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subject:"Schätzung"
type:"article"
~person:"Fabozzi, Frank J."
~subject:"World"
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World
Theorie
148
Theory
148
Portfolio selection
68
Portfolio-Management
68
CAPM
18
Anleihe
17
Bond
17
USA
16
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16
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15
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15
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14
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13
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
30
Kumbhakar, Subal
26
Serletis, Apostolos
26
Gupta, Rangan
23
Bahmani-Oskooee, Mohsen
21
MacDonald, Ronald
20
Frankel, Jeffrey A.
19
Moosa, Imad A.
18
Nijkamp, Peter
18
Egger, Peter
17
Eichengreen, Barry
17
Peel, David
17
Taylor, Mark P.
17
Blundell, Richard W.
16
Creedy, John
16
Haan, Jakob de
16
Razin, Asaf
16
Stiglitz, Joseph E.
16
Barro, Robert J.
15
Bollerslev, Tim
15
Chang, Tsangyao
15
Pesaran, M. Hashem
15
Wohar, Mark E.
15
Apergēs, Nikolaos
14
Belke, Ansgar
14
Bleaney, Michael F.
14
Engsted, Tom
14
Gundlach, Erich
14
Jawadi, Fredj
14
Koop, Gary
14
Rose, Andrew
14
Semmler, Willi
14
Hertel, Thomas W.
13
Koopman, Siem Jan
13
Sickles, Robin C.
13
Tsionas, Efthymios G.
13
Barnett, William A.
12
Bekaert, Geert
12
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of fixed income
2
The journal of fixed income : JFI
2
The theory and practice of investment management
2
Annals of operations research
1
Applied economics
1
Computational 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
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
18
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18
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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
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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