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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Statistische Verteilung"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Statistische Verteilung
USA
Theorie
84
Theory
84
Portfolio selection
78
Portfolio-Management
78
United States
38
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
Volatility
27
Volatilität
27
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24
Kapitaleinkommen
24
Stochastic process
24
Stochastischer Prozess
24
Statistical distribution
21
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20
Schätzung
20
Credit risk
18
Derivat
18
Derivative
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Kreditrisiko
18
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18
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18
Risikomaß
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Article
56
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57
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English
Author
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Fabozzi, Frank J.
Cebula, Richard J.
176
Gupta, Rangan
131
Bahmani-Oskooee, Mohsen
124
Neumark, David
104
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
94
Gruber, Jonathan
87
Partridge, Mark D.
80
Madura, Jeff
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Gil-Alaña, Luis A.
76
Auerbach, Alan J.
75
Burkhauser, Richard V.
73
Heckman, James J.
72
Wohar, Mark E.
72
Cutler, David M.
70
Feldstein, Martin S.
70
Jorgenson, Dale Weldeau
69
Card, David E.
68
Mishra, Ashok K.
67
Mixon, Franklin G.
67
Sirmans, Clemon F.
67
Audretsch, David B.
66
Payne, James E.
66
Wolff, Edward N.
66
Slemrod, Joel
65
Goodwin, Barry K.
64
Berger, Allen N.
62
Haltiwanger, John C.
60
List, John A.
59
Borjas, George J.
58
Currie, Janet M.
58
Goel, Rajeev K.
58
Katz, Lawrence F.
58
Siegfried, John J.
58
Apergēs, Nikolaos
56
Jang, Soocheong
56
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The journal of fixed income
6
The journal of portfolio management : a publication of Institutional Investor
5
Applied financial economics
4
Advances in futures and options research : a research annual
3
The journal of structured finance
3
Computational economics
2
Journal of banking & finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of financial research
2
The journal of fixed income : JFI
2
The journal of portfolio management : JPM
2
Annals of finance
1
Annals of operations research
1
Applied economics
1
Applied economics letters
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial services research
1
Journal of pension economics and finance
1
Journal of statistical and econometric methods
1
Review of quantitative finance and accounting
1
The econometrics journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of asset management
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
57
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57
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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
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:
3
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
4
Editor's introduction to the special issue on investing in non-US financial markets
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
7
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012613223
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
Special issue on investing in non-US financial markets
Fabozzi, Frank J.
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613272
Saved in:
8
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:
9
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
10
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
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