//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Yield curve"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Using the Black and Litterman...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
24
Theory
24
Portfolio selection
19
Portfolio-Management
19
Credit risk
10
Kreditrisiko
10
Credit derivative
9
Kreditderivat
9
Risiko
9
Risikomaß
9
Risk
9
Risk measure
9
EU countries
8
EU-Staaten
8
Capital income
7
Estimation theory
7
Kapitaleinkommen
7
Schätztheorie
7
Statistical distribution
7
Statistische Verteilung
7
Bank risk
6
Bankrisiko
6
Zinsstruktur
6
Anleihe
5
Bank
5
Bond
5
Estimation
5
Measurement
5
Messung
5
Schätzung
5
Systemic risk
5
Systemrisiko
5
Time series analysis
5
Zeitreihenanalyse
5
Italien
4
Italy
4
Mortality
4
Sterblichkeit
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
6
Author
All
Giacometti, Rosella
6
Fabozzi, Frank J.
5
Tsuchida, Naoshi
3
Russo, Vincenzo
2
Frey, Robert J.
1
Kim, Young Shin
1
Nuzzo, Carmen
1
Ortobelli, Sergio
1
Račev, Svetlozar T.
1
more ...
less ...
Published in...
All
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
IMES discussion paper series / Englische Ausgabe
1
Insurance / Mathematics & economics
1
Journal of international money and finance
1
Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus
1
The journal of fixed income
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Embedded option pricing on interest-rate sensitive securities in the Italian market
Giacometti, Rosella
- In:
Operations research models in quantitative finance : …
,
(pp. 210-234)
.
1994
Persistent link: https://www.econbiz.de/10001315470
Saved in:
2
Calibrating affine stochastic mortality models using term assurance premiums
Russo, Vincenzo
;
Giacometti, Rosella
;
Ortobelli, Sergio
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10009157445
Saved in:
3
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
4
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
5
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
6
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->