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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~subject:"Asset-Backed Securities"
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Asset-Backed Securities
Kreditrisiko
Theorie
211
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211
Portfolio selection
125
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125
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82
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82
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65
Option pricing theory
59
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Fabozzi, Frank J.
Jarrow, Robert A.
Rösch, Daniel
35
Scheule, Harald
27
Altman, Edward I.
25
Goodman, Laurie Sharon
24
Ongena, Steven
21
Capponi, Agostino
20
Crook, Jonathan N.
20
Wang, Xingchun
20
Brigo, Damiano
17
Gouriéroux, Christian
17
Acharya, Viral V.
16
Ghosh, Saibal
16
Hasan, Iftekhar
16
Jacobs, Michael <Jr.>
16
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16
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15
Norden, Lars
15
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Thomas, Lyn C.
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Chi, Guotai
14
Deng, Yongheng
14
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14
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13
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13
Tang, Dragon Yongjun
13
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13
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13
Mues, Christophe
12
Schuermann, Til
12
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11
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11
Das, Sanjiv R.
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Jeanblanc, Monique
11
Kanno, Masayasu
11
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11
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Frank J. Fabozzi Associates <New Hope, Pa.>
6
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The journal of fixed income
10
Finance research letters
3
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Journal / The Capco Institute : journal of financial transformation
2
Journal of empirical finance
2
Journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The journal of portfolio management : a publication of Institutional Investor
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
64
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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
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
10
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
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