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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Asset-Backed Securities"
~subject:"Risk management"
~type_genre:"Article in journal"
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Asset-Backed Securities
Risk management
Theorie
83
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83
Portfolio selection
77
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77
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38
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38
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35
Optionspreistheorie
35
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27
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Fabozzi, Frank J.
Ivanov, Dmitry
44
Dolgui, Alexandre
22
Gatzert, Nadine
21
Hammoudeh, Shawkat
17
McAleer, Michael
17
McConnell, Patrick
17
Sawik, Tadeusz
17
Turvey, Calum Greig
17
Wang, Ruodu
17
Dionne, Georges
16
Eling, Martin
16
Li, Jianping
16
Wagner, Stephan M.
16
Parast, Mahour Mellat
15
Talluri, Srinivas
15
Blackhurst, Jennifer
14
Goodman, Laurie Sharon
14
Liu, Shan
14
Tan, Ken Seng
14
Choi, Tsan-Ming
13
Embrechts, Paul
13
Hussainey, Khaled
13
Li, Johnny Siu-Hang
13
Rösch, Daniel
13
Zhu, Xiaoqian
13
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12
Goodwin, Barry K.
12
Sherris, Michael
12
Wu, Desheng Dash
12
Adelson, Mark
11
Finger, Robert
11
Govindan, Kannan
11
Hoyt, Robert E.
11
Mußhoff, Oliver
11
Olson, David L.
11
Righi, Marcelo Brutti
11
Schuermann, Til
11
Sharma, Satyendra Kumar
11
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11
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The journal of fixed income
5
The journal of fixed income : JFI
2
The journal of portfolio management : JPM
2
The journal of structured finance
2
Applied economics
1
Applied financial economics
1
Applied financial economics letters
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
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1
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1
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1
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1
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1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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ECONIS (ZBW)
31
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31
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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
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
3
Deep learning for modeling the collection rate for third-party buyers
Nazemi, Abdolreza
;
Rezazadeh, Hani
;
Fabozzi, Frank J.
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 240-252
Persistent link: https://www.econbiz.de/10013347762
Saved in:
4
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
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
The ABC's of the alternative risk premium : academic roots
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 405-436
Persistent link: https://www.econbiz.de/10012659814
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
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
9
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
10
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
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