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~isPartOf:"International journal of theoretical and applied finance"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Theorie
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Fabozzi, Frank J.
Benth, Fred Espen
13
Elliott, Robert J.
13
Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
The journal of portfolio management : JPM
31
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
Applied economics
11
Journal of banking & finance
10
European journal of operational research : EJOR
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Finance research letters
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Applied financial economics
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Computational economics
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International review of financial analysis
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Economics letters
5
Journal of international money and finance
5
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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European financial management : the journal of the European Financial Management Association
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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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Journal / The Capco Institute : journal of financial transformation
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Journal of empirical finance
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ECONIS (ZBW)
12
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12
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1
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
2
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
3
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
4
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
5
Factor uniqueness in the S&P 500 universe : can proprietary factors exist?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009779764
Saved in:
6
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
7
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
8
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
9
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
10
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
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