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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~accessRights:"restricted"
~person:"Fabozzi, Frank J."
~person:"Markowitz, Harry"
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Portfolio-Management
Stochastischer Prozess
Theorie
43
Theory
43
Portfolio selection
26
Estimation
8
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8
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7
Capital income
7
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26
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Fabozzi, Frank J.
Markowitz, Harry
Escobar, Marcos
22
Wong, Wing Keung
18
Gendreau, Michel
17
Wang, Ruodu
15
Uppal, Raman
14
Escudero, Laureano F.
13
Forsyth, Peter A.
13
Maggioni, Francesca
13
Prigent, Jean-Luc
13
Zagst, Rudi
13
Chan, Joshua
12
Kwon, Roy H.
12
Tan, Ken Seng
12
Wong, Hoi Ying
12
Cui, Xiangyu
11
Lejeune, Miguel A.
11
Li, Duan
11
Pichler, Alois
11
Soner, Halil Mete
11
Vanduffel, Steven
11
Wallace, Stein W.
11
Bernard, Carole
10
Capponi, Agostino
10
Chen, Zhiping
10
Chu, Feng
10
Dai, Min
10
Liu, Ming
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Topaloglou, Nikolas
10
Chen, An
9
Jang, Bong-Gyu
9
Korn, Ralf
9
Ledoit, Olivier
9
Li, Zhongfei
9
Liang, Zongxia
9
Shapiro, Alexander
9
Tsionas, Efthymios G.
9
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9
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The journal of portfolio management : JPM
5
Applied economics
2
The journal of asset management
2
The journal of fixed income : JFI
2
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Computational economics
1
Finance research letters
1
Frank J. Fabozzi Ser
1
Frank J. Fabozzi Series
1
Frank J. Fabozzi series
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of international money and finance
1
Managerial multiple objective optimization
1
Risk management decisions and value under uncertainty
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
The Gerber statistic : a robust co-movement measure for portfolio optimization
Gerber, Sander
;
Markowitz, Harry
;
Ernst, Philip A.
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
3
,
pp. 87-102
Persistent link: https://www.econbiz.de/10013175439
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
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
7
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
8
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
9
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
10
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
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