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~person:"Fabozzi, Frank J."
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Portfolio selection
62
Portfolio-Management
62
Theorie
62
Theory
61
Risikomanagement
49
Risk management
46
Kreditrisiko
37
Credit risk
36
Risikomaß
32
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31
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30
Risk
27
Risikoprämie
25
Risk premium
25
CAPM
23
Volatilität
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Statistische Verteilung
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Derivat
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Kreditderivat
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Stochastic process
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USA
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United States
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Schätzung
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Anleihe
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Bond
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Handbook
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English
168
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Fabozzi, Frank J.
McAleer, Michael
360
Broll, Udo
282
Acharya, Viral V.
252
Ongena, Steven
204
Gollier, Christian
193
Sutter, Matthias
177
Dionne, Georges
175
Viscusi, W. Kip
172
Gupta, Rangan
170
Härdle, Wolfgang
168
Lucas, André
160
Hasan, Iftekhar
158
Bekaert, Geert
149
Dohmen, Thomas
144
Kunreuther, Howard
143
Peydró, José-Luis
137
Hartog, Joop
132
Adrian, Tobias
131
Weber, Martin
131
Falk, Armin
127
Hammoudeh, Shawkat
124
Laeven, Luc
122
Pelizzon, Loriana
121
Campbell, John Y.
120
Schuermann, Til
120
Shin, Hyun Song
118
Gleißner, Werner
113
Zhou, Hao
110
Schmidt, Ulrich
109
Stulz, René M.
109
Aizenman, Joshua
108
Guiso, Luigi
105
Hassan, M. Kabir
105
Menkhoff, Lukas
105
Bali, Turan G.
104
Bloom, Nicholas
104
Gatzert, Nadine
104
Faff, Robert W.
103
Schwaab, Bernd
103
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Institution
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Frank J. Fabozzi Associates <New Hope, Pa.>
5
Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie
3
Published in...
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The Frank J. Fabozzi series
12
The journal of portfolio management : JPM
7
The handbook of fixed income securities
6
Working paper series in economics
6
International journal of theoretical and applied finance
5
The journal of fixed income
5
Valuation, financial modeling, and quantitative tools
5
Finance research letters
4
Journal of banking & finance
4
Applied economics
3
European journal of operational research : EJOR
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of economic dynamics & control
3
KIT Working Paper Series in Economics
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
Working Paper Series in Economics
3
Applied financial economics
2
Computational economics
2
European financial management : the journal of the European Financial Management Association
2
Financial markets and instruments
2
International Review of Financial Analysis
2
International review of financial analysis
2
Investment management and financial management
2
Journal of empirical finance
2
Journal of international money and finance
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The handbook of municipal bonds
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
The theory and practice of investment management
2
Yale ICF Working Paper
2
Annals of Economics and Finance
1
Annals of economics and finance
1
Annals of finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
Applied financial economics letters
1
Approaches to enterprise risk management
1
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ECONIS (ZBW)
153
USB Cologne (EcoSocSci)
11
RePEc
10
EconStor
3
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1
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
2
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
3
Risk
Estimation for GARCH Processes with Heavy-Tailed Innovations
Prohl, Silke
-
2019
Persistent link: https://www.econbiz.de/10012895335
Saved in:
4
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
Saved in:
5
Applications of FX derivatives in active currency
risk
management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
6
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
7
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
8
Alternative
risk
premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
9
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
10
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
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