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subject:"Kreditrisiko"
subject:"Theorie"
~person:"Fabozzi, Frank J."
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Kreditrisiko
Theorie
Risikomanagement
49
Risk management
46
Portfolio selection
31
Portfolio-Management
31
Theory
20
Risiko
9
Risk
9
CAPM
7
Risikomaß
7
Risk measure
7
Credit risk
6
Anleihe
5
Bond
5
Finanzmathematik
5
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5
Statistische Verteilung
5
Volatility
5
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5
Derivat
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Derivative
4
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Finanzanalyse
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Portfoliomanagement
4
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4
USA
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Mathematische Optimierung
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English
22
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Fabozzi, Frank J.
Broll, Udo
39
Schuermann, Til
26
Rudolph, Bernd
22
Wang, Ruodu
22
Daníelsson, Jón
20
Eller, Roland
18
Embrechts, Paul
18
Dionne, Georges
17
Gatzert, Nadine
17
Härdle, Wolfgang
17
Saunders, Anthony
17
Pelizzon, Loriana
15
Rochet, Jean-Charles
15
Rösch, Daniel
15
Wiedemann, Arnd
15
Vries, Casper G. de
14
Boonen, Tim J.
13
Brigo, Damiano
13
Lucas, André
13
Tan, Ken Seng
13
Wahl, Jack E.
13
Almeida, Heitor
12
Arora, Anju
12
Gleißner, Werner
12
Schierenbeck, Henner
12
Schäfer, Klaus
12
Acharya, Viral V.
11
Adam-Müller, Axel F. A.
11
Albrecht, Peter
11
Engle, Robert F.
11
Hurlin, Christophe
11
Liu, Haiyan
11
Mao, Tiantian
11
Merton, Robert C.
11
Schmeiser, Hato
11
Shevchenko, Pavel V.
11
Wang, Neng
11
Bhansali, Vineer
10
Chi, Yichun
10
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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
Approaches to enterprise risk management
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 fixed income
1
The journal of fixed income : JFI
1
The journal of portfolio management : JPM
1
The theory and practice of investment management
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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
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:
6
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:
7
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:
8
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:
9
Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2003
-
2. ed.
Persistent link: https://www.econbiz.de/10001764463
Saved in:
10
Minimizing credit risk
Fabozzi, Frank J.
- In:
Approaches to enterprise risk management
,
(pp. 111-114)
.
2010
Persistent link: https://www.econbiz.de/10003988686
Saved in:
11
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:
12
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
13
Valuation, financial modeling, and quantitative tools
Fabozzi, Frank J.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003748538
Saved in:
14
Optimal mortgage refinancing : application of bond valuation tools to household risk management
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 141-149
Persistent link: https://www.econbiz.de/10003725347
Saved in:
15
Handbook of finance
Fabozzi, Frank J.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003712479
Saved in:
16
Fundamental multifactor equity risk models
Fabozzi, Frank J.
;
Vardharaj, Raman
;
Jones, Frank Joseph
-
2008
Persistent link: https://www.econbiz.de/10003764728
Saved in:
17
Capital budgeting and risk
Peterson Drake, Pamela
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765197
Saved in:
18
Credit risk
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765534
Saved in:
19
Risks associated with investing in fixed income securities
Dattatreya, Ravi F.
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 21-29)
.
2005
Persistent link: https://www.econbiz.de/10003054111
Saved in:
20
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
21
Credit derivatives : instruments, applications, and pricing
Anson, Mark Jonathan Paul
;
Fabozzi, Frank J.
;
Choudhry, …
-
2004
Persistent link: https://www.econbiz.de/10001783706
Saved in:
22
Multi-factor equity risk models
Fabozzi, Frank J.
;
Jones, Frank Joseph
;
Vardharaj, Raman
- In:
The theory and practice of investment management
,
(pp. 343-372)
.
2002
Persistent link: https://www.econbiz.de/10001730001
Saved in:
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