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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Börsenkurs"
~subject:"Credit risk"
~type_genre:"Article in journal"
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Börsenkurs
Credit risk
Theorie
83
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83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
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27
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27
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27
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24
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24
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21
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Fabozzi, Frank J.
Gupta, Rangan
119
Narayan, Paresh Kumar
73
Zaremba, Adam
60
Ryu, Doojin
59
McMillan, David G.
56
Wohar, Mark E.
56
Madura, Jeff
50
Tiwari, Aviral Kumar
48
Ma, Feng
47
Faff, Robert W.
46
Caporale, Guglielmo Maria
45
Hammoudeh, Shawkat
45
Hassan, M. Kabir
40
Zhang, Wei
39
Apergēs, Nikolaos
38
Jarrow, Robert A.
38
Gil-Alaña, Luis A.
37
Bouri, Elie
36
Kim, Jeong-bon
35
Wu, Chunchi
35
Xiong, Xiong
35
Chan, Kam C.
34
Chiang, Thomas C.
34
Pierdzioch, Christian
34
Blau, Benjamin
33
Brooks, Robert
32
Schiereck, Dirk
32
Xuan Vinh Vo
32
Rösch, Daniel
31
Salisu, Afees A.
31
Corbet, Shaen
30
Ngo, Thanh
30
Nguyen, Duc Khuong
30
Shahzad, Syed Jawad Hussain
30
Hasan, Iftekhar
29
Subrahmanyam, Avanidhar
29
Balcilar, Mehmet
28
Cakici, Nusret
28
Demirer, Rıza
28
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The journal of fixed income
3
The journal of portfolio management : a publication of Institutional Investor
3
Applied financial economics
2
Finance research letters
2
Journal / The Capco Institute : journal of financial transformation
2
Annals of finance
1
Applied economics letters
1
Computational economics
1
Emerging markets review
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
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
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ECONIS (ZBW)
32
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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
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
3
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:
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
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:
6
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
7
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:
8
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
Saved in:
9
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
10
Sin stocks revisited : resolving the sin stock anomaly
Blitz, David
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10011877535
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