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~language:"dan"
~language:"eng"
~language:"nor"
~language:"swe"
~language:"zho"
~person:"Fabozzi, Frank J."
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Handbuch"
~type_genre:"Rezension"
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Kapitaleinkommen
Theorie
159
Theory
159
Portfolio selection
142
Portfolio-Management
142
USA
86
United States
85
Option pricing theory
48
Optionspreistheorie
48
Anleihe
43
Bond
43
Derivat
41
Derivative
41
CAPM
38
Asset-Backed Securities
37
Asset-backed securities
37
Credit risk
31
Kreditrisiko
31
Capital income
30
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30
Risk management
29
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Yield curve
22
Zinsstruktur
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Börsenkurs
21
Estimation
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Share price
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19
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Article in journal
Aufsatz im Buch
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24
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2
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Danish
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Fabozzi, Frank J.
Gupta, Rangan
126
Zaremba, Adam
99
McMillan, David G.
68
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
48
Faff, Robert W.
46
Bali, Turan G.
42
Cakici, Nusret
42
Ma, Feng
41
Tiwari, Aviral Kumar
39
Wang, Yudong
38
Fletcher, Jonathan
37
Chiang, Thomas C.
36
Demirer, Rıza
36
Brooks, Robert
35
Pierdzioch, Christian
35
Sehgal, Sanjay
34
Zhang, Wei
34
Nguyen, Duc Khuong
33
Titman, Sheridan
33
Caporale, Guglielmo Maria
31
Gil-Alaña, Luis A.
31
Timmermann, Allan
31
Zhou, Guofu
31
Harvey, Campbell R.
30
Zhang, Yaojie
30
Subrahmanyam, Avanidhar
29
Guidolin, Massimo
28
Lee, Cheng F.
28
Ryu, Doojin
28
Xuan Vinh Vo
28
Lee, Bong-soo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Satchell, Stephen
26
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Applied financial economics
3
The journal of portfolio management : a publication of Institutional Investor
3
Applied economics
2
International review of financial analysis
2
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Finance research letters
1
Financial markets and instruments
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economics & business
1
Optimizing optimization : the next generation of optimization applications and theory
1
Review of quantitative finance and accounting
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The handbook of fixed income securities
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of portfolio management : JPM
1
Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
30
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1
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30
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
6
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
7
Robust equity portfolio performance
Kim, Jang Ho
;
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Fabozzi, …
- In:
Analytical models for financial modeling and risk management
,
(pp. 293-312)
.
2018
Persistent link: https://www.econbiz.de/10011897181
Saved in:
8
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
9
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
10
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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