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~person:"Aronsson, Thomas"
~person:"Fabozzi, Frank J."
~person:"Kaplow, Louis"
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Aronsson, Thomas
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581
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ECONIS (ZBW)
860
EconStor
13
RePEc
1
USB Cologne (EcoSocSci)
1
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1
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
2
Measuring and forecasting yield volatility
Fabozzi, Frank J.
;
Lee, Wai
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 187-212)
.
2002
Persistent link: https://www.econbiz.de/10001734175
Saved in:
3
Why measure inequality?
Kaplow, Louis
-
2002
Persistent link: https://www.econbiz.de/10001710071
Saved in:
4
Why measure inequality?
Kaplow, Louis
-
2002
Persistent link: https://www.econbiz.de/10001714896
Saved in:
5
Welfare
measurement
in imperfect markets : a growth theoretical approach
Aronsson, Thomas
;
Löfgren, Karl-Gustaf
;
Backlund, Kenneth
-
2004
Persistent link: https://www.econbiz.de/10001892261
Saved in:
6
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
7
Welfare
measurement
, involuntary unemployment, and heterogeneity
Aronsson, Thomas
- In:
The review of income and wealth : journal of the …
56
(
2010
)
3
,
pp. 559-571
Persistent link: https://www.econbiz.de/10008797734
Saved in:
8
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
9
Why measure inequality?
Kaplow, Louis
- In:
Journal of economic inequality
3
(
2005
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10003072564
Saved in:
10
Measuring interest-rate risk
Fabozzi, Frank J.
;
Buetow, Gerald W.
;
Johnson, Robert R.
- In:
The handbook of fixed income securities
,
(pp. 183-226)
.
2005
Persistent link: https://www.econbiz.de/10003054210
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