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~person:"Fabozzi, Frank J."
~isPartOf:"Journal of economic dynamics & control"
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Portfolio selection
2
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Cherny-Shiryaev-Yor invariance principle
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Fabozzi, Frank J.
Kraft, Holger
6
Zemel, Amos
6
Branger, Nicole
5
Li, Duan
5
Lioui, Abraham
5
Munk, Claus
5
Bar-Ilan, Avner
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Li, Kai
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Lillo, Fabrizio
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Tsur, Yaʿaḳov
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Zenios, Stauros Andrea
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Cvitanić, Jakša
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Farmer, J. Doyne
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Ghironi, Fabio
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Huang, Chi-fu
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Vanini, Paolo
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Wu, Qi
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Yang, Zhou
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Zapatero, Fernando
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Ziemba, William T.
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Journal of economic dynamics & control
The journal of portfolio management : a publication of Institutional Investor
48
The Frank J. Fabozzi series
35
The journal of portfolio management : JPM
34
Investment management and financial management
29
The theory and practice of investment management
22
Valuation, financial modeling, and quantitative tools
11
Frank J. Fabozzi Ser
9
Frank J. Fabozzi series
9
Applied economics
7
The handbook of fixed income securities
7
European financial management : the journal of the European Financial Management Association
6
European journal of operational research : EJOR
6
Wiley finance
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Financial analysts' journal : FAJ
5
International journal of theoretical and applied finance
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
Financial markets and instruments
4
Journal of banking & finance
4
The journal of asset management
4
Frank J. Fabozzi Series
3
Journal of international money and finance
3
The journal of fixed income
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The journal of fixed income : JFI
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Always learning
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Analytical models for financial modeling and risk management
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Annals of Economics and Finance
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Annals of operations research
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Applied financial economics
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Applied financial economics letters
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Energy economics
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Finance research letters
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
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Journal of empirical finance
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Journal of pension economics and finance
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Operations research models in banking management
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Quantitative fund management
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Risk management decisions and value under uncertainty
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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:
2
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
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