Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fabozzi, Frank J."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Arbitrage smoothing in fitting...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
246
Theory
244
Portfolio selection
125
Portfolio-Management
125
USA
55
United States
55
Anleihe
44
Bond
44
CAPM
35
Yield curve
27
Zinsstruktur
27
Finanzanalyse
26
Statistische Verteilung
26
Financial analysis
25
Statistical distribution
25
Welt
23
World
22
Risiko
20
Risikomanagement
20
Risk management
20
Schätzung
20
Capital income
19
Derivat
19
Derivative
19
Estimation
19
Kapitaleinkommen
19
Risikomaß
19
Option pricing theory
18
Optionspreistheorie
18
Risk
18
Risk measure
18
Stochastic process
16
Stochastischer Prozess
16
Public bond
15
Risikoprämie
15
Risk premium
15
Öffentliche Anleihe
15
Credit risk
14
Kreditrisiko
14
Asset-Backed Securities
13
more ...
less ...
Online availability
All
Undetermined
42
Free
32
Type of publication
All
Article
174
Book / Working Paper
105
Type of publication (narrower categories)
All
Article in journal
98
Aufsatz in Zeitschrift
98
Aufsatz im Buch
62
Book section
62
Collection of articles of several authors
25
Sammelwerk
25
Lehrbuch
15
Textbook
13
Working Paper
12
Handbook
11
Handbuch
11
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Aufsatzsammlung
7
Glossar enthalten
2
Glossary included
2
Mehrbändiges Werk
2
Multi-volume publication
2
Einführung
1
Rezension
1
more ...
less ...
Language
All
English
279
Author
All
Fabozzi, Frank J.
Nijkamp, Peter
525
Acemoglu, Daron
516
Güth, Werner
493
Stiglitz, Joseph E.
452
Snower, Dennis J.
445
Pestieau, Pierre
441
Gersbach, Hans
440
Stark, Oded
407
Aizenman, Joshua
399
Creedy, John
399
Pesaran, M. Hashem
396
Koskela, Erkki
391
Heckman, James J.
362
Helpman, Elhanan
355
Zenou, Yves
354
Frey, Bruno S.
346
Phillips, Peter C. B.
344
Svensson, Lars E. O.
340
Cremer, Helmuth
336
Broll, Udo
328
Woodford, Michael
326
Kaplow, Louis
321
Konrad, Kai A.
318
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
310
Shavell, Steven
308
Artus, Patrick
306
Tirole, Jean
305
Lambertini, Luca
296
Franses, Philip Hans
295
Härdle, Wolfgang
295
Buiter, Willem H.
285
Grossman, Gene M.
282
Caporale, Guglielmo Maria
276
Diebold, Francis X.
274
Devereux, Michael B.
273
Aghion, Philippe
272
Shleifer, Andrei
268
Marjit, Sugata
267
more ...
less ...
Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
14
Association for Investment Management and Research
2
Published in...
All
Valuation, financial modeling, and quantitative tools
18
The handbook of fixed income securities
17
The journal of fixed income
12
The Frank J. Fabozzi series
11
The theory and practice of investment management
11
Investment management and financial management
10
Working paper series in economics
9
International journal of theoretical and applied finance
8
Financial markets and instruments
6
The journal of portfolio management : a publication of Institutional Investor
6
Journal of banking & finance
5
The journal of fixed income : JFI
5
Wiley finance
5
Applied economics
4
Frank J. Fabozzi series
4
Annals of operations research
3
Computational economics
3
European journal of operational research : EJOR
3
Interest rate, term structure, and valuation modeling
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Applied financial economics letters
2
Economics letters
2
Frank J. Fabozzi Ser
2
Handbook of financial markets : securities, options and futures
2
Journal of international money and finance
2
KIT Working Paper Series in Economics
2
Risk management decisions and value under uncertainty
2
The handbook of mortgage-backed securities
2
Yale ICF Working Paper
2
A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Advances in futures and options research : a research annual
1
Analytical models for financial modeling and risk management
1
Annals of finance
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
277
EconStor
2
Showing
1
-
10
of
279
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A review of no
arbitrage
interest rate models
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Sochacki, James
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 39-72)
.
2002
Persistent link: https://www.econbiz.de/10001734140
Saved in:
2
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:
3
The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
-
2004
Persistent link: https://www.econbiz.de/10001788054
Saved in:
4
Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
5
Valuation of municipal bonds with embedded options
Fabozzi, Frank J.
;
Kalotay, Andrew
;
Dorigan, Michael P.
- In:
The handbook of municipal bonds
,
(pp. 513-536)
.
2008
Persistent link: https://www.econbiz.de/10003715006
Saved in:
6
Dedicated bond portfolios
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 1103-1117)
.
2005
Persistent link: https://www.econbiz.de/10003055239
Saved in:
7
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
8
Yield measures and foreward rates
Fabozzi, Frank J.
;
Mann, Steven V.
- In:
The theory and practice of investment management
,
(pp. 525-548)
.
2002
Persistent link: https://www.econbiz.de/10001730102
Saved in:
9
Yield curves and valuation lattices: a primer
Fabozzi, Frank J.
;
Kalotay, Andrew
;
Dorigan, Michael
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 345-356)
.
2002
Persistent link: https://www.econbiz.de/10001734183
Saved in:
10
Interest rate, term structure, and valuation modeling
Fabozzi, Frank J.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001674831
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
