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~isPartOf:"Review of quantitative finance and accounting"
~person:"Fabozzi, Frank J."
~person:"Koopman, Siem Jan"
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Equity premium puzzle
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Fabozzi, Frank J.
Koopman, Siem Jan
Kanas, Angelos
5
Lee, Cheng F.
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Review of quantitative finance and accounting
Discussion paper / Tinbergen Institute
25
Tinbergen Institute Discussion Papers
15
Tinbergen Institute Discussion Paper
13
The Frank J. Fabozzi series
12
ECB Working Paper
9
The journal of portfolio management : JPM
7
The handbook of fixed income securities
6
Working paper series in economics
6
International journal of theoretical and applied finance
5
Journal of banking & finance
5
The journal of fixed income
5
Valuation, financial modeling, and quantitative tools
5
Finance research letters
4
Journal of empirical finance
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Working paper series / European Central Bank
4
Applied economics
3
European journal of operational research : EJOR
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Journal / The Capco Institute : journal of financial transformation
3
Journal of economic dynamics & control
3
KIT Working Paper Series in Economics
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The journal of asset management : a major new, international quarterly journal for the financial community
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Working Paper Series / European Central Bank
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Working Paper Series in Economics
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Applied financial economics
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Computational economics
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European financial management : the journal of the European Financial Management Association
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Financial markets and instruments
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International Review of Financial Analysis
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International journal of forecasting
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International review of financial analysis
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Investment management and financial management
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The handbook of municipal bonds
2
The journal of fixed income : JFI
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The journal of portfolio management : a publication of Institutional Investor
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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:
2
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
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