//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
subject:"United States"
~person:"Fabozzi, Frank J."
~person:"Makridakis, Spyros G."
~subject:"Estimation theory"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Thesis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Estimation theory
Portfolio selection
Prognoseverfahren
Theorie
130
Theory
130
Forecasting model
30
USA
22
CAPM
15
Time series analysis
15
Zeitreihenanalyse
15
Anleihe
13
Bond
13
Estimation
12
Schätzung
12
Statistical distribution
11
Statistische Verteilung
11
Welt
11
World
11
Risiko
10
Risikomanagement
10
Risikomaß
10
Risk
10
Risk management
10
Risk measure
10
Capital income
9
Kapitaleinkommen
9
Hypothek
8
Mortgage
8
Asset-Backed Securities
7
Asset-backed securities
7
Stochastic process
7
Stochastischer Prozess
7
Time series
7
Volatility
7
Volatilität
7
Absatz
6
Derivat
6
Derivative
6
Financial analysis
6
more ...
less ...
Online availability
All
Undetermined
39
Free
1
Type of publication
All
Article
72
Book / Working Paper
24
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammelwerk
Thesis
Article in journal
74
Aufsatz im Buch
27
Book section
27
Collection of articles of several authors
24
Lehrbuch
13
Textbook
12
Handbook
9
Handbuch
9
Aufsatzsammlung
8
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Glossar enthalten
2
Glossary included
2
Mehrbändiges Werk
2
Multi-volume publication
2
more ...
less ...
Language
All
English
96
Author
All
Fabozzi, Frank J.
Makridakis, Spyros G.
Franses, Philip Hans
53
Clements, Michael P.
42
Diebold, Francis X.
42
Timmermann, Allan
42
Gupta, Rangan
41
Hendry, David F.
38
Phillips, Peter C. B.
38
Pesaran, M. Hashem
36
Satchell, Stephen
35
Heckman, James J.
34
Andrews, Donald W. K.
32
Baltagi, Badi H.
32
Granger, C. W. J.
32
Korn, Ralf
32
McAleer, Michael
31
Newey, Whitney K.
31
Swanson, Norman R.
30
Marcellino, Massimiliano
29
Engle, Robert F.
28
Gouriéroux, Christian
28
Koop, Gary
28
Li, Qi
28
Petropoulos, Fotios
28
Wong, Wing Keung
28
Bollerslev, Tim
27
Escobar, Marcos
27
Moosa, Imad A.
27
Ullah, Aman
26
Chavas, Jean-Paul
25
Jarrow, Robert A.
25
Li, Duan
25
Lien, Da-hsiang Donald
25
Pierdzioch, Christian
25
Ghysels, Eric
24
Hyndman, Rob J.
24
Krämer, Walter
24
Lo, Andrew W.
24
Wang, Yudong
24
more ...
less ...
Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
7
Association for Investment Management and Research
1
Published in...
All
International journal of forecasting
19
European journal of operational research : EJOR
5
International journal of theoretical and applied finance
4
The journal of portfolio management : a publication of Institutional Investor
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
Annals of operations research
2
Journal of forecasting
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 production economics
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of international money and finance
1
Risk and decision analysis
1
The European journal of finance
1
The Frank J. Fabozzi series
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
1
-
10
of
96
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
COVID-19 : forecasting confirmed cases and deaths with a simple time series model
Petropoulos, Fotios
;
Makridakis, Spyros G.
;
Stylianou, …
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 439-452
Persistent link: https://www.econbiz.de/10013348603
Saved in:
9
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
10
The M5 competition : background, organization, and implementation
Makridakis, Spyros G.
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1325-1336
Persistent link: https://www.econbiz.de/10014381084
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->