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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Fabozzi, Frank J.
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Advances in futures and options research : a research annual
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
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Finance research letters
9
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9
Applied financial economics
7
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6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Journal / The Capco Institute : journal of financial transformation
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Review of quantitative finance and accounting
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The journal of financial research
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Annals of economics and finance
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Annals of finance
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Applied mathematical finance
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Emerging markets review
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Financial analysts' journal : FAJ
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
8
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1
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8
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8
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date (oldest first)
1
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
2
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
3
Calibrating short interest rate models in negative rate environments
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 80-92
Persistent link: https://www.econbiz.de/10011687429
Saved in:
4
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
5
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
6
Early exercise of foreign currency options : determinants of American premium and the critical exchange rate
Fabozzi, Frank J.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 219-236
Persistent link: https://www.econbiz.de/10001101731
Saved in:
7
The day-of-the-week effect for derivative assets : the case of gold futures options
Fabozzi, Frank J.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 379-388
Persistent link: https://www.econbiz.de/10001081711
Saved in:
8
Real interest rates and CPI-W futures
Petzel, Todd E.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 255-270
Persistent link: https://www.econbiz.de/10001339374
Saved in:
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