//--> //--> //--> //-->
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"
~person:"Fabozzi, Frank J."
~person:"Faff, Robert W."
~subject:"Portfolio-Management"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
122
Theory
122
Portfolio selection
98
Australia
97
Australien
97
Capital income
69
Kapitaleinkommen
69
USA
62
United States
62
CAPM
59
Börsenkurs
54
Share price
54
Estimation
50
Schätzung
50
Volatility
49
Volatilität
49
Aktienmarkt
41
Stock market
41
Welt
41
World
41
Option pricing theory
36
Optionspreistheorie
36
Derivat
29
Derivative
29
Risk management
26
Hedging
25
Risikomanagement
25
Credit risk
24
Kreditrisiko
24
Risikoprämie
24
Risk premium
24
Stochastic process
24
Stochastischer Prozess
24
ARCH model
23
ARCH-Modell
23
Investment Fund
23
Investmentfonds
23
Risk
23
Statistical distribution
23
more ...
less ...
Online availability
All
Undetermined
37
Free
4
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
98
Aufsatz im Buch
34
Book section
34
Interview
1
Language
All
English
Author
All
Fabozzi, Frank J.
Faff, Robert W.
Wong, Wing Keung
47
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Li, Duan
30
Platen, Eckhard
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
Prigent, Jean-Luc
29
Zagst, Rudi
29
Martellini, Lionel
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Zhou, Guofu
26
Auer, Benjamin R.
25
Young, Virginia R.
25
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Scherer, Bernd
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
Markowitz, Harry
20
Račev, Svetlozar T.
20
Ur Rehman, Mobeen
20
more ...
less ...
Published in...
All
The journal of portfolio management : JPM
8
Applied economics
7
Journal of banking & finance
6
The journal of portfolio management : a publication of Institutional Investor
6
International journal of theoretical and applied finance
5
European journal of operational research : EJOR
4
Applied financial economics letters
3
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
2
Australian journal of management
2
Finance research letters
2
International review of financial analysis
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Journal of multinational financial management
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
Abacus : a journal of accounting, finance and business studies
1
Applied economics letters
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Financial analysts' journal : FAJ
1
Global finance journal
1
International journal of accounting and information management
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
Journal of accounting & management information systems : JAMIS
1
Journal of business ethics : JOBE
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
1
Journal of financial services research : JFSR
1
Journal of forecasting
1
Journal of pension economics and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
98
Showing
1
-
10
of
98
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->