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~isPartOf:"Industrial marketing management : the international journal for industrial and high-tech firms"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Theory"
~subject:"Welt"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Moshirian, Fariborz
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Demirgüç-Kunt, Asli
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Industrial marketing management : the international journal for industrial and high-tech firms
Journal of banking & finance
The journal of portfolio management : JPM
8
The journal of portfolio management : a publication of Institutional Investor
8
International journal of theoretical and applied finance
7
Applied economics
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The journal of fixed income
5
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international money and finance
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National tax journal
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Structural change and economic dynamics : SC+ED
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The European journal of finance
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The journal of alternative investments : JAI
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The journal of asset management : a major new, international quarterly journal for the financial community
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1
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
2
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
3
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
4
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
5
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
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