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subject:"Derivative"
subject:"Theory"
~person:"Fabozzi, Frank J."
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Search: subject_exact:"Risk management"
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Derivative
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Risikomanagement
49
Risk management
46
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31
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31
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20
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9
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9
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7
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Fabozzi, Frank J.
Broll, Udo
42
Wang, Ruodu
21
Rudolph, Bernd
19
Daníelsson, Jón
18
Pelizzon, Loriana
18
Dionne, Georges
17
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14
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13
Tan, Ken Seng
13
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12
Schäfer, Klaus
12
Bolton, Patrick
11
Liu, Haiyan
11
Mao, Tiantian
11
Wang, Neng
11
Chi, Yichun
10
Csóka, Péter
10
Froot, Kenneth
10
Glasserman, Paul
10
Hurlin, Christophe
10
Ratnovski, Lev
10
Račev, Svetlozar T.
10
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10
Shevchenko, Pavel V.
10
Adam-Müller, Axel F. A.
9
Bartram, Söhnke M.
9
Bhansali, Vineer
9
Bodnar, Gordon M.
9
Deutsch, Hans-Peter
9
Dhaene, Jan
9
Gollier, Christian
9
Kit, Pong Wong
9
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Investment management and financial management
2
The Frank J. Fabozzi series
2
The handbook of fixed income securities
2
Applied economics
1
Applied financial economics letters
1
European journal of operational research : EJOR
1
Frank J. Fabozzi series
1
International journal of theoretical and applied finance : IJTAF
1
Journal of empirical finance
1
Journal of financial engineering
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of derivatives : JOD
1
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1
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1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
The theory and practice of investment management
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ECONIS (ZBW)
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1
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:
2
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
3
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
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
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
7
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
8
Operational risk : a guide to Basel II capital requirements, models, and analysis
Chernobai, Anna S.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
-
2007
Persistent link: https://www.econbiz.de/10003427487
Saved in:
9
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
Saved in:
10
Commercial real estate risk management with derivatives
Fabozzi, Frank J.
;
Stanescu, Silvia
;
Tunaru, Radu
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
Saved in:
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