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~isPartOf:"Applied mathematical finance"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~language:"por"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Kommentar"
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Fabozzi, Frank J.
Lee, Cheng F.
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Applied mathematical finance
Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
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:
2
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
3
Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
Saved in:
4
Orderings and probability functionals consistent with preferences
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Shalit, Haim
; …
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10003847149
Saved in:
5
Optimal financial portfolios
Stoyanov, S. V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
Saved in:
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