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person:"Korn, Ralf"
~language:"eng"
~person:"Fabozzi, Frank J."
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Search: subject_exact:"Portfolio management"
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Portfolio selection
153
Portfolio-Management
153
Theorie
98
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19
Risikomanagement
19
Risk management
19
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18
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Korn, Ralf
Fabozzi, Frank J.
Satchell, Stephen
49
Wong, Wing Keung
47
Hammoudeh, Shawkat
34
Zagst, Rudi
33
Zaremba, Adam
33
Escobar, Marcos
32
Prigent, Jean-Luc
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31
Račev, Svetlozar T.
31
Guidolin, Massimo
30
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29
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Lo, Andrew W.
28
Levy, Haim
27
Tiwari, Aviral Kumar
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Zhou, Guofu
26
Auer, Benjamin R.
25
Gollier, Christian
25
Young, Virginia R.
25
Hens, Thorsten
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Jarrow, Robert A.
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23
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Mensi, Walid
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Post, Thierry
23
Scherer, Bernd
23
Ang, Andrew
22
Kim, Woo Chang
22
Maurer, Raimond
22
McAleer, Michael
22
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22
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International journal of theoretical and applied finance
12
The theory and practice of investment management
9
The journal of portfolio management : JPM
8
Applied economics
7
Investment management and financial management
7
Valuation, financial modeling, and quantitative tools
7
The handbook of fixed income securities
6
The journal of portfolio management : a publication of Institutional Investor
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Mathematical methods of operations research
5
European journal of operational research : EJOR
4
Financial markets and instruments
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Operations research models in banking management
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Quantitative fund management
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Risks : open access journal
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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
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Advanced bond portfolio management : best practices in modeling and strategies
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Advances in risk management
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Applied economics letters
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Computational Management Science : CMS
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ECONIS (ZBW)
153
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1
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
2
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
3
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
4
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:
5
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
6
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:
7
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
Saved in:
8
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
9
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
Saved in:
10
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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