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Person
ISNI: 
0000 0001 2135 7840
Name: 
Fabozzi, F. J.
Fabozzi, Frank
Fabozzi, Frank J.
Fabozzi, Frank Joseph,
Frank J. Fabozzi
Frank J. Fabozzi (Economist)
Фабоцци, Фрэнк Дж
ファボツィ, フランク・J
ファボッツィ, フランク J
Dates: 
1948-
Creation class: 
article
Computer file
cre
Language material
Text
txt
Creation role: 
author
contributor
copyright holder
editor
redactor
writer of accompanying material
Related names: 
Albota, George
Arshanapalli, Bala
Bachner, Alfred W.
Bertocchi, Marida
Bianchi, Michele
Bianchi, Michele Leonardo
Bonaparte, Yosef
Briley, James E
Chen, Ren-Raw
Cheng, Xiaolin
Choi, Jongmoo Jay
Choudhry, Moorad
City University of New York
Coggin, T Daniel
Coggin, T. Daniel
Collins, Bruce
d'Ouville, Edmond
ebrary, Inc
École des Hautes Études Commerciales du Nord (Lille; Nice) Affiliation (see also from)
Edelman, Daniel
Fabozzi, F. J.
Fabozzi, Frank
Fabozzi, Frank J
Fabozzi, Frank J et al
Fabozzi, Frank J.
Fabozzi, T. Dessa (1960-)
Focardi, Sergio
Focardi, Sergio M.
Francis, Jack C
Francis, Jack C.
Francis, Jack Clark
Giacometti, Rosella
Goodman, Laurie
Groupe EDHEC (École de Hautes Études Commerciales du Nord)
Groupe EDHEC (École de Hautes Études Commerciales du Nord) / Département Comptabilité, Droit, Finance et Économie
Groupe EDHEC (École de Hautes Études Commerciales du Nord) / EDHEC-Risk
Gujarati, Damodar
Güner, Biliana
Henneke, Jan
Höchstötter, Markus
Huang, Dashan
Jasic, Teo
John Wiley & Sons
Jonas, Caroline
JONAS, CAROLINE L.
Kai, Yoshitaka
Kalotay, Andrew
Kalotay, Andrew J.
Kanamura, Takashi
Kim, Young
KIM, YOUNG SHIN
Kothari, Vinod
Kring, Sebastian
Lee, Cheng F.
Leonardo Bianchi, Michele
Lin, Zuodong
Lu, Zudi
Lucas, Douglas
Ma, Christopher K
Mann, Steven V.
Masood, Omar
MITOV, GEORGI K.
Mitov, Ivan
Modigliani, Franco (1918-...)
Möller, Christoph
Moran, Eileen
Nelson, William
Ortobelli, Sergio
Papenbrock, Jochen
Paulauskas, Vygantas
Peterson Drake, Pamela (1954-)
Phoa, Wesley
Rachev, S. T.
Rachev, Svetlozar
RACHEV, SVETLOZAR T.
Rachev, Svetlozar Todorov (1951- ))
Racheva-Iotova, Borjana
Racheva-Iotova, Boryana
Rahman, Shafiqur
Rezania, Omid
Russo, Vincenzo
Ryan, Ronald
Scherer, Matthias
Shalit, Haim
Shiller, Robert
Shin Kim, Young
Stoyanov, S. V.
STOYANOV, STOYAN
STOYANOV, STOYAN V.
Sun, Edward
Sun, Edward W.
Sun, Wei
Thurston, Thom B.
Tunaru, Radu
Vink, Dennis
Wang, Dezhong
Wang, Yi-Chen
West, Richard R.
Wilcox, Jarrod
Wu, Chufang
Wu, Tony
Yaari, Uzi
Yale School of Management (New Haven, Conn.) Affiliation (see also from)
Yang, Deane
Yeh, Shih-Kuo
Yu, Baimin
Zhu, Shu-Shang
Zhu, Shushang
日本債券信用銀行
Titles: 
Active equity portfolio management
Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures
Analysis of financial statements
Analysis of the intraday effects of economic releases on the currency market
Analytical Challenges in Secondary-Market CDO Trading
Analyzing the Credit Worthiness of Short-Term Tax-Exempt Obligations
Approximation of aggregate and extremal losses within the very heavy tails framework
Approximation of skewed and leptokurtic return distributions
Asset/Liability management.
Assisting Defined-Benefit Pension Plans
ASSOCIATION BETWEEN COMMON STOCK SYSTEMATIC RISK AND COMMON STOCK RANKINGS, THE
autoregressive conditional duration model of credit-risk contagion, An
Balancing energy strategies in electricity portfolio management
BARRIER OPTION PRICING BY BRANCHING PROCESSES
basics of financial econometrics, The : tools, concepts, and asset management applications
Bayesian inference for hedge funds with stable distribution of returns
Beta as a random coefficient
Bid-Ask Spreads for Over-the-Counter Stocks
Black swans and white eagles: on mathematics and finance
Bond markets, analysis, and strategies
Bond portfolio management
Calibrating affine stochastic mortality models using term assurance premiums
Capital markets institutions and instruments
CAViaR-based forecast for oil price risk
CDO Equity Returns and Return Correlation
Chinese equity market and the efficient frontier
Collateralized Debt Obligations and Credit Risk Transfer
Collateralized debt obligations : structures and analysis
COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES”
complete CFO handbook, The : from accounting to accountability
Computing VAR and AVaR in Infinitely Divisible Distributions
Considerations in Selecting a Small-Capitalization Benchmark
Construction of probability metrics on classes of investors
Corporate cash management : techniques and analysis
Corporate Credit Default Swap Liquidity and Its Implications for Corporate Bond Spreads
Corporate Tax Rates in an Inflationary Environment: 1976 and 1977
Covered Bonds: A New Source of U.S. Mortgage Loan Funding?
Credit derivatives instruments, applications and pricing
Credit-Linked Notes: A Product Primer
CVaR sensitivity with respect to tail thickness
Default Rates on Structured Finance Securities
Demand for education in production
Desirable properties of an ideal risk measure in portfolio theory
Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns
Discretionary Wealth Approach to Investment Policy, A
Does Listing on the AMEX Increase the Value of Equity?
Effect of the Decision to List on a Stock's Systematic Risk, The
Effective Capital Gains Tax Rates: A Comment on Coyne, Fabozzi, and Yaari; A Reply
Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model, The
Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange
empirical analysis of the CDX index and its tranches, An
Empirical Evidence on CDO Performance
Empirical Examination of the Impact of Limited Review on Equity Prices, An
empirical examination of the return distribution characteristics of agency mortgage pass-through securities, An
Encyclopedia of financial models
Equipment leasing
Equity Manager Selection and Performance.
Errors-in-Variables, Functional Form, and Mutual Fund Returns
Estimating risk-neutral density with parametric models in interest rate markets
Event of Default Provisions and the Valuation of ABS CDO Tranches
Expanded Disclosure of Quarterly Information and Equity Returns: An Analysis of SEC's ASR No. 177, The
Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors, An
Exploring the components of credit risk in credit default swaps
Fat-tailed models for risk estimation
Fat Tails, Scaling, and Stable Laws: A Critical Look at Modeling Extremal Events in Financial Phenomena
Financial advice and investment decisions : a manifesto for change
Financial Innovations and the Shaping of Capital Markets: The Case of CDOs
Financial market models with Lévy processes and time-varying volatility
Financial modeling of the equity market : from CAPM to cointegration
Fixed income analysis for the chartered financial analyst program
Fixed income mathematics
Foundations and applications of the time value of money
Foundations of financial markets and institutions
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Generalized Functional Form for Mutual Fund Returns
global money markets, The
handbook of commodity investing, The
Handbook of equity style management
Handbook of financial instruments
handbook of fixed income securities, The
handbook of municipal bonds, The
Handbook of stock index futures and options, The
Holiday trading in futures markets
Household search choice: theory and evidence
How do conflicting theories about financial markets coexist?
How to Save the Rating Agencies
Hybrid Assets in an ABS CDO: Structural Advantages and Cash Flow Mechanics
Impact of different interest rate models on bond value measures
Impact of Earnings Under FASB 52 on Equity Returns, The
Impact of the computer on commercial banking. -, The
Implementable Quantitative Research
Incorporating the Dynamic Link Between Mortgage and Treasury Markets in Pricing and Hedging MBS
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model
Industry Effects and the Determinants of Beta
Interaction of MBS Markets and Primary Mortgage Rates, The
Interest rate, term structure, and valuation modeling
Interim review and the quality of interim report numbers
International corporate finance. -
Introduction to securitization
Investing : the collected works of Martin L. Leibowitz
Investment management
investment performance of U.S. equity pension fund managers: An empirical investigation, The
Is food consumption a good proxy for nondurable consumption?
Left hand financing : an emerging field of corporate finance
Liability Index Fund: The Liability Beta Portfolio
LINEAR PROGRAMMING SALARY EVALUATION MODEL FOR HIGH SCHOOL PERSONNEL, A
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Market Efficiency and Returns from Convertible Bond Hedging and Arbitrage Strategies
Market experience with modeling for defined-benefit pension funds: evidence from four countries
Market Uncertainty And The Least-Cost Offering Method Of Pu
Market Uncertainty and the Least-Cost Offering Method of Public Utility Debt: A Note.
MATHEMATICAL PROGRAMMING IN AMERICAN COMPANIES - A SAMPLE SURVEY
Mathematical programming models to determine civil service salaries
MCMC-based estimation of Markov Switching ARMA-GARCH models
Measuring and controlling interest rate and credit risk
methodology for index tracking based on time-series clustering, A
Methodology for Measuring Transaction Costs, A
METRIZATION OF STOCHASTIC DOMINANCE RULES
Modeling Volatility for the Chinese Equity Markets
Momentum strategies based on reward-risk stock selection criteria
Mortgage-backed securities : new strategies, applications, and research
Mortgage-backed securities : products, structuring, and analytical techniques
Multi-tail generalized elliptical distributions for asset returns
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination.
Negotiated Versus Competitive Underwriting of Corporate Bonds, 1974-76
Negotiated versus Competitive Underwritings of Public Utility Bonds: Just One More Time
New Approach for Using Lévy Processes for Determining High-Frequency Value-at-Risk Predictions, A
new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence, A
New high-yield debt market, The : a handbook for portfolio managers and analysts
Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings
note on common interest rate risk measures, A
note on the association between systematic risk and common stock and bond rating classifications, A
Note on the Information Content of Large Stock Distributions, A
Note on Unsuccessful Tender Offers and Stockholder Returns., A
On risk management problems related to a coherence property
ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS
On the challenges in quantitative equity management
Operational risk : a guide to Basel II capital requirements, models, and analysis
optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve, An
Optimal Financial Portfolios
Optimal mortgage refinancing: application of bond valuation tools to household risk management
Optimum Corporate Leverage With Risky Debt: A Demand Approa
Optimum Corporate Leverage with Risky Debt: A Demand Approach
Option pricing and hedging under a stochastic volatility Lévy process model
Option-Theoretic Prepayment Model for Mortgages and Mortgage-Backed Securities, An
Orderings and Probability Functionals Consistent with Preferences
Original Issue High-Yield Bonds: Historical Return and Default Experiences, 1977-1989
Originating collateralized debt obligations for balance sheet management
Over-the-Counter Market and New York Stock Exchange Trading Halts., The
Partial elasticities of factor substitution based on the CES production function: some empirical evidence
Pension fund investment management : a handbook for sponsors and their advisors
percolation approach to modeling credit loss distribution under contagion, A
Portfolio Approach to Capital Budgeting: An Application to the Expansion to Additional Product Lines, A
Portfolio construction and analytics
Portfolio selection under distributional uncertainty: A relative robust CVaR approach
Portfolio selection with uncertain exit time: A robust CVaR approach
Predictability in the Shape of the Term Structure of Interest Rates
Price calibration and hedging of correlation dependent credit derivatives using a structural model with [alpha]-stable distributions
Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Primer on Constant Proportion Debt Obligations, A
primer on securitization, A
probability metrics approach to financial risk measures, A
profit model for spread trading with an application to energy futures, A
Project financing
proper use of risk measures in portfolio theory, The
Property Derivatives for Managing European Real-Estate Risk
Quantitative equity investing : techniques and strategies
REASONABLE EFFECTIVENESS OF MATHEMATICS IN ECONOMICS, THE
Recent evidence on the distribution patterns in Chapter 11 reorganization
Refunding efficiency: a generalized approach
Relative deviation metrics and the problem of strategy replication
Replacement Cost Accounting: Application to the Pharmaceutical Industry
risk-based evaluation of the free-trader option, A
Risk management and dynamic portfolio selection with stable Paretian distributions
risk-point method for measuring and controlling yield curve risk, The
Robust portfolios: contributions from operations research and finance
Savings selectivity bias, subjective expectations and stock market participation
Securities finance : securities lending and repurchase agreements
Securitization: The Tool of Financial Transformation
Shōkenka no senryaku to jitsumu.
Simulation and optimization in finance : modeling with MATLAB, @Risk, or VBA
Sources of Credit Risk: Evidence from Credit Default Swaps
Specification Error, Random Coefficient, and the Risk-Return Relationship
Stability of mutual fund systematic risk statistics
Stability Tests for Alphas and Betas over Bull and Bear Market Conditions.
Stable distributions in the Black-Litterman approach to asset allocation
State Taxes and Reserve Requirements as Major Determinants of Yield Spreads among Money Market Instruments
Stochastic models for risk estimation in volatile markets: a survey
Stochastic programming and stable distributions in asset-liability management
Street wise
Structured Finance Market: An Investor's Perspective, The
Structured Finance Market, The : An Investor's Perspective
TAXATION OF CAPITAL GAINS WITH DEFERRED REALIZATION
Tempered infinitely divisible distributions and processes
Tempered stable and tempered infinitely divisible GARCH models
Time series analysis for financial market meltdowns
Trends in quantitative equity management: survey results
Use of Interest Rate Derivatives in Securitization Transactions
Valuation of Safe Harbor Tax Benefit Transfer Leases.
value, size, and momentum spread during distressed economic periods, The
Why IRA and Keogh Plans Should Avoid Growth Stocks
Winning the interest rate game : a guide to debt options
Zarządzanie portfelem inwestycji finansowych przynoszących staly dochód
Contributed to or performed: 
FINANCIAL ANALYSTS JOURNAL
Notes: 
Microfilm edition (1 reel)--Positive; filmed by University Microfilms
Thesis (Ph. D.)--City University of New York
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