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
~isPartOf:"Finance research letters"
~person:"Fabozzi, Frank J."
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
Option valuation, optimization...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Beta risk
1
Betafaktor
1
Conservative short positions
1
Cox-Ross-Rubinstein binomial model
1
Itô price process
1
Leerverkauf
1
Mean-variance portfolio selection
1
No short-selling constraint
1
Option pricing theory
1
Optionspreistheorie
1
Poisson process
1
Robust statistics
1
Robustes Verfahren
1
Short selling
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
geometric Brownian motion
1
trinomial model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Fabozzi, Frank J.
Goodell, John W.
12
Wang, Xingchun
7
Zaremba, Adam
6
Bouri, Elie
5
Ji, Qiang
5
Lee, Hangsuck
5
Naeem, Muhammad Abubakr
5
Yousaf, Imran
5
Corbet, Shaen
4
Escobar, Marcos
4
Jang, Bong-Gyu
4
Kim, Jang Ho
4
Nakagawa, Kei
4
Riaz, Yasir
4
Xiong, Xiong
4
Yang, Jinqiang
4
Auer, Benjamin R.
3
Bayraktar, Erhan
3
Boudt, Kris
3
Chen, Jun-Home
3
Dowling, Michael
3
Feng, Yun
3
Galvani, Valentina
3
Ha, Hongjun
3
Hodoshima, Jiro
3
Ko, Hyungjin
3
Kong, Byungdoo
3
Koutsokostas, Drosos
3
Ku, Hyejin
3
Kwon, Kyungyoon
3
Lee, Jaewook
3
Lee, Minha
3
Li, Ping
3
Lian, Yu-Min
3
Lucey, Brian M.
3
Lönnbark, Carl
3
Madan, Dilip B.
3
Mu, Congming
3
Nguyen, Duc Khuong
3
more ...
less ...
Published in...
All
Finance research letters
The Frank J. Fabozzi series
31
Valuation, financial modeling, and quantitative tools
12
The theory and practice of investment management
11
International journal of theoretical and applied finance
10
The journal of portfolio management : JPM
9
The handbook of fixed income securities
8
Applied economics
7
Investment management and financial management
7
The journal of fixed income
7
The journal of portfolio management : a publication of Institutional Investor
7
European journal of operational research : EJOR
6
Frank J. Fabozzi Ser
6
Frank J. Fabozzi series
6
Journal of banking & finance
6
Financial markets and instruments
5
Computational economics
4
Journal of economic dynamics & control
4
Wiley finance
4
Working paper series in economics
4
Interest rate, term structure, and valuation modeling
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of fixed income : JFI
3
Advances in futures and options research : a research annual
2
Always learning
2
Analytical models for financial modeling and risk management
2
Annals of operations research
2
Applied financial economics
2
Applied financial economics letters
2
Bank of Italy Temi di Discussione (Working Paper)
2
Economics letters
2
Financial analysts' journal : FAJ
2
Frank J. Fabozzi Series
2
International review of financial analysis
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
Operations research models in banking management
2
Quantitative fund management
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
2
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/10009774437
Saved in:
3
Portfolio selection with conservative short-selling
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
18
(
2016
),
pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
