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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~subject:"USA"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
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Portfolio-Management
USA
Theorie
92
Theory
92
Portfolio selection
42
Statistical distribution
16
Statistische Verteilung
16
Estimation
15
Schätzung
15
Risikomaß
14
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14
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11
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English
48
Author
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Fabozzi, Frank J.
Heckman, James J.
65
Acemoglu, Daron
51
Platen, Eckhard
49
Diebold, Francis X.
44
Campbell, John Y.
43
Timmermann, Allan
43
Caporale, Guglielmo Maria
42
Christiano, Lawrence J.
42
Engle, Robert F.
41
Gil-Alaña, Luis A.
40
Glaeser, Edward L.
40
Stambaugh, Robert F.
38
Gollier, Christian
37
Pástor, Ľuboš
36
Artus, Patrick
35
Greenwood, Jeremy
35
Maurer, Raimond
35
Pesaran, M. Hashem
35
Uppal, Raman
35
Lo, Andrew W.
34
Lucas, André
34
Caballero, Ricardo J.
33
Eichenbaum, Martin S.
33
Härdle, Wolfgang
32
Cooper, Russell W.
31
Kehoe, Patrick J.
31
Basu, Susanto
30
Hautsch, Nikolaus
30
Korn, Ralf
30
Mankiw, Nicholas Gregory
30
McGrattan, Ellen R.
30
Sentana, Enrique
30
Guidolin, Massimo
29
Nieuwerburgh, Stijn van
29
Schenk-Hoppé, Klaus Reiner
29
Van Wincoop, Eric
29
Wong, Wing Keung
29
Hall, Robert Ernest
28
Vries, Casper G. de
28
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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
Working paper series in economics
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
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ECONIS (ZBW)
48
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1
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10
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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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