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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"The journal of fixed income : JFI"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Fabozzi, Frank J.
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European financial management : the journal of the European Financial Management Association
The journal of fixed income : JFI
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 : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of economic dynamics & control
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The journal of asset management
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The journal of structured finance
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Applied financial economics letters
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Insurance / Mathematics & economics
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Journal / The Capco Institute : journal of financial transformation
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Review of quantitative finance and accounting
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Financial analysts' journal : FAJ
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
13
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13
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1
How do alternatives to LIBOR measure up?
Sabry, Faten
;
Fabozzi, Frank J.
;
Roya, Ramisa
- In:
The journal of fixed income : JFI
33
(
2023
)
4
,
pp. 45-62
Persistent link: https://www.econbiz.de/10014534071
Saved in:
2
Contributions of The Journal of Fixed Income to Fixed-Income Analytics
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 7-27
Persistent link: https://www.econbiz.de/10014231356
Saved in:
3
Contributions of The Journal of Fixed Income to MBS analysis
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014231357
Saved in:
4
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
5
Rise of the machines : application of machine learning to mortgage prepayment modeling
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 6-19
Persistent link: https://www.econbiz.de/10012802442
Saved in:
6
Servicer influence on mortgage prepayments
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
1
,
pp. 91-97
Persistent link: https://www.econbiz.de/10014231350
Saved in:
7
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
8
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
9
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
10
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:
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