//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~subject:"Faktorenanalyse"
~subject:"Risikoprämie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Faktorenanalyse
Risikoprämie
Theorie
83
Theory
83
Portfolio selection
41
Portfolio-Management
41
Estimation
12
CAPM
11
Statistical distribution
11
Statistische Verteilung
11
Risikomaß
10
Risk measure
10
Capital income
9
Kapitaleinkommen
9
Risikomanagement
9
Risk management
9
Forecasting model
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
USA
7
United States
7
Volatility
7
Volatilität
7
Risiko
6
Risk
6
Risk premium
6
Credit risk
5
Kreditrisiko
5
Anleihe
4
Bond
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Factor analysis
3
Measurement
3
Messung
3
Performance measurement
3
Performance-Messung
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
20
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
20
Author
All
Fabozzi, Frank J.
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
28
Gupta, Rangan
26
Serletis, Apostolos
26
Kumbhakar, Subal
25
Wohar, Mark E.
20
Bahmani-Oskooee, Mohsen
18
Bai, Jushan
18
Marcellino, Massimiliano
17
Engsted, Tom
16
MacDonald, Ronald
16
Bekaert, Geert
15
Koopman, Siem Jan
15
Moosa, Imad A.
15
Peel, David
15
Pesaran, M. Hashem
15
Bollerslev, Tim
14
Chang, Tsangyao
14
Kapetanios, George
14
Engel, Charles
13
Gouriéroux, Christian
13
Taylor, Mark P.
13
Tzavalis, Elias
13
Apergēs, Nikolaos
12
Creedy, John
12
Ghysels, Eric
12
Koop, Gary
12
Phillips, Peter C. B.
12
Tsionas, Efthymios G.
12
Blundell, Richard W.
11
Brooks, Robert
11
Chan, Joshua
11
Engle, Robert F.
11
Harvey, Campbell R.
11
Ireland, Peter N.
11
Jawadi, Fredj
11
McAleer, Michael
11
Pierdzioch, Christian
11
Asai, Manabu
10
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
Review of quantitative finance and accounting
2
The journal of fixed income
2
The journal of fixed income : JFI
2
Annals of operations research
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
The journal of real estate finance and economics
1
The journal of trading
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
3
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
4
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:
5
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
6
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
7
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
8
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
9
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
10
Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio
;
Wong, Wing Keung
;
Fabozzi, Frank J.
- In:
Applied economics
50
(
2018
)
43
,
pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->