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~isPartOf:"Applied mathematical finance"
~person:"Fabozzi, Frank J."
~person:"Sancetta, Alessio"
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Portfolio selection
3
Portfolio-Management
3
Correlation
1
Estimation
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Hedge fund
1
Hedgefonds
1
Korrelation
1
Schätzung
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Fabozzi, Frank J.
Sancetta, Alessio
Atkinson, Colin
7
Satchell, Stephen
4
Forsyth, Peter A.
3
Jaimungal, Sebastian
3
Matsumoto, Koichi
3
Cartea, Álvaro
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Korn, Ralf
2
Lorig, Matthew
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Lucas, André
2
Mokkhavesa, S.
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Applied mathematical finance
The Frank J. Fabozzi series
32
Investment management and financial management
13
Valuation, financial modeling, and quantitative tools
11
The journal of portfolio management : JPM
10
The theory and practice of investment management
9
Applied economics
7
Frank J. Fabozzi series
7
The handbook of fixed income securities
7
The journal of portfolio management : a publication of Institutional Investor
7
European journal of operational research : EJOR
6
Wiley finance
6
Frank J. Fabozzi Ser
5
International journal of theoretical and applied finance
5
Financial markets and instruments
4
Journal of banking & finance
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Journal of international money and finance
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Always learning
2
Analytical models for financial modeling and risk management
2
Annals of operations research
2
Applied financial economics letters
2
Finance research letters
2
Frank J. Fabozzi Series
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of pension economics and finance
2
Operations research models in banking management
2
Quantitative fund management
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Annals of finance
1
Applied economics letters
1
Applied financial economics
1
Approaches to enterprise risk management
1
Cambridge working papers in economics
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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:
2
Changing correlation and equity portfolio diversification failure for linear factor models during market declines
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003543026
Saved in:
3
Calculating hedge fund risk : the draw down and the maximum draw down
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
11
(
2004
)
3
,
pp. 259-282
Persistent link: https://www.econbiz.de/10002243487
Saved in:
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