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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Credit risk"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Credit risk
Portfolio selection
Theorie
83
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83
Portfolio-Management
77
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38
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38
Option pricing theory
35
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35
CAPM
27
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Fabozzi, Frank J.
Wong, Wing Keung
48
Jarrow, Robert A.
43
Hammoudeh, Shawkat
42
Rösch, Daniel
38
Satchell, Stephen
37
Zagst, Rudi
35
Van Vuuren, Gary
34
Zaremba, Adam
34
Korn, Ralf
33
Escobar, Marcos
32
Guidolin, Massimo
32
Li, Duan
30
Platen, Eckhard
30
Altman, Edward I.
29
Faff, Robert W.
29
Kang, Sang Hoon
29
Lo, Andrew W.
29
Prigent, Jean-Luc
29
Martellini, Lionel
28
Scheule, Harald
28
Capponi, Agostino
27
Levy, Haim
27
Tiwari, Aviral Kumar
27
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26
Zhou, Guofu
26
Auer, Benjamin R.
25
Das, Sanjiv R.
25
Kraft, Holger
25
Mensi, Walid
25
Wong, Hoi Ying
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Gouriéroux, Christian
24
McAleer, Michael
24
Nguyen, Duc Khuong
24
Shahzad, Syed Jawad Hussain
24
Gallagher, David R.
23
Hens, Thorsten
23
Post, Thierry
23
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The journal of portfolio management : JPM
9
Applied economics
7
The journal of portfolio management : a publication of Institutional Investor
7
The journal of fixed income
6
European journal of operational research : EJOR
5
International journal of theoretical and applied finance
5
Journal of banking & finance
5
Finance research letters
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of economic dynamics & control
3
Journal of international money and finance
3
The journal of asset management
3
The journal of fixed income : JFI
3
Annals of operations research
2
Applied financial economics
2
Applied financial economics letters
2
Computational economics
2
Journal of empirical 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
Annals of finance
1
Applied economics letters
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Applied mathematical finance
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Economics letters
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Financial analysts' journal : FAJ
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 financial engineering
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of forecasting
1
Journal of pension economics and finance
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The European journal of finance
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The journal of alternative investments : JAI
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ECONIS (ZBW)
93
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93
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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
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
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
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
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