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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"nor"
~person:"Fabozzi, Frank J."
~person:"Faff, Robert W."
~subject:"Factor analysis"
~subject:"Risiko"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Factor analysis
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Fabozzi, Frank J.
Faff, Robert W.
Biglova, Almira
2
Chen, Yanhong
2
Gardiol, Lucien
2
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International journal of theoretical and applied finance
Journal of banking & finance
4
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1
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1
Factor uniqueness in the S&P 500 universe : can proprietary factors exist?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009779764
Saved in:
2
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
3
Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Saved in:
4
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
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