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Fabozzi, Frank J.
101
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26
Rachev, Svetlozar T.
23
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11
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9
Goodman, Laurie S.
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The journal of portfolio management : a publication of Institutional Investor
19
The journal of fixed income
13
Journal of banking & finance
8
Review of quantitative finance and accounting
6
The journal of finance : the journal of the American Finance Association
6
Annals of operations research
5
Applied financial economics
5
Financial analysts' journal : FAJ
4
Insurance / Mathematics & economics
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
The journal of structured finance
4
Economics letters
3
Energy economics
3
Journal / The Capco Institute : journal of financial transformation
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
European financial management : the journal of the European Financial Management Association
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
Review of derivatives research
2
The journal of futures markets
2
The journal of real estate finance and economics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Institutional investor
1
Institutional investor / International edition
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International review of financial analysis
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Journal of business finance & accounting : JBFA
1
Journal of economics and business
1
Journal of international money and finance
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Operations research : the journal of the Operations Research Society of America
1
Operations research letters
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Risk : managing risk in the world's financial markets
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The journal of credit risk : published quarterly by Incisive Media
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BASE
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An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10007981038
Saved in:
2
Tests of the performance of structural models in bankruptcy prediction
Fabozzi, Frank J.
;
Chen, Ren-raw
;
Hu, Shing-yang
;
Pan, …
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
2
,
pp. 37-78
Persistent link: https://www.econbiz.de/10009932487
Saved in:
3
SOURCES OF CREDIT RISK: Evidence from Credit Default Swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Pan, Ging-Ging
; …
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10007609693
Saved in:
4
Pricing and quality option in Japanese government bond futures
Lin, B.-H.
;
Chen, R.-R.
;
Chou, J.-H.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10007688765
Saved in:
5
Pricing Interest Rate Futures Options with Futures-Style Margining
Chen, Ren-Raw
;
Scott, Louis
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10006869699
Saved in:
6
The Valuation of Default-Triggered Credit Derivatives
Chen, Ren-Raw
;
Sopranzetti, Ben J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10006694525
Saved in:
7
Option Pricing in a Multi-Asset, Complete Market Economy
Chen, Ren-Raw
;
Chung, San-Lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10006695090
Saved in:
8
Analytical Upper Bounds for American Option Prices
Chen, Ren-Raw
;
Yeh, Shih-Kuo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10006695844
Saved in:
9
A Universal Lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10005962190
Saved in:
10
CORPORATE CREDIT DEFAULT SWAP LIQUIDITY AND ITS IMPLICATIONS FOR CORPORATE BOND SPREADS
Chen, Ren-Raw
;
Fabozzi, Frank J
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10008711134
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