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~isPartOf:"Journal of banking & finance"
~person:"Angelidis, Timotheos"
~person:"Fabozzi, Frank J."
~person:"Koedijk, Kees"
~subject:"Capital market returns"
~subject:"Finanzkrise"
~subject:"Portfolio selection"
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Angelidis, Timotheos
Fabozzi, Frank J.
Koedijk, Kees
Baptista, Alexandre M.
7
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5
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5
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Journal of banking & finance
The Frank J. Fabozzi series
28
The journal of portfolio management : JPM
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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:
2
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:
3
Revisiting mutual fund performance evaluation
Angelidis, Timotheos
;
Giamouridis, Daniel
; …
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1759-1776
Persistent link: https://www.econbiz.de/10009729462
Saved in:
4
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:
5
The efficiency of Greek public pension fund portfolios
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2158-2167
Persistent link: https://www.econbiz.de/10008737956
Saved in:
6
Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873
Saved in:
7
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
8
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Saved in:
9
Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel
;
Huisman, Ronald
;
Koedijk, Kees
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027
Saved in:
10
Portfolio implications of systemic crises
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2347-2369
Persistent link: https://www.econbiz.de/10003355801
Saved in:
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