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~person:"Fabozzi, Frank J."
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Portfolio selection
40
Portfolio-Management
40
Theorie
38
Theory
38
Option pricing theory
21
Optionspreistheorie
21
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13
Volatilität
13
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Fabozzi, Frank J.
Zenou, Yves
141
Tsionas, Efthymios G.
115
Gersbach, Hans
114
Acemoglu, Daron
104
Cheng, T. C. E.
100
Gupta, Rangan
84
Schmitz, Patrick W.
82
Verdier, Thierry
77
Chen, Jing
75
Sela, Aner
75
Liu, Yang
74
Stiglitz, Joseph E.
65
Acharya, Viral V.
63
Marcellino, Massimiliano
62
Aghion, Philippe
61
Wang, Shouyang
61
Zhang, Wei
59
De Clercq, Dirk
58
Inderst, Roman
57
Yang, Jinqiang
57
Fernández-Villaverde, Jesús
56
Minford, Patrick
56
Zaccour, Georges
56
Kumbhakar, Subal
55
Audretsch, David B.
54
Phillips, Peter C. B.
54
Wang, Wei
54
Woodford, Michael
54
Güth, Werner
53
Laporte, Gilbert
53
Brem, Alexander
52
Dolgui, Alexandre
52
Redding, Stephen
52
Schmitt-Grohé, Stephanie
52
Bergemann, Dirk
51
Li, Xiang
51
Uribe, Martín
51
Xu, Zeshui
51
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51
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The journal of portfolio management : JPM
8
Applied economics
6
Computational economics
6
The journal of fixed income : JFI
5
European journal of operational research : EJOR
4
International journal of theoretical and applied finance
4
Journal of banking & finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Analytical models for financial modeling and risk management
2
Finance research letters
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Review of quantitative finance and accounting
2
Risk management decisions and value under uncertainty
2
The journal of asset management
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of derivatives : JOD
2
Annals of finance
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
Econometric reviews
1
Economics Letters
1
Economics letters
1
Frank J. Fabozzi Ser
1
Frank J. Fabozzi Series
1
Frank J. Fabozzi series
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
Journal of forecasting
1
Quantitative finance
1
Structural change and economic dynamics : SC+ED
1
The Frank J. Fabozzi series
1
The journal of alternative investments : JAI
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of fixed income
1
The journal of real estate finance and economics
1
World scientific handbook in financial economics series
1
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ECONIS (ZBW)
76
RePEc
1
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1
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
2
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
3
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
4
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
Saved in:
5
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
6
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
Saved in:
7
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
8
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
9
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
10
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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