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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Theory"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Theory
Theorie
134
Portfolio selection
110
Portfolio-Management
110
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60
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60
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
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33
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Fabozzi, Frank J.
Nijkamp, Peter
174
Beladi, Hamid
170
Güth, Werner
163
Pestieau, Pierre
157
Stiglitz, Joseph E.
154
Creedy, John
153
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145
Lai, Ching-chong
141
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139
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134
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131
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131
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129
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126
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124
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122
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121
Acemoglu, Daron
118
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111
Jarrow, Robert A.
110
Broll, Udo
109
Shogren, Jason F.
108
Cheng, T. C. E.
107
Laffont, Jean-Jacques
107
Miceli, Thomas J.
107
Devereux, Michael B.
106
Gersbach, Hans
105
Stark, Oded
105
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104
Tsionas, Efthymios G.
104
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103
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101
Kumbhakar, Subal
101
Barnett, William A.
98
Chao, Chi-Chur
97
Sappington, David Edward Michael
97
Lien, Da-hsiang Donald
96
Smith, Vernon L.
96
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Valuation, financial modeling, and quantitative tools
15
The handbook of fixed income securities
14
Investment management and financial management
10
International journal of theoretical and applied finance
7
Financial markets and instruments
5
Journal of banking & finance
5
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5
The journal of portfolio management : a publication of Institutional Investor
5
Applied economics
4
The journal of fixed income : JFI
4
Annals of operations research
3
Computational economics
3
European journal of operational research : EJOR
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of portfolio management : JPM
3
Applied financial economics letters
2
Economics letters
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The handbook of mortgage-backed securities
2
Advanced bond portfolio management : best practices in modeling and strategies
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
134
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134
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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
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:
6
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:
7
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
8
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
9
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:
10
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
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