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~isPartOf:"Journal of pension economics and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Mitchell, Olivia S.
18
Jawadi, Fredj
11
Lusardi, Annamaria
9
Clark, Robert L.
8
Gupta, Rangan
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Semmler, Willi
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Bekiros, Stelios
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Journal of pension economics and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
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
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
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Review of quantitative finance and accounting
3
The journal of financial research
3
Annals of economics and finance
2
Annals of finance
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Applied mathematical finance
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Emerging markets review
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Energy economics
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Financial analysts' journal : FAJ
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Mathematical methods of operations research
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ECONIS (ZBW)
7
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7
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1
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
2
Measuring and explaining pension system risk
Fabozzi, Frank J.
- In:
Journal of pension economics and finance
14
(
2015
)
2
,
pp. 161-171
Persistent link: https://www.econbiz.de/10011338296
Saved in:
3
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
4
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
5
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
6
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
Saved in:
7
Market experience with modeling for defined-benefit pension funds : evidence from four countries
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Jonas, Caroline L.
- In:
Journal of pension economics and finance
4
(
2005
)
3
,
pp. 313-327
Persistent link: https://www.econbiz.de/10003199347
Saved in:
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