//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Fabozzi, Frank J."
~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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
9
Portfolio-Management
9
Theorie
7
Theory
7
Estimation
6
Schätzung
6
CAPM
3
Capital income
3
Kapitaleinkommen
3
Risiko
3
Risk
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Estimation theory
2
Household
2
Investment Fund
2
Investmentfonds
2
Option pricing theory
2
Optionspreistheorie
2
Performance measurement
2
Performance-Messung
2
Privater Haushalt
2
Risikoaversion
2
Risikomanagement
2
Risikomaß
2
Risikoprämie
2
Risk aversion
2
Risk management
2
Risk measure
2
Risk premium
2
Schätztheorie
2
USA
2
United States
2
13F-HR
1
13F-HR/A
1
1998
1
ARMA-GARCH models
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
15
Language
All
English
Author
All
Fabozzi, Frank J.
Bahmani-Oskooee, Mohsen
56
Gupta, Rangan
39
Gil-Alaña, Luis A.
37
Moosa, Imad A.
32
Narayan, Paresh Kumar
32
Jawadi, Fredj
27
Taylor, Mark P.
26
Chang, Tsangyao
25
Barros, Carlos Pestana
24
Tiwari, Aviral Kumar
22
Wohar, Mark E.
22
Apergēs, Nikolaos
21
Mixon, Franklin G.
20
Blazsek, Szabolcs
19
Salim, Ruhul A.
19
Brent, Robert J.
18
Cebula, Richard J.
18
Lee, Chien-chiang
18
Roca, Eduardo
18
Sosvilla-Rivero, Simón
18
Devadoss, Stephen
17
Goel, Rajeev K.
17
Madden, Gary
17
Peel, David
17
Selvanathan, Saroja
17
Smyth, Russell
17
Umar, Zaghum
16
Bhaskara Rao, Buddhavarapu
15
Hammoudeh, Shawkat
15
Selvanathan, Eliyathamby Antony
15
Kandil, Magda
14
Afonso, António
13
Balli, Faruk
13
Franses, Philip Hans
13
McAleer, Michael
13
Miller, Stephen M.
13
Shahzad, Syed Jawad Hussain
13
Turner, Paul
13
Awaworyi Churchill, Sefa
12
more ...
less ...
Published in...
All
Applied economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Journal of banking & finance
10
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Journal / The Capco Institute : journal of financial transformation
3
Review of quantitative finance and accounting
3
The journal of financial research
3
Annals of economics and finance
2
Annals of finance
2
Applied mathematical finance
2
Emerging markets review
2
Energy economics
2
Financial analysts' journal : FAJ
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of pension economics and finance
2
Mathematical methods of operations research
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
2
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
3
Birth order and portfolio choice
Bonaparte, Yosef
;
Fabozzi, Frank J.
;
Koslowsky, David
- In:
Applied economics
52
(
2020
)
7
,
pp. 694-709
Persistent link: https://www.econbiz.de/10012197458
Saved in:
4
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
5
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:
6
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
7
Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
7
,
pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
Saved in:
8
Full versus quasi MLE for ARMA-GARCH models with infinitely divisible innovations
Goode, Jimmie
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
Applied economics
47
(
2015
)
46/48
,
pp. 5147-5158
Persistent link: https://www.econbiz.de/10011318373
Saved in:
9
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
10
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->