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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Portfolio selection
Theorie
164
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164
Portfolio-Management
99
Volatility
99
Volatilität
99
ARCH model
62
ARCH-Modell
62
Estimation
60
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Fabozzi, Frank J.
McAleer, Michael
Wong, Wing Keung
48
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
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
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20
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Applied economics
8
The journal of portfolio management : JPM
8
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
Journal of forecasting
4
International review of economics & finance : IREF
3
Journal of economic surveys
3
The North American journal of economics and finance : a journal of financial economics studies
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 letters
2
Energy economics
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
Journal of risk and financial management : JRFM
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
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Applied mathematical finance
1
Computational economics
1
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Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of pension economics and finance
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Quantitative finance
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Review of quantitative finance and accounting
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ECONIS (ZBW)
99
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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
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