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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~subject:"Volatilität"
~type_genre:"Working Paper"
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Portfolio-Management
Volatilität
Theorie
92
Theory
92
Portfolio selection
42
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16
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16
Estimation
15
Schätzung
15
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14
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English
46
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Fabozzi, Frank J.
Platen, Eckhard
57
McAleer, Michael
53
Bollerslev, Tim
50
Härdle, Wolfgang
49
Lucas, André
48
Gollier, Christian
43
Andersen, Torben
40
Diebold, Francis X.
40
Koopman, Siem Jan
40
Uppal, Raman
40
Chiarella, Carl
35
Gupta, Rangan
34
Maurer, Raimond
33
Wong, Wing Keung
32
Campbell, John Y.
31
Gouriéroux, Christian
31
Guidolin, Massimo
31
Başak, Suleyman
30
Korn, Ralf
30
Schenk-Hoppé, Klaus Reiner
30
He, Xue-zhong
29
Van Wincoop, Eric
28
Engle, Robert F.
27
Escobar, Marcos
27
Li, Duan
27
Lux, Thomas
27
Bacchetta, Philippe
26
Brandt, Michael W.
26
Caporin, Massimiliano
26
Hens, Thorsten
26
Timmermann, Allan
26
Vries, Casper G. de
26
Aizenman, Joshua
25
Aït-Sahalia, Yacine
25
Malamud, Semyon
25
Schmid, Wolfgang
25
Asai, Manabu
24
Post, Thierry
24
Viceira, Luis M.
24
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International journal of theoretical and applied finance
4
Annals of operations research
3
Applied economics
3
Journal of banking & finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of portfolio management : JPM
3
European journal of operational research : EJOR
2
The journal of fixed income
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
Working paper series in economics
2
Applied economics letters
1
Applied financial economics letters
1
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1
Computational economics
1
Economics letters
1
Finance research letters
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Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
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Journal of empirical finance
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Journal of forecasting
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Journal of international money and finance
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Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
46
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1
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46
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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
Special issue: Multi-asset strategies
Fabozzi, Frank J.
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012016852
Saved in:
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