//--> //--> //--> //-->
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
~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~subject:"Capital income"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Stochastic process
Theorie
83
Theory
83
Portfolio selection
78
Portfolio-Management
78
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
Volatility
27
Volatilität
27
Kapitaleinkommen
24
Stochastischer Prozess
24
Statistical distribution
21
Statistische Verteilung
21
Estimation
20
Schätzung
20
Credit risk
18
Derivat
18
Derivative
18
Kreditrisiko
18
Risikoprämie
18
Risk premium
18
Risikomaß
17
Risk management
17
Risk measure
17
Risikomanagement
16
Welt
16
World
16
Forecasting model
15
Prognoseverfahren
15
Asset-Backed Securities
14
Asset-backed securities
14
Börsenkurs
14
Share price
14
ARCH model
13
ARCH-Modell
13
Credit derivative
13
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
47
Type of publication (narrower categories)
All
Article in journal
Bibliografie
Aufsatz in Zeitschrift
47
Aufsatz im Buch
8
Book section
8
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Handbook
2
Handbuch
2
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
Slovenian
Author
All
Fabozzi, Frank J.
Gupta, Rangan
125
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
60
Wohar, Mark E.
59
Bouri, Elie
45
Faff, Robert W.
45
McAleer, Michael
45
Bali, Turan G.
43
Cakici, Nusret
41
Tiwari, Aviral Kumar
41
Wong, Wing Keung
41
Escudero, Laureano F.
40
Ma, Feng
40
Gil-Alaña, Luis A.
37
Zhang, Wei
37
Brooks, Robert
36
Demirer, Rıza
36
Fletcher, Jonathan
36
Wang, Yudong
35
Caporale, Guglielmo Maria
34
Chiang, Thomas C.
33
Nguyen, Duc Khuong
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Timmermann, Allan
32
Titman, Sheridan
32
Zhou, Guofu
32
Madan, Dilip B.
31
Asai, Manabu
30
Todorov, Viktor
30
Bollerslev, Tim
29
Escobar, Marcos
29
Guidolin, Massimo
29
Satchell, Stephen
29
Li, Bin
28
Siu, Tak Kuen
28
Xuan Vinh Vo
28
Hammoudeh, Shawkat
27
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
5
Applied financial economics
4
Applied economics
3
Computational economics
3
International review of financial analysis
3
The journal of portfolio management : a publication of Institutional Investor
3
Finance research letters
2
The journal of fixed income
2
Annals of operations research
1
Applied economics letters
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of risk
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : JPM
1
The journal of trading
1
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
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
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:
5
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:
6
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
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
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
9
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->