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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~person:"Fabozzi, Frank J."
~person:"Markowitz, Harry"
~type_genre:"Article in journal"
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Portfolio-Management
Stochastischer Prozess
Theorie
106
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106
Portfolio selection
61
CAPM
17
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12
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12
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Fabozzi, Frank J.
Markowitz, Harry
Escudero, Laureano F.
35
Wong, Wing Keung
31
Korn, Ralf
30
Escobar, Marcos
29
Li, Duan
25
Zagst, Rudi
23
Prigent, Jean-Luc
22
Siu, Tak Kuen
22
Gendreau, Michel
21
Phillips, Peter C. B.
20
Platen, Eckhard
20
Wong, Hoi Ying
20
McAleer, Michael
19
Chen, Zhiping
18
Forsyth, Peter A.
18
Gollier, Christian
18
Jarrow, Robert A.
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Post, Thierry
18
Wang, Ruodu
17
Li, Zhongfei
16
Lioui, Abraham
16
Račev, Svetlozar T.
16
Gouriéroux, Christian
15
Levy, Haim
15
Rüschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
15
Shapiro, Alexander
15
Vanduffel, Steven
15
Yao, Haixiang
15
Young, Virginia R.
15
Zhou, Guofu
15
Bayraktar, Erhan
14
Bertsimas, Dimitris
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Dai, Min
14
Jeanblanc, Monique
14
Kraft, Holger
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International journal of theoretical and applied finance
5
The journal of portfolio management : JPM
5
European journal of operational research : EJOR
4
The journal of portfolio management : a publication of Institutional Investor
4
Annals of operations research
3
Applied economics
3
Journal of banking & finance
3
The journal of asset management
3
The journal of fixed income
3
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
Applied economics letters
1
Applied financial economics letters
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Applied mathematical finance
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Computational economics
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Econometric theory
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Economics letters
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Finance research letters
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Financial analysts' journal : FAJ
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Financial services review : the journal of individual financial management
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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
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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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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of quantitative finance and accounting
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Special issue on portfolio theory
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The European journal of finance
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ECONIS (ZBW)
66
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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
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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