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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Skoog, Gary R."
~subject:"Estimation"
~subject:"Risikoprämie"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Article"
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Estimation
Risikoprämie
Statistische Verteilung
Theorie
95
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95
Portfolio selection
77
Portfolio-Management
77
USA
59
United States
59
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35
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35
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29
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Fabozzi, Frank J.
Skoog, Gary R.
Gupta, Rangan
185
Bahmani-Oskooee, Mohsen
158
Gil-Alaña, Luis A.
127
Chang, Tsangyao
98
Caporale, Guglielmo Maria
96
Wohar, Mark E.
91
Apergēs, Nikolaos
81
Tiwari, Aviral Kumar
81
Narayan, Paresh Kumar
76
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71
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63
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61
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58
Shahbaz, Muhammad
58
Pierdzioch, Christian
56
Su, Chi-Wei
54
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52
Hammoudeh, Shawkat
52
Wagner, Joachim
50
Egger, Peter
48
McMillan, David G.
48
Serletis, Apostolos
48
Hsing, Yu
47
Moosa, Imad A.
47
Herwartz, Helmut
46
Xuan Vinh Vo
46
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45
Tsionas, Efthymios G.
45
Holmes, Mark J.
43
MacDonald, Ronald
41
Payne, James E.
41
Bouri, Elie
40
Brooks, Robert
38
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Afonso, António
36
Faff, Robert W.
36
Hamori, Shigeyuki
36
Ma, Feng
36
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Journal of forensic economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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3
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3
Journal of legal economics
3
The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
65
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1
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:
2
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:
3
The data dilemma in alternative risk premium : why is a benchmark so elusive?
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
5
,
pp. 219-265
Persistent link: https://www.econbiz.de/10013176847
Saved in:
4
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:
5
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:
6
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
7
Workhorse or Trojan horse? : the alternative risk premium conundrum in multi-asset portfolios
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 147-182
Persistent link: https://www.econbiz.de/10013175533
Saved in:
8
The ABC's of the alternative risk premium : academic roots
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 405-436
Persistent link: https://www.econbiz.de/10012659814
Saved in:
9
The ABC's of the ARP : understanding alternative risk premium
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 391-404
Persistent link: https://www.econbiz.de/10012659812
Saved in:
10
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
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