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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Schätzung
Theorie
135
Theory
135
Portfolio selection
62
Portfolio-Management
62
CAPM
16
Anleihe
15
Bond
15
USA
15
United States
15
Risikomanagement
14
Risk management
14
Capital income
13
Estimation
13
Kapitaleinkommen
13
Statistical distribution
13
Statistische Verteilung
13
Risiko
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Risk
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10
Risk measure
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Yield curve
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Zinsstruktur
9
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Stochastischer Prozess
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Credit risk
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Forecasting model
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Kreditrisiko
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Risikoprämie
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Risk premium
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Volatility
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Volatilität
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Derivat
6
Derivative
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Mathematische Optimierung
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Article in journal
Aufsatz im Buch
Konferenzschrift
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3
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English
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
29
Serletis, Apostolos
26
Kumbhakar, Subal
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Blundell, Richard W.
15
Moosa, Imad A.
15
Peel, David
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Creedy, John
14
MacDonald, Ronald
14
Engsted, Tom
13
Koop, Gary
13
Koopman, Siem Jan
13
Sickles, Robin C.
13
Taylor, Mark P.
13
Apergēs, Nikolaos
12
Barnett, William A.
12
Bollerslev, Tim
12
Ghysels, Eric
12
Jawadi, Fredj
12
McAleer, Michael
12
Pesaran, M. Hashem
12
Tsionas, Efthymios G.
12
Belke, Ansgar
11
Belzil, Christian
11
Chan, Joshua
11
Herwartz, Helmut
11
Phillips, Peter C. B.
11
Tzavalis, Elias
11
Asai, Manabu
10
Brooks, Robert
10
Chavas, Jean-Paul
10
Egger, Peter
10
Franses, Philip Hans
10
Hautsch, Nikolaus
10
Härdle, Wolfgang
10
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of fixed income
2
Annals of operations research
1
Applied economics
1
International review of financial analysis
1
Journal of financial and quantitative analysis : JFQA
1
Review of quantitative finance and accounting
1
The handbook of fixed income securities
1
The journal of fixed income : JFI
1
The journal of real estate finance and economics
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ECONIS (ZBW)
13
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1
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13
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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
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
9
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
10
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
Saved in:
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