Narrow search
Showing 1 - 10 of 118
Cover Image
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw; Fabozzi, Frank J.; Sverdlove, Ronald - In: The journal of fixed income 20 (2010/11) 2, pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Cover Image
General principles of bond valuation
Fabozzi, Frank J.; Mann, Steven V. - In: The theory and practice of investment management, (pp. 501-524). 2002
Persistent link: https://www.econbiz.de/10001730099
Cover Image
Corporate bond portfolio management
Crabbe, Leland E.; Fabozzi, Frank J. - 2002
Persistent link: https://www.econbiz.de/10001626302
Cover Image
General principles of bond valuation
Fabozzi, Frank J.; Mann, Steven V. - 2008
Persistent link: https://www.econbiz.de/10003765585
Cover Image
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.; Lamba, Asjeet S.; Nishikawa, Takeshi; … - In: Finance research letters 28 (2019), pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Cover Image
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza; Fabozzi, Frank J. - In: Journal of banking & finance 89 (2018), pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Cover Image
Intertemporal Defaulted Bond Recoveries Prediction Via Machine Learning
Nazemi, Abdolreza - 2018
. In addition to considering a large set of macroeconomic variables, bond characteristics, and industry characteristics, we …-of-time. Examining the permutation importance of each group of explanatory variables, we find that bond characteristics, seniority dummy …
Persistent link: https://www.econbiz.de/10012908447
Cover Image
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Cover Image
Liquidity, trading, and trading costs
Crabbe, Leland E.; Fabozzi, Frank J. - In: Advanced bond portfolio management : best practices in …, (pp. 21-42). 2006
Persistent link: https://www.econbiz.de/10003280064
Cover Image
Leveraged finance : concepts, methods, and trading of high-yield bonds, loans and derivatives
Antczak, Stephen J. - 2009
Persistent link: https://www.econbiz.de/10013489978