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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gabriel, Stuart A."
~person:"Scheule, Harald"
~subject:"Asset-Backed Securities"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Asset-Backed Securities
Theorie
96
Theory
96
Portfolio selection
84
Portfolio-Management
84
USA
75
United States
75
Credit risk
46
Kreditrisiko
46
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37
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37
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30
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Fabozzi, Frank J.
Gabriel, Stuart A.
Scheule, Harald
Goodman, Laurie Sharon
14
Adelson, Mark
11
Nichols, Joseph B.
7
Vink, Dennis
7
Deng, Yongheng
6
An, Xudong
5
Christopoulos, Andreas D.
5
Hu, Jian
5
Jarrow, Robert A.
5
Nadauld, Taylor D.
5
Passmore, Stuart Wayne
5
Rösch, Daniel
5
Sanders, Anthony B.
5
Song, Zhaogang
5
Acharya, Viral V.
4
Ashcraft, Adam B.
4
Bippart, Graham
4
Cordell, Larry
4
Kara, Alper
4
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4
Longstaff, Francis A.
4
Ong, Seow-eng
4
Sing, Tien-foo
4
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4
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4
Zagst, Rudi
4
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3
Bella, John <Jr.>
3
Black, Lamont K.
3
Chen, You
3
Chu, Chenghuan Sean
3
Cohen, Andrew M.
3
D'Vari, Ron
3
Deku, Solomon Y.
3
Diop, Moussa
3
Engbith, Lily S.
3
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The journal of fixed income
4
Journal of banking & finance
2
The journal of structured finance
2
Applied financial economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance research letters
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International journal of theoretical and applied finance
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Journal of housing economics
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The European journal of finance
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The journal of fixed income : JFI
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The journal of real estate finance and economics
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
21
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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
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:
3
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:
4
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
5
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
6
The information content of three credit ratings : the case of European residential mortgage-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 172-194
Persistent link: https://www.econbiz.de/10010519958
Saved in:
7
Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
Saved in:
8
Forecasting mortgage securitization risk under systematic risk and parameter uncertainty
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
3
,
pp. 563-586
Persistent link: https://www.econbiz.de/10010406758
Saved in:
9
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
Saved in:
10
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
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