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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Derivat"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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Derivat
Risikoprämie
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83
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83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
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35
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27
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26
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26
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24
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24
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Fabozzi, Frank J.
Lien, Da-hsiang Donald
48
Benth, Fred Espen
31
Jarrow, Robert A.
29
Zaremba, Adam
26
Gupta, Rangan
21
Kit, Pong Wong
21
Batten, Jonathan A.
20
Carr, Peter
20
Hull, John
20
Zhang, Jin E.
19
Irwin, Scott H.
18
Prokopczuk, Marcel
18
Ryu, Doojin
18
Subrahmanyam, Marti G.
18
Wang, Xingchun
18
Faff, Robert W.
17
García, Philip
17
Jacobs, Kris
17
Longstaff, Francis A.
17
Webb, Robert I.
17
Almeida, Caio
16
Rubio, Gonzalo
16
Zhou, Hao
16
Bekaert, Geert
15
Brigo, Damiano
15
Gouriéroux, Christian
15
Kang, Jangkoo
15
Sarno, Lucio
15
White, Alan
15
Wohar, Mark E.
15
Wolff, Christiaan Cornelis Petrus
15
Brooks, Robert
14
Lustig, Hanno
14
Miffre, Joëlle
14
Whaley, Robert E.
14
Bali, Turan G.
13
Bansal, Ravi
13
Frino, Alex
13
Fung, Hung-gay
13
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The journal of asset management : a major new, international quarterly journal for the financial community
3
The journal of fixed income
3
Applied economics
2
Applied financial economics
2
European financial management : the journal of the European Financial Management Association
2
Finance research letters
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
Computational economics
1
Economics letters
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of fixed income : JFI
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The journal of trading
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ECONIS (ZBW)
36
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36
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1
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
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
The data dilemma in alternative risk premium : why is a benchmark so elusive?
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
5
,
pp. 219-265
Persistent link: https://www.econbiz.de/10013176847
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
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
6
Workhorse or Trojan horse? : the alternative risk premium conundrum in multi-asset portfolios
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 147-182
Persistent link: https://www.econbiz.de/10013175533
Saved in:
7
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:
8
The ABC's of the ARP : understanding alternative risk premium
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 391-404
Persistent link: https://www.econbiz.de/10012659812
Saved in:
9
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:
10
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
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