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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Optionspreistheorie"
~subject:"Theorie"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Optionspreistheorie
Theorie
Theory
82
Portfolio selection
75
Portfolio-Management
75
USA
37
United States
37
Option pricing theory
35
CAPM
27
Volatility
26
Volatilität
26
Capital income
24
Kapitaleinkommen
24
Stochastic process
24
Stochastischer Prozess
24
Statistical distribution
21
Statistische Verteilung
21
Estimation
20
Schätzung
20
Credit risk
18
Derivat
18
Derivative
18
Kreditrisiko
18
Risikoprämie
18
Risk premium
18
Risikomaß
17
Risk management
17
Risk measure
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16
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15
Prognoseverfahren
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Welt
15
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15
Asset-Backed Securities
14
Asset-backed securities
14
Börsenkurs
14
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14
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13
ARCH-Modell
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Article in journal
Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
115
Aufsatz im Buch
62
Book section
62
Rezension
1
Language
All
English
Author
All
Fabozzi, Frank J.
Beladi, Hamid
162
Creedy, John
142
Pestieau, Pierre
142
Güth, Werner
141
Lai, Ching-chong
140
Phillips, Peter C. B.
140
Nijkamp, Peter
124
Turnovsky, Stephen J.
123
Marjit, Sugata
120
Jarrow, Robert A.
116
Thisse, Jacques-François
116
Färe, Rolf
115
Mukherjee, Arijit
115
Tirole, Jean
115
Cremer, Helmuth
114
Long, Ngo Van
112
Acemoglu, Daron
111
Lambertini, Luca
109
Laporte, Gilbert
106
Cheng, T. C. E.
103
Madan, Dilip B.
103
Tsionas, Efthymios G.
102
Miceli, Thomas J.
98
Broll, Udo
97
Devereux, Michael B.
97
Gersbach, Hans
97
Shogren, Jason F.
97
Kumbhakar, Subal
96
Quiggin, John C.
96
Stiglitz, Joseph E.
95
Lien, Da-hsiang Donald
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Frey, Bruno S.
92
Laffont, Jean-Jacques
92
Franses, Philip Hans
91
Gupta, Rangan
91
Bossert, Walter
90
Andersen, Torben M.
89
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International journal of theoretical and applied finance
11
The journal of fixed income
8
Journal of banking & finance
7
Computational economics
6
Applied economics
5
European journal of operational research : EJOR
5
The journal of portfolio management : a publication of Institutional Investor
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Annals of operations research
3
Economics letters
3
Journal of economic dynamics & control
3
Review of quantitative finance and accounting
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of portfolio management : JPM
3
Applied financial economics
2
Applied financial economics letters
2
Finance research letters
2
International review of financial analysis
2
The journal of derivatives : JOD
2
Advances in futures and options research : a research annual
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Econometric reviews
1
Econometric theory
1
Energy economics
1
Financial analysts' journal : FAJ
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of post-Keynesian economics : JPKE
1
Journal of risk and financial management : JRFM
1
Journal of statistical and econometric methods
1
Mathematical methods of operations research
1
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ECONIS (ZBW)
115
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
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:
3
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:
4
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
5
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
6
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
7
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:
8
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:
9
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
10
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
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