//--> //--> //--> //-->
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"
~language:"kor"
~type_genre:"Article in journal"
~accessRights:"restricted"
~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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
34
Portfolio-Management
34
Theorie
34
Theory
34
Option pricing theory
19
Optionspreistheorie
19
CAPM
13
Volatility
13
Volatilität
13
Risikoprämie
12
Risk premium
12
Welt
12
World
12
Estimation
11
Schätzung
11
Capital income
10
Forecasting model
10
Kapitaleinkommen
10
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
Risk management
9
Credit risk
8
Kreditrisiko
8
Risikomanagement
8
USA
8
United States
8
Derivat
7
Derivative
7
Statistical distribution
7
Statistische Verteilung
7
Anleihe
6
Bond
6
Performance measurement
6
Performance-Messung
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Corporate bond
5
Credit derivative
5
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
119
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
122
Aufsatz im Buch
6
Book section
6
Aufsatzsammlung
3
Interview
2
Handbook
1
Handbuch
1
more ...
less ...
Language
All
English
Korean
Author
All
Fabozzi, Frank J.
Gupta, Rangan
377
Tiwari, Aviral Kumar
187
Lee, Chien-chiang
186
Cheng, T. C. E.
180
Hassan, M. Kabir
178
Tsionas, Efthymios G.
176
Yang, Yang
175
Zhang, Wei
169
Kumar, Satish
162
Han, Heesup
158
Liu, Yang
153
Law, Chun Hung Roberts
152
Chan, Kam C.
147
Apergēs, Nikolaos
145
Vrontis, Demetris
144
Bouri, Elie
143
Shahbaz, Muhammad
143
Xuan Vinh Vo
142
Kraus, Sascha
138
Bahmani-Oskooee, Mohsen
137
Chen, Jing
135
Hasan, Iftekhar
134
Wang, Wei
134
Asongu, Simplice
133
Hammoudeh, Shawkat
132
Gil-Alaña, Luis A.
127
Paul, Justin
126
Wang, Shouyang
125
Choi, Tsan-Ming
124
Dwivedi, Yogesh Kumar
124
Li, Jing
123
Wang, Ying
123
Wohar, Mark E.
120
Li, Xiang
118
Li, Jun
116
Zhang, Yu
115
Li, Xin
113
Kumar, Vikas
112
Pereira, Vijay
111
more ...
less ...
Published in...
All
The journal of portfolio management : JPM
31
The journal of fixed income : JFI
8
Applied economics
6
Computational economics
6
European journal of operational research : EJOR
5
Finance research letters
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of international money and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Journal of banking & finance
3
The journal of asset management
3
Economics letters
2
Journal of economic dynamics & control
2
Quantitative finance
2
Review of quantitative finance and accounting
2
The journal of alternative investments : JAI
2
Annals of finance
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Financial markets, institutions & instruments
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of forecasting
1
North American actuarial journal
1
Review of finance : journal of the European Finance Association
1
Structural change and economic dynamics : SC+ED
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of financial research
1
The journal of fixed income
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
Relevance
Date (newest first)
Date (oldest first)
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
A machine learning approach for comparing the largest firm effect
Kim, Jang Ho
;
Han, Jiwoon
;
Kang, Taehyeon
;
Fabozzi, Frank J.
- In:
Emerging markets review
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014336723
Saved in:
3
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
4
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
5
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:
6
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
7
Intensified competition and the impact on credit ratings in the RMBS market
Breemen, Vivian van
;
Fabozzi, Frank J.
;
Vink, Dennis
- In:
Financial markets, institutions & instruments
32
(
2023
)
2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014252236
Saved in:
8
Editor's introduction for 2023 special issue on factor investing
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232184
Saved in:
9
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:
10
Multi-asset strategies webinar : webinar summary
Fabozzi, Frank J.
(
panelist
);
Cavaglia, Stefano
(
panelist
); …
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014232242
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->