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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gabriel, Stuart A."
~subject:"Asset-Backed Securities"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Asset-Backed Securities
CAPM
Theorie
88
Theory
88
Portfolio selection
77
Portfolio-Management
77
USA
74
United States
74
Option pricing theory
37
Optionspreistheorie
37
Hypothek
27
Mortgage
27
Volatility
27
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27
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24
Kapitaleinkommen
24
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Fabozzi, Frank J.
Gabriel, Stuart A.
Zaremba, Adam
63
Jarrow, Robert A.
38
Faff, Robert W.
33
Cakici, Nusret
30
Madan, Dilip B.
28
Ferson, Wayne E.
26
Harvey, Campbell R.
24
Lee, Cheng F.
23
Sehgal, Sanjay
23
Hansen, Lars Peter
22
Zhou, Guofu
22
Hens, Thorsten
21
Fama, Eugene F.
20
Satchell, Stephen
20
Fletcher, Jonathan
19
Levy, Haim
19
Kan, Raymond
18
Robotti, Cesare
18
Campbell, John Y.
17
Longstaff, Francis A.
17
Rubio, Gonzalo
17
Bossaerts, Peter L.
16
Cochrane, John H.
16
Goodman, Laurie Sharon
16
Yang, Chunpeng
16
Zhang, Lu
16
Bali, Turan G.
15
Guo, Hui
15
Renault, Eric
15
Shanken, Jay
15
Brennan, Michael J.
14
Duffie, Darrell
14
He, Xue-zhong
14
Hung, Mao-Wei
14
Jagannathan, Ravi
14
Li, Bin
14
Lo, Andrew W.
14
Stambaugh, Robert F.
14
French, Kenneth Ronald
13
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The journal of fixed income
5
Applied economics
3
Finance research letters
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
International journal of theoretical and applied finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of portfolio management : a publication of Institutional Investor
2
The journal of structured finance
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
Applied financial economics
1
Econometric reviews
1
Emerging markets review
1
Energy economics
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1
European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of financial economics
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of housing economics
1
Journal of international money and finance
1
Quantitative finance
1
Research in finance
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Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of fixed income : JFI
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ECONIS (ZBW)
44
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
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
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
A lifetime allocation with human capital : implications for target date fund
Ha, Seokkeun
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
23
(
2022
)
5
,
pp. 365-375
Persistent link: https://www.econbiz.de/10013392028
Saved in:
6
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:
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
The ABC's of the ARP : understanding alternative risk premium
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 391-404
Persistent link: https://www.econbiz.de/10012659812
Saved in:
9
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:
10
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
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