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~accessRights:"restricted"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Theory
Portfolio selection
38
Portfolio-Management
38
Theorie
36
Option pricing theory
21
Optionspreistheorie
21
Volatility
14
Volatilität
14
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13
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13
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Article in journal
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34
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Fabozzi, Frank J.
Tsionas, Efthymios G.
67
Gupta, Rangan
56
Cheng, T. C. E.
55
Wang, Leonard F. S.
51
Dolgui, Alexandre
45
Laporte, Gilbert
44
Gendreau, Michel
41
Vanhoucke, Mario
39
Desaulniers, Guy
37
Afonso, Oscar
34
Coelho, Leandro C.
34
Yang, Jinqiang
34
Bertsimas, Dimitris
33
Kumbhakar, Subal
33
Chu, Chengbin
32
Chu, Feng
32
Savelsbergh, Martin W. P.
32
Serletis, Apostolos
32
Lodi, Andrea
31
Minner, Stefan
31
Beladi, Hamid
30
Gallegati, Mauro
30
Goerigk, Marc
29
Pestieau, Pierre
29
Wang, Ruodu
29
Aparicio, Juan
28
Iori, Manuel
28
Li, Kai
28
Liu, Ming
28
Mukherjee, Arijit
28
Puerto, Justo
28
Dauzère-Péres, Stéphane
27
Li, Feng
27
Van Woensel, Tom
27
Batabyal, Amitrajeet A.
26
Chen, Xi
26
Friehe, Tim
26
Färe, Rolf
26
Gil-Alaña, Luis A.
26
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The journal of fixed income : JFI
4
Applied economics
3
Computational economics
3
The journal of portfolio management : JPM
3
Journal of banking & finance
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management
2
Analytical models for financial modeling and risk management
1
Annals of finance
1
Applied economics letters
1
European journal of operational research : EJOR
1
Finance research letters
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of forecasting
1
Journal of international money and finance
1
Risk management decisions and value under uncertainty
1
Structural change and economic dynamics : SC+ED
1
The journal of derivatives : JOD
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
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The journal of real estate finance and economics
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ECONIS (ZBW)
36
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1
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:
2
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:
3
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
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 economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
6
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:
7
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
8
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
9
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
10
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
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