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~person:"Fabozzi, Frank J."
~subject:"Theorie"
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Search: subject:"Risiko"
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Theorie
Risikomanagement
49
Portfolio selection
48
Portfolio-Management
48
Risk management
44
Theory
39
Kreditrisiko
37
Credit risk
36
Risiko
31
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27
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16
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English
41
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Fabozzi, Frank J.
Gollier, Christian
88
Broll, Udo
82
Acharya, Viral V.
65
Eeckhoudt, Louis R.
63
Allen, Franklin
57
Dionne, Georges
53
Schlesinger, Harris
49
Viscusi, W. Kip
47
Weber, Martin
46
Epstein, Larry G.
45
Carletti, Elena
44
Wang, Ruodu
44
Jarrow, Robert A.
41
Ludwig, Alexander
41
Krueger, Dirk
40
Keuschnigg, Christian
39
Rochet, Jean-Charles
38
Denuit, Michel
37
Gatzert, Nadine
37
Castelnuovo, Efrem
36
Dhaene, Jan
36
He, Zhiguo
36
Cremer, Helmuth
35
Capponi, Agostino
34
De Donder, Philippe
34
Giesecke, Kay
34
Härdle, Wolfgang
34
Gouriéroux, Christian
33
Huschens, Stefan
33
Lucas, André
33
Stiglitz, Joseph E.
33
Aizenman, Joshua
32
Albrecht, Peter
32
Chami, Ralph
31
Chichilnisky, Graciela
31
Hey, John Denis
31
Daníelsson, Jón
30
Kanniainen, Vesa
30
Kit, Pong Wong
30
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Frank J. Fabozzi Associates <New Hope, Pa.>
1
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The handbook of fixed income securities
4
Valuation, financial modeling, and quantitative tools
3
Applied economics
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Investment management and financial management
2
KIT Working Paper Series in Economics
2
The Frank J. Fabozzi series
2
Working paper series in economics
2
Annals of finance
1
Annals of operations research
1
Applied financial economics letters
1
Frank J. Fabozzi series
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial engineering
1
Pension Research Council Working Paper, PRC WP2013-15
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of asset management
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The journal of portfolio management : JPM
1
The theory and practice of investment management
1
Wiley finance
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ECONIS (ZBW)
39
EconStor
2
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1
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:
2
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:
3
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:
4
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
5
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
6
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:
7
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
8
Capital budgeting and risk
Peterson Drake, Pamela
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765197
Saved in:
9
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
10
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
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