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subject:"Portfolio-Management"
subject:"USA"
~person:"Fabozzi, Frank J."
~person:"Guidolin, Massimo"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
USA
Theorie
110
Theory
110
Portfolio selection
52
CAPM
18
Estimation
18
Schätzung
18
Capital income
16
Kapitaleinkommen
16
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59
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English
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Fabozzi, Frank J.
Guidolin, Massimo
Korn, Ralf
29
Heckman, James J.
27
Wong, Wing Keung
27
Escobar, Marcos
26
Jarrow, Robert A.
25
Li, Duan
25
Chavas, Jean-Paul
23
Lo, Andrew W.
21
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Ferson, Wayne E.
19
Schwartz, Eduardo S.
18
Campbell, John Y.
17
Diebold, Francis X.
17
Engle, Robert F.
17
Forsyth, Peter A.
17
Lee, Cheng F.
17
Levy, Haim
17
Lien, Da-hsiang Donald
17
Platen, Eckhard
17
Uri, Noel Dean
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Zhou, Guofu
17
Christiano, Lawrence J.
16
Glaeser, Edward L.
16
Gollier, Christian
16
Gupta, Rangan
16
Hall, Robert Ernest
16
Lioui, Abraham
16
Longstaff, Francis A.
16
Post, Thierry
16
Acemoglu, Daron
15
Bollerslev, Tim
15
Cvitanić, Jakša
15
Guerard, John Baynard
15
Laporte, Gilbert
15
Li, Zhongfei
15
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International journal of theoretical and applied finance
4
Journal of banking & finance
4
The journal of asset management
4
The journal of portfolio management : a publication of Institutional Investor
4
Applied economics
3
European journal of operational research : EJOR
3
The journal of fixed income
3
The journal of fixed income : JFI
3
The journal of portfolio management : JPM
3
Annals of operations research
2
Finance research letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Quantitative finance
1
Review of international economics
1
Review of quantitative finance and accounting
1
The economic journal : the journal of the Royal Economic Society
1
The journal of real estate finance and economics
1
The review of financial studies
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ECONIS (ZBW)
59
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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 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
Performance persistence and optimal asset allocation strategies
Desai, Prajakta
;
Guidolin, Massimo
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1571-1598
Persistent link: https://www.econbiz.de/10013532250
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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