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~isPartOf:"Journal of banking & finance"
~language:"eng"
~language:"est"
~language:"ita"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"CAPM"
~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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CAPM
Conditional value-at-risk
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Theory
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Theorie
5
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Fabozzi, Frank J.
Moshirian, Fariborz
32
Saunders, Anthony
14
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12
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12
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10
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5
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5
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5
Eun, Cheol S.
5
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5
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Journal of banking & finance
The journal of portfolio management : JPM
11
The journal of portfolio management : a publication of Institutional Investor
10
International journal of theoretical and applied finance
8
Applied economics
6
Computational economics
5
The journal of fixed income
5
Finance research letters
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4
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Review of quantitative finance and accounting
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International journal of theoretical and applied finance : IJTAF
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Journal of economic dynamics & control
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Journal of economics & business
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial engineering
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Journal of forecasting
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Journal of post-Keynesian economics : JPKE
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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
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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