//--> //--> //--> //-->
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:"eng"
~language:"est"
~person:"Fabozzi, Frank J."
~subject:"Capital income"
~subject:"Credit risk"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
~type_genre:"Graue Literatur"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Credit risk
Theorie
92
Theory
92
Portfolio selection
79
Portfolio-Management
79
USA
40
United States
40
Option pricing theory
38
Optionspreistheorie
38
Volatility
30
Volatilität
30
CAPM
27
Statistical distribution
27
Statistische Verteilung
27
Kapitaleinkommen
26
Stochastic process
26
Stochastischer Prozess
26
Estimation
24
Schätzung
24
Risikomaß
21
Risk measure
21
Risikoprämie
20
Risk premium
20
Kreditrisiko
19
Derivat
18
Derivative
18
Welt
18
World
18
Risk management
17
Forecasting model
16
Prognoseverfahren
16
Risikomanagement
16
ARCH model
15
ARCH-Modell
15
Börsenkurs
15
Share price
15
Asset-Backed Securities
14
Asset-backed securities
14
Credit derivative
14
more ...
less ...
Online availability
All
Undetermined
18
Free
3
Type of publication
All
Article
42
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Conference Paper
Graue Literatur
Aufsatz in Zeitschrift
42
Aufsatz im Buch
16
Book section
16
Arbeitspapier
3
Non-commercial literature
3
Working Paper
3
Collection of articles of several authors
2
Sammelwerk
2
Handbook
1
Handbuch
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
Estonian
Author
All
Fabozzi, Frank J.
Gupta, Rangan
153
Caporale, Guglielmo Maria
128
Zaremba, Adam
98
Ongena, Steven
89
McMillan, David G.
73
Lucas, André
72
Wohar, Mark E.
61
McAleer, Michael
60
Narayan, Paresh Kumar
60
Diebold, Francis X.
59
Bouri, Elie
56
Faff, Robert W.
56
Timmermann, Allan
56
Bekaert, Geert
55
Bollerslev, Tim
55
Gil-Alaña, Luis A.
54
Pierdzioch, Christian
54
Plastun, Alex
53
Guidolin, Massimo
51
Altman, Edward I.
50
Acharya, Viral V.
49
Bali, Turan G.
49
Campbell, John Y.
49
Koopman, Siem Jan
47
Peydró, José-Luis
45
Cakici, Nusret
44
Titman, Sheridan
43
Allen, David E.
42
Zhang, Lu
42
Harvey, Campbell R.
41
Ma, Feng
41
Pesaran, M. Hashem
41
Rösch, Daniel
41
Tiwari, Aviral Kumar
41
Hammoudeh, Shawkat
40
Hoesli, Martin
39
Wang, Yudong
39
Brooks, Robert
37
Engle, Robert F.
37
more ...
less ...
Published in...
All
Applied financial economics
4
The journal of fixed income
4
The journal of portfolio management : a publication of Institutional Investor
3
Applied economics
2
Finance research letters
2
International review of financial analysis
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of banking & finance
2
Working paper series in economics
2
Annals of finance
1
Applied economics letters
1
Computational economics
1
Econometric reviews
1
Emerging markets review
1
European journal of operational research : EJOR
1
IMES discussion paper series / Englische Ausgabe
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of economics & business
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
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
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
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
Saved in:
3
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:
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
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:
6
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
Saved in:
7
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:
8
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
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
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->