EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search:
Narrow search

Delete all filters | 3 applied filters

Year of publication
Subject
All
Theorie 99 Theory 99 Portfolio selection 92 Portfolio-Management 92 Option pricing theory 45 Optionspreistheorie 45 USA 34 United States 34 Capital income 32 Kapitaleinkommen 32 CAPM 31 Derivat 29 Derivative 29 Statistical distribution 28 Statistische Verteilung 28 Stochastic process 26 Stochastischer Prozess 26 Volatility 26 Volatilität 26 Risikomanagement 23 Risk management 23 Risiko 21 Risk 21 Börsenkurs 20 Credit risk 20 Estimation 20 Kreditrisiko 20 Risikomaß 20 Risikoprämie 20 Risk measure 20 Risk premium 20 Schätzung 20 Share price 20 Yield curve 19 Zinsstruktur 19 Hedging 18 Welt 17 World 17 Anleihe 16 Asset-Backed Securities 16
more ... less ...
Online availability
All
Undetermined 138 Free 8 CC license 3
Type of publication
All
Article 304 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal Aufsatz in Zeitschrift 306 Aufsatz im Buch 145 Book section 145 Collection of articles of several authors 46 Sammelwerk 46 Lehrbuch 33 Textbook 29 Working Paper 26 Handbook 22 Handbuch 22 Aufsatzsammlung 19 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 14 Glossar enthalten 4 Glossary included 4 Bibliographie 3 Einführung 3 Guidebook 2 Interview 2 Mehrbändiges Werk 2 Multi-volume publication 2 Ratgeber 2 research-article 2 Article 1 Bibliografie 1 Enzyklopädie 1 Monografische Reihe 1 Nachschlagewerk 1 Reference book 1 Rezension 1 Series 1 Wörterbuch 1
more ... less ...
Language
All
English
Author
All
Fabozzi, Frank J. Gupta, Rangan 607 Bahmani-Oskooee, Mohsen 459 Nijkamp, Peter 434 Cheng, T. C. E. 386 Gil-Alaña, Luis A. 376 Hassan, M. Kabir 373 Audretsch, David B. 366 Apergēs, Nikolaos 354 Lee, Chien-Chiang 332 Wright, Mike 327 Tiwari, Aviral Kumar 321 Narayan, Paresh Kumar 314 Kraus, Sascha 311 Zhang, Wei 300 Tsionas, Efthymios G. 295 Eichengreen, Barry 293 Hasan, Iftekhar 291 Law, Rob 290 Cebula, Richard J. 287 Lien, Da-hsiang Donald 286 Chan, Kam C. 276 Yang, Yang 275 Smyth, Russell 273 Phillips, Peter C. B. 270 Faff, Robert W. 265 Liu, Yang 264 Vrontis, Demetris 262 Beladi, Hamid 260 Caporale, Guglielmo Maria 260 Creedy, John 253 Kumbhakar, Subal 247 Egger, Peter 245 Frey, Bruno S. 245 Han, Heesup 245 Li, Jing 245 McAleer, Michael 245 Güth, Werner 244 Serletis, Apostolos 244 Wang, Wei 244
more ... less ...
Published in...
All
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 The journal of asset management : a major new, international quarterly journal for the financial community 11 Finance research letters 10 Journal of banking & finance 10 European journal of operational research : EJOR 9 The journal of fixed income : JFI 9 Applied financial economics 7 The journal of derivatives : JOD 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 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 Applied financial economics letters 3 Insurance / Mathematics & economics 3 Journal / The Capco Institute : journal of financial transformation 3 Quantitative finance 3 Review of quantitative finance and accounting 3 The journal of financial research 3 Annals of economics and finance 2 Annals of finance 2 Applied mathematical finance 2 Emerging markets review 2 Energy economics 2 Financial analysts' journal : FAJ 2 Financial markets, institutions & instruments 2 Journal of empirical finance 2 Journal of financial and quantitative analysis : JFQA 2
more ... less ...
Source
All
ECONIS (ZBW) 306
Showing 1 - 10 of 306
Cover Image
A conversation with Don Marcos (aka Marcos López de Prado)
Fabozzi, Frank J. - In: The journal of financial data science 7 (2025) 1, pp. 10-16
Persistent link: https://www.econbiz.de/10015196450
Saved in:
Cover Image
Ethical AI in asset management : frameworks for transparency, compliance, and trust
Chakrabarti, Manish; Fabozzi, Frank J.; Narain, Arpit; … - In: The journal of financial data science 7 (2025) 1, pp. 18-35
Persistent link: https://www.econbiz.de/10015196546
Saved in:
Cover Image
How leadership turnover influences global financial markets
Bonaparte, Yosef; Mikhailitchenko, Andrey; Fabozzi, Frank J. - In: Finance research letters 78 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015416214
Saved in:
Cover Image
Derivative applications to asset allocation and multi-asset management
Cazalet, William; Curtil, Dimitri; Fabozzi, Frank J.; … - In: The journal of asset management : a major new, … 25 (2024) 6, pp. 531-551
Persistent link: https://www.econbiz.de/10015192351
Saved in:
Cover Image
Applications of FX derivatives to portfolio management
Elkamhi, Redouane; Fabozzi, Frank J.; Lee, Jacky S. H.; … - In: The journal of asset management : a major new, … 25 (2024) 6, pp. 600-616
Persistent link: https://www.econbiz.de/10015192369
Saved in:
Cover Image
GPU-Accelerated American option pricing : the case of the Longstaff-Schwartz Monte Carlo model
Li, Leon Xing; Chen, Ren-Raw; Fabozzi, Frank J. - In: The journal of derivatives : JOD 32 (2024) 2, pp. 72-101
Persistent link: https://www.econbiz.de/10015203208
Saved in:
Cover Image
Dynamic asset pricing in a unified Bachelier-Black-Scholes-Erton model
Lindquist, W. Brent; Račev, Svetlozar T.; Gnawali, Jagdish - In: Risks : open access journal 12 (2024) 9, pp. 1-24
We present a unified, market-complete model that integrates both Bachelier and Black- Scholes-Merton frameworks for asset pricing. The model allows for the study, within a unified framework, of asset pricing in a natural world that experiences the possibility of negative security prices or...
Persistent link: https://www.econbiz.de/10015065971
Saved in:
Cover Image
The great LIBOR exodus : analytical implications and SOFR transition challenges
Fabozzi, Frank J.; Molyboga, Marat; Russo, Vincenzo - In: The journal of derivatives : JOD 32 (2024) 1, pp. 64-80
Persistent link: https://www.econbiz.de/10015202601
Saved in:
Cover Image
A rational finance explanation of the stock predictability puzzle
Shirvani, Abootaleb; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Review of financial economics : RFE 42 (2024) 3, pp. 316-327
Persistent link: https://www.econbiz.de/10015149348
Saved in:
Cover Image
An empirical implementation of the shadow riskless rate
Lauria, Davide; Park, Jiho; Hu, Yuan; Lindquist, W. Brent; … - In: Risks : open access journal 12 (2024) 12, pp. 1-19
We address the problem of asset pricing in a market where there are no risky assets. Previous work developed a theoretical model for a shadow riskless rate (SRR) for such a market, based on the drift component of the state-price deflator for that asset universe. Assuming that asset prices are...
Persistent link: https://www.econbiz.de/10015327677
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...