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Frank J. Fabozzi: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Dashan Huang, Yoshitaka Kai, Frank J. Fabozzi, Masao Fukushima
    An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2007, v:177, n:2, pp:1134-1152 [Journal]
  2. Dashan Huang, Baimin Yu, Lean Yu, Frank J. Fabozzi, Masao Fukushima
    An Improved CAViaR Model for Oil Price Risk. [Citation Graph (0, 0)][DBLP]
    International Conference on Computational Science (3), 2007, pp:937-944 [Conf]

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