//--> //--> //-->
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:"Journal / The Capco Institute : journal of financial transformation"
~isPartOf:"Journal of banking & finance"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Article"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Portfolio selection
6
Portfolio-Management
6
Theorie
5
Theory
5
ARCH model
3
ARCH-Modell
3
Credit risk
3
Kreditrisiko
3
Collateral
2
Kreditsicherung
2
Option pricing theory
2
Optionspreistheorie
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymptotic variability
1
Benchmarking
1
Beta risk
1
Betafaktor
1
Bias correction
1
Capital income
1
Conditional value-at-risk
1
Corporate bond
1
Decision under uncertainty
1
Diebold-Mariano framework
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Fat-tailed distributions
1
Financial market
1
Finanzmarkt
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
1
Language
All
Czech
English
Author
All
Fabozzi, Frank J.
Hollstein, Fabian
5
Guo, Hui
4
Post, Thierry
4
Prokopczuk, Marcel
4
Zaremba, Adam
4
Aretz, Kevin
3
Balvers, Ronald J.
3
Cakici, Nusret
3
Grauer, Robert R.
3
Janmaat, Johannus A.
3
Kim, Tong Suk
3
Levy, Haim
3
Maio, Paulo
3
Uhrig-Homburg, Marliese
3
Abhyankar, Abhay
2
Ben Ammar, Semir
2
Branger, Nicole
2
Darrat, Ali F.
2
Dijk, Mathijs van
2
Driessen, Joost
2
Eling, Martin
2
Escobar, Marcos
2
Fletcher, Jonathan
2
Geman, Hélyette
2
Gray, Philip K.
2
Huang, Dayong
2
Jacobs, Heiko
2
Jorion, Philippe
2
Klein, Peter
2
Levy, Moshe
2
Li, Junye
2
Mazouz, Khelifa
2
Min, Byoung-Kyu
2
Min, Byoung-kyu
2
Mohrschladt, Hannes
2
Monfort, Alain
2
Moreno, David
2
Patro, Dilip Kumar
2
Pope, Peter F.
2
Priestley, Richard
2
more ...
less ...
Published in...
All
Journal / The Capco Institute : journal of financial transformation
Journal of banking & finance
Applied economics
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
Finance research letters
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of economics & business
1
Journal of international money and finance
1
Quantitative finance
1
Research in finance
1
Review of quantitative finance and accounting
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->