//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
Theorie
3
Theory
3
American options
2
Corporate bond
2
Estimation theory
2
Finance
2
Forecasting model
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Schätztheorie
2
Unternehmensanleihe
2
Anleihe
1
Artificial intelligence
1
Black-Litterman
1
Bond
1
CAPM
1
Corporate bonds
1
Credit risk
1
Delta-hedging
1
Estimation errors
1
Fundamental factors
1
Fuzzy rule-based model
1
Fuzzy sets
1
Fuzzy-Set-Theorie
1
Gradient boosting
1
Hauptkomponentenanalyse
1
Hedging
1
Heteroscedasticity
1
Heteroskedastizität
1
Insolvency
1
Insolvenz
1
Investment analysis
1
Kernel principal component analysis
1
Kleinste-Quadrate-Methode
1
Kreditrisiko
1
Künstliche Intelligenz
1
LEAPS
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
9
Language
All
Bosnian
English
Author
All
Fabozzi, Frank J.
Cheng, T. C. E.
48
Laporte, Gilbert
43
Zhu, Joe
41
Boysen, Nils
40
Gendreau, Michel
40
Tsionas, Efthymios G.
39
Lim, Andrew
36
Teunter, Ruud H.
29
Vanhoucke, Mario
29
Hao, Jin-Kao
28
Choi, Tsan-Ming
27
Figueira, José Rui
27
Kao, Chiang
26
Speranza, Maria Grazia
25
Koster, René de
24
Zaccour, Georges
24
Aparicio, Juan
23
Crainic, Teodor Gabriel
23
Greco, Salvatore
23
Kumbhakar, Subal
23
Liang, Liang
23
Podinovski, Victor V.
23
Puerto, Justo
23
Wang, Shouyang
23
Archetti, Claudia
22
Ruiz, Rubén
22
Briskorn, Dirk
21
Dauzère-Péres, Stéphane
21
Hartl, Richard F.
21
Goerigk, Marc
20
Kort, Peter M.
20
Ljubić, Ivana
20
Shang, Jennifer
20
Minner, Stefan
19
Pisinger, David
19
Sörensen, Kenneth
19
Borgonovo, Emanuele
18
Boute, Robert N.
18
Burke, Edmund K.
18
Chen, Jing
18
more ...
less ...
Published in...
All
European journal of operational research : EJOR
The journal of portfolio management : JPM
34
Investment management and financial management
29
The journal of portfolio management : a publication of Institutional Investor
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
10
Journal of banking & finance
10
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Handbook of financial markets : securities, options and futures
7
Computational economics
6
International review of financial analysis
6
The handbook of mortgage-backed securities
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The handbook of municipal bonds
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Journal / The Capco Institute : journal of financial transformation
3
Review of quantitative finance and accounting
3
Risk assessment : decisions in banking and finance
3
The journal of financial research
3
Analytical models for financial modeling and risk management
2
Annals of economics and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Improving corporate bond recovery rate prediction using multi-factor support vector regressions
Nazemi, Abdolreza
;
Heidenreich, Konstantin
;
Fabozzi, …
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 664-675
Persistent link: https://www.econbiz.de/10011890354
Saved in:
3
Fuzzy decision fusion approach for loss-given-default modeling
Nazemi, Abdolreza
;
Pour, Farnoosh Fatemi
;
Heidenreich, …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 780-791
Persistent link: https://www.econbiz.de/10011798945
Saved in:
4
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
5
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
6
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
Saved in:
7
Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research
Zopounidis, Constantin
;
Doumpos, Michael
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 343-345
Persistent link: https://www.econbiz.de/10010356763
Saved in:
8
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
Saved in:
9
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->