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~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~subject:"Option pricing theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Multi-volume publication"
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Option pricing theory
USA
Theorie
85
Theory
85
Portfolio selection
80
Portfolio-Management
80
United States
39
Optionspreistheorie
35
CAPM
28
Volatility
27
Volatilität
27
Capital income
24
Kapitaleinkommen
24
Stochastic process
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 management
18
Risk premium
18
Risikomanagement
17
Risikomaß
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Risk measure
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World
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Prognoseverfahren
15
Asset-Backed Securities
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Asset-backed securities
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13
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13
Credit derivative
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71
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Multi-volume publication
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72
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33
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33
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24
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Fabozzi, Frank J.
Cebula, Richard J.
174
Bahmani-Oskooee, Mohsen
124
Gupta, Rangan
124
Neumark, David
106
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
94
Gruber, Jonathan
87
Madura, Jeff
81
Partridge, Mark D.
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Gil-Alaña, Luis A.
75
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
72
Jorgenson, Dale Weldeau
72
Cutler, David M.
70
Feldstein, Martin S.
70
Wohar, Mark E.
70
Sirmans, Clemon F.
69
Card, David E.
68
Mishra, Ashok K.
67
Mixon, Franklin G.
67
Slemrod, Joel
66
Audretsch, David B.
65
Payne, James E.
64
Goodwin, Barry K.
63
Wolff, Edward N.
63
Berger, Allen N.
62
Haltiwanger, John C.
60
Borjas, George J.
59
List, John A.
59
Currie, Janet M.
58
Katz, Lawrence F.
58
Siegfried, John J.
58
Goel, Rajeev K.
57
Apergēs, Nikolaos
55
Jang, Soocheong
55
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The journal of fixed income
9
International journal of theoretical and applied finance
5
Applied financial economics
4
The journal of portfolio management : a publication of Institutional Investor
4
Advances in futures and options research : a research annual
3
Computational economics
3
Journal of economic dynamics & control
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of structured finance
3
Applied economics
2
European journal of operational research : EJOR
2
Finance research letters
2
Journal of banking & finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of financial research
2
The journal of fixed income : JFI
2
The journal of portfolio management : JPM
2
Annals of finance
1
Applied economics letters
1
Econometric reviews
1
Economics letters
1
Financial analysts' journal : FAJ
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial services research
1
Journal of pension economics and finance
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Review of derivatives research
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of alternative investments : JAI
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : JOD
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
73
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1
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73
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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
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
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:
4
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
5
Editor's introduction to the special issue on investing in non-US financial markets
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
7
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012613223
Saved in:
6
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:
7
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:
8
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:
9
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
10
Special issue on investing in non-US financial markets
Fabozzi, Frank J.
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613272
Saved in:
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