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person:"Fabozzi, Frank J."
subject:"Portfolio-Management"
~person:"Daníelsson, Jón"
~person:"Martellini, Lionel"
~subject:"Messung"
~subject:"Theory"
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Portfolio-Management
Messung
Theory
Risikomanagement
84
Risk management
80
Portfolio selection
43
Theorie
41
Risikomaß
16
Risk measure
16
Risiko
15
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15
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13
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13
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9
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Fabozzi, Frank J.
Daníelsson, Jón
Martellini, Lionel
Broll, Udo
38
Wang, Ruodu
24
Diebold, Francis X.
18
Dionne, Georges
18
McAleer, Michael
18
Rudolph, Bernd
18
Bhansali, Vineer
17
Eller, Roland
17
Embrechts, Paul
17
Boonen, Tim J.
16
Gatzert, Nadine
16
Härdle, Wolfgang
16
Saunders, Anthony
16
Schuermann, Til
16
Tan, Ken Seng
16
Rochet, Jean-Charles
15
Wiedemann, Arnd
15
Hammoudeh, Shawkat
14
Bodie, Zvi
13
Christoffersen, Peter F.
13
Mao, Tiantian
13
Pelizzon, Loriana
13
Račev, Svetlozar T.
13
Schierenbeck, Henner
13
Csóka, Péter
12
Glasserman, Paul
12
Roncalli, Thierry
12
Satchell, Stephen
12
Shevchenko, Pavel V.
12
Wahl, Jack E.
12
Bollerslev, Tim
11
Chi, Yichun
11
Kakushadze, Zura
11
Liu, Haiyan
11
Scherer, Bernd
11
Schmeiser, Hato
11
Stoja, Evarist
11
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The Frank J. Fabozzi series
9
Discussion paper / Tinbergen Institute
4
The journal of portfolio management : JPM
4
The journal of portfolio management : a publication of Institutional Investor
3
Valuation, financial modeling, and quantitative tools
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper series / LSE Financial Markets Group
2
Investment management and financial management
2
The handbook of fixed income securities
2
The journal of alternative investments
2
Wiley finance series
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Annales d'économie et de statistique
1
Applied economics
1
Applied financial economics letters
1
DNB working paper
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European journal of operational research : EJOR
1
Finance and economics discussion series
1
Financial markets and instruments
1
Frank J. Fabozzi Ser
1
Frank J. Fabozzi Series
1
Frank J. Fabozzi series
1
IMES discussion paper series
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International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial stability
1
Monetary and economic studies
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Risk management : a modern perspective
1
Risk measures for the 21st century
1
Special paper series / LSE Financial Markets Group
1
Special paper series / London School of Economics and Political Science, Financial Markets Group
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Wiley Finance Ser.
1
The handbook of commodity investing
1
The journal of fixed income
1
The journal of fixed income : JFI
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ECONIS (ZBW)
66
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1
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
2
Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
3
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:
4
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:
5
Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
Saved in:
6
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:
7
Measuring and managing the opportunity cost of downside risk protection
Beevers, Nicole
;
Du Plessis, Hannes
;
Martellini, Lionel
; …
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012656106
Saved in:
8
Why risk is so hard to measure
Daníelsson, Jón
;
Chen Zhou
-
2016
Persistent link: https://www.econbiz.de/10011415993
Saved in:
9
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012010807
Saved in:
10
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012643535
Saved in:
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