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Handbook of finance

Fabozzi, Frank J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003712479

Fundamental multifactor equity risk models

Fabozzi, Frank J.; Vardharaj, Raman; Jones, Frank Joseph - 2008

Persistent link: https://www.econbiz.de/10003764728

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

Risks associated with investing in fixed income securities

Dattatreya, Ravi F.; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 21-29). 2005

Persistent link: https://www.econbiz.de/10003054111

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

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

Optimal corporate strategy under uncertainty

Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Applied economics 45 (2013) 19/21, pp. 2877-2882

Persistent link: https://www.econbiz.de/10010192369

Risk Management and Portfolio Budgeting Based on ARMA-GARCH Non-Gaussian Multivariate Model

Nooshi, Nima - 2012

estimation for the portfolio risk. Moreover we study the portfolio selection problem. We compute the marginal VaR and Component …, performance test, to realize the ”costs” of this risk reduction action in terms of potential return suppression. Little …

Persistent link: https://www.econbiz.de/10013109131

Bonds : investment features and risks

Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003763518

Yield curve risk measures

Fabozzi, Frank J.; Mann, Steven V. - 2008

Persistent link: https://www.econbiz.de/10003765477

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