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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Capital income"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Capital income
Volatility
Theorie
135
Theory
135
Portfolio selection
111
Portfolio-Management
111
USA
60
United States
60
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
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33
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33
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30
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29
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28
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28
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Fabozzi, Frank J.
Gupta, Rangan
213
Bouri, Elie
104
Ma, Feng
100
Zaremba, Adam
100
McMillan, David G.
98
Wohar, Mark E.
89
Tiwari, Aviral Kumar
82
Hammoudeh, Shawkat
80
McAleer, Michael
77
Bahmani-Oskooee, Mohsen
75
Narayan, Paresh Kumar
75
Faff, Robert W.
62
Xuan Vinh Vo
62
Pierdzioch, Christian
60
Kang, Sang Hoon
59
Wang, Yudong
59
Caporale, Guglielmo Maria
58
Bollerslev, Tim
57
Demirer, Rıza
57
Brooks, Robert
56
Bali, Turan G.
54
Mensi, Walid
52
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52
Nguyen, Duc Khuong
51
Salisu, Afees A.
50
Andersen, Torben
48
Balcilar, Mehmet
48
Kumar, Dilip
48
Apergēs, Nikolaos
46
Gil-Alaña, Luis A.
46
Ryu, Doojin
46
Lucey, Brian M.
45
Shahzad, Syed Jawad Hussain
45
Zhang, Wei
45
Cakici, Nusret
44
Sehgal, Sanjay
44
Chiang, Thomas C.
43
Yin, Libo
43
Yoon, Seong-min
43
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Applied financial economics
5
The journal of portfolio management : JPM
4
The journal of portfolio management : a publication of Institutional Investor
4
Applied economics
3
Computational economics
3
International review of financial analysis
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Finance research letters
2
International journal of theoretical and applied finance
2
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1
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Annals of operations research ; volume 275, numbers 2 (April 2019)
1
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Optimizing optimization : the next generation of optimization applications and theory
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Review of finance : journal of the European Finance Association
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Risk assessment : decisions in banking and finance
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ECONIS (ZBW)
55
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Editors' introduction to the 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
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
7
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
8
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
9
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
10
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
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