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Year of publication
Subject
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Theorie 83 Theory 83 Portfolio selection 78 Portfolio-Management 78 USA 39 United States 39 Option pricing theory 35 Optionspreistheorie 35 CAPM 27 Volatility 27 Volatilität 27 Capital income 24 Kapitaleinkommen 24 Stochastic process 24 Stochastischer Prozess 24 Statistical distribution 21 Statistische Verteilung 21 Estimation 20 Schätzung 20 Credit risk 19 Kreditrisiko 19 Derivat 18 Derivative 18 Risikoprämie 18 Risk premium 18 Risikomaß 17 Risk management 17 Risk measure 17 Welt 17 World 17 Risikomanagement 16 Forecasting model 15 Prognoseverfahren 15 Asset-Backed Securities 14 Asset-backed securities 14 Börsenkurs 14 Share price 14 Yield curve 14 Zinsstruktur 14 ARCH model 13
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Online availability
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Undetermined 128 Free 6
Type of publication
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Article 289 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal Aufsatz in Zeitschrift 294 Aufsatz im Buch 145 Book section 145 Collection of articles of several authors 46 Sammelwerk 46 Lehrbuch 31 Textbook 28 Working Paper 26 Handbook 22 Handbuch 22 Aufsatzsammlung 19 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 14 Glossar enthalten 4 Glossary included 4 Bibliographie 3 Einführung 3 Guidebook 2 Interview 2 Mehrbändiges Werk 2 Multi-volume publication 2 Ratgeber 2 Article 1 Bibliografie 1 Enzyklopädie 1 Monografische Reihe 1 Nachschlagewerk 1 Reference book 1 Rezension 1 Series 1 Wörterbuch 1 research-article 1
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Language
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English
Author
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Fabozzi, Frank J. Gupta, Rangan 580 Bahmani-Oskooee, Mohsen 454 Nijkamp, Peter 427 Gil-Alaña, Luis A. 359 Cheng, T. C. E. 356 Audretsch, David B. 351 Hassan, M. Kabir 349 Apergēs, Nikolaos 340 Wright, Mike 326 Narayan, Paresh Kumar 309 Lee, Chien-chiang 306 Tiwari, Aviral Kumar 304 Tsionas, Efthymios G. 292 Cebula, Richard J. 286 Eichengreen, Barry 286 Kraus, Sascha 284 Hasan, Iftekhar 281 Lien, Da-hsiang Donald 274 Zhang, Wei 271 Smyth, Russell 267 Chan, Kam C. 263 Phillips, Peter C. B. 262 Faff, Robert W. 261 Creedy, John 251 Beladi, Hamid 249 Caporale, Guglielmo Maria 248 McAleer, Michael 245 Kumbhakar, Subal 243 Frey, Bruno S. 242 Güth, Werner 242 Stiglitz, Joseph E. 239 Yang, Yang 237 Egger, Peter 236 Serletis, Apostolos 235 Wohar, Mark E. 235 Haan, Jakob de 234 Shahbaz, Muhammad 234 Vrontis, Demetris 232 List, John A. 226
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Published in...
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The journal of portfolio management : JPM 34 The journal of portfolio management : a publication of Institutional Investor 29 The journal of fixed income 21 International journal of theoretical and applied finance 12 Applied economics 11 Journal of banking & finance 10 European journal of operational research : EJOR 9 Finance research letters 9 The journal of fixed income : JFI 9 Applied financial economics 7 Computational economics 6 International review of financial analysis 6 Economics letters 5 Journal of international money and finance 5 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 5 The journal of asset management : a major new, international quarterly journal for the financial community 5 The journal of derivatives : JOD 5 The journal of derivatives : the official publication of the International Association of Financial Engineers 5 European financial management : the journal of the European Financial Management Association 4 Journal of economic dynamics & control 4 The journal of asset management 4 The journal of structured finance 4 Advances in futures and options research : a research annual 3 Annals of operations research 3 Applied economics letters 3 Applied financial economics letters 3 Insurance / Mathematics & economics 3 Journal / The Capco Institute : journal of financial transformation 3 Review of quantitative finance and accounting 3 The journal of financial research 3 Annals of economics and finance 2 Annals of finance 2 Applied mathematical finance 2 Emerging markets review 2 Energy economics 2 Financial analysts' journal : FAJ 2 Financial markets, institutions & instruments 2 Journal of empirical finance 2 Journal of financial and quantitative analysis : JFQA 2 Journal of pension economics and finance 2
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Source
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ECONIS (ZBW) 294
Showing 1 - 10 of 294
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The gender wage gap and its effect on women's entrepreneurship
Bonaparte, Yosef; Fabozzi, Frank J.; Koslowsky, David; … - In: Applied economics 56 (2024) 38, pp. 4563-4575
Persistent link: https://www.econbiz.de/10014560356
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Those who learn from history are doomed to repeat it
Fabozzi, Frank J.; Chen, K. C.; Ma, K. C.; Rao, Ramesh P. - In: The journal of behavioral finance : a publication of … 25 (2024) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10014566462
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Creditor protection and credit ratings in the US RMBS market
Breemen, Vivian van; Fabozzi, Frank J.; Nawas, Mike; … - In: Financial markets, institutions & instruments 33 (2024) 3, pp. 267-292
Persistent link: https://www.econbiz.de/10014634627
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How do alternatives to LIBOR measure up?
Sabry, Faten; Fabozzi, Frank J.; Roya, Ramisa - In: The journal of fixed income : JFI 33 (2023) 4, pp. 45-62
Persistent link: https://www.econbiz.de/10014534071
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The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.; Bonaparte, Yosef; Fabozzi, Frank J. - In: International review of economics & finance : IREF 93 (2024) 1, pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
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Heterogeneous trading behaviors of individual investors : a deep clustering approach
Hwang, Yoontae; Park, Junpyo; Kim, Jang Ho; Lee, Yongjae; … - In: Finance research letters 65 (2024), pp. 1-11
While individual investors may have more diverse preferences and trading behavior than institutional investors due to their lack of professional education, many studies tend to lump individual investors together or classify them by socio-demographic characteristics. We conducted an empirical...
Persistent link: https://www.econbiz.de/10014552073
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What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.; Huang, Dashan; Jiang, Fuwei; Wang, Jiexun - In: Journal of international money and finance 140 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
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A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.; Fabozzi, Francesco A.; Tunaru, Diana - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
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Editor's introduction for 2023 special issue on factor investing
Fabozzi, Frank J. - In: The journal of portfolio management : JPM 49 (2023) 2, pp. 1-3
Persistent link: https://www.econbiz.de/10014232184
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Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J. - In: The journal of portfolio management : JPM 49 (2023) 4, pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
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