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Trends in quantitative equity management: survey results

Fabozzi, Frank J.; Focardi, Sergio; Jonas, Caroline - In: Quantitative Finance 7 (2007) 2, pp. 115-122

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Persistent link: https://www.econbiz.de/10005462647

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zudi; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009949964

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance

Focardi, Sergio M.; Fabozzi, Frank J.; Mitov, Ivan K. - In: Journal of banking & finance 65 (2016), pp. 134-155

Persistent link: https://www.econbiz.de/10011634338

Why should asset management be interested in new economic thinking?

Focardi, Sergio M.; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 10, pp. 276-295

Persistent link: https://www.econbiz.de/10014232163

Handbook of heavy-tailed distributions in asset management and risk management

Bianchi, Michele Leonardo; Stoyanov, Stoyan V.; … - 2019

Persistent link: https://www.econbiz.de/10012643535

Investment management post pandemic, post global warming, post resource depletion

Fabozzi, Frank J.; Focardi, Sergio M.; Sharma, Zenu - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 141-158

Persistent link: https://www.econbiz.de/10012613466

Modeling local trends with regime shifting models with time-varying probabilities

Focardi, Sergio M.; Fabozzi, Frank J.; Mazza, Davide - In: International review of financial analysis 66 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012208942

The economic theory of qualitative green growth

Fabozzi, Frank J.; Focardi, Sergio M.; Ponta, Linda; … - In: Structural change and economic dynamics : SC+ED 61 (2022), pp. 242-254

Persistent link: https://www.econbiz.de/10013393407

Quantitative equity investing : techniques and strategies

Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is...

Persistent link: https://www.econbiz.de/10012683140