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~isPartOf:"Annals of operations research"
~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
~isPartOf:"Journal of banking & finance"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Article"
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Portfolio selection
8
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3
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Fabozzi, Frank J.
Moshirian, Fariborz
44
Hasan, Iftekhar
37
Berger, Allen N.
31
Saunders, Anthony
28
Faff, Robert W.
20
Cumming, Douglas J.
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Annals of operations research
Journal / The Capco Institute : journal of financial transformation
Journal of banking & finance
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
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Applied economics
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European journal of operational research : EJOR
9
Finance research letters
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International review of financial analysis
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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The journal of asset management
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The journal of structured finance
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Advances in futures and options research : a research annual
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Applied economics letters
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Insurance / Mathematics & economics
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Review of quantitative finance and accounting
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Financial analysts' journal : FAJ
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ECONIS (ZBW)
16
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1
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
2
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
3
On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping
;
Durfee, Antonina V.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
68
(
2016
),
pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
Saved in:
4
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
5
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
6
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
Saved in:
7
Liability index fund : the liability beta portfolio
Ryan, Ronald J.
;
Fabozzi, Frank J.
- In:
Journal / The Capco Institute : journal of financial …
33
(
2011
),
pp. 29-33
Persistent link: https://www.econbiz.de/10009629859
Saved in:
8
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
9
Robust portfolios : contributions from operations research and finance
Fabozzi, Frank J.
;
Huang, Dashan
;
Zhou, Guofu
-
2010
Persistent link: https://www.econbiz.de/10003964880
Saved in:
10
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:
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