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Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Economics letters 103 (2009) 1, pp. 45-48
Persistent link: https://www.econbiz.de/10003838955
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Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Economics letters 145 (2016), pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
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Is food consumption a good proxy for nondurable consumption?
Bonaparte, Yosef; Fabozzi, Frank J. - In: Economics letters 111 (2011) 2, pp. 110-112
Persistent link: https://www.econbiz.de/10009242403
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Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; … - In: Economics letters 122 (2014) 2, pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
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Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet; Fabozzi, Frank J.; Eraslan, Veysel - In: Economics letters 161 (2017), pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
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Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J. - In: Economics letters 103 (2009) 1, pp. 45-49
Persistent link: https://www.econbiz.de/10008892200
Cover Image
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J. - In: Economics letters 103 (2009) 1, pp. 45-48
Persistent link: https://www.econbiz.de/10008231978
Cover Image
Is food consumption a good proxy for nondurable consumption?
Bonaparte, Yosef; Fabozzi, Frank J. - In: Economics letters 111 (2011) 2, pp. 110-113
Persistent link: https://www.econbiz.de/10008931518