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Portfolio volatility spillover
Konstantinov, Gueorgui; Fabozzi, Frank J. - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
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Network models in finance : expanding the tools for portfolio and risk management
Konstantinov, Gueorgui; Fabozzi, Frank J. - 2025
"*Network Models in Finance: Expanding the Tools for Portfolio and Risk Management* explores the application of network theory to asset management, emphasizing how network-based methodologies can enhance portfolio and risk management. The book integrates quantitative modeling, causal...
Persistent link: https://www.econbiz.de/10015127038
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Bonds : investment features and risks
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003763518
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Credit risk
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765534
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Capital markets : institutions, instruments, and risk management
Fabozzi, Frank J. - 2025 - Sixth edition
Persistent link: https://www.econbiz.de/10015156730
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Accessing capital markets through securitization
Fabozzi, Frank J. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001619603
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Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001764463
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Credit derivatives : instruments, applications, and pricing
Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; … - 2004
Persistent link: https://www.econbiz.de/10001783706
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Multi-factor equity risk models
Fabozzi, Frank J.; Jones, Frank Joseph; Vardharaj, Raman - In: The theory and practice of investment management, (pp. 343-372). 2002
Persistent link: https://www.econbiz.de/10001730001
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Hedging interest-rate risk with term-structure factor models
Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005
Persistent link: https://www.econbiz.de/10003055173