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accessRights:"restricted"
source:"econis"
~person:"Fabozzi, Frank J."
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
38
Theory
38
Portfolio selection
21
Estimation
8
Schätzung
8
CAPM
7
Capital income
6
Forecasting model
6
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portfolio construction
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Fabozzi, Frank J.
Escobar, Marcos
22
Wang, Ruodu
16
Forsyth, Peter A.
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Uppal, Raman
13
Liang, Zongxia
12
Vanduffel, Steven
12
Zagst, Rudi
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Bernard, Carole
11
Cui, Xiangyu
11
Kwon, Roy H.
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Lee, Cheng F.
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Li, Duan
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Capponi, Agostino
10
Chen, An
10
Chen, Zhiping
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
Dai, Min
9
Guan, Guohui
9
Jang, Bong-Gyu
9
Kim, Woo Chang
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Ledoit, Olivier
9
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9
Post, Thierry
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Wolf, Michael
9
Yao, Haixiang
9
Dai, Zhifeng
8
Kim, Jang Ho
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Rüschendorf, Ludger
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7
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The journal of portfolio management : JPM
3
Applied economics
2
The journal of asset management
2
The journal of fixed income : JFI
2
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Computational economics
1
Finance research letters
1
Frank J. Fabozzi Ser
1
Frank J. Fabozzi Series
1
Frank J. Fabozzi series
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of international money and finance
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Risk management decisions and value under uncertainty
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
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:
2
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:
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
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:
5
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
6
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
7
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
8
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:
9
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
10
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
Saved in:
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