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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Skoog, Gary R."
~subject:"Estimation"
~subject:"Risikomanagement"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Article"
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Estimation
Risikomanagement
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Theorie
95
Theory
95
Portfolio selection
77
Portfolio-Management
77
USA
59
United States
59
Option pricing theory
35
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35
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29
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27
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27
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Fabozzi, Frank J.
Skoog, Gary R.
Gupta, Rangan
177
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
126
Chang, Tsangyao
98
Caporale, Guglielmo Maria
94
Tiwari, Aviral Kumar
86
Wohar, Mark E.
84
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Lee, Chien-chiang
64
Zaremba, Adam
64
Belke, Ansgar
61
Kumbhakar, Subal
59
Shahbaz, Muhammad
59
McAleer, Michael
58
Hammoudeh, Shawkat
56
Su, Chi-Wei
54
Pierdzioch, Christian
53
Moosa, Imad A.
52
Wagner, Joachim
50
Balcilar, Mehmet
49
Serletis, Apostolos
49
Egger, Peter
48
Xuan Vinh Vo
48
Hsing, Yu
47
Herwartz, Helmut
46
McMillan, David G.
45
Tsionas, Efthymios G.
45
Brooks, Robert
44
Ivanov, Dmitry
44
Holmes, Mark J.
43
Faff, Robert W.
41
Payne, James E.
40
Bouri, Elie
39
Rashid, Abdul
38
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
MacDonald, Ronald
37
Jawadi, Fredj
36
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Journal of forensic economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Journal of legal economics
3
The journal of portfolio management : a publication of Institutional Investor
3
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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The journal of real estate finance and economics
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ECONIS (ZBW)
62
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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
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
3
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:
4
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:
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
The ABC's of the alternative risk premium : academic roots
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 405-436
Persistent link: https://www.econbiz.de/10012659814
Saved in:
7
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:
8
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:
9
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
10
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
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