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The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi - 2015
Persistent link: https://www.econbiz.de/10011375946
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Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi; Giacometti, Rosella; Fabozzi, Frank J.; … - In: The journal of fixed income 24 (2014) 1, pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
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Towards a dead end? : EMU bond market exposure and manager performance
Konstantinov, Gueorgui; Fabozzi, Frank J. - In: Journal of international money and finance 116 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013206817
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Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi - In: Journal of international money and finance 65 (2016), pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
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Fixed income mathematics
Fabozzi, Frank J. - 1988
Persistent link: https://www.econbiz.de/10000829201
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Advances in bond analysis & portfolio strategies
Fabozzi, Frank J. (ed.) - 1987
Persistent link: https://www.econbiz.de/10000812408
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Readings in investment management
Fabozzi, Frank J. (contributor) - 1983
Persistent link: https://www.econbiz.de/10000330573
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Fixed income portfolio management
Fong, H. G.; Fabozzi, Frank J. - 1985
Persistent link: https://www.econbiz.de/10000643119
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Optimal financial portfolios
Stoyanov, S. V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Applied mathematical finance 14 (2007) 5, pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
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Fundamentals of investing
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003763434