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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~language:"hun"
~person:"Fabozzi, Frank J."
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Portfolio-Management
United States
CAPM
Estimation theory
Mathematische Optimierung
Theorie
85
Theory
85
Portfolio selection
43
Estimation
12
Schätzung
12
Statistical distribution
11
Statistische Verteilung
11
Risikomanagement
10
Risikomaß
10
Risk management
10
Risk measure
10
Capital income
9
Kapitaleinkommen
9
USA
8
Forecasting model
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
Credit risk
5
Kreditrisiko
5
Anleihe
4
Bond
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Factor analysis
3
Faktorenanalyse
3
Measurement
3
Messung
3
Performance measurement
3
Performance-Messung
3
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Article
49
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Article in journal
Collection of articles written by one author
Hochschulschrift
Multi-volume publication
Systematic review
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50
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28
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28
Collection of articles of several authors
23
Sammelwerk
23
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12
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Afrikaans
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Fabozzi, Frank J.
Laporte, Gilbert
46
Gendreau, Michel
43
Jarrow, Robert A.
43
Bertsimas, Dimitris
42
Puerto, Justo
38
Dolgui, Alexandre
36
Escudero, Laureano F.
36
Phillips, Peter C. B.
36
Heckman, James J.
34
Lodi, Andrea
34
Madan, Dilip B.
33
Andrews, Donald W. K.
32
Goerigk, Marc
32
Pardalos, Panos M.
32
Drezner, Zvi
31
Li, Duan
31
Korn, Ralf
30
Levy, Haim
30
Pesaran, M. Hashem
30
Satchell, Stephen
30
Wong, Wing Keung
30
Newey, Whitney K.
29
Figueira, José Rui
28
Iori, Manuel
28
Li, Qi
28
Zhou, Guofu
28
Baltagi, Badi H.
27
Desaulniers, Guy
27
Escobar, Marcos
27
Chavas, Jean-Paul
26
Cheng, T. C. E.
26
Martello, Silvano
26
McAleer, Michael
26
Bollerslev, Tim
25
Diebold, Francis X.
25
Engle, Robert F.
25
Hao, Jin-Kao
25
Hertog, Dirk den
25
Lien, Da-hsiang Donald
25
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Published in...
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Applied economics
4
International journal of theoretical and applied finance
4
The journal of fixed income
4
Journal of banking & finance
3
The journal of asset management
3
The journal of fixed income : JFI
3
The journal of portfolio management : JPM
3
The journal of portfolio management : a publication of Institutional Investor
3
Annals of operations research
2
European journal of operational research : EJOR
2
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
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Research in finance
1
The European journal of finance
1
The journal of real estate finance and economics
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ECONIS (ZBW)
52
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52
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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
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:
4
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:
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
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:
7
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:
8
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:
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
Saved in:
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