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subject:"Risiko"
subject:"World"
~person:"Fabozzi, Frank J."
~person:"Stoja, Evarist"
~subject:"Portfolio selection"
~subject:"Risk"
~type:"article"
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Risiko
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Portfolio selection
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33
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Fabozzi, Frank J.
Stoja, Evarist
Wang, Ruodu
16
Hammoudeh, Shawkat
15
McAleer, Michael
11
Mao, Tiantian
10
Bhansali, Vineer
9
Janabi, Mazin A. M. al
9
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9
Sherris, Michael
9
Tan, Ken Seng
9
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8
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8
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7
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7
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7
Cai, Jun
7
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7
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7
Li, Jianping
7
Mitra, Sovan
7
Naeem, Muhammad Abubakr
7
Qazi, Abroon
7
Van Vuuren, Gary
7
Yang, Fan
7
Balbás de la Corte, Alejandro
6
Baptista, Alexandre M.
6
Chen, An
6
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6
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6
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6
Mensi, Walid
6
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6
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6
Zhu, Shushang
6
Acharya, Viral V.
5
Brandtner, Mario
5
Cheng, T. C. E.
5
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5
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5
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Investment management and financial management
2
Journal of international financial markets, institutions & money
2
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2
The journal of portfolio management : JPM
2
Applied economics
1
Applied financial economics letters
1
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1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
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1
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1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The handbook of commodity investing
1
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ECONIS (ZBW)
24
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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
Editors' introduction to the 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
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
3
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:
4
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:
5
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
6
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
7
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
8
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
9
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
10
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
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