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Journal of banking & finance
The Frank J. Fabozzi series
52
The journal of portfolio management : a publication of Institutional Investor
49
The journal of portfolio management : JPM
34
The journal of fixed income
32
Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
The theory and practice of investment management
22
The journal of finance : the journal of the American Finance Association
18
Darden Case
15
International journal of theoretical and applied finance
14
Applied economics
13
European journal of operational research : EJOR
12
Applied financial economics
11
Frank J. Fabozzi series
11
Finance research letters
10
KIT Working Paper Series in Economics
10
Working Paper Series in Economics
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Working paper series in economics
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Frank J. Fabozzi Ser
9
Journal of Financial and Quantitative Analysis
9
The journal of fixed income : JFI
9
Annals of operations research
8
Economics letters
8
Journal of Banking & Finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The journal of structured finance
8
Wiley finance
8
Handbook of financial markets : securities, options and futures
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
International review of financial analysis
7
Journal of international money and finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Computational economics
6
European financial management : the journal of the European Financial Management Association
6
Financial analysts' journal : FAJ
6
Interest rate, term structure, and valuation modeling
6
Journal / The Capco Institute : journal of financial transformation
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1
Optimal hedging of uncertain and long-term foreign exchange exposure
Eaker, Mark J.
;
Grant, Dwight
- In:
Journal of banking & finance
9
(
1985
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10002113587
Saved in:
2
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
3
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
4
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
5
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
6
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
7
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
8
Financial market models with Lévy processes and time-varying volatility
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1363-1378
Persistent link: https://www.econbiz.de/10003749233
Saved in:
9
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
10
On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping
;
Durfee, Antonina V.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
68
(
2016
),
pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
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