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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~subject:"Asset-Backed Securities"
~subject:"Kapitaleinkommen"
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
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Asset-Backed Securities
Kapitaleinkommen
Kreditrisiko
Theorie
188
Theory
188
Portfolio selection
100
Portfolio-Management
100
CAPM
61
USA
59
United States
59
Option pricing theory
58
Optionspreistheorie
58
Derivat
41
Derivative
41
Credit risk
39
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36
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36
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32
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28
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Fabozzi, Frank J.
Jarrow, Robert A.
Gupta, Rangan
121
Zaremba, Adam
94
McMillan, David G.
69
Narayan, Paresh Kumar
59
Wohar, Mark E.
59
Faff, Robert W.
52
Bouri, Elie
48
Cakici, Nusret
42
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
40
Wang, Yudong
37
Brooks, Robert
36
Fletcher, Jonathan
36
Zhang, Wei
36
Caporale, Guglielmo Maria
35
Demirer, Rıza
35
Hammoudeh, Shawkat
34
Nguyen, Duc Khuong
34
Shahzad, Syed Jawad Hussain
34
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Ryu, Doojin
33
Rösch, Daniel
33
Sehgal, Sanjay
33
Titman, Sheridan
33
Wu, Chunchi
33
Apergēs, Nikolaos
31
Xuan Vinh Vo
31
Hassan, M. Kabir
30
Zhou, Guofu
30
Altman, Edward I.
29
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Guidolin, Massimo
28
Scheule, Harald
28
Lee, Bong-soo
27
Wei, K. C. John
27
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The journal of fixed income
11
Applied financial economics
4
Finance research letters
4
Journal of banking & finance
4
The journal of portfolio management : a publication of Institutional Investor
4
International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
3
Applied economics
2
International review of financial analysis
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of empirical finance
2
Journal of financial engineering
2
The journal of structured finance
2
Annals of finance
1
Annual review of financial economics
1
Applied economics letters
1
Computational economics
1
Econometric reviews
1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance and stochastics
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of financial services research : JFSR
1
Journal of financial stability
1
Journal of international money and finance
1
Journal of risk management in financial institutions
1
Mathematics and financial economics
1
Mathematics of operations research
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The econometrics journal
1
The journal of asset management
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ECONIS (ZBW)
80
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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
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
Saved in:
5
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
10
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
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