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~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Option pricing theory
35
Optionspreistheorie
35
Stochastic process
21
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Fabozzi, Frank J.
Güth, Werner
230
Beladi, Hamid
186
Pestieau, Pierre
162
Nijkamp, Peter
158
Frey, Bruno S.
155
Cheng, T. C. E.
150
Creedy, John
149
Lai, Ching-chong
148
Phillips, Peter C. B.
145
Thisse, Jacques-François
140
Lambertini, Luca
139
Turnovsky, Stephen J.
139
Marjit, Sugata
135
Acemoglu, Daron
134
Long, Ngo Van
133
Mukherjee, Arijit
130
Tirole, Jean
130
Gersbach, Hans
128
Jarrow, Robert A.
128
Cremer, Helmuth
125
Broll, Udo
124
Stiglitz, Joseph E.
121
Färe, Rolf
120
Shogren, Jason F.
120
Fanti, Luciano
117
Quiggin, John C.
115
Tsionas, Efthymios G.
114
Miceli, Thomas J.
110
Laporte, Gilbert
109
Konrad, Kai A.
108
Lien, Da-hsiang Donald
108
Devereux, Michael B.
107
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107
Madan, Dilip B.
107
Batabyal, Amitrajeet A.
106
Fudenberg, Drew
106
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106
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105
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105
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International journal of theoretical and applied finance
12
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
9
The journal of portfolio management : JPM
9
Applied economics
8
European journal of operational research : EJOR
8
Journal of banking & finance
8
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6
The journal of fixed income : JFI
5
Economics letters
4
Journal of economic dynamics & control
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of operations research
3
Applied financial economics
3
Applied financial economics letters
3
Finance research letters
3
International review of financial analysis
3
Review of quantitative finance and accounting
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of derivatives : JOD
2
Advances in futures and options research : a research annual
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Econometric reviews
1
Econometric theory
1
Energy economics
1
Financial analysts' journal : FAJ
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
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Journal of financial engineering
1
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ECONIS (ZBW)
152
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1
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152
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1
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:
2
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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
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
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
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