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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Portfolio-Management"
~subject:"Risk measure"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Glossar enthalten"
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Portfolio-Management
Risk measure
Theorie
92
Theory
92
Portfolio selection
84
USA
48
United States
48
Option pricing theory
36
Optionspreistheorie
36
CAPM
28
Volatility
27
Volatilität
27
Capital income
24
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24
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24
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24
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21
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Fabozzi, Frank J.
Wong, Wing Keung
47
Satchell, Stephen
40
Hammoudeh, Shawkat
38
Korn, Ralf
35
Escobar, Marcos
34
Zaremba, Adam
34
Tiwari, Aviral Kumar
33
Kang, Sang Hoon
32
Guidolin, Massimo
31
Levy, Haim
31
McAleer, Michael
31
Zagst, Rudi
31
Jarrow, Robert A.
30
Li, Duan
30
Platen, Eckhard
30
Račev, Svetlozar T.
30
Mensi, Walid
29
Prigent, Jean-Luc
29
Auer, Benjamin R.
28
Martellini, Lionel
28
Lo, Andrew W.
27
Zhou, Guofu
27
Wang, Ruodu
26
Young, Virginia R.
25
Faff, Robert W.
24
Hens, Thorsten
24
Nguyen, Duc Khuong
24
Scherer, Bernd
24
Vanduffel, Steven
24
Clare, Andrew D.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Kraft, Holger
23
Post, Thierry
23
Van Vuuren, Gary
23
Guerard, John Baynard
22
Markowitz, Harry
22
Tan, Ken Seng
22
Ur Rehman, Mobeen
22
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The journal of portfolio management : JPM
9
The journal of portfolio management : a publication of Institutional Investor
8
Applied economics
7
International journal of theoretical and applied finance
6
Journal of banking & finance
6
European journal of operational research : EJOR
4
Annals of operations research
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Applied financial economics letters
2
Finance research letters
2
Journal / The Capco Institute : journal of financial transformation
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
Annals of economics and finance
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
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 empirical finance
1
Journal of forecasting
1
Journal of pension economics and finance
1
Prentice Hall international editions
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The Frank J. Fabozzi series
1
The journal of alternative investments : JAI
1
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ECONIS (ZBW)
92
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
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