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~language:"eng"
~person:"Chu, Chenghuan Sean"
~person:"Diop, Moussa"
~person:"Fabozzi, Frank J."
~subject:"Asset-Backed Securities"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Asset-Backed Securities
Prognoseverfahren
Theorie
86
Theory
86
Portfolio selection
79
Portfolio-Management
79
USA
42
United States
42
Option pricing theory
35
Optionspreistheorie
35
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28
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24
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Chu, Chenghuan Sean
Diop, Moussa
Fabozzi, Frank J.
Gupta, Rangan
184
Ma, Feng
91
Pierdzioch, Christian
82
Clements, Michael P.
70
Franses, Philip Hans
64
Baghestani, Hamid
58
Fildes, Robert
57
Wang, Yudong
57
Zhang, Yaojie
57
Timmermann, Allan
54
McMillan, David G.
52
Marcellino, Massimiliano
51
Stekler, Herman O.
46
Wohar, Mark E.
44
Petropoulos, Fotios
42
Goodwin, Paul
40
Nikolopoulos, Konstantinos
39
Narayan, Paresh Kumar
38
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Wang, Shouyang
37
Zaremba, Adam
37
Hendry, David F.
36
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Hyndman, Rob J.
35
Liang, Chao
35
Salisu, Afees A.
34
Bratu, Mihaela
33
Kourentzes, Nikolaos
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
Kapetanios, George
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
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The journal of fixed income
5
The journal of fixed income : JFI
3
European journal of operational research : EJOR
2
Journal of financial services research : JFSR
2
The journal of portfolio management : a publication of Institutional Investor
2
The journal of real estate finance and economics
2
The journal of structured finance
2
Applied financial economics
1
Economics letters
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European financial management : the journal of the European Financial Management Association
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International journal of theoretical and applied finance
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International review of financial analysis
1
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1
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1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The American economic review
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
35
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1
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
2
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
3
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:
4
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
5
Mortgage servicing fees and servicer incentives during loss mitigation
Diop, Moussa
;
Zheng, Chen
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7118-7150
Persistent link: https://www.econbiz.de/10014435472
Saved in:
6
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
7
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:
8
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:
9
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
10
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
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