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~language:"eng"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Theory"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Theory
Theorie
82
Portfolio selection
75
Portfolio-Management
75
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37
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37
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
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26
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Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
82
Aufsatz im Buch
52
Book section
52
Rezension
1
Language
All
English
Author
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Fabozzi, Frank J.
Beladi, Hamid
162
Creedy, John
142
Pestieau, Pierre
142
Güth, Werner
141
Lai, Ching-chong
140
Phillips, Peter C. B.
138
Nijkamp, Peter
124
Turnovsky, Stephen J.
123
Marjit, Sugata
120
Thisse, Jacques-François
116
Färe, Rolf
115
Mukherjee, Arijit
115
Tirole, Jean
115
Cremer, Helmuth
114
Long, Ngo Van
112
Acemoglu, Daron
111
Lambertini, Luca
109
Laporte, Gilbert
106
Jarrow, Robert A.
104
Cheng, T. C. E.
102
Tsionas, Efthymios G.
102
Miceli, Thomas J.
98
Devereux, Michael B.
97
Gersbach, Hans
97
Shogren, Jason F.
97
Broll, Udo
96
Kumbhakar, Subal
96
Quiggin, John C.
96
Stiglitz, Joseph E.
95
Lien, Da-hsiang Donald
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Frey, Bruno S.
92
Laffont, Jean-Jacques
92
Franses, Philip Hans
91
Gupta, Rangan
91
Bossert, Walter
90
Andersen, Torben M.
89
Wright, Randall D.
88
Kit, Pong Wong
86
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International journal of theoretical and applied finance
7
Journal of banking & finance
5
The journal of fixed income
5
The journal of portfolio management : a publication of Institutional Investor
5
Applied economics
4
The journal of fixed income : JFI
4
Annals of operations research
3
Computational economics
3
European journal of operational research : EJOR
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Applied financial economics letters
2
Economics letters
2
Advances in futures and options research : a research annual
1
Annals of finance
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Econometric theory
1
Energy economics
1
Finance research letters
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Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of post-Keynesian economics : JPKE
1
Journal of statistical and econometric methods
1
National tax journal
1
Research in finance
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
1
The journal of derivatives : JOD
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of financial research
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ECONIS (ZBW)
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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
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
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
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
6
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:
7
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
8
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
9
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
10
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
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