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Journal of empirical finance
The Frank J. Fabozzi series
56
The journal of portfolio management : a publication of Institutional Investor
48
The journal of fixed income
41
The journal of portfolio management : JPM
34
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Valuation, financial modeling, and quantitative tools
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The handbook of fixed income securities
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The theory and practice of investment management
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Review of quantitative finance and accounting
18
International journal of theoretical and applied finance
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Applied economics
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Applied financial economics
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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 fixed income : JFI
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Frank J. Fabozzi series
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Journal of Financial and Quantitative Analysis
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The journal of asset management : a major new, international quarterly journal for the financial community
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Pricing the term structure of inflation risk premia : theory and evidence from TIPS
Chen, Ren-Raw
;
Liu, Bo
;
Cheng, Xiaolin
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 702-721
Persistent link: https://www.econbiz.de/10009267256
Saved in:
2
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
3
Pricing the term structure of inflation risk premia: Theory and evidence from TIPS
Chen, Ren-Raw
;
Liu, Bo
;
Cheng, Xiaolin
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 702-722
Persistent link: https://www.econbiz.de/10008436079
Saved in:
4
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10008172663
Saved in:
5
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10008896132
Saved in:
6
Risk management and dynamic portfolio selection with stable Paretian distributions
Ortobelli, Sergio
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10008387161
Saved in:
7
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
8
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
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