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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Kumbhakar, Subal"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Kumbhakar, Subal
Gupta, Rangan
568
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The journal of portfolio management : JPM
34
European journal of operational research : EJOR
32
The journal of portfolio management : a publication of Institutional Investor
29
Journal of productivity analysis
25
Economics letters
23
The journal of fixed income
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18
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
American journal of agricultural economics
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International review of financial analysis
6
Journal of international money and finance
5
Journal of regulatory economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
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Energy economics
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European financial management : the journal of the European Financial Management Association
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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4
Southern economic journal
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The energy journal
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The journal of structured finance
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Advances in futures and options research : a research annual
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Agricultural economics : the journal of the International Association of Agricultural Economists
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ECONIS (ZBW)
528
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1
Crime under-reporting in Bogotá : a spatial panel model with fixed effects
Chanci, Luis
;
Kumbhakar, Subal
;
Sandoval, Luis
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2105-2136
Persistent link: https://www.econbiz.de/10014520133
Saved in:
2
Is output growth of Chinese manufacturing firms input or productivity driven? : a flexible production function approach with endogenous inputs
Kumbhakar, Subal
;
Li, Mingyang
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1819-1846
Persistent link: https://www.econbiz.de/10014519980
Saved in:
3
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
Saved in:
4
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
5
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
6
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
7
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
Saved in:
8
Do subsidies matter in productivity and profitability changes?
Kumbhakar, Subal
;
Li, Mingyang
;
Lien, Gudbrand
- In:
Economic modelling
123
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014462529
Saved in:
9
Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators
Cave, Joshua
;
Chaudhuri, Kausik
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 447-467
Persistent link: https://www.econbiz.de/10014293030
Saved in:
10
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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