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person:"Fabozzi, Frank J."
subject:"Portfolio-Management"
~person:"Chen, Zhiping"
~type:"article"
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Portfolio-Management
Risk management
34
Risikomanagement
32
Portfolio selection
23
Theorie
22
Theory
22
Risiko
14
Risk
14
Risikomaß
8
Risk measure
8
Anleihe
5
Bond
5
Measurement
5
Messung
5
Credit risk
4
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CAPM
3
Hedging
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Risikoprämie
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Risk premium
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Statistical distribution
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Statistische Verteilung
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Volatility
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Volatilität
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risk management
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Finanzdienstleistung
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Generalized convex multi-period risk measure
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Investitionsrisiko
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English
23
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Fabozzi, Frank J.
Chen, Zhiping
Hammoudeh, Shawkat
12
Wang, Ruodu
12
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
Mao, Tiantian
8
Alexander, Gordon J.
7
Bhansali, Vineer
7
Guillén, Montserrat
7
Righi, Marcelo Brutti
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Härdle, Wolfgang
6
Kakushadze, Zura
6
Zhu, Shushang
6
Chen, An
5
Godin, Frédéric
5
Jacobs, Michael <Jr.>
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Amenc, Noël
4
Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Diebold, Francis X.
4
Ghorbel, Ahmed
4
Kang, Sang Hoon
4
Karagozoglu, Ahmet K.
4
Kritzman, Mark
4
Lin, Yijia
4
Luciano, Elisa
4
Marceau, Etienne
4
McAleer, Michael
4
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The handbook of fixed income securities
2
The journal of portfolio management : JPM
2
Applied economics
1
Applied financial economics letters
1
China finance review international
1
European journal of operational research : EJOR
1
Financial markets and instruments
1
IMA journal of management mathematics
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
Investment management and financial management
1
Journal of banking & finance
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The handbook of commodity investing
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
1
The theory and practice of investment management
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
23
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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
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
3
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:
4
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
Saved in:
5
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
6
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia
;
Chen, Zhiping
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
Saved in:
7
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:
8
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:
9
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping
;
Liu, Jia
;
Li, Gang
;
Yan, Zhe
- In:
Top : an official journal of the Spanish Society of …
24
(
2016
)
3
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Saved in:
10
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang
;
Chen, Zhiping
;
Hu, Qianhui
- In:
China finance review international
4
(
2014
)
4
,
pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
Saved in:
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