Narrow search
Showing 1 - 10 of 242
Cover Image
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
Cover Image
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.; Simonian, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Cover Image
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana; Fabozzi, Francesco A.; Fabozzi, Frank J. - In: The journal of fixed income : JFI 31 (2021) 2, pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Cover Image
A conversation with Don Marcos (aka Marcos López de Prado)
Fabozzi, Frank J. - In: The journal of financial data science 7 (2025) 1, pp. 10-16
Persistent link: https://www.econbiz.de/10015196450
Cover Image
Contributions of The Journal of Fixed Income to Fixed-Income Analytics
Fabozzi, Frank J. - In: The journal of fixed income : JFI 32 (2022) 2, pp. 7-27
Persistent link: https://www.econbiz.de/10014231356
Cover Image
Contributions of The Journal of Fixed Income to MBS analysis
Fabozzi, Frank J. - In: The journal of fixed income : JFI 32 (2022) 2, pp. 28-52
Persistent link: https://www.econbiz.de/10014231357
Cover Image
Introduction to investing in emerging markets special issue
Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 8, pp. 1-4
Persistent link: https://www.econbiz.de/10014231883
Cover Image
Editor's introduction to the special issue on investing in private markets
Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 9, pp. 1-4
Persistent link: https://www.econbiz.de/10014232100
Cover Image
Overview of investing in private corporate debt
Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 9, pp. 221-238
Persistent link: https://www.econbiz.de/10014232124
Cover Image
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