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~language:"eng"
~person:"Creedy, John"
~person:"Fabozzi, Frank J."
~source:"econis"
~type_genre:"Article in journal"
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ECONIS (ZBW)
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21
Fat and heavy tails in asset management
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 236-263
Persistent link: https://www.econbiz.de/10014308122
Saved in:
22
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:
23
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:
24
Intensified competition and the impact on credit ratings in the RMBS market
Breemen, Vivian van
;
Fabozzi, Frank J.
;
Vink, Dennis
- In:
Financial markets, institutions & instruments
32
(
2023
)
2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014252236
Saved in:
25
J. A. C. Brown : Early Economic Modelling and Applied Econometrics in the UK
Creedy, John
- In:
History of economics review
84
(
2023
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10014284718
Saved in:
26
A machine learning approach for comparing the largest firm effect
Kim, Jang Ho
;
Han, Jiwoon
;
Kang, Taehyeon
;
Fabozzi, Frank J.
- In:
Emerging markets review
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014336723
Saved in:
27
Mortality comparisons and age : a new mortality curve
Creedy, John
;
Subramanian, Sreenivasan
- In:
New Zealand economic papers
57
(
2023
)
1
,
pp. 18-30
Persistent link: https://www.econbiz.de/10014281209
Saved in:
28
Multi-asset option pricing using normal tempered stable processes with stochastic correlation
Kim, Young Shin
;
Kim, Hyangju
;
Choi, Jaehyung
;
Fabozzi, …
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 42-64
Persistent link: https://www.econbiz.de/10014231123
Saved in:
29
Multi-asset strategies webinar : webinar summary
Fabozzi, Frank J.
(
panelist
);
Cavaglia, Stefano
(
panelist
); …
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014232242
Saved in:
30
Alternative risk premium fund analysis
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
7
,
pp. 195-207
Persistent link: https://www.econbiz.de/10014231878
Saved in:
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