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~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance : IJTAF"
~language:"bos"
~language:"eng"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Portfolio selection
Stochastic process
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Boubaker, Heni
Fabozzi, Frank J.
Stiglitz, Joseph E.
Semmler, Willi
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Computational economics
International journal of theoretical and applied finance : IJTAF
The journal of portfolio management : JPM
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Applied economics
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Investment management and financial management
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The journal of portfolio management : a publication of Institutional Investor
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Valuation, financial modeling, and quantitative tools
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The handbook of fixed income securities
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International journal of theoretical and applied 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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Advanced bond portfolio management : best practices in modeling and strategies
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Optimizing optimization : the next generation of optimization applications and theory
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1
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:
2
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:
3
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
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