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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Van Vuuren, Gary"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Portfolio selection
Portfolio-Management
98
Theorie
98
Theory
98
USA
43
United States
43
Option pricing theory
35
Optionspreistheorie
35
CAPM
34
Capital income
34
Kapitaleinkommen
34
Credit risk
31
Kreditrisiko
31
Volatility
30
Volatilität
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Risk management
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27
Estimation
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Schätzung
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15
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15
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15
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98
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Fabozzi, Frank J.
Van Vuuren, Gary
Wong, Wing Keung
48
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
Faff, Robert W.
23
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
Yao, Haixiang
21
Ang, Andrew
20
Markowitz, Harry
20
Račev, Svetlozar T.
20
Ur Rehman, Mobeen
20
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Applied economics
9
The journal of portfolio management : JPM
9
The journal of portfolio management : a publication of Institutional Investor
7
International journal of theoretical and applied finance
5
Cogent economics & finance
4
European journal of operational research : EJOR
4
Journal of banking & finance
4
International business and economics research journal
3
Investment management and financial innovations
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 economics letters
2
Applied financial economics letters
2
Finance research letters
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic and financial sciences : JEF
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 financial economics
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Financial analysts' journal : FAJ
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of economics, finance & administrative science
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
Scientific Annals of Economics and Business
1
The European journal of finance
1
The journal of alternative investments : JAI
1
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ECONIS (ZBW)
98
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98
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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
Global maximal Sharpe ratios for active portfolios
Van Vuuren, Gary
;
Lecq, Max van der
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2069-2073
Persistent link: https://www.econbiz.de/10014324875
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
Environmental, social and governance-efficient frontiers in an emerging market milieu
Bell, Francesca
;
Van Vuuren, Gary
- In:
Journal of economic and financial sciences : JEF
15
(
2022
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013363376
Saved in:
9
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:
10
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
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