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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Portfolio-Management"
~subject:"Share price"
~type_genre:"Article in journal"
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Portfolio-Management
Share price
Theorie
83
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83
Portfolio selection
77
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38
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38
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
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Fabozzi, Frank J.
Gupta, Rangan
123
Zaremba, Adam
82
Narayan, Paresh Kumar
78
Wong, Wing Keung
71
Tiwari, Aviral Kumar
67
Hammoudeh, Shawkat
62
Faff, Robert W.
60
McMillan, David G.
60
Wohar, Mark E.
59
Ryu, Doojin
54
Madura, Jeff
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Ma, Feng
52
Hassan, M. Kabir
46
Xuan Vinh Vo
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Kang, Sang Hoon
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Xiong, Xiong
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Lien, Da-hsiang Donald
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Satchell, Stephen
43
Zhang, Wei
43
McAleer, Michael
42
Caporale, Guglielmo Maria
41
Levy, Haim
38
Apergēs, Nikolaos
37
Chiang, Thomas C.
37
Gil-Alaña, Luis A.
37
Jarrow, Robert A.
37
Li, Bin
37
Mensi, Walid
37
Ngo, Thanh
37
Demirer, Rıza
36
Pierdzioch, Christian
35
Yoon, Seong-min
35
Zhou, Guofu
35
Cakici, Nusret
34
Guidolin, Massimo
34
Shahzad, Syed Jawad Hussain
34
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The journal of portfolio management : a publication of Institutional Investor
10
The journal of portfolio management : JPM
9
Applied economics
7
International journal of theoretical and applied finance
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
Finance research letters
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Annals of operations research
2
Applied economics letters
2
Applied financial economics letters
2
Financial analysts' journal : FAJ
2
International review of financial analysis
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Quantitative 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
Applied financial economics
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Applied mathematical finance
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Computational economics
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Economics letters
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Emerging markets review
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International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of pension economics and finance
1
Research in finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of alternative investments : JAI
1
The journal of financial research
1
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ECONIS (ZBW)
89
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1
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89
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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
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:
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
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
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