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~language:"eng"
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~person:"Fabozzi, Frank J."
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Fabozzi, Frank J.
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The journal of portfolio management : JPM
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ECONIS (ZBW)
291
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101
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101
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
102
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
103
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:
104
The impact of market conditions on bond fund managers
Parikh, Harsh
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
Saved in:
105
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:
106
The lLegacy of Stephen A. Ross : editors' introduction
Fabozzi, Frank J.
;
Jacobs, Bruce I.
;
Levy, Kenneth N.
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 8-10
Persistent link: https://www.econbiz.de/10011915982
Saved in:
107
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
108
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
109
Order from chaos : how data science is revolutionizing investment practice
Simonian, Joseph
;
López de Prado, Marcos M.
;
Fabozzi, …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10011980639
Saved in:
110
Special issue dedicated to Stephen A. Ross
Fabozzi, Frank J.
(
ed.
);
Jacobs, Bruce I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011916233
Saved in:
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