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~language:"eng"
~language:"est"
~person:"Fabozzi, Frank J."
~subject:"Asset-backed securities"
~subject:"Credit risk"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
~type_genre:"Graue Literatur"
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Asset-backed securities
Credit risk
Theorie
92
Theory
92
Portfolio selection
79
Portfolio-Management
79
USA
40
United States
40
Option pricing theory
38
Optionspreistheorie
38
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30
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30
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27
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27
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27
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26
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Fabozzi, Frank J.
Ongena, Steven
84
Lucas, André
55
Acharya, Viral V.
50
Peydró, José-Luis
45
Rösch, Daniel
44
Altman, Edward I.
37
Scheule, Harald
35
Schuermann, Til
35
Koopman, Siem Jan
33
Gambacorta, Leonardo
29
Gouriéroux, Christian
28
Monfort, Alain
27
Schwaab, Bernd
27
Caporale, Guglielmo Maria
25
Giesecke, Kay
25
Jarrow, Robert A.
25
Jiménez, Gabriel
25
Mayordomo, Sergio
24
Crook, Jonathan N.
23
Goodman, Laurie Sharon
23
Saunders, Anthony
23
Agarwal, Sumit
22
Allen, David E.
22
Duffie, Darrell
22
Pelizzon, Loriana
22
Suárez, Javier
22
Capponi, Agostino
21
Hasan, Iftekhar
21
Saurina, Jesús
21
Düllmann, Klaus
20
Frame, W. Scott
20
Jagtiani, Julapa
20
Krahnen, Jan Pieter
20
Repullo, Rafael
20
Wang, Xingchun
20
Berger, Allen N.
19
Jokivuolle, Esa
19
Longstaff, Francis A.
19
Renne, Jean-Paul
19
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The journal of fixed income
7
Finance research letters
2
International journal of theoretical and applied finance
2
Journal / The Capco Institute : journal of financial transformation
2
The journal of structured finance
2
Annals of finance
1
Applied financial economics
1
Computational economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
IMES discussion paper series / Englische Ausgabe
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of international money and finance
1
The European journal of finance
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The journal of fixed income : JFI
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ECONIS (ZBW)
30
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1
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10
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30
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date (oldest first)
1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
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:
3
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
4
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
5
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
6
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
7
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
8
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
9
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
10
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
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