States
60
Option pricing theory
47
Optionspreistheorie
47
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34
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33
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33
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30
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30
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29
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28
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Fabozzi, Frank J.
Gupta, Rangan
156
Bouri, Elie
90
Ma, Feng
88
McAleer, Michael
88
Hammoudeh, Shawkat
77
Bahmani-Oskooee, Mohsen
74
Tiwari, Aviral Kumar
66
Kang, Sang Hoon
59
Bollerslev, Tim
55
Mensi, Walid
54
McMillan, David G.
52
Wohar, Mark E.
50
Kumar, Dilip
46
Andersen, Torben
45
Wang, Yudong
45
Xuan Vinh Vo
45
Pierdzioch, Christian
43
Caporale, Guglielmo Maria
41
Zhang, Yaojie
40
Demirer, Rıza
39
Corbet, Shaen
38
Salisu, Afees A.
38
Chevallier, Julien
37
Ji, Qiang
37
Wei, Yu
37
Yoon, Seong-min
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Roubaud, David
36
Bali, Turan G.
35
Härdle, Wolfgang
34
Lucey, Brian M.
34
Nguyen, Duc Khuong
34
Todorov, Viktor
34
Degiannakis, Stavros
33
Hamori, Shigeyuki
33
Liang, Chao
33
Apergēs, Nikolaos
32
Asai, Manabu
32
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Computational economics
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of portfolio management : JPM
3
Annals of economics and finance
2
Applied financial economics
2
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2
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Operations research models in banking management
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ECONIS (ZBW)
45
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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
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:
3
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:
4
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:
5
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:
6
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
7
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:
8
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
9
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:
10
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
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