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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"The journal of fixed income"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Zhang, Wei"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Fabozzi, Frank J.
Zhang, Wei
Goodman, Laurie Sharon
19
Cantor, Richard
13
Cumming, Douglas J.
11
Doukas, John A.
11
Chen, Ren-Raw
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Ap Gwilym, Owain
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European financial management : the journal of the European Financial Management Association
The journal of fixed income
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
Applied economics
18
Finance research letters
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European journal of operational research : EJOR
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International review of financial analysis
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International journal of theoretical and applied finance
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Economic modelling
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The journal of fixed income : JFI
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Economics letters
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Research in international business and finance
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Review of quantitative finance and accounting
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Financial innovation : FIN
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Journal of economic dynamics & control
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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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 : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Transportation research / E : an international journal
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Journal of empirical finance
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Journal of knowledge management
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The European journal of finance
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The journal of asset management
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The journal of corporate finance : contracting, governance and organization
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The journal of structured finance
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Advances in futures and options research : a research annual
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Annals of operations research
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Applied financial economics letters
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
25
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1
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
2
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
3
The impact of market conditions on bond fund managers
Parikh, Harsh
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
Saved in:
4
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
5
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
6
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
7
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
8
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
9
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
Saved in:
10
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
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