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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Nichols, Joseph B."
~person:"Passmore, Stuart Wayne"
~subject:"Asset-Backed Securities"
~type_genre:"Article in journal"
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Asset-Backed Securities
Theorie
195
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195
Portfolio selection
102
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102
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82
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82
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62
Option pricing theory
58
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58
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46
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46
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43
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Fabozzi, Frank J.
Jarrow, Robert A.
Nichols, Joseph B.
Passmore, Stuart Wayne
Goodman, Laurie Sharon
14
Adelson, Mark
11
Vink, Dennis
7
Deng, Yongheng
6
An, Xudong
5
Christopoulos, Andreas D.
5
Hu, Jian
5
Nadauld, Taylor D.
5
Rösch, Daniel
5
Sanders, Anthony B.
5
Song, Zhaogang
5
Acharya, Viral V.
4
Ashcraft, Adam B.
4
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4
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4
Kara, Alper
4
LaCour-Little, Michael
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4
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4
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3
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3
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3
D'Vari, Ron
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Deku, Solomon Y.
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Diop, Moussa
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3
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The journal of real estate finance and economics
5
The journal of fixed income
4
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
International journal of theoretical and applied finance
2
Journal of financial services research : JFSR
2
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ECONIS (ZBW)
31
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10
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31
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1
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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
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:
4
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:
5
Reputation, information, and herding in credit ratings : evidence from CMBS
An, Xudong
;
Cordell, Larry
;
Nichols, Joseph B.
- In:
The journal of real estate finance and economics
61
(
2020
)
3
,
pp. 476-504
Persistent link: https://www.econbiz.de/10012293200
Saved in:
6
Safe collateral, arm's-length credit : evidence from the commercial real estate market
Black, Lamont K.
;
Krainer, John
;
Nichols, Joseph B.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5173-5211
Persistent link: https://www.econbiz.de/10012387423
Saved in:
7
CMBS market efficiency : the crisis and the recovery
Christopoulos, Andreas D.
;
Jarrow, Robert A.
- In:
Journal of financial stability
36
(
2018
),
pp. 159-186
Persistent link: https://www.econbiz.de/10012156900
Saved in:
8
GSE guarantees, financial stability, and home euity accumulation
Passmore, Stuart Wayne
;
Hafften, Alexander H. von
- In:
Economic policy review
24
(
2018
)
3
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012214335
Saved in:
9
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:
10
From origination to renegotiation : a comparison of portfolio and securitized commercial real estate loans
Black, Lamont
;
Krainer, John
;
Nichols, Joseph B.
- In:
The journal of real estate finance and economics
55
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011800415
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