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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Risk"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Risk
Volatility
Theorie
134
Theory
134
Portfolio selection
110
Portfolio-Management
110
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
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28
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28
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26
Bond
26
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26
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26
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26
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Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
34
Book section
10
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Bosnian
English
Author
All
Fabozzi, Frank J.
Gupta, Rangan
201
Bahmani-Oskooee, Mohsen
101
Bouri, Elie
98
Ma, Feng
96
McAleer, Michael
82
Hammoudeh, Shawkat
81
Tiwari, Aviral Kumar
75
Wohar, Mark E.
60
Bollerslev, Tim
57
Kang, Sang Hoon
57
Xuan Vinh Vo
56
Mensi, Walid
54
Demirer, Rıza
53
McMillan, David G.
51
Viscusi, W. Kip
50
Wang, Yudong
50
Balcilar, Mehmet
48
Ji, Qiang
48
Pierdzioch, Christian
48
Zhang, Yaojie
47
Andersen, Torben
46
Lee, Chien-chiang
46
Kumar, Dilip
45
Caporale, Guglielmo Maria
44
Corbet, Shaen
43
Salisu, Afees A.
43
Lucey, Brian M.
42
Yoon, Seong-min
41
Liang, Chao
40
Apergēs, Nikolaos
39
Bali, Turan G.
39
Wei, Yu
39
Yin, Libo
39
Chiang, Thomas C.
38
Lau, Chi Keung
38
Serletis, Apostolos
38
Wong, Wing Keung
38
Chevallier, Julien
37
Gollier, Christian
37
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International journal of theoretical and applied finance
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
The handbook of fixed income securities
3
Valuation, financial modeling, and quantitative tools
3
Applied financial economics
2
Investment management and financial management
2
The journal of portfolio management : JPM
2
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Emerging markets review
1
European journal of operational research : EJOR
1
Finance research letters
1
Financial markets and instruments
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international money and finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The journal of alternative investments : JAI
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
44
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1
The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.
;
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
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
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
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:
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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