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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Estimation
Kapitaleinkommen
Theorie
83
Theory
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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Fabozzi, Frank J.
Gupta, Rangan
235
Bahmani-Oskooee, Mohsen
157
Gil-Alaña, Luis A.
139
Narayan, Paresh Kumar
113
Caporale, Guglielmo Maria
112
Wohar, Mark E.
111
Chang, Tsangyao
103
Tiwari, Aviral Kumar
100
Zaremba, Adam
98
Apergēs, Nikolaos
90
McMillan, David G.
80
Lee, Chien-chiang
71
Faff, Robert W.
67
Bouri, Elie
65
Pierdzioch, Christian
65
Balcilar, Mehmet
61
Belke, Ansgar
61
Shahbaz, Muhammad
61
Xuan Vinh Vo
61
Hammoudeh, Shawkat
60
Moosa, Imad A.
59
Brooks, Robert
58
Ma, Feng
57
Kumbhakar, Subal
56
Su, Chi-Wei
55
Kutan, Ali Mustafa
53
Wagner, Joachim
50
McAleer, Michael
49
Serletis, Apostolos
49
Egger, Peter
48
Wang, Yudong
48
Demirer, Rıza
47
Herwartz, Helmut
47
Hsing, Yu
47
Bali, Turan G.
46
Salisu, Afees A.
45
Shahzad, Syed Jawad Hussain
45
Zhang, Wei
44
Cakici, Nusret
43
Chiang, Thomas C.
43
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Applied financial economics
3
The journal of fixed income
3
The journal of portfolio management : a publication of Institutional Investor
3
International review of financial analysis
2
Review of quantitative finance and accounting
2
Annals of operations research
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
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1
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1
Journal of international money and 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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ECONIS (ZBW)
37
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37
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1
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:
2
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
3
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
Saved in:
4
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
5
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
6
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:
7
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
8
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
9
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:
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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