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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Estimation theory"
~subject:"Mathematische Optimierung"
~subject:"Tourenplanung"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
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Portfolio-Management
United States
Estimation theory
Mathematische Optimierung
Tourenplanung
Theorie
105
Theory
105
Portfolio selection
58
USA
21
CAPM
15
Anleihe
13
Bond
13
Estimation
12
Schätzung
12
Statistical distribution
11
Statistische Verteilung
11
Risikomaß
10
Risk measure
10
Welt
10
World
10
Capital income
9
Kapitaleinkommen
9
Risikomanagement
9
Risk management
9
Hypothek
8
Mortgage
8
Asset-Backed Securities
7
Asset-backed securities
7
Forecasting model
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
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Derivat
6
Derivative
6
Financial analysis
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Finanzanalyse
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Risiko
6
Risikoprämie
6
Risk
6
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6
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5
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Article
45
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Collection of articles written by one author
Sammelwerk
Systematic review
Aufsatz in Zeitschrift
46
Aufsatz im Buch
27
Book section
27
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23
Lehrbuch
12
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9
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Fabozzi, Frank J.
Laporte, Gilbert
90
Gendreau, Michel
67
Desaulniers, Guy
48
Bertsimas, Dimitris
43
Cordeau, Jean-François
41
Iori, Manuel
40
Pardalos, Panos M.
40
Lodi, Andrea
39
Puerto, Justo
39
Speranza, Maria Grazia
38
Escudero, Laureano F.
37
Coelho, Leandro C.
36
Hartl, Richard F.
36
Dolgui, Alexandre
35
Heckman, James J.
34
Phillips, Peter C. B.
34
Goerigk, Marc
33
Savelsbergh, Martin W. P.
33
Van Woensel, Tom
33
Andrews, Donald W. K.
32
Drezner, Zvi
32
Li, Duan
31
Pesaran, M. Hashem
31
Morabito, Reinaldo
30
Newey, Whitney K.
30
Archetti, Claudia
29
Crainic, Teodor Gabriel
29
Korn, Ralf
29
Letchford, Adam N.
29
Wong, Wing Keung
29
Baltagi, Badi H.
28
Cheng, T. C. E.
28
Figueira, José Rui
28
Hao, Jin-Kao
28
Li, Qi
28
Lim, Andrew
28
Martello, Silvano
28
Vidal, Thibaut
28
Engle, Robert F.
27
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Frank J. Fabozzi Associates <New Hope, Pa.>
7
Association for Investment Management and Research
1
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 Frank J. Fabozzi series
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
68
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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
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:
7
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:
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
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
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