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~language:"afr"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Derivat"
~subject:"Estimation theory"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Derivat
Estimation theory
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USA
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Volatility
Welt
Theory
164
Volatilität
100
Portfolio selection
99
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99
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62
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Fabozzi, Frank J.
McAleer, Michael
Gupta, Rangan
363
Gil-Alaña, Luis A.
239
Bahmani-Oskooee, Mohsen
237
Phillips, Peter C. B.
221
Cheng, T. C. E.
219
Cebula, Richard J.
202
Tsionas, Efthymios G.
182
Beladi, Hamid
173
Nijkamp, Peter
172
Lien, Da-hsiang Donald
166
Serletis, Apostolos
161
Tiwari, Aviral Kumar
158
Wohar, Mark E.
156
Acemoglu, Daron
153
Apergēs, Nikolaos
151
Caporale, Guglielmo Maria
151
Creedy, John
150
Kumbhakar, Subal
150
Viscusi, W. Kip
148
Goel, Rajeev K.
147
Pestieau, Pierre
146
Güth, Werner
145
Lai, Ching-chong
142
Aizenman, Joshua
141
Eichengreen, Barry
141
Hassan, M. Kabir
141
Stiglitz, Joseph E.
141
Audretsch, David B.
137
Franses, Philip Hans
137
Heckman, James J.
137
Turnovsky, Stephen J.
137
Färe, Rolf
136
Moosa, Imad A.
136
Hammoudeh, Shawkat
135
Bouri, Elie
134
Lee, Chien-chiang
133
Pesaran, M. Hashem
133
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Journal of econometrics
19
Econometric reviews
18
Applied economics
16
Journal of risk and financial management : JRFM
14
Journal of economic surveys
13
The journal of portfolio management : a publication of Institutional Investor
13
The journal of fixed income
12
The journal of portfolio management : JPM
12
International journal of theoretical and applied finance
9
International review of economics & finance : IREF
9
Applied financial economics
8
Economics letters
8
Annals of financial economics
7
Computational economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Energy economics
6
Journal of banking & finance
6
Econometric theory
5
Econometrics : open access journal
5
European journal of operational research : EJOR
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Finance research letters
4
International review of financial analysis
4
Journal of forecasting
4
Risks : open access journal
4
The journal of fixed income : JFI
4
Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
International journal of forecasting
3
Journal of applied econometrics
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
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The journal of asset management
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ECONIS (ZBW)
344
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1
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10
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344
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
3
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
4
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
5
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
6
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
8
The economic theory of qualitative green growth
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Ponta, Linda
; …
- In:
Structural change and economic dynamics : SC+ED
61
(
2022
),
pp. 242-254
Persistent link: https://www.econbiz.de/10013393407
Saved in:
9
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
10
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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