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subject:"Portfolio-Management"
~person:"Fabozzi, Frank J."
~subject:"Risikomaß"
~subject:"Risikoprämie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Portfolio-Management
Risikomaß
Risikoprämie
Risiko
11
Risk
11
Portfolio selection
9
Theorie
6
Theory
6
Volatility
4
Volatilität
4
Measurement
3
Messung
3
Risk measure
3
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2
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2
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2
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ARCH model
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11
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11
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Fabozzi, Frank J.
Righi, Marcelo Brutti
18
Wang, Ruodu
18
Gollier, Christian
14
Eeckhoudt, Louis R.
13
Gupta, Rangan
13
Rosazza Gianin, Emanuela
13
Huang, Xiaoxia
12
Mao, Tiantian
12
Wong, Wing Keung
12
Bali, Turan G.
11
Laeven, Roger J. A.
11
Zaremba, Adam
11
Almeida, Caio
9
Brandtner, Mario
9
Cai, Jun
9
Demirer, Rıza
9
Denuit, Michel
9
Furman, Edward
9
Müller, Fernanda Maria
9
Rüschendorf, Ludger
9
Tang, Qihe
9
Bellini, Fabio
8
Cheung, Ka Chun
8
Chiang, Thomas C.
8
Kakushadze, Zura
8
Long, Huaigang
8
Pichler, Alois
8
Satchell, Stephen
8
Wagner, Niklas F.
8
Asimit, Alexandru V.
7
Balbás de la Corte, Alejandro
7
Cakici, Nusret
7
Guillén, Montserrat
7
Hammoudeh, Shawkat
7
Kürsten, Wolfgang
7
Munari, Cosimo-Andrea
7
Rudloff, Birgit
7
Rösch, Daniel
7
Siu, Tak Kuen
7
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Applied economics
2
International journal of theoretical and applied finance
2
The journal of portfolio management : JPM
2
Annals of operations research
1
European journal of operational research : EJOR
1
International review of financial analysis
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of alternative investments : JAI
1
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ECONIS (ZBW)
11
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1
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
2
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
3
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
4
Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio
;
Wong, Wing Keung
;
Fabozzi, Frank J.
- In:
Applied economics
50
(
2018
)
43
,
pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
Saved in:
5
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
6
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
7
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Račev, …
-
2010
Persistent link: https://www.econbiz.de/10003964894
Saved in:
8
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
Saved in:
9
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
10
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
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