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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Börsenkurs"
~subject:"CAPM"
~type_genre:"Article in journal"
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Börsenkurs
CAPM
Theorie
83
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83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
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27
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27
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24
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24
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Fabozzi, Frank J.
Gupta, Rangan
118
Zaremba, Adam
88
Narayan, Paresh Kumar
73
Faff, Robert W.
67
McMillan, David G.
56
Wohar, Mark E.
56
Madura, Jeff
53
Ryu, Doojin
53
Tiwari, Aviral Kumar
48
Jarrow, Robert A.
47
Ma, Feng
47
Caporale, Guglielmo Maria
43
Zhang, Wei
43
Cakici, Nusret
39
Chiang, Thomas C.
39
Hammoudeh, Shawkat
39
Sehgal, Sanjay
39
Brooks, Robert
38
Gil-Alaña, Luis A.
38
Hassan, M. Kabir
38
Xiong, Xiong
38
Apergēs, Nikolaos
36
Lee, Cheng F.
36
Pierdzioch, Christian
36
Demirer, Rıza
35
Madan, Dilip B.
35
Subrahmanyam, Avanidhar
35
Li, Bin
34
Bouri, Elie
33
Wei, K. C. John
33
Wong, Wing Keung
33
Blau, Benjamin
32
Kim, Jeong-bon
32
Chan, Kam C.
31
Salisu, Afees A.
31
Xuan Vinh Vo
31
Corbet, Shaen
30
Ngo, Thanh
30
Nguyen, Duc Khuong
30
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The journal of portfolio management : a publication of Institutional Investor
5
Applied economics
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
Applied economics letters
2
Finance research letters
2
International review of financial analysis
2
Quantitative finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in futures and options research : a research annual
1
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1
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1
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1
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1
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1
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1
Journal of international money and finance
1
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Review of quantitative finance and accounting
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
38
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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
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
3
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
4
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:
5
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:
6
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
7
The ABC's of the ARP : understanding alternative risk premium
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 391-404
Persistent link: https://www.econbiz.de/10012659812
Saved in:
8
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
9
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
10
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
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