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subject:"Risk"
type:"article"
~person:"Fabozzi, Frank J."
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Risk
United States
Zeitreihenanalyse
Theorie
148
Theory
148
Portfolio selection
68
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68
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18
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17
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17
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16
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Fabozzi, Frank J.
Franses, Philip Hans
61
Phillips, Peter C. B.
58
Gil-Alaña, Luis A.
48
Eeckhoudt, Louis R.
38
Gupta, Rangan
37
Chavas, Jean-Paul
34
Heckman, James J.
34
Gollier, Christian
33
Koop, Gary
32
Lütkepohl, Helmut
31
Viscusi, W. Kip
31
Caporale, Guglielmo Maria
30
Granger, C. W. J.
30
Perron, Pierre
30
Koopman, Siem Jan
29
Diebold, Francis X.
28
Stock, James H.
28
Taylor, Robert
28
Engle, Robert F.
27
Mills, Terence C.
26
Barnett, William A.
25
Ghysels, Eric
25
Swanson, Norman R.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Leybourne, Stephen James
24
McAleer, Michael
23
Newbold, Paul
23
Serletis, Apostolos
23
Bollerslev, Tim
22
Hall, Robert Ernest
22
Hassler, Uwe
22
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Moosa, Imad A.
22
Teräsvirta, Timo
22
Christiano, Lawrence J.
21
Herwartz, Helmut
21
Pesaran, M. Hashem
21
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Investment management and financial management
5
The handbook of fixed income securities
4
Applied economics
2
The journal of fixed income : JFI
2
The theory and practice of investment management
2
Valuation, financial modeling, and quantitative tools
2
Advances in futures and options research : a research annual
1
Annals of operations research
1
European journal of operational research : EJOR
1
Financial markets and instruments
1
International journal of theoretical and applied finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The handbook of mortgage-backed securities
1
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ECONIS (ZBW)
27
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1
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
2
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
3
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
4
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
5
Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio
;
Wong, Wing Keung
;
Fabozzi, Frank J.
- In:
Applied economics
50
(
2018
)
43
,
pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
Saved in:
6
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:
7
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Račev, …
-
2010
Persistent link: https://www.econbiz.de/10003964894
Saved in:
8
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
Saved in:
9
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
Saved in:
10
A discretionary wealth approach for investment policy
Wilcox, Jarrod
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 46-59
Persistent link: https://www.econbiz.de/10003909576
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