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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"CAPM"
~subject:"Risikomanagement"
~type_genre:"Article in journal"
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CAPM
Risikomanagement
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83
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83
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77
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77
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38
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38
Option pricing theory
35
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27
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Fabozzi, Frank J.
Zaremba, Adam
64
Ivanov, Dmitry
44
Faff, Robert W.
40
Jarrow, Robert A.
38
Cakici, Nusret
30
Madan, Dilip B.
29
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27
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26
Lee, Cheng F.
26
Satchell, Stephen
25
Dolgui, Alexandre
23
Gatzert, Nadine
23
Sehgal, Sanjay
23
Zhou, Guofu
23
Hansen, Lars Peter
22
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22
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21
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20
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20
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19
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19
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18
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Kan, Raymond
18
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18
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Wang, Ruodu
18
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17
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17
Li, Bin
17
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17
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17
Turvey, Calum Greig
17
Yang, Chunpeng
17
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17
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16
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16
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16
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The journal of asset management : a major new, international quarterly journal for the financial community
4
Applied economics
3
The journal of portfolio management : a publication of Institutional Investor
3
European journal of operational research : EJOR
2
Finance research letters
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Journal of international money and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
42
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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
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
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
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:
8
The ABC's of the alternative risk premium : academic roots
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 405-436
Persistent link: https://www.econbiz.de/10012659814
Saved in:
9
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:
10
Editors' introduction to the 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
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
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