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~language:"eng"
~person:"Egger, Peter"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Egger, Peter
Fabozzi, Frank J.
Gupta, Rangan
588
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455
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428
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362
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ECONIS (ZBW)
529
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61
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:
62
On the sensitivity of trade costs to services trade restrictions
Blank, Sven
;
Egger, Peter
- In:
The world economy : the leading journal on …
45
(
2022
)
3
,
pp. 592-607
Persistent link: https://www.econbiz.de/10013166533
Saved in:
63
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:
64
Overview of investing in private corporate debt
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
9
,
pp. 221-238
Persistent link: https://www.econbiz.de/10014232124
Saved in:
65
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
66
A practitioner perspective on trading and the implementation of investment strategies
Cerniglia, Joseph A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
6
,
pp. 30-44
Persistent link: https://www.econbiz.de/10014231626
Saved in:
67
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:
68
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
69
Private equity : risks and opportunities : webinar summary
Fabozzi, Frank J.
(
panelist
);
Anson, Mark J. P.
(
panelist
); …
- In:
The journal of portfolio management : JPM
48
(
2022
)
9
,
pp. 11-23
Persistent link: https://www.econbiz.de/10014232101
Saved in:
70
Rise of the machines : application of machine learning to mortgage prepayment modeling
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 6-19
Persistent link: https://www.econbiz.de/10012802442
Saved in:
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