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~language:"eng"
~language:"rus"
~person:"Bartram, Söhnke M."
~person:"Fabozzi, Frank J."
~subject:"Derivative"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Derivative
Prognoseverfahren
Theorie
93
Theory
93
Portfolio selection
81
Portfolio-Management
81
USA
42
United States
42
Option pricing theory
35
Optionspreistheorie
35
CAPM
31
Volatility
31
Volatilität
31
Derivat
27
Capital income
26
Kapitaleinkommen
26
Welt
26
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26
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25
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25
Risk management
24
Risikomanagement
23
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22
Schätzung
22
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21
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21
Statistische Verteilung
21
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20
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20
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18
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43
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8
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Bartram, Söhnke M.
Fabozzi, Frank J.
Gupta, Rangan
193
Ma, Feng
98
Pierdzioch, Christian
87
Clements, Michael P.
71
Wang, Yudong
65
Franses, Philip Hans
64
Zhang, Yaojie
62
Baghestani, Hamid
58
Fildes, Robert
57
McMillan, David G.
57
Lien, Da-hsiang Donald
55
Timmermann, Allan
55
Marcellino, Massimiliano
51
Stekler, Herman O.
46
Wohar, Mark E.
46
Petropoulos, Fotios
43
Wang, Shouyang
43
Nikolopoulos, Konstantinos
41
Goodwin, Paul
40
Liang, Chao
40
Narayan, Paresh Kumar
40
Zaremba, Adam
40
Song, Haiyan
39
Hyndman, Rob J.
38
Ruelke, Jan-Christoph
38
Salisu, Afees A.
38
Hendry, David F.
37
Diebold, Francis X.
36
Swanson, Norman R.
36
Taylor, James W.
36
Irwin, Scott H.
35
Bratu, Mihaela
34
Kourentzes, Nikolaos
33
Bouri, Elie
32
Kapetanios, George
32
Lahiri, Kajal
31
McAleer, Michael
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
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The journal of portfolio management : a publication of Institutional Investor
4
The journal of fixed income
3
Economics letters
2
European financial management : the journal of the European Financial Management Association
2
European journal of operational research : EJOR
2
Journal of empirical finance
2
The journal of fixed income : JFI
2
Applied financial economics
1
Computational economics
1
European finance review : the official journal of the European Finance Association
1
Financial management
1
Insurance / Mathematics & economics
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial intermediation
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Progress in economics research
1
Quantitative finance
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
The journal of corporate finance : contracting, governance and organization
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of financial research
1
The quarterly journal of finance
1
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ECONIS (ZBW)
43
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43
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1
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:
2
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:
3
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
A 30-year perspective on property derivatives : what can be done to tame property price risk?
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of economic perspectives : EP ; a journal …
34
(
2020
)
4
,
pp. 121-145
Persistent link: https://www.econbiz.de/10012440266
Saved in:
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