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subject:"Portfolio-Management"
subject:"USA"
~person:"Fabozzi, Frank J."
~subject:"Forecasting model"
~subject:"Mathematical programming"
~subject:"Risiko"
~type_genre:"Article in journal"
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Portfolio-Management
USA
Forecasting model
Mathematical programming
Risiko
Theorie
83
Theory
83
Portfolio selection
41
Estimation
12
Schätzung
12
CAPM
11
Statistical distribution
11
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11
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10
Risk measure
10
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English
51
Author
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Fabozzi, Frank J.
Gupta, Rangan
48
Laporte, Gilbert
47
Franses, Philip Hans
44
Gendreau, Michel
43
Bertsimas, Dimitris
42
Escudero, Laureano F.
41
Gollier, Christian
41
Clements, Michael P.
40
Eeckhoudt, Louis R.
39
Timmermann, Allan
39
Puerto, Justo
37
Chavas, Jean-Paul
36
Dolgui, Alexandre
35
Diebold, Francis X.
34
Lodi, Andrea
34
Goerigk, Marc
33
Pardalos, Panos M.
32
Wong, Wing Keung
32
Korn, Ralf
31
Li, Duan
31
Cheng, T. C. E.
30
Drezner, Zvi
29
Jarrow, Robert A.
29
Petropoulos, Fotios
29
Escobar, Marcos
28
Iori, Manuel
28
Satchell, Stephen
28
Figueira, José Rui
27
Heckman, James J.
27
Marcellino, Massimiliano
27
Viscusi, W. Kip
27
Wang, Ruodu
27
Desaulniers, Guy
26
Hendry, David F.
26
Martello, Silvano
26
Moosa, Imad A.
26
Pierdzioch, Christian
26
Hao, Jin-Kao
25
Hertog, Dirk den
25
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International journal of theoretical and applied finance
4
The journal of portfolio management : a publication of Institutional Investor
4
Annals of operations research
3
Applied economics
3
European journal of operational research : EJOR
3
Journal of banking & finance
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
The journal of portfolio management : JPM
3
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Advances in futures and options research : a research annual
1
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
International review of financial analysis
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
The European journal of finance
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ECONIS (ZBW)
51
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1
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51
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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