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The handbook of mortgage backed securities

Fabozzi, Frank J. (contributor) - 1995 - 4. ed.

Persistent link: https://www.econbiz.de/10004248369

Municipal bond portfolio management

Fabozzi, Frank J.; Fabozzi, T. Dessa; Feldstein, Sylvan G. - 1995

Persistent link: https://www.econbiz.de/10004249423

SIN STOCK RETURNS

Fabozzi, Frank J.; Ma, K.C.; Oliphant, Becky J. - In: The journal of portfolio management : a publication of … 35 (2008) 1, pp. 82-94

Persistent link: https://www.econbiz.de/10008140473

The handbook of fixed income securities

Fabozzi, Frank J. (contributor) - 2005 - 7. ed.

Persistent link: https://www.econbiz.de/10004831694

Securities finance : securities lending and repurchase agreements

Fabozzi, Frank J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10004832433

Advanced bond portfolio management : best practices in modeling and strategies

Fabozzi, Frank J. (contributor) - 2006

Persistent link: https://www.econbiz.de/10004843806

Financial modeling of the equity market : from CAPM to cointegration

Fabozzi, Frank J.; Focardi, Sergio; Kolm, Petter N. - 2006

Persistent link: https://www.econbiz.de/10004845550

Pricing of credit default index swap tranches with one-factor heavy-tailed copula models

Wang, Dezhong; Rachev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of Empirical Finance 16 (2009) 2, pp. 201-215

In this paper, we provide two one-factor heavy-tailed copula models for pricing a collateralized debt obligation and credit default index swap tranches: (1) a one-factor double t distribution with fractional degrees of freedom copula model and (2) a one-factor double mixture distribution of t...

Persistent link: https://www.econbiz.de/10005199052

Analysis of financial statements

Peterson Drake, Pamela; Fabozzi, Frank J. - 2012 - 3. ed.

Persistent link: https://www.econbiz.de/10009694922

Encyclopedia of financial models

Fabozzi, Frank J. (contributor)

Persistent link: https://www.econbiz.de/10009617846