//--> //--> //--> //-->
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
~person:"Chen, Ren-Raw"
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: person:"Fabozzi, Frank"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit derivative
5
Credit risk
5
Kreditderivat
5
Kreditrisiko
5
Swap
5
Theorie
5
Theory
5
Derivat
3
Derivative
3
2000-2003
2
Anleihe
2
Bond
2
Capital income
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
USA
2
United States
2
Yield curve
2
Zinsstruktur
2
1983-2002
1
Bank failure
1
Bank lending
1
Bankinsolvenz
1
Betriebliche Liquidität
1
Collateral
1
Corporate bond
1
Corporate liquidity
1
Credit insurance
1
Derivat <Wertpapier>
1
Estimation
1
Forecasting model
1
Insolvency
1
Insolvenz
1
Interest rate
1
Kreditgeschäft
1
Kreditsicherung
1
Kreditversicherung
1
Methodenkritik
1
Methodological criticism
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
19
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz im Buch
6
Aufsatz in Zeitschrift
6
Book section
6
Language
All
English
13
Undetermined
7
Author
All
Chen, Ren-Raw
Fabozzi, Frank J.
1,120
Račev, Svetlozar T.
94
Rachev, Svetlozar T.
74
Kim, Young Shin
59
Stoyanov, Stoyan V.
53
Fabozzi, Frank
51
Rachev, Svetlozar
40
Focardi, Sergio M.
39
Bianchi, Michele Leonardo
38
Mann, Steven V.
34
Peterson Drake, Pamela
27
Huang, Dashan
26
Lucas, Douglas J.
25
Focardi, Sergio
22
Kim, Jang Ho
22
Kim, Woo Chang
22
Fabozzi, Frank J
21
Giacometti, Rosella
21
Tunaru, Radu
20
Bonaparte, Yosef
19
Choudhry, Moorad
19
Yaari, Uzi
18
Ortobelli, Sergio
17
Jones, Frank Joseph
16
Kolm, Petter N.
16
Vink, Dennis
16
Francis, Jack Clark
15
Goodman, Laurie Sharon
15
Fukushima, Masao
14
Russo, Vincenzo
13
Shirvani, Abootaleb
13
Sun, Wei
13
Bhattacharya, Anand K.
12
Collins, Bruce M.
12
Modigliani, Franco
12
Fabozzi, Francesco A.
11
Goodman, Laurie S.
11
Berliner, William S.
10
Buetow, Gerald W.
10
more ...
less ...
Published in...
All
The journal of fixed income
4
Valuation, financial modeling, and quantitative tools
4
Journal of financial and quantitative analysis : JFQA
2
Applied Economics Letters
1
Applied economics letters
1
Finance Research Letters
1
Finance research letters
1
Financial markets and instruments
1
Journal of Financial and Quantitative Analysis
1
Quantitative Finance
1
The Frank J. Fabozzi series
1
The handbook of European structured financial products
1
The journal of credit risk : published quarterly by Incisive Media
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
RePEc
4
OLC EcoSci
3
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
2
Tests of the performance of structural models in bankruptcy prediction
Fabozzi, Frank J.
;
Chen, Ren-Raw
;
Hu, Shing-yang
;
Pan, …
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
2
,
pp. 37-78
Persistent link: https://www.econbiz.de/10008647001
Saved in:
3
An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J.
;
Wang, Yi-Chen
;
Yeh, Shih-kuo
;
Chen, …
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1425-1431
Persistent link: https://www.econbiz.de/10003894301
Saved in:
4
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
5
Fixed income total return swaps
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2008
Persistent link: https://www.econbiz.de/10003763598
Saved in:
6
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
7
The valuation of fixed income total return swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765788
Saved in:
8
Credit risk modeling using structural models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765538
Saved in:
9
Credit risk modeling using reduced-form models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765556
Saved in:
10
Exploring the components of credit risk in credit default swaps
Fabozzi, Frank J.
;
Cheng, Xiaolin
;
Chen, Ren-Raw
- In:
Finance research letters
4
(
2007
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10003442040
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->