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Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management
Lindquist, W. Brent; Račev, Svetlozar T.; Hu, Yuan; … - 2022
Chapter 1. The Real Estate Investment Market: The Current State and Why Advances Are Needed -- Chapter 2. The Data -- Chapter 3. Modern Portfolio Theory -- Chapter 4. Historical Portfolio Optimization – Domestic REITs -- Chapter 5. Diversification with International REITs -- Chapter 6....
Persistent link: https://www.econbiz.de/10013447388
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Bonds : investment features and risks
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003763518
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Credit risk
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765534
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Accessing capital markets through securitization
Fabozzi, Frank J. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001619603
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Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001764463
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Credit derivatives : instruments, applications, and pricing
Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; … - 2004
Persistent link: https://www.econbiz.de/10001783706
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Multi-factor equity risk models
Fabozzi, Frank J.; Jones, Frank Joseph; Vardharaj, Raman - In: The theory and practice of investment management, (pp. 343-372). 2002
Persistent link: https://www.econbiz.de/10001730001
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Hedging interest-rate risk with term-structure factor models
Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005
Persistent link: https://www.econbiz.de/10003055173
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Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2005
Persistent link: https://www.econbiz.de/10002817530
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Applications of FX derivatives to portfolio management
Elkamhi, Redouane; Fabozzi, Frank J.; Lee, Jacky S. H.; … - In: The journal of asset management : a major new, … 25 (2024) 6, pp. 600-616
Persistent link: https://www.econbiz.de/10015192369