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person:"Fabozzi, Frank J."
~isPartOf:"International journal of theoretical and applied finance"
~person:"Clare, Andrew D."
~type_genre:"Article in journal"
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Portfolio selection
5
Portfolio-Management
5
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Fabozzi, Frank J.
Clare, Andrew D.
Korn, Ralf
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Konno, Hiroshi
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Platen, Eckhard
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International journal of theoretical and applied finance
The journal of portfolio management : JPM
9
Applied economics
7
The journal of portfolio management : a publication of Institutional Investor
7
International review of financial analysis
6
The journal of asset management
6
European journal of operational research : EJOR
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Journal of banking & finance
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The journal of asset management : a major new, international quarterly journal for the financial community
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied mathematical finance
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Financial analysts' journal : FAJ
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance : IJTAF
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Journal of empirical finance
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Journal of forecasting
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Pensions : an international journal
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Research in international business and finance
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Review of quantitative finance and accounting
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The European journal of finance
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The international journal of finance
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The journal of alternative investments
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The journal of alternative investments : JAI
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ECONIS (ZBW)
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1
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
2
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
3
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
4
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
5
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
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