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~language:"eng"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~isPartOf:"Journal of empirical finance"
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Credit derivative
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Fabozzi, Frank J.
Baillie, Richard
7
Hasan, Iftekhar
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Lehnert, Thorsten
7
Rhee, S. Ghon
7
Wang, Yudong
7
Dionne, Georges
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Journal of empirical finance
The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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International journal of theoretical and applied 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 : the official publication of the International Association of Financial Engineers
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Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
2
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
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