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Portfolio selection
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Fabozzi, Frank J.
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Fukushima, Masao
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Huang, Dashan
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Nazemi, Abdolreza
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Heidenreich, Konstantin
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Paletta, Tommaso
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European journal of operational research : EJOR
The Frank J. Fabozzi series
55
The journal of portfolio management : a publication of Institutional Investor
52
NBER Working Paper
42
Working paper / National Bureau of Economic Research, Inc.
40
NBER working paper series
34
The journal of fixed income
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The journal of portfolio management : JPM
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Investment management and financial management
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Valuation, financial modeling, and quantitative tools
29
Working paper / National Bureau of Economic Research, Inc
27
Financial markets and instruments
26
The handbook of fixed income securities
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Controller-Magazin : CM ; Arbeitsergebnisse aus der Controller-Praxis
25
The theory and practice of investment management
22
Applied economics
20
Journal of Australian political economy
20
Best's review : insurance issues and analysis
18
Journal of banking & finance
18
International journal of theoretical and applied finance
14
The journal of finance : the journal of the American Finance Association
14
Frank J. Fabozzi Ser
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Applied financial economics
11
Contemporary economic policy : a journal of Western Economic Association International
11
Frank J. Fabozzi series
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Wiley finance
11
Finance research letters
10
Journal of Finance
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KIT Working Paper Series in Economics
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Review of environmental economics and policy
10
Working Paper Series in Economics
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Working paper series in economics
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Agricultural Economics Reports
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Annals of operations research
9
European Journal of Operational Research
9
Journal of Banking & Finance
9
The journal of fixed income : JFI
9
University of California at San Francisco, Center for Tobacco Control Research and Education
9
Economics letters
8
Handbook of financial markets : securities, options and futures
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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
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:
4
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:
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
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:
7
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:
8
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:
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:
10
The Newsboy problem when customer demand is a compound renewal process
Huang, Dashan
;
Zhu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 134-143
Persistent link: https://www.econbiz.de/10008349009
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