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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Capital income"
~subject:"Risikomaß"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Article"
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Capital income
Risikomaß
Statistical distribution
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
36
Optionspreistheorie
36
CAPM
28
Volatility
26
Volatilität
26
Stochastic process
25
Stochastischer Prozess
25
Kapitaleinkommen
24
Statistische Verteilung
21
Estimation
20
Schätzung
20
Credit risk
19
Derivat
19
Derivative
19
Kreditrisiko
19
Risikoprämie
19
Risk premium
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Prognoseverfahren
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Article
47
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47
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10
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10
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8
Arbeitspapier
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Language
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Czech
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Fabozzi, Frank J.
Gupta, Rangan
132
Zaremba, Adam
99
McMillan, David G.
71
Wohar, Mark E.
61
Narayan, Paresh Kumar
60
Bouri, Elie
53
Tiwari, Aviral Kumar
51
Faff, Robert W.
48
Bali, Turan G.
46
Cakici, Nusret
43
Ma, Feng
42
Hammoudeh, Shawkat
41
Wang, Yudong
41
Pierdzioch, Christian
40
Zhang, Wei
39
Nguyen, Duc Khuong
38
Fletcher, Jonathan
37
Demirer, Rıza
36
Brooks, Robert
35
McAleer, Michael
35
Chiang, Thomas C.
34
Nadarajah, Saralees
34
Satchell, Stephen
34
Sehgal, Sanjay
34
Zhou, Guofu
34
Caporale, Guglielmo Maria
32
Shahzad, Syed Jawad Hussain
32
Titman, Sheridan
32
Auer, Benjamin R.
31
Ryu, Doojin
31
Timmermann, Allan
31
Wang, Ruodu
31
Gil-Alaña, Luis A.
30
Guidolin, Massimo
30
Kumar, Dilip
30
Zhang, Yaojie
30
Xuan Vinh Vo
29
Bollerslev, Tim
28
Račev, Svetlozar T.
28
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The journal of portfolio management : a publication of Institutional Investor
4
Applied financial economics
3
Journal of banking & finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
Computational economics
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Review of quantitative finance and accounting
2
The journal of asset management
2
Annals of economics and finance
1
Annals of finance
1
Annals of operations research
1
Applied economics letters
1
Econometric reviews
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of statistical and econometric methods
1
The econometrics journal
1
The journal of alternative investments : JAI
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
47
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1
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10
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47
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1
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
Saved in:
2
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:
3
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
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
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:
6
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
7
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
8
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
9
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
10
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
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