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~isPartOf:"Annals of operations research"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Fabozzi, Frank J."
~person:"Pepels, Werner"
~subject:"Aufsatzsammlung"
~subject:"Managerial finance"
~subject:"Portfolio selection"
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Aufsatzsammlung
Managerial finance
Portfolio selection
Portfolio-Management
4
Theorie
4
Theory
4
Estimation
3
Schätzung
3
Risikomaß
2
Risk measure
2
Capital income
1
Kapitaleinkommen
1
Measurement
1
Messung
1
Multivariate Analyse
1
Multivariate analysis
1
Operations Research
1
Operations research
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Statistical method
1
Statistische Methode
1
USA
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United States
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English
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Fabozzi, Frank J.
Pepels, Werner
Gendreau, Michel
2
Huang, Dashan
2
Kim, Young Shin
2
Račev, Svetlozar T.
2
Siu, Tak Kuen
2
Tiwari, Aviral Kumar
2
Aboura, Sofiane
1
Adcock, C. J.
1
Albulescu, Claudiu Tiberiu
1
Aldrich, Eric Mark
1
Ayala, Astrid
1
Baldeaux, Jan
1
Bapat, Ravi B.
1
Bayraktar, Erhan
1
Bellalah, Mondher
1
Blanning, Robert W.
1
Blazsek, Szabolcs
1
Boland, Natashia
1
Bonomo, Flavio
1
Borgonovo, Emanuele
1
Casarin, Roberto
1
Cataldo, Alejandro
1
Cerqueti, Roy
1
Chevallier, Julien
1
Coullard, Collette
1
Crama, Yves
1
D'Ecclesia, Rita L.
1
Dark, Jonathan Graeme
1
Elliott, Robert J.
1
Evstigneev, Igor' V.
1
Fahle, Torsten
1
Focardi, Sergio M.
1
Gervet, Carmen
1
Giacometti, Rosella
1
Gilli, Manfred
1
Glover, Fred
1
Graves, Robert J.
1
Hainaut, Donatien
1
Hall, Nicholas G.
1
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Annals of operations research
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The Frank J. Fabozzi series
29
Investment management and financial management
12
The journal of portfolio management : JPM
9
The theory and practice of investment management
9
Valuation, financial modeling, and quantitative tools
9
Applied economics
7
The journal of portfolio management : a publication of Institutional Investor
7
Frank J. Fabozzi series
6
The handbook of fixed income securities
6
Frank J. Fabozzi Ser
5
International journal of theoretical and applied finance
5
Wiley finance
5
European journal of operational research : EJOR
4
Financial markets and instruments
4
Journal of banking & finance
4
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Always learning
2
Analytical models for financial modeling and risk management
2
Applied financial economics letters
2
Finance research letters
2
Frank J. Fabozzi Series
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Operations research models in banking management
2
Quantitative fund management
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
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ECONIS (ZBW)
4
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1
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:
2
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:
3
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
4
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:
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