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~isPartOf:"Journal of banking & finance"
~person:"Fabozzi, Frank J."
~person:"Levy, Moshe"
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Portfolio selection
8
Portfolio-Management
8
Theorie
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Capital income
2
Diversification
2
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2
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Fabozzi, Frank J.
Levy, Moshe
Baptista, Alexandre M.
7
Alexander, Gordon J.
6
Branger, Nicole
5
Munk, Claus
5
Zenios, Stauros Andrea
5
Koedijk, Kees
4
Kraft, Holger
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Levy, Haim
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Nogales, Francisco J.
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An, Yunbi
3
Balbás de la Corte, Alejandro
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Brunetti, Marianna
3
Chou, Pin-huang
3
Drew, Michael E.
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Fedenia, Mark
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Gouriéroux, Christian
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Kwan, Clarence C. Y.
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Malliaris, Anastasios G.
3
Phillips, Blake
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Post, Thierry
3
Prisman, Eliezer Zeev
3
Rockafellar, Ralph Tyrrell
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Rösch, Daniel
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Skiadopoulos, George
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Tessaromatis, Nikolaos P.
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Turtle, Harry J.
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Tzeng, Larry Y.
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Uryasev, Stan
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Verbeek, Marno
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Annaert, Jan
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Armstrong, John
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Atella, Vincenzo
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Journal of banking & finance
The Frank J. Fabozzi series
28
The journal of portfolio management : JPM
9
The theory and practice of investment management
9
European journal of operational research : EJOR
8
The journal of portfolio management : a publication of Institutional Investor
8
Applied economics
7
Investment management and financial management
7
Valuation, financial modeling, and quantitative tools
7
Frank J. Fabozzi series
6
The handbook of fixed income securities
6
Frank J. Fabozzi Ser
5
International journal of theoretical and applied finance
5
Financial markets and instruments
4
Journal of investment management : JOIM
4
Wiley finance
4
Finance research letters
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Always learning
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Analytical models for financial modeling and risk management
2
Annals of operations research
2
Applied financial economics letters
2
Frank J. Fabozzi Series
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Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Operations research models in banking management
2
Quantitative fund management
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Applied economics letters
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Applied financial economics
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Applied mathematical finance
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ECONIS (ZBW)
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1
The cost of diversification over time, and a simple way to improve target-date funds
Levy, Haim
;
Levy, Moshe
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012659656
Saved in:
2
Stocks versus bonds for the long run when a riskless asset is available
Levy, Haim
;
Levy, Moshe
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256584
Saved in:
3
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:
4
Keeping up with the Joneses and optimal diversification
Levy, Moshe
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 29-38
Persistent link: https://www.econbiz.de/10011543860
Saved in:
5
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:
6
The home bias is here to stay
Levy, Haim
;
Levy, Moshe
- In:
Journal of banking & finance
47
(
2014
),
pp. 29-40
Persistent link: https://www.econbiz.de/10010506513
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
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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