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~isPartOf:"Journal of banking & finance"
~language:"eng"
~language:"fra"
~person:"Fabozzi, Frank J."
~person:"Zhang, Wei"
~type_genre:"Article in journal"
~type_genre:"Kongressschrift"
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Portfolio selection
5
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5
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3
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3
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3
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3
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Fabozzi, Frank J.
Zhang, Wei
Moshirian, Fariborz
44
Hasan, Iftekhar
37
Berger, Allen N.
31
Saunders, Anthony
28
Faff, Robert W.
20
Cumming, Douglas J.
16
Fiordelisi, Franco
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Fraser, Donald R.
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Prokopczuk, Marcel
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Delēs, Manthos D.
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Molyneux, Philip
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Chen, Sheng-syan
13
Duygun, Meryem
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Elyasiani, Elyas
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Kolari, James W.
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Lobo, Gerald J.
13
Norden, Lars
13
Shackleton, Mark B.
12
Slovin, Myron B.
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Altman, Edward I.
11
Beck, Thorsten
11
Chung, Kee H.
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Cornett, Marcia Millon
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Demirgüç-Kunt, Asli
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Goldberg, Lawrence G.
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Levy, Haim
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Udell, Gregory F.
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Akhigbe, Aigbe O.
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Chang, Eric Chieh
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El Ghoul, Sadok
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10
Iskandar-Datta, Mai E.
10
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10
Madura, Jeff
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Journal of banking & finance
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
Applied economics
18
Finance research letters
18
European journal of operational research : EJOR
14
International review of financial analysis
13
International journal of theoretical and applied finance
12
Applied economics letters
9
Economic modelling
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The journal of fixed income : JFI
9
Computational economics
8
Economics letters
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Applied financial economics
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Research in international business and finance
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Review of quantitative finance and accounting
6
Financial innovation : FIN
5
Journal of economic dynamics & control
5
Journal of international money and finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Pacific-Basin finance journal
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
Transportation research / E : an international journal
5
European financial management : the journal of the European Financial Management Association
4
Journal of empirical finance
4
Journal of knowledge management
4
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
4
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
3
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Emerging markets, finance and trade : EMFT
3
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ECONIS (ZBW)
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1
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
2
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:
3
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:
4
On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping
;
Durfee, Antonina V.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
68
(
2016
),
pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
Saved in:
5
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:
6
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:
7
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
8
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
9
Financial market models with Lévy processes and time-varying volatility
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1363-1378
Persistent link: https://www.econbiz.de/10003749233
Saved in:
10
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
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