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~language:"eng"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Christopoulos, Andreas D."
~subject:"Asset-Backed Securities"
~subject:"Optionspreistheorie"
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Asset-Backed Securities
Optionspreistheorie
Theorie
85
Theory
85
Portfolio selection
78
Portfolio-Management
78
USA
39
United States
39
Option pricing theory
35
CAPM
28
Volatility
27
Volatilität
27
Capital income
24
Kapitaleinkommen
24
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24
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24
Credit risk
21
Kreditrisiko
21
Statistical distribution
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Statistische Verteilung
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Asset-backed securities
19
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Article
53
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Article in journal
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53
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25
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25
Collection of articles of several authors
10
Sammelwerk
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English
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Fabozzi, Frank J.
Christopoulos, Andreas D.
Madan, Dilip B.
50
Carr, Peter
45
Kwok, Yue-Kuen
35
Elliott, Robert J.
34
Cui, Zhenyu
31
Wang, Xingchun
31
Takahashi, Akihiko
30
Siu, Tak Kuen
29
Jarrow, Robert A.
28
Schoutens, Wim
28
Zhang, Jin E.
26
Benth, Fred Espen
24
Kim, Young Shin
22
Račev, Svetlozar T.
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Stentoft, Lars
20
Wong, Hoi Ying
20
Joshi, Mark S.
19
Zanette, Antonino
19
Schwartz, Eduardo S.
18
Wu, Liuren
18
Chen, Ren-Raw
17
Glasserman, Paul
17
He, Xin-Jiang
17
Chen, Son-nan
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zagst, Rudi
16
Zhu, Song-Ping
16
Brigo, Damiano
15
Chung, San-lin
15
Eberlein, Ernst
15
Jacobs, Kris
15
Chiarella, Carl
14
Christoffersen, Peter F.
14
Câmara, António
14
Fusai, Gianluca
14
Goodman, Laurie Sharon
14
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The journal of fixed income
8
International journal of theoretical and applied finance
5
Computational economics
3
Finance research letters
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied financial economics
2
European journal of operational research : EJOR
2
The journal of structured finance
2
Applied economics
1
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of financial stability
1
Journal of investment management : JOIM
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of alternative investments : JAI
1
The journal of derivatives : JOD
1
The journal of fixed income : JFI
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ECONIS (ZBW)
53
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1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
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:
3
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
4
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:
5
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
6
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
7
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:
8
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
9
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:
10
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
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