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~subject:"Capital income"
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Capital income
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Fabozzi, Frank J.
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Račev, Svetlozar T.
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6
Shirvani, Abootaleb
5
Cakici, Nusret
4
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Fixed income mathematics
Fabozzi, Frank J.
-
1988
Persistent link: https://www.econbiz.de/10000829201
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2
Bond pricing, yield measures, and total return
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 73-105)
.
2005
Persistent link: https://www.econbiz.de/10003054140
Saved in:
3
Duration, convexity, and other bond risk measures
Fabozzi, Frank J.
-
1999
Persistent link: https://www.econbiz.de/10001458594
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4
The handbook of fixed income mathematics : analytical & statistical techniques
Fabozzi, Frank J.
-
1997
-
3. rev. ed
Persistent link: https://www.econbiz.de/10000948940
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5
Fixed income total return swaps
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2008
Persistent link: https://www.econbiz.de/10003763598
Saved in:
6
The valuation of fixed income total return swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765788
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7
Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
Persistent link: https://www.econbiz.de/10003781627
Saved in:
8
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
9
Fractals or I.I.D. : evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of economics & business
59
(
2007
)
6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10003615737
Saved in:
10
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.
;
Racheva-Iotova, Borjana
;
Stoyanov, …
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
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