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~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
Caporale, Guglielmo Maria
681
McAleer, Michael
678
Nijkamp, Peter
610
Acemoglu, Daron
570
Pesaran, M. Hashem
541
Aizenman, Joshua
534
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529
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523
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501
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497
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459
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448
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422
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413
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400
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398
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391
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381
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380
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379
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369
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365
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364
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362
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352
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351
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341
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340
Konrad, Kai A.
334
Svensson, Lars E. O.
334
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328
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324
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324
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323
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318
Batabyal, Amitrajeet A.
315
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312
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Frank J. Fabozzi Associates <New Hope, Pa.>
17
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The Frank J. Fabozzi series
31
Valuation, financial modeling, and quantitative tools
17
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15
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14
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13
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13
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10
International journal of theoretical and applied finance
9
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9
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6
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6
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6
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European journal of operational research : EJOR
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of operations research
3
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Interest rate, term structure, and valuation modeling
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Journal of economic dynamics & control
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Journal of international money and finance
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KIT Working Paper Series in Economics
3
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3
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3
Always learning
2
Analytical models for financial modeling and risk management
2
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Journal / The Capco Institute : journal of financial transformation
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Operations research models in banking management
2
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The handbook of mortgage-backed securities
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ECONIS (ZBW)
378
USB Cologne (EcoSocSci)
29
EconStor
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RePEc
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1
Multi-factor equity
risk
models
Fabozzi, Frank J.
;
Jones, Frank Joseph
;
Vardharaj, Raman
- In:
The theory and practice of investment management
,
(pp. 343-372)
.
2002
Persistent link: https://www.econbiz.de/10001730001
Saved in:
2
Computational aspects of portfolio
risk
estimation
in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
3
Index-exciting CAViaR : a new empirical time-varying
risk
model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
4
Hedging interest-rate
risk
with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
5
Special issue on novel risks and sources of
volatility
: identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
6
Editors' introduction to the 2022 special issue on novel risks and sources of
volatility
: identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
7
The role of jump dynamics in the
risk
-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
8
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:
9
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
10
Portfolio
volatility
spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
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