//--> //--> //--> //-->
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:"Statistical distribution"
~subject:"Theory"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Theory
Theorie
135
Portfolio selection
111
Portfolio-Management
111
USA
60
United States
60
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
Derivat
33
Derivative
33
Capital income
30
Kapitaleinkommen
30
Volatility
29
Volatilität
29
Asset-Backed Securities
28
Asset-backed securities
28
Credit risk
28
Kreditrisiko
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
41
Free
2
Type of publication
All
Article
147
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
93
Book section
55
Collection of articles of several authors
23
Sammelwerk
23
Lehrbuch
15
Textbook
13
Handbook
11
Handbuch
11
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Aufsatzsammlung
7
Glossar enthalten
2
Glossary included
2
Mehrbändiges Werk
2
Multi-volume publication
2
Einführung
1
Rezension
1
more ...
less ...
Language
All
Bosnian
English
Author
All
Fabozzi, Frank J.
Nijkamp, Peter
179
Beladi, Hamid
168
Güth, Werner
166
Pestieau, Pierre
157
Creedy, John
154
Stiglitz, Joseph E.
153
Phillips, Peter C. B.
151
Lai, Ching-chong
141
Marjit, Sugata
138
Long, Ngo Van
134
Turnovsky, Stephen J.
132
Tirole, Jean
131
Cremer, Helmuth
129
Lambertini, Luca
126
Thisse, Jacques-François
126
Färe, Rolf
125
Frey, Bruno S.
122
Acemoglu, Daron
118
Mukherjee, Arijit
118
Jarrow, Robert A.
110
Broll, Udo
109
Shogren, Jason F.
109
Devereux, Michael B.
107
Laffont, Jean-Jacques
107
Laporte, Gilbert
107
Tsionas, Efthymios G.
107
Gersbach, Hans
105
Quiggin, John C.
104
Stark, Oded
104
Aghion, Philippe
103
Cheng, T. C. E.
103
Miceli, Thomas J.
103
Kumbhakar, Subal
102
Barnett, William A.
100
Bossert, Walter
100
Lien, Da-hsiang Donald
99
Gupta, Rangan
98
Franses, Philip Hans
97
Sappington, David Edward Michael
97
more ...
less ...
Published in...
All
Valuation, financial modeling, and quantitative tools
15
The handbook of fixed income securities
14
Investment management and financial management
10
International journal of theoretical and applied finance
7
The journal of portfolio management : a publication of Institutional Investor
6
Financial markets and instruments
5
Journal of banking & finance
5
The journal of fixed income
5
Applied economics
4
Computational economics
4
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
European journal of operational research : EJOR
3
Review of quantitative finance and accounting
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Annals of finance
2
Applied financial economics
2
Applied financial economics letters
2
Economics letters
2
Risk assessment : decisions in banking and finance
2
The handbook of mortgage-backed securities
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
Applied economics letters
1
Applied mathematical finance
1
Econometric reviews
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
148
Showing
1
-
10
of
148
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
8
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
9
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
10
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:
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...
//-->