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~isPartOf:"International journal of theoretical and applied finance"
~person:"Fabozzi, Frank J."
~person:"Kotlikoff, Laurence J."
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Fabozzi, Frank J.
Kotlikoff, Laurence J.
Brigo, Damiano
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
84
NBER working paper series
52
NBER Working Paper
48
The Frank J. Fabozzi series
19
Valuation, financial modeling, and quantitative tools
17
The handbook of fixed income securities
16
Investment management and financial management
11
The theory and practice of investment management
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Tax policy and the economy
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10
The American economic review
9
The journal of portfolio management : a publication of Institutional Investor
9
Working paper series in economics
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7
Handbook of financial markets : securities, options and futures
7
Working paper / Federal Reserve Bank of Cleveland
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National tax journal
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Frank J. Fabozzi series
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IED working papers
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Journal of banking & finance
5
Wiley finance
5
Applied financial economics
4
European journal of operational research : EJOR
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The journal of fixed income : JFI
4
The journal of portfolio management : JPM
4
Advances in futures and options research : a research annual
3
Annals of operations research
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Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Milken Institute review
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The distributional aspects of social security and social security reform
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ECONIS (ZBW)
7
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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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