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~language:"eng"
~language:"rus"
~person:"Bartram, Söhnke M."
~person:"Fabozzi, Frank J."
~subject:"Derivative"
~subject:"Risk management"
~type_genre:"Article in journal"
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Derivative
Risk management
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93
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93
Portfolio selection
81
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81
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42
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42
Option pricing theory
35
Optionspreistheorie
35
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Bartram, Söhnke M.
Fabozzi, Frank J.
Lien, Da-hsiang Donald
47
Ivanov, Dmitry
46
Benth, Fred Espen
27
Jarrow, Robert A.
27
Gatzert, Nadine
24
Kit, Pong Wong
23
Dolgui, Alexandre
22
McAleer, Michael
22
Turvey, Calum Greig
22
Brooks, Robert
20
Hull, John
20
Irwin, Scott H.
20
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Wang, Xingchun
19
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18
Dionne, Georges
18
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18
Gouriéroux, Christian
18
Hammoudeh, Shawkat
18
Li, Jianping
18
Ryu, Doojin
18
Sawik, Tadeusz
18
Wang, Ruodu
18
Li, Johnny Siu-Hang
17
Mußhoff, Oliver
17
Wagner, Stephan M.
17
Webb, Robert I.
17
Carr, Peter
16
Eling, Martin
16
McConnell, Patrick
16
Tan, Ken Seng
16
Choi, Tsan-Ming
15
Liu, Shan
15
Parast, Mahour Mellat
15
Stulz, René M.
15
Subrahmanyam, Marti G.
15
Talluri, Srinivas
15
Whaley, Robert E.
15
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Journal of empirical finance
3
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3
European financial management : the journal of the European Financial Management Association
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
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Journal of financial engineering
1
Journal of financial intermediation
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Journal of international money and finance
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Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Progress in economics research
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of corporate finance : contracting, governance and organization
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
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1
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ECONIS (ZBW)
45
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1
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:
2
Deep learning for modeling the collection rate for third-party buyers
Nazemi, Abdolreza
;
Rezazadeh, Hani
;
Fabozzi, Frank J.
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 240-252
Persistent link: https://www.econbiz.de/10013347762
Saved in:
3
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:
4
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:
5
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:
6
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:
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
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
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
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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