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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Todorov, Viktor"
~subject:"Risk management"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Article"
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Risk management
Stochastic process
Theorie
93
Theory
93
Portfolio selection
77
Portfolio-Management
77
Volatility
61
Volatilität
61
Estimation
47
Option pricing theory
47
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47
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47
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43
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Fabozzi, Frank J.
Todorov, Viktor
McAleer, Michael
48
Ivanov, Dmitry
46
Escudero, Laureano F.
41
Dolgui, Alexandre
32
Escobar, Marcos
30
Siu, Tak Kuen
28
Gendreau, Michel
26
Carr, Peter
25
Elliott, Robert J.
24
Hainaut, Donatien
24
Phillips, Peter C. B.
24
Cui, Zhenyu
23
Račev, Svetlozar T.
23
Wallace, Stein W.
23
Asai, Manabu
22
Benth, Fred Espen
22
Gatzert, Nadine
22
Wong, Wing Keung
22
Turvey, Calum Greig
21
Wong, Hoi Ying
21
Madan, Dilip B.
20
Govindan, Kannan
19
Shapiro, Alexander
19
Tsionas, Efthymios G.
19
Wang, Ruodu
19
Wang, Xingchun
19
Hammoudeh, Shawkat
18
Tauchen, George Eugene
18
Yu, Jun
18
Dionne, Georges
17
Rossi, Roberto
17
Sawik, Tadeusz
17
Takahashi, Akihiko
17
Talluri, Srinivas
17
Bayraktar, Erhan
16
Eling, Martin
16
Li, Jianping
16
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16
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Journal of econometrics
11
International journal of theoretical and applied finance
5
Computational economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics
2
The journal of fixed income
2
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2
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1
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1
Applied financial economics letters
1
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European financial management : the journal of the European Financial Management Association
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1
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Insurance / Mathematics & economics
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1
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Quantitative economics : QE ; journal of the Econometric Society
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
60
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1
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
2
Deep learning for modeling the collection rate for third-party buyers
Nazemi, Abdolreza
;
Rezazadeh, Hani
;
Fabozzi, Frank J.
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 240-252
Persistent link: https://www.econbiz.de/10013347762
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
5
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
6
The ABC's of the alternative risk premium : academic roots
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 405-436
Persistent link: https://www.econbiz.de/10012659814
Saved in:
7
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
8
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
9
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
10
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
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