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~isPartOf:"Annals of operations research"
~isPartOf:"European financial management : the journal of the European Financial Management Association"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Article
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Article in journal
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Fabozzi, Frank J.
Doukas, John A.
11
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10
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8
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Annals of operations research
European financial management : the journal of the European Financial Management Association
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
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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)
7
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1
Looking beyond credit ratings : factors investors consider in pricing European asset-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
European financial management : the journal of the …
18
(
2012
)
4
,
pp. 515-542
Persistent link: https://www.econbiz.de/10009665585
Saved in:
2
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
Saved in:
3
A pricing framework for real estate derivatives
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
18
(
2012
)
5
,
pp. 762-789
Persistent link: https://www.econbiz.de/10009665615
Saved in:
4
Property derivatives for managing European real-estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
16
(
2010
)
1
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003926684
Saved in:
5
Robust portfolios : contributions from operations research and finance
Fabozzi, Frank J.
;
Huang, Dashan
;
Zhou, Guofu
-
2010
Persistent link: https://www.econbiz.de/10003964880
Saved in:
6
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Račev, …
-
2010
Persistent link: https://www.econbiz.de/10003964894
Saved in:
7
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
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