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~accessRights:"restricted"
~language:"eng"
~language:"kor"
~person:"Fabozzi, Frank J."
~subject:"Risk management"
~subject:"Theory"
~type_genre:"Article in journal"
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Risk management
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Portfolio selection
34
Portfolio-Management
34
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19
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19
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13
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13
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Fabozzi, Frank J.
Tsionas, Efthymios G.
65
Dolgui, Alexandre
62
Gupta, Rangan
57
Cheng, T. C. E.
55
Ivanov, Dmitry
46
Laporte, Gilbert
44
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44
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40
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35
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35
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35
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34
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33
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33
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33
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32
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32
Serletis, Apostolos
32
Chu, Chengbin
30
Liu, Ming
30
Minner, Stefan
30
Beladi, Hamid
29
Gallegati, Mauro
29
Goerigk, Marc
29
Iori, Manuel
28
Van Woensel, Tom
28
Wang, Ruodu
28
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27
Lodi, Andrea
27
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27
Puerto, Justo
27
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27
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27
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26
Li, Kai
26
Mukherjee, Arijit
26
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26
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26
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The journal of fixed income : JFI
4
Applied economics
3
Computational economics
3
The journal of portfolio management : JPM
3
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of international money and finance
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
40
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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
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:
3
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:
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
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
6
Deep learning for modeling the collection rate for third-party buyers
Nazemi, Abdolreza
;
Rezazadeh, Hani
;
Fabozzi, Frank J.
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 240-252
Persistent link: https://www.econbiz.de/10013347762
Saved in:
7
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
8
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:
9
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:
10
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
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