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A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J. - In: European financial management : the journal of the … 15 (2009) 2, pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
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Property derivatives for managing European real-estate risk
Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu S. - In: European financial management : the journal of the … 16 (2010) 1, pp. 8-26
Persistent link: https://www.econbiz.de/10003926684
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Looking beyond credit ratings : factors investors consider in pricing European asset-backed securities
Fabozzi, Frank J.; Vink, Dennis - In: European financial management : the journal of the … 18 (2012) 4, pp. 515-542
Persistent link: https://www.econbiz.de/10009665585
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A pricing framework for real estate derivatives
Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu S. - In: European financial management : the journal of the … 18 (2012) 5, pp. 762-789
Persistent link: https://www.econbiz.de/10009665615
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Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset‐Backed Securities
Fabozzi, Frank J.; Vink, Dennis - In: European financial management : the journal of the … 18 (2012) 4, pp. 515-543
Persistent link: https://www.econbiz.de/10010012891
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A Pricing Framework for Real Estate Derivatives
Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu S. - In: European financial management : the journal of the … 18 (2012) 5, pp. 762-790
Persistent link: https://www.econbiz.de/10010033664