//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Portfolio-Management"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
82
Theory
82
Portfolio selection
75
USA
37
United States
37
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
Volatility
26
Volatilität
26
Capital income
24
Kapitaleinkommen
24
Stochastic process
24
Stochastischer Prozess
24
Statistical distribution
21
Statistische Verteilung
21
Estimation
20
Schätzung
20
Credit risk
18
Derivat
18
Derivative
18
Kreditrisiko
18
Risikoprämie
18
Risk premium
18
Risikomaß
17
Risk management
17
Risk measure
17
Risikomanagement
16
Forecasting model
15
Prognoseverfahren
15
Welt
15
World
15
Asset-Backed Securities
14
Asset-backed securities
14
Börsenkurs
14
Share price
14
ARCH model
13
ARCH-Modell
13
Credit derivative
13
more ...
less ...
Online availability
All
Undetermined
33
Free
2
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
75
Aufsatz im Buch
34
Book section
34
Interview
1
Language
All
English
Author
All
Fabozzi, Frank J.
Wong, Wing Keung
47
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Li, Duan
30
Platen, Eckhard
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
Prigent, Jean-Luc
29
Zagst, Rudi
29
Martellini, Lionel
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Zhou, Guofu
26
Auer, Benjamin R.
25
Young, Virginia R.
25
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Scherer, Bernd
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
Markowitz, Harry
20
Račev, Svetlozar T.
20
Ur Rehman, Mobeen
20
more ...
less ...
Published in...
All
The journal of portfolio management : JPM
8
Applied economics
7
The journal of portfolio management : a publication of Institutional Investor
6
International journal of theoretical and applied finance
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
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 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
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Computational economics
1
Economics letters
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
Quantitative finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of alternative investments : JAI
1
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
41
-
50
of
75
Sort
Relevance
Date (newest first)
Date (oldest first)
41
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
42
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
43
Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research
Zopounidis, Constantin
;
Doumpos, Michael
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 343-345
Persistent link: https://www.econbiz.de/10010356763
Saved in:
44
Recent trends in equity portfolio construction analytics
Pachamanova, Dessislava A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
3
,
pp. 137-151
Persistent link: https://www.econbiz.de/10010366360
Saved in:
45
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
Saved in:
46
Commercial real estate risk management with derivatives
Fabozzi, Frank J.
;
Stanescu, Silvia
;
Tunaru, Radu
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
Saved in:
47
Composition of robust equity portfolios
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
10
(
2013
)
2
,
pp. 72-81
Persistent link: https://www.econbiz.de/10009774437
Saved in:
48
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
49
Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J.
;
Fung, Chun-yip
;
Lam, Kin
;
Wong, Wing …
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1469-1482
Persistent link: https://www.econbiz.de/10010259386
Saved in:
50
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
First
Prev
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->