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Fabozzi, Frank J.
101
Rachev, Svetlozar T.
41
Rachev, Svetlozar
16
Arshanapalli, Bala
15
Fabozzi, Frank
14
Huang, Dashan
11
Stoyanov, Stoyan V.
10
Focardi, Sergio
9
Goodman, Laurie S.
8
Fukushima, Masao
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Lucas, Douglas J.
7
Hudson-Wilson, Susan
6
Kim, Young Shin
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Nelson, William
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Ortobelli, Sergio
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Doukas, John
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Sun, Wei
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2
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The journal of portfolio management : a publication of Institutional Investor
27
Applied financial economics
9
The journal of fixed income
9
Journal of banking & finance
7
The journal of finance : the journal of the American Finance Association
7
Annals of operations research
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Energy economics
4
European journal of operational research : EJOR
4
Financial analysts' journal : FAJ
4
Investment management and financial innovations
4
Journal of empirical finance
4
Mathematical methods of operations research
4
The journal of structured finance
4
Applied economics
3
Economics letters
3
European financial management : the journal of the European Financial Management Association
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of economic dynamics & control
3
Journal of international money and finance
3
Risk : managing risk in the world's financial markets
3
Applied mathematical finance
2
Econometric theory
2
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Journal of economics and business
2
Review of quantitative finance and accounting
2
The European journal of finance
2
The journal of asset management
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of wealth management
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
American business review
1
Applied economics letters
1
Computational economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Institutional investor
1
Institutional investor / International edition
1
International review of financial analysis
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OLC EcoSci
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RePEc
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USB Cologne (EcoSocSci)
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EconStor
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BASE
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How do conflicting theories about financial markets coexist?
Phoa, Wesley
;
Focardi, Sergio
;
Fabozzi, Frank
- In:
Journal of post-Keynesian economics : JPKE
29
(
2007
)
3
,
pp. 363-392
Persistent link: https://www.econbiz.de/10007729537
Saved in:
2
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala
;
d’Ouville, Edmond
;
Fabozzi, Frank
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10007635229
Saved in:
3
FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST?
FOCARDI, SERGIO M.
;
FABOZZI, FRANK J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
Persistent link: https://www.econbiz.de/10010151929
Saved in:
4
PORTFOLIO CONSTRUCTION - ROBUST PORTFOLIO OPTIMIZATION
Fabozzi, Frank J.
;
Kolm, Petter N.
;
Pachamanova, …
- In:
The journal of portfolio management : a publication of …
33
(
2007
)
3
,
pp. 40-48
Persistent link: https://www.econbiz.de/10007750722
Saved in:
5
Black swans and white eagles: on mathematics and finance
Focardi, Sergio
;
Fabozzi, Frank J.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 379-394
Persistent link: https://www.econbiz.de/10008257949
Saved in:
6
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
Saved in:
7
The role of jump dynamics in the risk–return relationship
Arshanapalli, Bala
;
Fabozzi, Frank J.
;
Nelson, William
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010168923
Saved in:
8
Orderings and Probability Functionals Consistent with Preferences
Ortobelli, Sergio
;
Rachev, Svetlozar
;
Shalit, Haim
; …
- In:
Applied mathematical finance
16
(
2009
)
1
,
pp. 81
Persistent link: https://www.econbiz.de/10008211949
Saved in:
9
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin Aaron
;
Rachev, Svetlozar
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10010118266
Saved in:
10
Orderings and Probability Functionals Consistent with Preferences
Ortobelli, Sergio
;
Rachev, Svetlozar
;
Shalit, Haim
; …
- In:
Applied mathematical finance
16
(
2009
)
1-2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10008311800
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