//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"rus"
~person:"Fabozzi, Frank J."
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
83
Theory
83
Portfolio selection
77
USA
38
United States
38
Option pricing theory
36
Optionspreistheorie
36
CAPM
28
Volatility
26
Volatilität
26
Stochastic process
25
Stochastischer Prozess
25
Capital income
24
Kapitaleinkommen
24
Statistical distribution
21
Statistische Verteilung
21
Estimation
20
Schätzung
20
Credit risk
19
Derivat
19
Derivative
19
Kreditrisiko
19
Risikoprämie
19
Risk premium
19
Risikomaß
17
Risk management
17
Risk measure
17
Risikomanagement
16
Welt
16
World
16
Börsenkurs
15
Forecasting model
15
Prognoseverfahren
15
Share price
15
Yield curve
15
Zinsstruktur
15
Asset-Backed Securities
14
Asset-backed securities
14
ARCH model
13
more ...
less ...
Online availability
All
Undetermined
34
Free
2
Type of publication
All
Article
76
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
77
Aufsatz im Buch
34
Book section
34
Collection of articles of several authors
26
Sammelwerk
26
Lehrbuch
19
Textbook
18
Handbook
16
Handbuch
16
Aufsatzsammlung
7
Mehrbändiges Werk
2
Multi-volume publication
2
Arbeitspapier
1
Bibliografie
1
Glossar enthalten
1
Glossary included
1
Graue Literatur
1
Interview
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
Russian
Author
All
Fabozzi, Frank J.
Wong, Wing Keung
47
Satchell, Stephen
38
Zaremba, Adam
35
Hammoudeh, Shawkat
33
Korn, Ralf
33
Kang, Sang Hoon
32
Escobar, Marcos
31
Li, Duan
30
Platen, Eckhard
30
Guidolin, Massimo
29
Prigent, Jean-Luc
29
Zagst, Rudi
29
Auer, Benjamin R.
28
Martellini, Lionel
28
Tiwari, Aviral Kumar
28
Levy, Haim
27
Mensi, Walid
27
Lo, Andrew W.
26
Zhou, Guofu
26
Young, Virginia R.
25
Forsyth, Peter A.
24
Kraft, Holger
24
Post, Thierry
24
Faff, Robert W.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Vanduffel, Steven
23
Clare, Andrew D.
22
McAleer, Michael
22
Nguyen, Duc Khuong
22
Wong, Hoi Ying
22
Xuan Vinh Vo
22
Liang, Zongxia
21
Scherer, Bernd
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
Markowitz, Harry
20
more ...
less ...
Published in...
All
The journal of portfolio management : JPM
8
Applied economics
7
The journal of portfolio management : a publication of Institutional Investor
7
International journal of theoretical and applied finance
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Annals of operations research
2
Applied financial economics letters
2
Finance research letters
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of pension economics and finance
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of alternative investments : JAI
1
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.
;
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
Saved in:
2
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
3
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
4
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
5
Contributions of The Journal of Fixed Income to Fixed-Income Analytics
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 7-27
Persistent link: https://www.econbiz.de/10014231356
Saved in:
6
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
7
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
8
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:
9
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
10
A lifetime allocation with human capital : implications for target date fund
Ha, Seokkeun
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
23
(
2022
)
5
,
pp. 365-375
Persistent link: https://www.econbiz.de/10013392028
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->