//--> //--> //-->
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
~person:"Fabozzi, Frank J."
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: subject_exact:"Robust statistics"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Robust statistics
10
Robustes Verfahren
10
Portfolio selection
9
Portfolio-Management
9
Theorie
7
Theory
7
Mathematical programming
3
Mathematische Optimierung
3
Fundamental factors
2
Robust optimization
2
Beta risk
1
Betafaktor
1
CAPM
1
Capital income
1
Decision under uncertainty
1
Economic model
1
Einkommenshypothese
1
Entscheidung unter Unsicherheit
1
Finanzanalyse
1
Goal-based investing
1
Income hypothesis
1
Intertemporal portfolio-choiceproblem
1
Investment analysis
1
Kapitaleinkommen
1
Lebenszyklus
1
Life cycle
1
Life-cycle consumption problem
1
Mean-variance model
1
Personalized financial planning
1
Portfolio Selection
1
Portfolio optimization
1
Regression analysis
1
Regressionsanalyse
1
Robust counterpart framework
1
Robust portfolio model
1
Robust portfolio optimization
1
Robustness analysis
1
Wirtschaftsmodell
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
5
Book section
5
Article in journal
4
Aufsatz in Zeitschrift
4
Lehrbuch
1
Textbook
1
Language
All
English
10
Author
All
Fabozzi, Frank J.
Croux, Christophe
66
Hertog, Dirk den
47
Victoria-Feser, Maria-Pia
29
Ben-Tal, Aharon
27
Goerigk, Marc
27
Čížek, Pavel
27
Sun, Yixiao
26
Delage, Erick
24
Kuhn, Daniel
24
Bertsimas, Dimitris
23
Morris, Stephen
23
Sargent, Thomas J.
23
Gather, Ursula
22
Ronchetti, Elvezio
21
Hansen, Lars Peter
20
Bergemann, Dirk
18
Sim, Melvyn
18
Wiesemann, Wolfram
18
Baltagi, Badi H.
17
Berenguer-Rico, Vanessa
17
Bresson, Georges
17
Fried, Roland
16
den Hertog, Dick
16
Cizek, Pavel
15
Kleijnen, Jack P. C.
15
Nielsen, Bent
15
Boudt, Kris
14
Chaturvedi, Anoop
14
Gelper, Sarah
14
Lacroix, Guy
14
Dette, Holger
13
Hill, Jonathan B.
13
Jin, Sainan
13
Johansen, Søren
13
McAleer, Michael
13
Pesaran, M. Hashem
13
Phillips, Peter C. B.
13
Poss, Michael
13
Schöbel, Anita
13
Trojani, Fabio
13
more ...
less ...
Published in...
All
Analytical models for financial modeling and risk management
2
Computational economics
1
European journal of operational research : EJOR
1
Finance research letters
1
Frank J. Fabozzi series
1
Journal of banking & finance
1
Operations research models in banking management
1
Risk management decisions and value under uncertainty
1
Valuation, financial modeling, and quantitative tools
1
Wiley finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
2
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
3
Recent advancements in robust optimization for investment management
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Analytical models for financial modeling and risk management
,
(pp. 183-198)
.
2018
Persistent link: https://www.econbiz.de/10011897168
Saved in:
4
Robust equity portfolio performance
Kim, Jang Ho
;
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Fabozzi, …
- In:
Analytical models for financial modeling and risk management
,
(pp. 293-312)
.
2018
Persistent link: https://www.econbiz.de/10011897181
Saved in:
5
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:
6
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:
7
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:
8
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
- In:
Operations research models in banking management
,
(pp. 141-168)
.
2013
Persistent link: https://www.econbiz.de/10009739301
Saved in:
9
Robust portfolio optimization
Pachamanova, Dessislava A.
;
Kolm, Petter N.
;
Fabozzi, …
-
2008
Persistent link: https://www.econbiz.de/10003765851
Saved in:
10
Robust portfolio optimization and management
Fabozzi, Frank J.
;
Kolm, Petter N.
;
Pachamanova, …
-
2007
Persistent link: https://www.econbiz.de/10003555153
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->