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~language:"eng"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~isPartOf:"Annals of finance"
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2003
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Aktienmarkt
1
Basel Accord
1
Basel III rules
1
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1
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1
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Article in journal
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Fabozzi, Frank J.
Madan, Dilip B.
12
Tsomocos, Dimitrios P.
9
Viens, Frederi G.
8
Elliott, Robert J.
7
D'Amico, Guglielmo
5
Evstigneev, Igor V.
5
Fernholz, Robert
5
Goodhart, Charles A. E.
5
Leung, Tim
5
Bagnoli, Mark Edward
4
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4
Karatzas, Ioannis
4
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Siu, Tak Kuen
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Chan, Leunglung
3
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3
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3
Torricelli, Costanza
3
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3
Villamil, Anne Patricia
3
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3
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2
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2
Angoshtari, Bahman
2
Arya, Anil
2
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Annals of finance
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
Journal of banking & finance
10
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
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3
Insurance / Mathematics & economics
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Journal / The Capco Institute : journal of financial transformation
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Review of quantitative finance and accounting
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The journal of financial research
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Annals of economics and finance
2
Applied mathematical finance
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Emerging markets review
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Energy economics
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Financial analysts' journal : FAJ
2
Financial markets, institutions & instruments
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of pension economics and finance
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ECONIS (ZBW)
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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:
2
Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
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