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~isPartOf:"International journal of theoretical and applied finance"
~person:"Fabozzi, Frank J."
~person:"Helpman, Elhanan"
~person:"Van Reenen, John"
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Fabozzi, Frank J.
Helpman, Elhanan
Van Reenen, John
Brigo, Damiano
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
80
NBER working paper series
66
Discussion paper / Centre for Economic Policy Research
62
Discussion paper
55
NBER Working Paper
53
Working paper
22
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21
The Frank J. Fabozzi series
19
Valuation, financial modeling, and quantitative tools
17
The American economic review
16
The handbook of fixed income securities
16
Discussion paper series / Harvard Institute of Economic Research
15
IFS working paper
11
Investment management and financial management
11
The journal of fixed income
11
The quarterly journal of economics
11
The theory and practice of investment management
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The journal of portfolio management : a publication of Institutional Investor
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Discussion paper series / IZA
9
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Working papers / Foerder Institute for Economic Research
9
IFS Working Papers
8
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Journal of political economy
8
Paper / Tel Aviv University, the David Horowitz Institute for the Research of Developing Countries
8
The economic journal : the journal of the Royal Economic Society
8
The review of economic studies
8
Discussion papers / CEPR
7
European economic review : EER
7
Financial markets and instruments
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Handbook of financial markets : securities, options and futures
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IZA Discussion Paper
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Working paper / the Eitan Berglas School of Economics, Tel Aviv University / the Eitan Berglas School of Economics, Tel Aviv University
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Applied economics
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Working paper / Foerder Institute for Economic Research
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CEP special reports
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ECONIS (ZBW)
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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:
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