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~isPartOf:"Economics letters"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Wohar, Mark E."
~type_genre:"Article in journal"
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Theorie
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1
Binomial tree model
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Fabozzi, Frank J.
Wohar, Mark E.
Peel, David
33
Stark, Oded
28
Krämer, Walter
24
Schmitz, Patrick W.
23
Stengos, Thanasēs
21
Hahn, Jinyong
20
Kumbhakar, Subal
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Kapetanios, George
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Egger, Peter
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Shin, Dong-wan
16
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Lambertini, Luca
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Smith, Vincent Kerry
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Sutter, Matthias
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Tran-van-Hoa
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Baltagi, Badi H.
14
Beladi, Hamid
14
Gupta, Rangan
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Matsumura, Toshihiro
14
Ours, Jan C. van
14
Theil, Henri
14
List, John A.
13
Marjit, Sugata
13
Mukherjee, Arijit
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Ravallion, Martin
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Schmidt, Peter
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Shaffer, Sherrill
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Bahmani-Oskooee, Mohsen
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Casajus, André
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Friehe, Tim
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Färe, Rolf
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Heywood, John S.
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Kugler, Peter
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Lai, Ching-chong
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MacDonald, Ronald
12
Sela, Aner
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Economics letters
The journal of portfolio management : JPM
34
Applied economics
29
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
Finance research letters
18
International review of economics & finance : IREF
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Applied financial economics
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International journal of theoretical and applied finance
12
The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
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Journal of banking & finance
10
Journal of international money and finance
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Applied economics letters
9
European journal of operational research : EJOR
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International review of financial analysis
9
The journal of fixed income : JFI
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of macroeconomics
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The European journal of finance
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Computational economics
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International journal of finance & economics : IJFE
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of forecasting
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Journal of economic research
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The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Journal of empirical finance
4
Journal of forecasting
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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Southern economic journal
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The journal of asset management
4
The journal of structured finance
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
6
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1
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
2
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
3
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Saved in:
4
Is food consumption a good proxy for nondurable consumption?
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Economics letters
111
(
2011
)
2
,
pp. 110-112
Persistent link: https://www.econbiz.de/10009242403
Saved in:
5
Persistence and time-varying coefficients
McMillan, David G.
;
Wohar, Mark E.
- In:
Economics letters
108
(
2010
)
1
,
pp. 85-88
Persistent link: https://www.econbiz.de/10008662219
Saved in:
6
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Economics letters
103
(
2009
)
1
,
pp. 45-48
Persistent link: https://www.econbiz.de/10003838955
Saved in:
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