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~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
Wittenberg, Erich
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264
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263
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The journal of portfolio management : JPM
31
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
11
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
291
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51
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291
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51
Rise of the machines : application of machine learning to mortgage prepayment modeling
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 6-19
Persistent link: https://www.econbiz.de/10012802442
Saved in:
52
Servicer influence on mortgage prepayments
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
1
,
pp. 91-97
Persistent link: https://www.econbiz.de/10014231350
Saved in:
53
Understanding oil price movement : short versus long run using the leapfrog model
Bonaparte, Yosef
;
Fabozzi, Frank J.
;
Koslowsky, David
- In:
The journal of alternative investments : JAI
24
(
2022
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10013350308
Saved in:
54
Why should asset management be interested in new economic thinking?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 276-295
Persistent link: https://www.econbiz.de/10014232163
Saved in:
55
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:
56
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:
57
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:
58
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:
59
Analyzing markets with a large public company : the case of South Korea
Kim, Jang Ho
;
Kang, Taehyeon
;
Yu, Jaeyong
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
7
,
pp. 162-171
Persistent link: https://www.econbiz.de/10012613234
Saved in:
60
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
Saved in:
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