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
Das Surrogatproblem bei CAPM-T...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
64
Portfolio selection
38
Portfolio-Management
38
Theorie
34
Theory
34
Capital income
13
Kapitaleinkommen
13
Financial analysis
11
Finanzanalyse
11
Risikoprämie
10
Risk premium
10
Option pricing theory
9
Optionspreistheorie
9
Finanzmathematik
8
Risikomanagement
7
Volatility
7
Volatilität
7
Derivat
6
Derivative
6
Estimation
6
Mathematical finance
6
Schätzung
6
Estimation theory
5
Factor analysis
5
Faktorenanalyse
5
Financial investment
5
Kapitalanlage
5
Portfoliomanagement
5
Risiko
5
Risk
5
Risk management
5
Schätztheorie
5
Aktienmarkt
4
Beta risk
4
Betafaktor
4
Börsenkurs
4
Equity premium puzzle
4
Equity-Premium-Puzzle
4
Hedging
4
Share price
4
more ...
less ...
Online availability
All
Undetermined
14
Free
6
Type of publication
All
Article
36
Book / Working Paper
28
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
7
Book section
7
Lehrbuch
6
Textbook
6
Collection of articles of several authors
4
Sammelwerk
4
Glossar enthalten
1
Glossary included
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
64
Author
All
Fabozzi, Frank J.
Zaremba, Adam
84
Zhang, Lu
78
Hens, Thorsten
74
Campbell, John Y.
71
Ferson, Wayne E.
64
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Bekaert, Geert
55
Cochrane, John H.
54
Jagannathan, Ravi
52
Hansen, Lars Peter
51
Jarrow, Robert A.
51
Cakici, Nusret
48
Robotti, Cesare
48
Zhou, Guofu
46
Kan, Raymond
45
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Lo, Andrew W.
39
Bali, Turan G.
38
Lee, Cheng F.
37
Guo, Hui
36
Hommes, Cars H.
36
Kogan, Leonid
36
Duffie, Darrell
35
Fama, Eugene F.
35
Kelly, Bryan T.
35
Lettau, Martin
34
Zin, Stanley E.
34
Ang, Andrew
33
Bansal, Ravi
33
Dumas, Bernard
33
Chiarella, Carl
32
Longstaff, Francis A.
32
Polk, Christopher
32
Korajczyk, Robert A.
31
Lustig, Hanno
31
Pedersen, Lasse Heje
31
more ...
less ...
Published in...
All
The Frank J. Fabozzi series
11
Applied economics
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
Finance research letters
2
Frank J. Fabozzi Ser
2
Investment management and financial management
2
The handbook of fixed income securities
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of portfolio management : a publication of Institutional Investor
2
The theory and practice of investment management
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Energy economics
1
European journal of operational research : EJOR
1
Fordham University Schools of Business Research Paper
1
Frank J. Fabozzi Series
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of international money and finance
1
Prentice Hall international editions
1
Quantitative finance
1
Quantitative fund management
1
Research in finance
1
Review of quantitative finance and accounting
1
The handbook of mortgage-backed securities
1
The journal of fixed income
1
Valuation, financial modeling, and quantitative tools
1
Wiley finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investment management
Fabozzi, Frank J.
-
1995
Persistent link: https://www.econbiz.de/10000910289
Saved in:
2
Overreaction, rational expectations, and the relationship between security prices and trading volume
Fabozzi, Frank J.
- In:
Research in finance
10
(
1992
),
pp. 83-97
Persistent link: https://www.econbiz.de/10001160314
Saved in:
3
Early exercise of foreign currency options : determinants of American premium and the critical exchange rate
Fabozzi, Frank J.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 219-236
Persistent link: https://www.econbiz.de/10001101731
Saved in:
4
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:
5
Issues in applying financial econometrics to factor-based modeling in investment management
Engle, Robert F.
;
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 94-106
Persistent link: https://www.econbiz.de/10011686773
Saved in:
6
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
7
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
Saved in:
8
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
9
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
10
Investment management
Fabozzi, Frank J.
;
Markowitz, Harry
- In:
The theory and practice of investment management
,
(pp. 3-14)
.
2002
Persistent link: https://www.econbiz.de/10001729866
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
