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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Schätzung
Theorie
135
Theory
135
Portfolio selection
112
Portfolio-Management
112
USA
61
United States
61
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
Derivat
33
Derivative
33
Capital income
30
Kapitaleinkommen
30
Credit risk
29
Kreditrisiko
29
Volatility
29
Volatilität
29
Asset-Backed Securities
28
Asset-backed securities
28
Anleihe
26
Bond
26
Risk management
26
Statistical distribution
26
Statistische Verteilung
26
Stochastic process
26
Stochastischer Prozess
26
Risikomanagement
25
Yield curve
22
Zinsstruktur
22
Estimation
21
Risiko
20
Risk
20
Hypothek
19
Mortgage
19
Risikomaß
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Risikoprämie
19
Risk measure
19
Risk premium
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Welt
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20
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Bosnian
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Fabozzi, Frank J.
Gupta, Rangan
177
Bahmani-Oskooee, Mohsen
160
Gil-Alaña, Luis A.
132
Chang, Tsangyao
100
Caporale, Guglielmo Maria
95
Tiwari, Aviral Kumar
85
Wohar, Mark E.
81
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
75
Belke, Ansgar
70
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
58
Shahbaz, Muhammad
57
Pierdzioch, Christian
54
Su, Chi-Wei
54
Wagner, Joachim
53
Egger, Peter
52
Balcilar, Mehmet
49
Herwartz, Helmut
49
Serletis, Apostolos
49
Moosa, Imad A.
48
Hsing, Yu
47
Xuan Vinh Vo
46
McMillan, David G.
45
Payne, James E.
43
Hammoudeh, Shawkat
42
Holmes, Mark J.
42
Schneider, Friedrich
42
MacDonald, Ronald
41
McAleer, Michael
40
Tsionas, Efthymios G.
40
Smyth, Russell
39
Hamori, Shigeyuki
38
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Brooks, Robert
36
Ma, Feng
36
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
2
International review of financial analysis
2
The journal of fixed income
2
Annals of operations research
1
Emerging markets review
1
International journal of finance & economics : IJFE
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The handbook of fixed income securities
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
21
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1
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10
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21
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date (oldest first)
1
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:
2
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
3
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
4
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
5
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
6
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:
7
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
8
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
9
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
10
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
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