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Credit risk modeling using str...
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Fabozzi, Frank J.
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106
Rachev, Svetlozar T.
73
Kim, Young Shin
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Yaari, Uzi
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14
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14
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13
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12
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The Frank J. Fabozzi series
57
The journal of portfolio management : a publication of Institutional Investor
56
The journal of fixed income
41
The journal of portfolio management : JPM
36
Financial markets and instruments
32
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30
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29
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27
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24
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19
Review of quantitative finance and accounting
19
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14
International journal of theoretical and applied finance
14
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13
European journal of operational research : EJOR
12
Frank J. Fabozzi Ser
12
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12
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12
Finance research letters
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10
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9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
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8
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7
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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
Saved in:
2
Fixed income total return swaps
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2008
Persistent link: https://www.econbiz.de/10003763598
Saved in:
3
Credit risk modeling using reduced-form models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765556
Saved in:
4
Credit derivatives primer
Fabozzi, Frank J.
;
Choudhry, Moorad
;
Anson, Mark J. P.
; …
- In:
The handbook of European structured financial products
,
(pp. 57-76)
.
2004
Persistent link: https://www.econbiz.de/10002010526
Saved in:
5
The handbook of traditional and alternative investment vehicles : investment characteristics and strategies
Anson, Mark J. P.
;
Fabozzi, Frank J.
-
2011
Persistent link: https://www.econbiz.de/10009229885
Saved in:
6
Corporate governance
Anson, Mark J. P.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765147
Saved in:
7
Private equity : risks and opportunities : webinar summary
Fabozzi, Frank J.
(
panelist
);
Anson, Mark J. P.
(
panelist
); …
- In:
The journal of portfolio management : JPM
48
(
2022
)
9
,
pp. 11-23
Persistent link: https://www.econbiz.de/10014232101
Saved in:
8
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
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
9
An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J.
;
Wang, Yi-Chen
;
Yeh, Shih-kuo
;
Chen, …
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1425-1431
Persistent link: https://www.econbiz.de/10003894301
Saved in:
10
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/10008647001
Saved in:
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