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A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo; Fabozzi, Frank J. - In: The journal of fixed income 25 (2016) 3, pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
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Equity style allocation : a nonparametric approach
Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo; Tassinari, Gian Luca; … - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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Special issue: Multi-asset strategies
Fabozzi, Frank J. (ed.) - 2019
Persistent link: https://www.econbiz.de/10012016852
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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, … - In: Applied economics 50 (2018) 40, pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
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Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio; Wong, Wing Keung; Fabozzi, Frank J. - In: Applied economics 50 (2018) 43, pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
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Equal-weighted strategy : why it outperforms value-weighted strategies? Theory and evidence
Malladi, Rama; Fabozzi, Frank J. - In: The journal of asset management 18 (2017) 3, pp. 188-208
Persistent link: https://www.econbiz.de/10011704214
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Portfolio selection with conservative short-selling
Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Finance research letters 18 (2016), pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
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Deciphering robust portfolios
Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J. - In: Journal of banking & finance 45 (2014), pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
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Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics letters 24 (2017) 13/15, pp. 923-927
Persistent link: https://www.econbiz.de/10011714413