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subject:"Theory"
subject:"World"
~person:"Fabozzi, Frank J."
~subject:"Mathematical finance"
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Theory
World
Mathematical finance
Risikomanagement
49
Risk management
46
Portfolio selection
31
Portfolio-Management
31
Theorie
20
Risiko
9
Risk
9
CAPM
7
Risikomaß
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7
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6
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6
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English
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Fabozzi, Frank J.
Broll, Udo
37
Wang, Ruodu
21
Daníelsson, Jón
19
McAleer, Michael
19
Embrechts, Paul
18
Dionne, Georges
17
Saunders, Anthony
17
Gatzert, Nadine
16
Rudolph, Bernd
16
Boonen, Tim J.
15
Härdle, Wolfgang
15
Rochet, Jean-Charles
15
Wang, Neng
15
Acharya, Viral V.
14
Eller, Roland
14
Engle, Robert F.
14
Pelizzon, Loriana
14
Wiedemann, Arnd
14
Merton, Robert C.
13
Tan, Ken Seng
13
Schierenbeck, Henner
12
Schuermann, Til
12
Wahl, Jack E.
12
Yang, Jinqiang
12
Bodie, Zvi
11
Liu, Haiyan
11
Mao, Tiantian
11
Schmeiser, Hato
11
Chi, Yichun
10
Csóka, Péter
10
Froot, Kenneth
10
Gründl, Helmut
10
Mahul, Olivier
10
Scherer, Bernd
10
Shevchenko, Pavel V.
10
Vries, Casper G. de
10
Allen, Franklin
9
Bannier, Christina E.
9
Bartram, Söhnke M.
9
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The Frank J. Fabozzi series
4
Investment management and financial management
2
The handbook of fixed income securities
2
Applied economics
1
Applied financial economics letters
1
European journal of operational research : EJOR
1
Frank J. Fabozzi Series
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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ECONIS (ZBW)
23
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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
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:
3
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:
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
Mathematical methods for finance : tools for asset and risk management
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Bali, Turan G.
-
2013
Persistent link: https://www.econbiz.de/10013546820
Saved in:
10
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:
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