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~language:"eng"
~person:"Chu, Chenghuan Sean"
~person:"Diop, Moussa"
~person:"Fabozzi, Frank J."
~subject:"Asset-Backed Securities"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Asset-Backed Securities
Schätzung
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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Chu, Chenghuan Sean
Diop, Moussa
Fabozzi, Frank J.
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
126
Chang, Tsangyao
97
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
80
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Lee, Chien-chiang
63
Zaremba, Adam
62
Belke, Ansgar
61
Kumbhakar, Subal
56
Shahbaz, Muhammad
56
Su, Chi-Wei
53
Pierdzioch, Christian
51
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
44
McMillan, David G.
44
Xuan Vinh Vo
44
Holmes, Mark J.
41
Hammoudeh, Shawkat
40
Payne, James E.
40
McAleer, Michael
39
Tsionas, Efthymios G.
38
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Brooks, Robert
36
MacDonald, Ronald
36
Pradhan, Rudra Prakash
36
Schneider, Friedrich
36
Afonso, António
35
Salisu, Afees A.
35
Bouri, Elie
34
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The journal of fixed income
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of real estate finance and economics
3
Applied economics
2
International review of financial analysis
2
Journal of financial services research : JFSR
2
The journal of fixed income : JFI
2
The journal of structured finance
2
Annals of operations research
1
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Emerging markets review
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European financial management : the journal of the European Financial Management Association
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Journal of international money and finance
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Journal of urban economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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ECONIS (ZBW)
41
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1
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:
2
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:
3
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:
4
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
5
Minimum wage increases and eviction risk
Agarwal, Sumit
;
Ambrose, Brent William
;
Diop, Moussa
- In:
Journal of urban economics
129
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013277365
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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