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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Koop, Gary"
~subject:"Risk measure"
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Schätzung
Risk measure
Theorie
139
Theory
139
Portfolio selection
41
Portfolio-Management
41
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25
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25
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Article in journal
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Fabozzi, Frank J.
Koop, Gary
Gil-Alaña, Luis A.
35
Caporale, Guglielmo Maria
28
Serletis, Apostolos
26
Kumbhakar, Subal
25
Wang, Ruodu
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
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15
Moosa, Imad A.
15
Righi, Marcelo Brutti
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Rosazza Gianin, Emanuela
14
Engsted, Tom
13
Peel, David
13
Tzavalis, Elias
13
Apergēs, Nikolaos
12
Asai, Manabu
12
Bollerslev, Tim
12
Boonen, Tim J.
12
Creedy, John
12
Ghysels, Eric
12
Koopman, Siem Jan
12
MacDonald, Ronald
12
McAleer, Michael
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Tiwari, Aviral Kumar
12
Tsionas, Efthymios G.
12
Blundell, Richard W.
11
Brandtner, Mario
11
Chan, Joshua
11
Cheung, Ka Chun
11
Furman, Edward
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Račev, Svetlozar T.
11
Taylor, Mark P.
11
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Journal of econometrics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of operations research
2
International journal of theoretical and applied finance
2
Journal of empirical finance
2
Review of quantitative finance and accounting
2
The journal of fixed income
2
Applied economics
1
International review of financial analysis
1
Journal of applied econometrics
1
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1
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1
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1
Journal of productivity analysis
1
The econometrics journal
1
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1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
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The journal of real estate finance and economics
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ECONIS (ZBW)
31
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
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
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
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
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
8
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
9
Regime-switching cointegration
Jochmann, Markus
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
Saved in:
10
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
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