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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Credit risk"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Credit risk
Prognoseverfahren
Theorie
83
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83
Portfolio selection
77
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77
USA
38
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38
Option pricing theory
35
Optionspreistheorie
35
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Fabozzi, Frank J.
Gupta, Rangan
185
Ma, Feng
91
Pierdzioch, Christian
82
Clements, Michael P.
70
Franses, Philip Hans
64
Wang, Yudong
59
Baghestani, Hamid
58
Fildes, Robert
57
Zhang, Yaojie
57
McMillan, David G.
55
Timmermann, Allan
54
Marcellino, Massimiliano
51
Stekler, Herman O.
46
Wohar, Mark E.
45
Petropoulos, Fotios
42
Wang, Shouyang
42
Goodwin, Paul
40
Nikolopoulos, Konstantinos
39
Narayan, Paresh Kumar
38
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Zaremba, Adam
38
Diebold, Francis X.
37
Hendry, David F.
36
Swanson, Norman R.
36
Taylor, James W.
36
Hyndman, Rob J.
35
Liang, Chao
35
Salisu, Afees A.
34
Altman, Edward I.
33
Bratu, Mihaela
33
Koopman, Siem Jan
33
Rösch, Daniel
33
Balcilar, Mehmet
31
Kourentzes, Nikolaos
31
Lahiri, Kajal
31
Pesaran, M. Hashem
31
Armstrong, Jon Scott
30
Kapetanios, George
30
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The journal of fixed income
4
European journal of operational research : EJOR
2
Journal / The Capco Institute : journal of financial transformation
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
Annals of finance
1
Applied financial economics
1
Computational economics
1
Economics letters
1
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1
Insurance / Mathematics & economics
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
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1
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Journal of international money and finance
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ECONIS (ZBW)
32
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1
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
2
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
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
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:
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
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
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:
8
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
9
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:
10
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
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