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Search: person:"FABOZZI, FRANK J."
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Fabozzi, Frank J.
101
Rachev, Svetlozar T.
23
Huang, Dashan
11
Fabozzi, Frank J
9
Stoyanov, Stoyan V.
9
Goodman, Laurie S.
8
Fukushima, Masao
7
Hudson-Wilson, Susan
7
Lucas, Douglas J.
7
Kim, Young Shin
6
Rachev, Svetlozar
5
Clayton, Jim
4
Giliberto, S.Michael
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Liang, Youguo
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Ryan, Ronald J.
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Buetow Jr, Gerald W.
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Chen, Ren-Raw
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Collins, Bruce M.
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Focardi, Sergio M
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Giacometti, Rosella
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Gordon, Jacques N.
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Ortobelli, Sergio
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Shiller, Robert J.
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Sun, Wei
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Tunaru, Radu S.
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Yu, Baimin
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Anson, Mapk J.P.
2
Bianchi, Michele Leonardo
2
Bonaparte, Yosef
2
Chen, Andrew H.
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FABOZZI, FRANK J.
2
Focardi, Sergio
2
Gordon, Jacques
2
Hanke, Bernd
2
Kim, Jang Ho
2
Kim, Woo Chang
2
Ma, Christopher K.
2
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The journal of portfolio management : a publication of Institutional Investor
23
The journal of fixed income
13
Journal of banking & finance
6
The journal of finance : the journal of the American Finance Association
6
Annals of operations research
5
Applied financial economics
4
Financial analysts' journal : FAJ
4
The journal of structured finance
4
Economics letters
3
Energy economics
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of empirical finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
European financial management : the journal of the European Financial Management Association
2
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
Applied economics letters
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Institutional investor
1
Institutional investor / International edition
1
International review of financial analysis
1
Journal of economics and business
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Operations research : the journal of the Operations Research Society of America
1
Operations research letters
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
Risk : managing risk in the world's financial markets
1
The American economist : journal of the International Honor Society in Economics
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of trading
1
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OLC EcoSci
ECONIS (ZBW)
759
USB Cologne (EcoSocSci)
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RePEc
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EconStor
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Other ZBW resources
9
BASE
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1
CVaR sensitivity with respect to tail thickness
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10010065457
Saved in:
2
A BINOMIAL-TREE MODEL FOR CONVERTIBLE BOND PRICING
Milanov, Krasimir
;
Kounchev, Ognyan
;
Fabozzi, Frank J
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-78
Persistent link: https://www.econbiz.de/10010066955
Saved in:
3
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
-
2013
Persistent link: https://www.econbiz.de/10010104337
Saved in:
4
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
-
2013
Persistent link: https://www.econbiz.de/10010104338
Saved in:
5
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10010118260
Saved in:
6
Composition of robust equity portfolios
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
10
(
2013
)
2
,
pp. 72-81
Persistent link: https://www.econbiz.de/10010133811
Saved in:
7
FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST?
FOCARDI, SERGIO M.
;
FABOZZI, FRANK J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
Persistent link: https://www.econbiz.de/10010151929
Saved in:
8
Option pricing with time-changed Lvy processes
Klingler, Sven
;
Kim, Young Shin
;
Rachev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010154934
Saved in:
9
PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS
LOZZA, SERGIO ORTOBELLI
;
SHALIT, HAIM
;
FABOZZI, FRANK J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155224
Saved in:
10
The role of jump dynamics in the risk–return relationship
Arshanapalli, Bala
;
Fabozzi, Frank J.
;
Nelson, William
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010168923
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