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~isPartOf:"Annals of finance"
~isPartOf:"Applied financial economics letters"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Theorie
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Fabozzi, Frank J.
Madan, Dilip B.
12
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Viens, Frederi G.
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Brooks, Robert
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Annals of finance
Applied financial economics letters
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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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
5
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1
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
2
Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
Saved in:
3
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:
4
Refunding efficiency : a generalized approach
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
3
(
2007
)
3
,
pp. 141-146
Persistent link: https://www.econbiz.de/10003540327
Saved in:
5
Chinese equity market and the efficient frontier
Tunaru, Radu
;
Fabozzi, Frank J.
;
Wu, Tony
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 87-94
Persistent link: https://www.econbiz.de/10003302471
Saved in:
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