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subject:"Portfolio-Management"
subject:"United States"
~person:"Fabozzi, Frank J."
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Thesis"
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Portfolio-Management
United States
Portfolio selection
Prognoseverfahren
Theorie
83
Theory
83
Estimation
12
Schätzung
12
CAPM
11
Statistical distribution
11
Statistische Verteilung
11
Risikomaß
10
Risk measure
10
Capital income
9
Kapitaleinkommen
9
Risikomanagement
9
Risk management
9
Forecasting model
7
Stochastic process
7
Stochastischer Prozess
7
USA
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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1
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Article
49
Book / Working Paper
1
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Bibliografie enthalten
Thesis
Article in journal
50
Aufsatz im Buch
27
Book section
27
Collection of articles of several authors
23
Sammelwerk
23
Lehrbuch
12
Textbook
11
Handbook
9
Handbuch
9
Aufsatzsammlung
7
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
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2
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Language
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English
50
Author
All
Fabozzi, Frank J.
Franses, Philip Hans
44
Gupta, Rangan
41
Clements, Michael P.
40
Timmermann, Allan
40
Diebold, Francis X.
36
Korn, Ralf
32
Heckman, James J.
28
Petropoulos, Fotios
28
Escobar, Marcos
27
Hendry, David F.
27
Wong, Wing Keung
27
Marcellino, Massimiliano
26
Jarrow, Robert A.
25
Li, Duan
25
Pierdzioch, Christian
25
Swanson, Norman R.
25
Hyndman, Rob J.
24
Moosa, Imad A.
24
Wang, Yudong
24
Bollerslev, Tim
23
Chavas, Jean-Paul
23
Makridakis, Spyros G.
23
Satchell, Stephen
23
Zagst, Rudi
23
Koop, Gary
22
Lo, Andrew W.
22
Dijk, Dick van
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
20
Engle, Robert F.
19
Ferson, Wayne E.
19
Guerard, John Baynard
19
Lee, Cheng F.
19
Lien, Da-hsiang Donald
19
MacDonald, Ronald
19
Tower, Edward
19
Campbell, John Y.
18
Christiano, Lawrence J.
18
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Published in...
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International journal of theoretical and applied finance
4
The journal of portfolio management : a publication of Institutional Investor
4
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
Annals of operations research
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
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
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
50
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50
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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
Saved in:
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