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~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Fabozzi, Frank J."
~person:"Nitzsche, Dirk"
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Fabozzi, Frank J.
Nitzsche, Dirk
Schaub, Mark
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Gil-Alaña, Luis A.
4
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Applied economics letters
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International journal of finance & economics : IJFE
International review of financial analysis
6
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
5
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1
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
2
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
3
What does rebalancing really achieve?
Cuthbertson, Keith
;
Hayley, Simon
;
Motson, Nick
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 224-240
Persistent link: https://www.econbiz.de/10011560500
Saved in:
4
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
5
The new issues puzzle : evidence from non-US firms
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
Saved in:
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