//--> //--> //-->
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:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~language:"eng"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
CAPM
2
Hedging
2
Yield curve
2
Zinsstruktur
2
2000-2003
1
Beta risk
1
Betafaktor
1
Credit derivative
1
Currency derivative
1
Derivat
1
Derivative
1
Estimation
1
Estimation theory
1
Financial market
1
Finanzmarkt
1
Immobilien
1
Immobilienmarkt
1
Immobilienpreis
1
Interest rate derivative
1
Kreditderivat
1
Real estate
1
Real estate market
1
Real estate price
1
Schätztheorie
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
USA
1
United States
1
Währungsderivat
1
Zinsderivat
1
negative interest rates
1
more ...
less ...
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Fabozzi, Frank J.
Hull, John
17
White, Alan
14
Subrahmanyam, Avanidhar
13
Chemmanur, Thomas J.
12
Li, Kai
12
Jarrow, Robert A.
11
McConnell, John J.
11
Wu, Liuren
11
Bali, Turan G.
10
Massa, Massimo
10
Titman, Sheridan
10
Ederington, Louis H.
9
Jacobs, Kris
9
Boyle, Phelim P.
8
Chen, Lin
8
Chen, Ren-Raw
8
Harford, Jarrad V. T.
8
Kumar, Alok
8
Masulis, Ronald W.
8
Zhou, Guofu
8
Bessembinder, Hendrik
7
Chen, Son-nan
7
Christoffersen, Peter F.
7
Dasgupta, Sudipto
7
Figlewski, Stephen
7
Hsu, Po-Hsuan
7
Jiang, George J.
7
Ritter, Jay
7
Sadka, Ronnie
7
Tian, Xuan
7
Tian, Yisong Sam
7
Wei, K. C. John
7
Wu, Ting-pin
7
Chang, Eric Chieh
6
Elton, Edwin J.
6
Gao, Huasheng
6
Hasan, Iftekhar
6
Hilliard, Jimmy E.
6
Jorion, Philippe
6
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
European journal of operational research : EJOR
9
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
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
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 pension economics and finance
2
Mathematical methods of operations research
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
2
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
3
Calibrating short interest rate models in negative rate environments
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 80-92
Persistent link: https://www.econbiz.de/10011687429
Saved in:
4
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
5
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
6
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
7
State taxes and reserve requirements as major determinants of yield spreads among money market instruments
Fabozzi, Frank J.
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
4
,
pp. 427-436
Persistent link: https://www.econbiz.de/10001019450
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->