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74篇 您的检索式：作者名="Fabozzi F"

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	题名	作者	年代	出处	被引量
1	Predicting Intra- day Price Reversals显示文摘	Fabozzi F Ma C Chittenden W	1995	The Journal of Portfolio Management1995，，21：	1
2	A profit model for spread trading with an application to energy futures 显示文摘	Kanamura T Raehev S T Fabozzi F J	2010	The Journal of Trading2010，5，1：	1
3	Option pricing under stochastic volatility and tempered stable Levy jumps显示文摘	Zaevski T S Kim Y S Fabozzi F J	2014	International Review of Financial Analysis2014，31，1：	1
4	Modernizing the Defined Benefit Pension System显示文摘	Fabozzi F J Pauling W R	2005	The Journal of Portfolio Management2005，31，4：	1
5	Robust portfolios: contributions from operations research and finance 显示文摘	Fabozzi F J Huang D S Zhou G F	2010	Annual of Operations Research2010，176，：	1
6	Test of the performance of structure models in bankruptcy prediction显示文摘	Fabozzi F Chen R Hu S Pan G	2010	Journal of Credit Risk2010，6，2：	1
7	Robust CVaR approach to portfolio selection with uncertain exit time 显示文摘	HUANG D S ZHU S S FABOZZI F J	2008	Journal of Economic Dynamics & Control2008，32，2：	1
8	Estimating risk- neutral density with parametric models in interest rate markets 显示文摘	Fabozzi F J Tunaru R Albota G	2009	Quantitative Finance2009，9，1：	1
9	CAViaR-based forecast for oil price risk 显示文摘	Fabozzi F J Fukushima Masao Huang Dashan	2009	Energy Economics2009，，31：	1
10	An Autoregressive Conditional Dura-tion Model of Credit-Risk Contagion显示文摘	Focardi S M Fabozzi F J	2005	Journal of Risk Fi-nance2005，6，3：	1
11	Corporate Credit Default Swap Liquidity and Its Implications for Cor- porate Bond Spreads 显示文摘	Chen R Fabozzi F Sverdlove R	2010	Journal of Fixed Income2010，20，2：	1
12	A profit model for spread trading with an application to energy futures显示文摘	Kanamura T Rachev S T Fabozzi F J		0，，01：	1
13	Robust portfolio selection with uncertain exit time using worst-case VaR strategy 显示文摘	Huang D Fabozzi F J Fukushima M	2007	Operations Research Letters2007，35，：	1
14	Imbalance of circulating dendritic cell subsets in chronic obstructive pulmonary disease 显示文摘	Galgani M Fabozzi I Pcrna F	2010	Clin Immunol2010，137，1：	1
15	Portfolio selection with uncertain exit time: a robust CVaR approach 显示文摘	Huang D Zhu S Fabozzi F J	2008	Journal of Economic Dynamics and Control2008，32，：	1
16	Portfolio selection under distributional uncertainty : a relative robust CVaR approach 显示文摘	Huang D S Zhu S S Fabozzi F J	2010	The European Journal of Operational Research2010，203，：	1
17	Portfolio selection under distributional uncertainty: a relative robust CVaR approach显示文摘	Huang D S Zhu S S Fabozzi F J	2010	European Journal of Operational Research2010，203，1：	1
18	Portfolio selection under distribution uncertainty: a relative robust CVaR approach 显示文摘	Huang D Zhu S Fabozzi F J	2010	European Journal of Operational Research2010，203，：	1
19	Robust portfolio selection with uncertain exit time using worst-case VaR strategy显示文摘	Huang D S Fabozzi F J Fukushima M	2007	Operations Research Letters2007，35，5：	1
20	Robust portfolio optimization显示文摘	FABOZZI F J PETR N K DESSISLAVA A P	2007	The Journal of Portfolio Management2007，，：	1

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