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~language:"eng"
~type_genre:"Article in journal"
~person:"Rozelle, Scott"
~person:"Fabozzi, Frank J."
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The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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China economic review : an international journal
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ECONIS (ZBW)
492
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492
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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
Impact of online computer assisted learning on education : Experimental evidence from economically vulnerable areas of China
Bai, Yu
;
Tang, Bin
;
Wang, Boya
;
Mo, Di
;
Zhang, Linxiu
; …
- In:
Economics of education review
94
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014425177
Saved in:
5
The salience of information : evidence from a health information campaign in rural China
Ma, Yue
;
Sylvia, Sean
;
Friesen, Dimitris
;
Overbey, Katherine
- In:
Economic development and cultural change : EDCC
72
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014428210
Saved in:
6
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:
7
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:
8
Parental investment, school choice, and the persistent benefits of an early childhood intervention
Wang, Lei
;
Qian, Yiwei
;
Warrinnier, Nele
;
Attanasio, …
- In:
Journal of development economics
165
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463890
Saved in:
9
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:
10
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
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