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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~person:"Fabozzi, Frank J."
~person:"Markowitz, Harry"
~type:"article"
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Portfolio-Management
Stochastischer Prozess
Theorie
175
Theory
175
Portfolio selection
91
CAPM
24
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17
Bond
17
Capital income
16
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Fabozzi, Frank J.
Markowitz, Harry
Escudero, Laureano F.
35
Korn, Ralf
31
Wong, Wing Keung
31
Escobar, Marcos
30
Račev, Svetlozar T.
28
Satchell, Stephen
26
Li, Duan
25
Prigent, Jean-Luc
24
Zagst, Rudi
24
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22
Siu, Tak Kuen
22
Gendreau, Michel
21
Phillips, Peter C. B.
21
Platen, Eckhard
20
Wong, Hoi Ying
20
Chen, Zhiping
19
Forsyth, Peter A.
18
Jarrow, Robert A.
18
Maurer, Raimond
18
McAleer, Michael
18
Post, Thierry
18
Schenk-Hoppé, Klaus Reiner
18
Sass, Jörn
17
Schwartz, Eduardo S.
17
Wang, Ruodu
17
Elliott, Robert J.
16
Kraft, Holger
16
Li, Zhongfei
16
Lioui, Abraham
16
Madan, Dilip B.
16
Maggioni, Francesca
16
Rüschendorf, Ludger
16
Zariphopoulou-Souganidis, Thaleia
16
Cvitanić, Jakša
15
Dai, Min
15
Gouriéroux, Christian
15
Jeanblanc, Monique
15
Levy, Haim
15
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The theory and practice of investment management
7
Valuation, financial modeling, and quantitative tools
7
The handbook of fixed income securities
6
International journal of theoretical and applied finance
5
The journal of portfolio management : JPM
5
European journal of operational research : EJOR
4
Annals of operations research
3
Applied economics
3
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3
Journal of banking & finance
3
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3
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3
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Journal de la Société de Statistique de Paris
2
Journal of investment management : JOIM
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income : JFI
2
Variations in economic analysis : essays in honor of Eli Schwartz
2
Advanced bond portfolio management : best practices in modeling and strategies
1
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1
Applied economics letters
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Finanzmarkt und Portfolio-Management
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Interfaces : the INFORMS journal on the practice of operations research
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International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of forecasting
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Journal of international money and finance
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Managerial multiple objective optimization
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ECONIS (ZBW)
97
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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