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~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Asymptotic variability"
~subject:"Conditional value-at-risk"
~subject:"Developing countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Factor analysis"
~subject:"Firm performance"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Asymptotic variability
Conditional value-at-risk
Developing countries
Economic growth
Entwicklungsländer
Factor analysis
Firm performance
Supply chain
Theory
Volatility
World
Theorie
7
Portfolio selection
5
Portfolio-Management
5
Risikomaß
4
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3
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Aufsatz in Zeitschrift
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Fabozzi, Frank J.
Hammoudeh, Shawkat
34
Moshirian, Fariborz
32
Tiwari, Aviral Kumar
28
Wang, Yudong
27
Ma, Feng
25
Ji, Qiang
24
Shahbaz, Muhammad
23
Lee, Chien-chiang
20
Smyth, Russell
20
Apergēs, Nikolaos
19
Gupta, Rangan
19
Uddin, Mohammed Gazi Salah
19
Ang, Beng-wah
18
Fan, Ying
16
Bouri, Elie
15
Clarke, Leon
15
Faff, Robert W.
15
Hasan, Iftekhar
15
Lin, Boqiang
15
Lucey, Brian M.
15
Prokopczuk, Marcel
14
Sadorsky, Perry A.
14
Saunders, Anthony
14
Shahzad, Syed Jawad Hussain
14
Sueyoshi, Toshiyuki
14
Wei, Yu
13
Demirer, Rıza
12
Kang, Sang Hoon
12
Payne, James E.
12
Wang, Shouyang
12
Wu, Chongfeng
12
Yin, Libo
12
Yoon, Seong-min
12
Zhang, Dayong
12
Chevallier, Julien
11
Do, Hung Xuan
11
Narayan, Paresh Kumar
11
Roubaud, David
11
Batten, Jonathan A.
10
Berger, Allen N.
10
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Energy economics
Journal of banking & finance
Journal of empirical finance
The journal of portfolio management : JPM
9
The journal of portfolio management : a publication of Institutional Investor
9
International journal of theoretical and applied finance
8
Applied economics
6
Computational economics
5
The journal of fixed income
5
International review of financial analysis
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Economics letters
3
European journal of operational research : EJOR
3
Journal of international money and finance
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
Applied financial economics letters
2
Finance research letters
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Advances in futures and options research : a research annual
1
Annals of economics and finance
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Econometric theory
1
Emerging markets review
1
Financial analysts' journal : FAJ
1
Financial markets, institutions & instruments
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of forecasting
1
Journal of post-Keynesian economics : JPKE
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Journal of statistical and econometric methods
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National tax journal
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ECONIS (ZBW)
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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
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:
4
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:
5
Balancing energy strategies in electricity portfolio management
Möller, Christoph
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Energy economics
33
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009260887
Saved in:
6
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
7
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
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