//--> //--> //-->
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
~accessRights:"restricted"
~person:"Fabozzi, Frank J."
~subject:"Risk premium"
~type_genre:"Article in journal"
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: knowledge OR management
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Portfolio selection
34
Portfolio-Management
34
Theorie
18
Theory
18
Welt
10
World
10
CAPM
9
Risk management
9
Risikomanagement
8
Risikoprämie
8
Performance measurement
6
Performance-Messung
6
Capital income
5
Kapitaleinkommen
5
Risiko
5
Risk
5
Volatility
5
Volatilität
5
Anleihe
4
Bond
4
Emerging economies
4
Investment Fund
4
Investmentfonds
4
Risikomaß
4
Risk measure
4
Schwellenländer
4
performance measurement
4
Aktienmarkt
3
Anlageverhalten
3
Behavioural finance
3
Derivat
3
Derivative
3
Estimation
3
Exchange rate risk
3
Forecasting model
3
Hedge fund
3
Hedgefonds
3
Hedging
3
Option pricing theory
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Fabozzi, Frank J.
Zaremba, Adam
8
Eling, Martin
5
Gorman, Stephen A.
5
Tamoni, Andrea
4
Christoffersen, Peter F.
3
Dunbar, Kwamie
3
Elkamhi, Redouane
3
Gollier, Christian
3
Kilic, Mete
3
Koijen, Ralph S. J.
3
Long, Huaigang
3
Sakemoto, Ryuta
3
Segal, Gill
3
Antell, Jan
2
Aretz, Kevin
2
Barbopoulos, Leonidas G.
2
Bekaert, Geert
2
Bektic, Demir
2
Bianchi, Robert
2
Biener, Christian
2
Blitz, David
2
Byrne, Joseph P.
2
Caporin, Massimiliano
2
Chen, Chih-Nan
2
Chen, Zhiyao
2
Dai, Min
2
Dai, Zhifeng
2
Dupuy, Philippe
2
Ehling, Paul
2
Faria, Gonçalo
2
Filippou, Ilias
2
Florackis, Chris
2
Frahm, Gabriel
2
Fuertes, Ana María
2
Garlappi, Lorenzo
2
Gonçalves, Andrei S.
2
Gray, Philip K.
2
Grigoris, Fotis
2
Grobys, Klaus
2
more ...
less ...
Published in...
All
The journal of asset management : a major new, international quarterly journal for the financial community
3
The journal of portfolio management : JPM
2
Applied economics
1
European journal of operational research : EJOR
1
The journal of fixed income : JFI
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The ABC's of the alternative risk premium : academic roots
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 405-436
Persistent link: https://www.econbiz.de/10012659814
Saved in:
2
Workhorse or Trojan horse? : the alternative risk premium conundrum in multi-asset portfolios
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 147-182
Persistent link: https://www.econbiz.de/10013175533
Saved in:
3
The ABC's of the ARP : understanding alternative risk premium
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 391-404
Persistent link: https://www.econbiz.de/10012659812
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
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
6
The data dilemma in alternative risk premium : why is a benchmark so elusive?
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
5
,
pp. 219-265
Persistent link: https://www.econbiz.de/10013176847
Saved in:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->