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~isPartOf:"European journal of operational research : EJOR"
~person:"Fabozzi, Frank J."
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Portfolio selection
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Fabozzi, Frank J.
Cheng, T. C. E.
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Laporte, Gilbert
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Gendreau, Michel
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Lim, Andrew
25
Zhu, Joe
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Figueira, José Rui
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Kao, Chiang
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Speranza, Maria Grazia
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Färe, Rolf
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European journal of operational research : EJOR
The Frank J. Fabozzi series
33
Valuation, financial modeling, and quantitative tools
21
The handbook of fixed income securities
17
Investment management and financial management
15
The theory and practice of investment management
15
International journal of theoretical and applied finance
12
The journal of portfolio management : a publication of Institutional Investor
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The journal of fixed income
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The journal of portfolio management : JPM
9
Working paper series in economics
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Applied economics
8
Journal of banking & finance
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Financial markets and instruments
7
Frank J. Fabozzi series
7
Computational economics
6
Wiley finance
6
Frank J. Fabozzi Ser
5
Interest rate, term structure, and valuation modeling
5
The journal of fixed income : JFI
5
Economics letters
4
Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of operations research
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Applied financial economics
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Applied financial economics letters
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Finance research letters
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International review of financial analysis
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Review of quantitative finance and accounting
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The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Always learning
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Analytical models for financial modeling and risk management
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Bank of Italy Temi di Discussione (Working Paper)
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Frank J. Fabozzi Series
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Journal / The Capco Institute : journal of financial transformation
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Journal of international money and finance
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KIT Working Paper Series in Economics
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1
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
2
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
Saved in:
3
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
Saved in:
4
Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research
Zopounidis, Constantin
;
Doumpos, Michael
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 343-345
Persistent link: https://www.econbiz.de/10010356763
Saved in:
5
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
Saved in:
6
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
7
Fuzzy decision fusion approach for loss-given-default modeling
Nazemi, Abdolreza
;
Pour, Farnoosh Fatemi
;
Heidenreich, …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 780-791
Persistent link: https://www.econbiz.de/10011798945
Saved in:
8
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
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