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subject:"Estimation"
subject:"Public choice"
~accessRights:"restricted"
~person:"Fabozzi, Frank J."
~subject:"CAPM"
~subject:"Schätzung"
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Estimation
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Theorie
38
Theory
38
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21
Portfolio-Management
21
Capital income
6
Forecasting model
6
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Fabozzi, Frank J.
Gupta, Rangan
20
Marcellino, Massimiliano
18
Serletis, Apostolos
17
Gil-Alaña, Luis A.
14
Zhang, Lu
12
Kelly, Bryan T.
11
Kumbhakar, Subal
11
Prokopczuk, Marcel
11
Robinson, James A.
11
Acemoglu, Daron
10
Bahmani-Oskooee, Mohsen
10
Chan, Joshua
10
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10
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10
Jawadi, Fredj
10
Albuquerque, Rui
9
Apergēs, Nikolaos
9
Egorov, Georgij V.
9
Jarrow, Robert A.
9
Madan, Dilip B.
9
Rubio-Ramírez, Juan Francisco
9
Sonin, Konstantin
9
Timmermann, Allan
9
Yaron, Amir
9
Alesina, Alberto
8
Ghysels, Eric
8
Heckelman, Jac C.
8
Nurmi, Hannu
8
Ono, Tetsuo
8
Petrella, Ivan
8
Phillips, Peter C. B.
8
Rossi, Barbara
8
Stambaugh, Robert F.
8
Verdier, Thierry
8
Xu, Libo
8
Aziz, Haris
7
Baumeister, Christiane
7
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7
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Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Applied economics letters
1
Frank J. Fabozzi Ser
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international money and finance
1
The Frank J. Fabozzi series
1
The journal of fixed income
1
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The journal of real estate finance and economics
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ECONIS (ZBW)
14
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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
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:
3
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
4
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
5
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
6
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
7
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
8
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
Saved in:
9
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
10
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
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