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~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~subject:"Stochastic process"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Stochastic process
USA
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83
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83
Portfolio selection
78
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78
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38
Option pricing theory
35
Optionspreistheorie
35
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27
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24
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Fabozzi, Frank J.
Cebula, Richard J.
174
Gupta, Rangan
129
Bahmani-Oskooee, Mohsen
126
Neumark, David
106
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
94
Gruber, Jonathan
87
Gil-Alaña, Luis A.
83
Madura, Jeff
79
Partridge, Mark D.
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
73
Cutler, David M.
70
Feldstein, Martin S.
70
Wohar, Mark E.
70
Jorgenson, Dale Weldeau
69
Sirmans, Clemon F.
69
Card, David E.
68
Mishra, Ashok K.
67
Mixon, Franklin G.
67
Payne, James E.
66
Slemrod, Joel
66
Audretsch, David B.
65
Wolff, Edward N.
63
Berger, Allen N.
62
Goodwin, Barry K.
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
56
Jang, Soocheong
55
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The journal of fixed income
7
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
The journal of structured finance
3
Applied economics
2
Finance research letters
2
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2
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2
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2
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1
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1
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1
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1
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Economics letters
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European financial management : the journal of the European Financial Management Association
1
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1
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Review of derivatives research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The financial review : the official publication of the Eastern Finance Association
1
The journal of credit risk : published quarterly by Incisive Media
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 real estate finance and economics
1
The journal of trading
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ECONIS (ZBW)
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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
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
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:
4
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:
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
Special issue on investing in non-US financial markets
Fabozzi, Frank J.
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613272
Saved in:
7
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
8
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
9
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
10
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
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