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~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~person:"Serletis, Apostolos"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Portfolio selection
4
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Fabozzi, Frank J.
McAleer, Michael
Serletis, Apostolos
Cheng, T. C. E.
48
Laporte, Gilbert
43
Zhu, Joe
41
Boysen, Nils
40
Gendreau, Michel
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Tsionas, Efthymios G.
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Lim, Andrew
36
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29
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25
Koster, René de
24
Zaccour, Georges
24
Aparicio, Juan
23
Crainic, Teodor Gabriel
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Greco, Salvatore
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Kumbhakar, Subal
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Liang, Liang
23
Podinovski, Victor V.
23
Puerto, Justo
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Wang, Shouyang
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Archetti, Claudia
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Ruiz, Rubén
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Briskorn, Dirk
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Dauzère-Péres, Stéphane
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Hartl, Richard F.
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Pisinger, David
19
Sörensen, Kenneth
19
Borgonovo, Emanuele
18
Boute, Robert N.
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Burke, Edmund K.
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European journal of operational research : EJOR
The journal of portfolio management : JPM
34
Macroeconomic dynamics
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Applied economics
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The journal of portfolio management : a publication of Institutional Investor
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Journal of econometrics
28
Journal of economic surveys
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
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:
2
Improving corporate bond recovery rate prediction using multi-factor support vector regressions
Nazemi, Abdolreza
;
Heidenreich, Konstantin
;
Fabozzi, …
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 664-675
Persistent link: https://www.econbiz.de/10011890354
Saved in:
3
Fuzzy decision fusion approach for loss-given-default modeling
Nazemi, Abdolreza
;
Pour, Farnoosh Fatemi
;
Heidenreich, …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 780-791
Persistent link: https://www.econbiz.de/10011798945
Saved in:
4
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
5
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
6
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
Saved in:
7
Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research
Zopounidis, Constantin
;
Doumpos, Michael
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 343-345
Persistent link: https://www.econbiz.de/10010356763
Saved in:
8
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
Saved in:
9
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
Saved in:
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