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type_genre:"Biographie"
type_genre:"Sammelwerk"
~person:"Fabozzi, Frank J."
~subject:"Germany"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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Germany
Portfolio selection
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105
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21
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21
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15
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Fabozzi, Frank J.
Korn, Ralf
30
Wong, Wing Keung
30
Bruhn, Manfred
27
Escobar, Marcos
27
Albach, Horst
26
Gupta, Rangan
25
Li, Duan
25
McAleer, Michael
25
Bollerslev, Tim
23
Meffert, Heribert
23
Markowitz, Harry
21
Zagst, Rudi
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Platen, Eckhard
20
Prigent, Jean-Luc
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19
Satchell, Stephen
19
Gollier, Christian
18
Härdle, Wolfgang
18
Homburg, Christian
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Jarrow, Robert A.
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Levy, Haim
17
Madan, Dilip B.
17
Post, Thierry
17
Račev, Svetlozar T.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Asai, Manabu
16
Caporale, Guglielmo Maria
16
Siu, Tak Kuen
16
Yao, Haixiang
16
Andersen, Torben
15
Caporin, Massimiliano
15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
Lioui, Abraham
15
Vanduffel, Steven
15
Wang, Yudong
15
Berthold, Norbert
14
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4
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3
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3
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3
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3
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2
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ECONIS (ZBW)
62
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62
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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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