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subject:"Innovation"
type_genre:"Sammlung"
~person:"Fabozzi, Frank J."
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Innovation
Asymmetrische Information
Portfolio selection
Time series analysis
Theorie
83
Theory
83
Portfolio-Management
41
Estimation
12
Schätzung
12
CAPM
11
Statistical distribution
11
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11
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10
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10
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9
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9
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9
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42
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English
42
Author
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Fabozzi, Frank J.
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
45
Korn, Ralf
30
Perron, Pierre
29
Taylor, Robert
28
Escobar, Marcos
26
Li, Duan
26
Wong, Wing Keung
26
Koopman, Siem Jan
25
Caporale, Guglielmo Maria
24
Koop, Gary
24
Leybourne, Stephen James
24
Granger, C. W. J.
22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Lucas, André
21
Malerba, Franco
21
Mukherjee, Arijit
21
Zagst, Rudi
21
Hong, Yongmiao
20
Jarrow, Robert A.
20
Markowitz, Harry
20
McAleer, Michael
20
Newbold, Paul
20
Prigent, Jean-Luc
20
Ghysels, Eric
19
Gupta, Rangan
19
Hassler, Uwe
19
Hyndman, Rob J.
19
Mills, Terence C.
19
Swanson, Norman R.
19
Engle, Robert F.
18
Hendry, David F.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
Wang, Ruodu
18
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International journal of theoretical and applied finance
4
Applied economics
3
Journal of banking & finance
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Annals of operations research
2
European journal of operational research : EJOR
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of fixed income
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
Applied economics letters
1
Applied financial economics letters
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Finance research letters
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Review of quantitative finance and accounting
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
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ECONIS (ZBW)
42
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1
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42
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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
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
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:
5
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:
6
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
7
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:
8
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:
9
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:
10
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:
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