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~isPartOf:"Journal of banking & finance"
~person:"Fabozzi, Frank J."
~person:"Gómez, Fabio"
~person:"Li, Tiantian"
~subject:"Theory"
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Fabozzi, Frank J.
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Li, Tiantian
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Journal of banking & finance
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The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
2
Foster-Hart optimal portfolios
Anand, Abhinav
;
Li, Tiantian
;
Kurosaki, Tetsuo
;
Kim, …
- In:
Journal of banking & finance
68
(
2016
),
pp. 117-130
Persistent link: https://www.econbiz.de/10011634807
Saved in:
3
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:
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:
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