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Year of publication
Subject
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USA 92 United States 92 Theorie 72 Theory 72 Portfolio selection 40 Portfolio-Management 39 Option pricing theory 21 Optionspreistheorie 21 Volatility 19 Volatilität 19 Capital income 16 Estimation 16 Kapitaleinkommen 16 Schätzung 16 Credit risk 15 CAPM 14 Kreditrisiko 14 Stochastic process 14 Stochastischer Prozess 14 ARCH model 13 ARCH-Modell 13 Asset-Backed Securities 10 Asset-backed securities 10 Credit derivative 10 Derivat 10 Derivative 10 Hedging 10 Kreditderivat 10 Risikomaß 10 Risk measure 10 Yield curve 10 Zinsstruktur 10 Börsenkurs 9 Share price 9 Statistical distribution 9 Statistische Verteilung 9 Aktienmarkt 8 Stock market 8 ARMA model 7 ARMA-Modell 7
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Online availability
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Undetermined 49 Free 2
Type of publication
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Article 204 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal Aufsatz in Zeitschrift 206 Aufsatz im Buch 142 Book section 142 Collection of articles of several authors 46 Sammelwerk 46 Lehrbuch 30 Working Paper 24 Handbook 19 Handbuch 19 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 13 Aufsatzsammlung 10 Glossar enthalten 4 Glossary included 4 Bibliographie 3 Einführung 2 Guidebook 2 Mehrbändiges Werk 2 Multi-volume publication 2 Ratgeber 2 Bibliografie 1 Commentary 1 Enzyklopädie 1 Kommentar 1 Monografische Reihe 1 Nachschlagewerk 1 Reference book 1 Rezension 1 Series 1 Wörterbuch 1
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Language
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English
Author
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Fabozzi, Frank J. Bahmani-Oskooee, Mohsen 404 Gupta, Rangan 382 Nijkamp, Peter 375 Wright, Mike 301 Gil-Alaña, Luis A. 287 Audretsch, David B. 265 Cebula, Richard J. 262 Apergēs, Nikolaos 259 Cheng, T. C. E. 259 Narayan, Paresh Kumar 249 Eichengreen, Barry 242 Creedy, John 238 Frey, Bruno S. 233 Faff, Robert W. 229 Güth, Werner 227 Phillips, Peter C. B. 226 Beladi, Hamid 225 McAleer, Michael 225 Lien, Da-hsiang Donald 217 Stiglitz, Joseph E. 217 Law, Rob 211 Moosa, Imad A. 210 Smyth, Russell 209 Egger, Peter 207 Haan, Jakob de 206 Tsionas, Efthymios G. 205 Hassan, M. Kabir 204 Hasan, Iftekhar 203 List, John A. 201 Serletis, Apostolos 201 Taylor, Mark P. 200 Williams, Colin C. 200 Kumbhakar, Subal 199 Caporale, Guglielmo Maria 198 Barros, Carlos Pestana 194 Acemoglu, Daron 192 Arestis, Philip 192 Laporte, Gilbert 192 Chang, Tsangyao 190
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Published in...
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The journal of portfolio management : a publication of Institutional Investor 29 The journal of fixed income 20 International journal of theoretical and applied finance 11 Journal of banking & finance 10 Applied economics 9 European journal of operational research : EJOR 8 Finance research letters 7 International review of financial analysis 6 Applied financial economics 5 Economics letters 5 The journal of derivatives : the official publication of the International Association of Financial Engineers 5 Computational economics 4 European financial management : the journal of the European Financial Management Association 4 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 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 Insurance / Mathematics & economics 3 Journal / The Capco Institute : journal of financial transformation 3 Journal of economic dynamics & control 3 Journal of international money and finance 3 The journal of financial research 3 Annals of economics and finance 2 Applied financial economics letters 2 Applied mathematical finance 2 Energy economics 2 Financial analysts' journal : FAJ 2 Journal of empirical finance 2 Journal of financial and quantitative analysis : JFQA 2 Journal of pension economics and finance 2 Mathematical methods of operations research 2 The European journal of finance 2 Annals of finance 1 Econometric theory 1 Emerging markets review 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 International journal of finance & economics : IJFE 1 Journal of economics & business 1
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Source
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ECONIS (ZBW) 206
Showing 1 - 10 of 206
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Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui S.; Fabozzi, Frank J. - In: The journal of fixed income : JFI 30 (2021) 3, pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
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Birth order and portfolio choice
Bonaparte, Yosef; Fabozzi, Frank J.; Koslowsky, David - In: Applied economics 52 (2020) 7, pp. 694-709
Persistent link: https://www.econbiz.de/10012197458
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Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.; Kynigakis, Iason; Panopulu, Aikaterinē - In: The journal of real estate finance and economics 60 (2020) 4, pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
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Option pricing incorporating factor dynamics in complete markets
Hu, Yuan; Shirvani, Abootaleb; Lindquist, W. Brent; … - In: Journal of risk and financial management : JRFM 13 (2020) 12/321, pp. 1-33
Using the Donsker-Prokhorov invariance principle, we extend the Kim-Stoyanov-Rachev-Fabozzi option pricing model to allow for variably-spaced trading instances, an important consideration for short-sellers of options. Applying the Cherny-Shiryaev-Yor invariance principles, we formulate a new...
Persistent link: https://www.econbiz.de/10012403907
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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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Cashing in on innovation : a taxonomy on FinTech
Imerman, Michael B.; Fabozzi, Frank J. - In: The journal of asset management 21 (2020) 3, pp. 167-177
Persistent link: https://www.econbiz.de/10012292760
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Special issue on multi-asset strategies : introduction
Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 1-2
Persistent link: https://www.econbiz.de/10012016848
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Special issue: Multi-asset strategies
Fabozzi, Frank J. (ed.) - 2019
Persistent link: https://www.econbiz.de/10012016852
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Effectiveness of developed and emerging market FX options in active currency risk management
Vohra, Suprita; Fabozzi, Frank J. - In: Journal of international money and finance 96 (2019), pp. 130-146
Persistent link: https://www.econbiz.de/10012139636
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Pricing derivatives in hermite markets
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Mittnik, Stefan - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
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