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~language:"eng"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
~person:"Fabozzi, Frank J."
~type:"article"
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Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
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Fabozzi, Frank J.
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410
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The journal of portfolio management : JPM
31
The journal of portfolio management : a publication of Institutional Investor
27
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21
International journal of theoretical and applied finance
12
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10
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ECONIS (ZBW)
283
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1
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283
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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
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
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