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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of economics and finance"
~language:"dan"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Lien, Da-hsiang Donald
Hommes, Cars H.
27
Kort, Peter M.
27
Cebula, Richard J.
17
Turnovsky, Stephen J.
17
Dawid, Herbert
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Arifovic, Jasmina
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Chiarella, Carl
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Gallegati, Mauro
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Den Haan, Wouter J.
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Hughes Hallett, Andrew
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Levine, Paul
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Long, Ngo Van
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Semmler, Willi
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Westerhoff, Frank H.
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Anufriev, Mikhail
11
Brock, William A.
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Evans, George W.
10
Farmer, J. Doyne
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Hanaki, Nobuyuki
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Rustem, Berç
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Journal of economic dynamics & control
Journal of economics and finance
The journal of futures markets
51
International review of economics & finance : IREF
34
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
20
International review of financial analysis
17
Economics letters
15
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
14
Applied financial economics
13
International journal of theoretical and applied finance
12
Journal of banking & finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
The journal of fixed income : JFI
9
Computational economics
6
Education economics
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Journal of international money and finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Applied economics letters
5
Journal of forecasting
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
Advances in futures and options research : a research annual
4
Energy economics
4
European financial management : the journal of the European Financial Management Association
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Research in finance
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The journal of asset management
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The journal of structured finance
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Annals of operations research
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Applied financial economics letters
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
Saved in:
5
An empirical examination of the effectiveness of Dollar-cost averaging using downside risk performance measures
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
27
(
2003
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10001784113
Saved in:
6
Hedging gas bills with weather derivatives
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
26
(
2002
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10001747917
Saved in:
7
Corporate income tax and futures hedging
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
Journal of economics and finance
25
(
2001
)
3
,
pp. 308-315
Persistent link: https://www.econbiz.de/10001662851
Saved in:
8
Derivative trading by utility firms
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
24
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001507197
Saved in:
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