//--> //--> //-->
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:"International journal of theoretical and applied finance"
~person:"Bruhn, Manfred"
~person:"Diebold, Francis X."
~person:"Fabozzi, Frank J."
~source:"econis"
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
Estimating the marginal law of...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Portfolio selection
4
Portfolio-Management
4
Stochastic process
3
Stochastischer Prozess
3
Measurement
2
Messung
2
Probability theory
2
Risikomaß
2
Risk measure
2
Wahrscheinlichkeitsrechnung
2
Anlageverhalten
1
Behavioural finance
1
CAPM
1
Correlation
1
Credit
1
Credit risk
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Korrelation
1
Kredit
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Multivariate Analyse
1
Multivariate analysis
1
Normal mean-variance mixture
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Probability metrics
1
Procrustes analysis
1
Risiko
1
Risk
1
Stochastic dominance
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Bruhn, Manfred
Diebold, Francis X.
Fabozzi, Frank J.
Benth, Fred Espen
9
Madan, Dilip B.
9
Brigo, Damiano
8
Elliott, Robert J.
7
Jeanblanc, Monique
7
Korn, Ralf
7
Platen, Eckhard
7
Rutkowski, Marek
7
Wilmott, Paul
7
Bouchaud, Jean-Philippe
6
Konno, Hiroshi
6
Schoutens, Wim
6
Avellaneda, Marco
5
Kwok, Yue-Kuen
5
Wu, Lixin
5
Arai, Takuji
4
Bielecki, Tomasz R.
4
Friedman, Craig
4
Grorud, Axel
4
Hui, Cho H.
4
Lo, C. F.
4
Račev, Svetlozar T.
4
Aurell, Erik
3
Baviera, Roberto
3
Ebrahim, Muhammed Shahid
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Frey, Rüdiger
3
Frittelli, Marco
3
Gapeev, Pavel V.
3
Gil-Alaña, Luis A.
3
Gulko, Les
3
Hainaut, Donatien
3
Harel, Arie
3
Harpaz, Giora
3
Hobson, David G.
3
Hoogland, J. K.
3
Hurd, T. R.
3
Jaimungal, Sebastian
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER Working Paper
34
NBER working paper series
32
Working paper / National Bureau of Economic Research, Inc.
28
Working papers / Financial Institutions Center
16
Valuation, financial modeling, and quantitative tools
15
The handbook of fixed income securities
14
Journal of econometrics
13
Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
13
Working papers / Penn Institute for Economic Research
13
CFS working paper series
12
The Frank J. Fabozzi series
12
The theory and practice of investment management
11
Investment management and financial management
10
Technical working paper / National Bureau of Economic Research
10
NBER technical working paper series
9
PIER Working Paper
9
Wissenschaft & Praxis
9
Working paper series in economics
9
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
9
Working papers / Rodney L. White Center for Financial Research
9
The journal of portfolio management : a publication of Institutional Investor
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Economics letters
6
Journal of banking & finance
6
The journal of fixed income
6
Applied economics
5
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
5
Financial markets and instruments
5
Meffert-Marketing-Edition
5
The review of economics and statistics
5
Wiley finance
5
Computational economics
4
Dienstleistungsmanagement : Jahrbuch
4
Discussion paper / Institute for Empirical Macroeconomics
4
Financial Institutions Center
4
Forum Dienstleistungsmanagement
4
Frank J. Fabozzi series
4
Lehrbuch
4
Meffert Marketing Edition
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
2
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
3
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
4
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
5
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
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
6
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009779764
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->