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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~language:"hun"
~person:"Fabozzi, Frank J."
~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
Estimation theory
Mathematische Optimierung
Theorie
85
Theory
85
Portfolio selection
43
CAPM
12
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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20
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1
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Article
45
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Hochschulschrift
Multi-volume publication
Systematic review
Aufsatz in Zeitschrift
46
Aufsatz im Buch
27
Book section
27
Collection of articles of several authors
23
Sammelwerk
23
Lehrbuch
12
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11
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9
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3
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Afrikaans
English
Hungarian
Author
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Fabozzi, Frank J.
Laporte, Gilbert
45
Bertsimas, Dimitris
41
Gendreau, Michel
41
Escudero, Laureano F.
36
Puerto, Justo
35
Heckman, James J.
34
Phillips, Peter C. B.
34
Dolgui, Alexandre
33
Andrews, Donald W. K.
32
Goerigk, Marc
31
Li, Duan
31
Pardalos, Panos M.
31
Korn, Ralf
30
Lodi, Andrea
30
Pesaran, M. Hashem
30
Drezner, Zvi
29
Newey, Whitney K.
29
Wong, Wing Keung
29
Li, Qi
28
Baltagi, Badi H.
27
Escobar, Marcos
27
Figueira, José Rui
27
Iori, Manuel
27
Chavas, Jean-Paul
26
McAleer, Michael
26
Cheng, T. C. E.
25
Diebold, Francis X.
25
Hertog, Dirk den
25
Jarrow, Robert A.
25
Martello, Silvano
25
Speranza, Maria Grazia
25
Desaulniers, Guy
24
Engle, Robert F.
24
Ahmed, Shabbir
23
Hao, Jin-Kao
23
Lien, Da-hsiang Donald
23
Savelsbergh, Martin W. P.
23
Bollerslev, Tim
22
Franses, Philip Hans
22
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Published in...
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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 fixed income
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
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
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
48
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1
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48
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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
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:
7
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:
8
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:
9
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:
10
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:
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