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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Asset-backed securities"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Article"
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Asset-backed securities
Risikomaß
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
Volatility
27
Volatilität
27
Capital income
24
Kapitaleinkommen
24
Stochastic process
24
Stochastischer Prozess
24
Statistical distribution
21
Statistische Verteilung
21
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20
Schätzung
20
Credit risk
18
Derivat
18
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18
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18
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Asset-Backed Securities
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Fabozzi, Frank J.
Wang, Ruodu
26
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
21
McAleer, Michael
19
Mensi, Walid
15
Uryasev, Stan
15
Boonen, Tim J.
14
Goodman, Laurie Sharon
14
Račev, Svetlozar T.
14
Rosazza Gianin, Emanuela
14
Cheung, Ka Chun
13
Janabi, Mazin A. M. al
13
Tiwari, Aviral Kumar
13
Adelson, Mark
12
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Härdle, Wolfgang
12
Kang, Sang Hoon
12
Mao, Tiantian
12
Rösch, Daniel
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Cai, Jun
11
Daníelsson, Jón
11
Jarrow, Robert A.
11
Nadarajah, Saralees
11
Brandtner, Mario
10
Dowd, Kevin
10
Furman, Edward
10
Guégan, Dominique
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Vanduffel, Steven
10
Weiß, Gregor
10
Allen, David E.
9
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The journal of fixed income
4
International journal of theoretical and applied finance
3
European financial management : the journal of the European Financial Management Association
2
Journal of banking & finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of structured finance
2
Annals of economics and finance
1
Annals of operations research
1
Applied financial economics
1
Energy economics
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of financial services research
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of alternative investments : JAI
1
The journal of asset management
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
31
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1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
3
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
4
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
5
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
6
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
7
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
8
The information content of three credit ratings : the case of European residential mortgage-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 172-194
Persistent link: https://www.econbiz.de/10010519958
Saved in:
9
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
10
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
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