//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~language:"cat"
~language:"eng"
~language:"ron"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
6
Portfolio-Management
6
Option pricing theory
5
Optionspreistheorie
5
Theorie
3
Theory
3
American options
2
Corporate bond
2
Credit risk
2
Estimation theory
2
Finance
2
Forecasting model
2
Hedging
2
Kreditrisiko
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Recovery rates
2
Schätztheorie
2
Unternehmensanleihe
2
Anleihe
1
Artificial intelligence
1
Black-Litterman
1
Bond
1
CAPM
1
Cherny-Shiryaev-Yor invariance principle
1
Corporate bonds
1
Credit default swap
1
Credit derivative
1
Delta-hedging
1
Derivat
1
Derivative
1
Estimation errors
1
Exponential Lévy processes
1
Fundamental factors
1
Fuzzy rule-based model
1
Fuzzy sets
1
Fuzzy-Set-Theorie
1
Gradient boosting
1
Hauptkomponentenanalyse
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
13
Language
All
Valencian
English
Romanian
Author
All
Fabozzi, Frank J.
Cheng, T. C. E.
48
Kort, Peter M.
47
Laporte, Gilbert
43
Tsionas, Efthymios G.
43
Zhu, Joe
41
Boysen, Nils
40
Gendreau, Michel
40
Lim, Andrew
36
Zaccour, Georges
32
Hartl, Richard F.
29
Teunter, Ruud H.
29
Hao, Jin-Kao
28
Vanhoucke, Mario
28
Figueira, José Rui
27
Hommes, Cars H.
27
Kao, Chiang
26
Choi, Tsan-Ming
25
Speranza, Maria Grazia
25
Koster, René de
24
Wang, Shouyang
24
Aparicio, Juan
23
Crainic, Teodor Gabriel
23
Feichtinger, Gustav
23
Greco, Salvatore
23
Kumbhakar, Subal
23
Liang, Liang
23
Podinovski, Victor V.
23
Puerto, Justo
23
Archetti, Claudia
22
Ruiz, Rubén
22
Briskorn, Dirk
21
Dauzère-Péres, Stéphane
21
Goerigk, Marc
20
Ljubić, Ivana
20
Shang, Jennifer
20
Dawid, Herbert
19
Minner, Stefan
19
Pisinger, David
19
Sörensen, Kenneth
19
Borgonovo, Emanuele
18
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of economic dynamics & control
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
12
Applied economics
10
Journal of banking & finance
10
The journal of fixed income : JFI
9
Finance research letters
8
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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
5
European financial management : the journal of the European Financial Management Association
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Journal / The Capco Institute : journal of financial transformation
3
Review of quantitative finance and accounting
3
The journal of financial research
3
Annals of economics and finance
2
Annals of finance
2
Applied mathematical finance
2
Emerging markets review
2
Energy economics
2
Financial analysts' journal : FAJ
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of pension economics and finance
2
Mathematical methods of operations research
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Improving corporate bond recovery rate prediction using multi-factor support vector regressions
Nazemi, Abdolreza
;
Heidenreich, Konstantin
;
Fabozzi, …
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 664-675
Persistent link: https://www.econbiz.de/10011890354
Saved in:
4
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
5
Fuzzy decision fusion approach for loss-given-default modeling
Nazemi, Abdolreza
;
Pour, Farnoosh Fatemi
;
Heidenreich, …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 780-791
Persistent link: https://www.econbiz.de/10011798945
Saved in:
6
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
7
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
8
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
Saved in:
9
Extracting market information from equity options with exponential Lévy processes
Fabozzi, Frank J.
;
Leccadito, Arturo
;
Tunaru, Radu S.
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 125-141
Persistent link: https://www.econbiz.de/10010387852
Saved in:
10
Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research
Zopounidis, Constantin
;
Doumpos, Michael
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 343-345
Persistent link: https://www.econbiz.de/10010356763
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->