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~isPartOf:"Essays in financial economics in memory of Irwin Friend"
~isPartOf:"Journal of banking & finance"
~person:"Fabozzi, Frank J."
~person:"Santomero, Anthony M."
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Fabozzi, Frank J.
Santomero, Anthony M.
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Essays in financial economics in memory of Irwin Friend
Journal of banking & finance
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
The Frank J. Fabozzi series
11
The theory and practice of investment management
11
Investment management and financial management
10
Working paper series in economics
9
International journal of theoretical and applied finance
7
The journal of portfolio management : a publication of Institutional Investor
6
Financial markets and instruments
5
The journal of fixed income
5
Wiley finance
5
Applied economics
4
Frank J. Fabozzi series
4
The journal of fixed income : JFI
4
Annals of operations research
3
Computational economics
3
European journal of operational research : EJOR
3
Financial Institutions Center
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Applied financial economics letters
2
Economics letters
2
Frank J. Fabozzi Ser
2
Interest rate, term structure, and valuation modeling
2
Journal of money, credit and banking : JMCB
2
KIT Working Paper Series in Economics
2
The handbook of mortgage-backed securities
2
The journal of finance : the journal of the American Finance Association
2
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2
Advanced bond portfolio management : best practices in modeling and strategies
1
Advances in futures and options research : a research annual
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ECONIS (ZBW)
11
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1
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
2
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
3
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
4
Is there an optimal size for the financial sector?
Santomero, Anthony M.
;
Seater, John J.
- In:
Journal of banking & finance
24
(
2000
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10001482840
Saved in:
5
What do financial intermediaries do?
Allen, Franklin
;
Santomero, Anthony M.
- In:
Journal of banking & finance
25
(
2001
)
2
,
pp. 271-294
Persistent link: https://www.econbiz.de/10001545294
Saved in:
6
The
theory
of financial intermediation
Allen, Franklin
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1461-1485
Persistent link: https://www.econbiz.de/10001236738
Saved in:
7
Aggregation, information and the instability of asset demands
Mizrach, Bruce Marshall
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 369-385)
.
1988
Persistent link: https://www.econbiz.de/10001273308
Saved in:
8
Indexation dynamics : a Walrasian view
Gultekin, N. Bulent
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 353-367)
.
1988
Persistent link: https://www.econbiz.de/10001273309
Saved in:
9
Investment opportunities and corporate demand for lines of credit
Martin, J. Spencer
- In:
Journal of banking & finance
21
(
1997
)
10
,
pp. 1331-1350
Persistent link: https://www.econbiz.de/10001229561
Saved in:
10
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
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