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~isPartOf:"International review of financial analysis"
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International review of financial analysis
The Frank J. Fabozzi series
57
The journal of portfolio management : a publication of Institutional Investor
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The journal of portfolio management : JPM
36
Journal of international money and finance
35
Journal of banking & finance
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Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
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Financial markets and instruments
25
The theory and practice of investment management
22
Discussion paper / Centre for Economic Policy Research
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Economisch statistische berichten : ESB
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Applied economics
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Applied financial economics
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Journal of International Money and Finance
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Journal of empirical finance
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International journal of theoretical and applied finance
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Finance research letters
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Journal of Banking & Finance
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ERIM report series research in management
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European journal of operational research : EJOR
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Frank J. Fabozzi Ser
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The journal of finance : the journal of the American Finance Association
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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European financial management : the journal of the European Financial Management Association
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Frank J. Fabozzi series
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Quantitative Finance
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The journal of asset management : a major new, international quarterly journal for the financial community
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CEPR Discussion Papers
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Economics letters
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KIT Working Paper Series in Economics
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Working paper series in economics
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Financial analysts' journal : FAJ
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Social media information diffusion and excess stock returns co-movement
Chen, Zhang-HangJian
;
Wu, Wang-Long
;
Li, Sai-Ping
;
Bao, Kun
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014447039
Saved in:
2
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
3
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
4
Trade the tweet : social media text mining and sparse matrix factorization for stock market prediction
Sun, Andrew
;
Lachanski, Michael
;
Fabozzi, Frank J.
- In:
International review of financial analysis
48
(
2016
),
pp. 272-281
Persistent link: https://www.econbiz.de/10011624520
Saved in:
5
Focusing on the worst state for robust investing
Kim, Woo Chang
;
Kim, Jang Ho
;
Mulvey, John M.
;
Fabozzi, …
- In:
International review of financial analysis
39
(
2015
),
pp. 19-31
Persistent link: https://www.econbiz.de/10011573045
Saved in:
6
Hedge fund allocation : evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
International review of financial analysis
45
(
2016
),
pp. 189-201
Persistent link: https://www.econbiz.de/10011581970
Saved in:
7
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
8
The role of jump dynamics in the risk–return relationship
Arshanapalli, Bala
;
Fabozzi, Frank J.
;
Nelson, William
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010168923
Saved in:
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