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subject:"Portfolio-Management"
type_genre:"Hochschulschrift"
~person:"Fabozzi, Frank J."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mikroform"
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Portfolio-Management
Estimation
20
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20
Theorie
12
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Capital income
7
Kapitaleinkommen
7
Portfolio selection
7
Volatility
6
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Risikomanagement
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Fabozzi, Frank J.
Zaremba, Adam
23
Kang, Sang Hoon
8
Ma, Feng
7
Xuan Vinh Vo
7
Yoon, Seong-min
7
Mensi, Walid
6
Umutlu, Mehmet
6
Ur Rehman, Mobeen
6
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5
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5
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5
Kakushadze, Zura
5
Karathanasopoulos, Andreas
5
McAleer, Michael
5
Satchell, Stephen
5
Uryasev, Stan
5
Zhang, Yaojie
5
Butt, Hilal Anwar
4
Dai, Zhifeng
4
DeMiguel, Victor
4
Gallagher, David R.
4
Hammoudeh, Shawkat
4
Li, Youwei
4
Long, Huaigang
4
Martens, Martin
4
Maurer, Raimond
4
Moskowitz, Tobias J.
4
Naka, Atsuyuki
4
Oehler, Andreas
4
Poddig, Thorsten
4
Rudolf, Markus
4
Rösch, Daniel
4
Sehgal, Sanjay
4
Stotz, Olaf
4
Virk, Nader Shahzad
4
Wang, Yudong
4
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4
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of operations research
1
Applied economics
1
International journal of finance & economics : IJFE
1
Quantitative finance
1
The journal of fixed income
1
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ECONIS (ZBW)
7
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1
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
2
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
3
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:
4
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
5
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
Saved in:
6
Household search choice : theory and evidence
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3835-3847
Persistent link: https://www.econbiz.de/10009380610
Saved in:
7
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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