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person:"Warnock, Francis E."
~person:"Fabozzi, Frank J."
~subject:"Risikomaß"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Risikomaß
Volatilität
Portfolio selection
83
Portfolio-Management
83
Theorie
42
Theory
42
CAPM
11
Risikomanagement
11
Risk management
11
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9
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English
15
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Warnock, Francis E.
Fabozzi, Frank J.
Hammoudeh, Shawkat
26
Kang, Sang Hoon
18
Mensi, Walid
18
Wang, Ruodu
17
McAleer, Michael
15
Escobar, Marcos
14
Righi, Marcelo Brutti
13
Tiwari, Aviral Kumar
13
Janabi, Mazin A. M. al
11
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Müller, Fernanda Maria
9
Rüschendorf, Ludger
9
Uryasev, Stan
9
Ur Rehman, Mobeen
8
Vanduffel, Steven
8
Zhu, Shushang
8
Brandtner, Mario
7
Ghorbel, Ahmed
7
Härdle, Wolfgang
7
Li, Duan
7
Mora-Valencia, Andrés
7
Nguyen, Duc Khuong
7
Pérez Amaral, Teodosio
7
Tang, Qihe
7
Wang, Yudong
7
Xuan Vinh Vo
7
Al-Yahyaee, Khamis Hamed
6
Alexander, Gordon J.
6
Bernard, Carole
6
Cai, Jun
6
Chevallier, Julien
6
Furman, Edward
6
Harris, Richard D. F.
6
Kim, Young Shin
6
Landsman, Zinoviy
6
Perote, Javier
6
Wong, Hoi Ying
6
Zagst, Rudi
6
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The journal of portfolio management : JPM
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Computational economics
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Review of quantitative finance and accounting
1
The journal of alternative investments : JAI
1
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ECONIS (ZBW)
15
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1
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15
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1
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:
2
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:
3
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
Saved in:
4
Editors' introduction to the 2022 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
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
5
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
6
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
7
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
8
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
9
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
10
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
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