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~language:"eng"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~subject:"Asset-Backed Securities"
~subject:"Kreditrisiko"
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Asset-Backed Securities
Kreditrisiko
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
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27
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27
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Fabozzi, Frank J.
Rösch, Daniel
33
Scheule, Harald
27
Altman, Edward I.
25
Jarrow, Robert A.
24
Goodman, Laurie Sharon
23
Ongena, Steven
21
Capponi, Agostino
20
Crook, Jonathan N.
20
Wang, Xingchun
20
Gouriéroux, Christian
17
Acharya, Viral V.
16
Brigo, Damiano
16
Ghosh, Saibal
16
Jacobs, Michael <Jr.>
16
Lucas, André
16
Andreeva, Galina
15
Hasan, Iftekhar
15
Saunders, Anthony
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Deng, Yongheng
14
Norden, Lars
14
Adelson, Mark
13
Chi, Guotai
13
Mayordomo, Sergio
13
Monfort, Alain
13
Tang, Dragon Yongjun
13
Turnbull, Stuart M.
13
Van Vuuren, Gary
13
Mues, Christophe
12
Schuermann, Til
12
Ambrose, Brent William
11
Barisitz, Stephan
11
Das, Sanjiv R.
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Jeanblanc, Monique
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
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The journal of fixed income
7
Finance research letters
2
International journal of theoretical and applied finance
2
Journal / The Capco Institute : journal of financial transformation
2
The journal of structured finance
2
Annals of finance
1
Applied financial economics
1
Computational economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of international money and finance
1
The European journal of finance
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The journal of fixed income : JFI
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ECONIS (ZBW)
29
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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
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:
3
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:
4
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:
5
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:
6
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
7
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
8
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
9
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
10
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
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