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~language:"eng"
~language:"fin"
~language:"srp"
~person:"Fabozzi, Frank J."
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Kapitaleinkommen
Theorie
135
Theory
135
Portfolio selection
111
Portfolio-Management
111
USA
60
United States
60
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
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33
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33
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30
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29
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29
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Fabozzi, Frank J.
Gupta, Rangan
120
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
46
Bouri, Elie
44
Bali, Turan G.
41
Cakici, Nusret
41
Ma, Feng
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Brooks, Robert
35
Chiang, Thomas C.
35
Demirer, Rıza
35
Wang, Yudong
35
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Titman, Sheridan
33
Zhang, Wei
33
Nguyen, Duc Khuong
32
Caporale, Guglielmo Maria
31
Timmermann, Allan
31
Zhou, Guofu
30
Gil-Alaña, Luis A.
29
Harvey, Campbell R.
29
Subrahmanyam, Avanidhar
29
Xuan Vinh Vo
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Balcilar, Mehmet
25
Satchell, Stephen
25
Shen, Dehua
25
Zhang, Yaojie
25
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Applied financial economics
3
The journal of portfolio management : a publication of Institutional Investor
3
Applied economics
2
International review of financial analysis
2
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Finance research letters
1
Financial markets and instruments
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economics & business
1
Optimizing optimization : the next generation of optimization applications and theory
1
Review of quantitative finance and accounting
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The handbook of fixed income securities
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
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The journal of portfolio management : JPM
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ECONIS (ZBW)
30
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1
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
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
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
4
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
5
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
6
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
7
Robust equity portfolio performance
Kim, Jang Ho
;
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Fabozzi, …
- In:
Analytical models for financial modeling and risk management
,
(pp. 293-312)
.
2018
Persistent link: https://www.econbiz.de/10011897181
Saved in:
8
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
9
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
10
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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