//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"CAPM"
~subject:"Capital income"
~subject:"Risiko"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Capital income
Risiko
Volatility
Theorie
135
Theory
135
Portfolio selection
112
Portfolio-Management
112
USA
61
United States
61
Option pricing theory
47
Optionspreistheorie
47
Derivat
33
Derivative
33
Kapitaleinkommen
30
Credit risk
29
Kreditrisiko
29
Volatilität
29
Asset-Backed Securities
28
Asset-backed securities
28
Anleihe
26
Bond
26
Risk management
26
Statistical distribution
26
Statistische Verteilung
26
Stochastic process
26
Stochastischer Prozess
26
Risikomanagement
25
Yield curve
22
Zinsstruktur
22
Estimation
21
Schätzung
21
Risk
20
Hypothek
19
Mortgage
19
Risikomaß
19
Risikoprämie
19
Risk measure
19
Risk premium
19
Welt
18
more ...
less ...
Online availability
All
Undetermined
34
Free
2
Type of publication
All
Article
90
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
70
Book section
21
Lehrbuch
7
Textbook
7
Working Paper
7
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Collection of articles of several authors
4
Sammelwerk
4
Handbook
2
Handbuch
2
Aufsatzsammlung
1
Glossar enthalten
1
Glossary included
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
Bosnian
English
Author
All
Fabozzi, Frank J.
Gupta, Rangan
259
Bouri, Elie
116
Zaremba, Adam
110
Ma, Feng
109
Bahmani-Oskooee, Mohsen
102
Tiwari, Aviral Kumar
100
Wohar, Mark E.
100
McMillan, David G.
99
Faff, Robert W.
95
Hammoudeh, Shawkat
93
McAleer, Michael
87
Narayan, Paresh Kumar
77
Xuan Vinh Vo
71
Demirer, Rıza
67
Brooks, Robert
66
Pierdzioch, Christian
66
Bollerslev, Tim
63
Caporale, Guglielmo Maria
63
Wang, Yudong
63
Kang, Sang Hoon
62
Balcilar, Mehmet
60
Bali, Turan G.
59
Satchell, Stephen
59
Apergēs, Nikolaos
58
Mensi, Walid
58
Nguyen, Duc Khuong
58
Wong, Wing Keung
58
Zhang, Yaojie
58
Lee, Chien-chiang
57
Madan, Dilip B.
57
Salisu, Afees A.
57
Harvey, Campbell R.
54
Shahzad, Syed Jawad Hussain
54
Jarrow, Robert A.
53
Lucey, Brian M.
53
Yin, Libo
53
Gil-Alaña, Luis A.
52
Ryu, Doojin
52
Cakici, Nusret
51
more ...
less ...
Published in...
All
Applied economics
5
Applied financial economics
5
The handbook of fixed income securities
5
The journal of portfolio management : a publication of Institutional Investor
5
Valuation, financial modeling, and quantitative tools
5
International journal of theoretical and applied finance
4
The journal of portfolio management : JPM
4
Computational economics
3
Finance research letters
3
International review of financial analysis
3
Investment management and financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
Applied economics letters
2
European journal of operational research : EJOR
2
Financial markets and instruments
2
Journal of banking & finance
2
Journal of international money and finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Advances in futures and options research : a research annual
1
Analytical models for financial modeling and risk management
1
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Econometric reviews
1
Emerging markets review
1
Energy economics
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative finance
1
Quantitative fund management
1
Research in finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.
;
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
Saved in:
2
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:
3
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
4
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:
5
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
Saved in:
6
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
Saved in:
7
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
8
A lifetime allocation with human capital : implications for target date fund
Ha, Seokkeun
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
23
(
2022
)
5
,
pp. 365-375
Persistent link: https://www.econbiz.de/10013392028
Saved in:
9
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
10
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->