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~language:"eng"
~language:"swe"
~person:"Fabozzi, Frank J."
~subject:"Schätzung"
~type_genre:"Annual report"
~type_genre:"Article in journal"
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Schätzung
Theorie
83
Theory
83
Portfolio selection
78
Portfolio-Management
78
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39
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39
Option pricing theory
35
Optionspreistheorie
35
CAPM
27
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27
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27
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24
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24
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24
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Fabozzi, Frank J.
Gupta, Rangan
176
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
129
Chang, Tsangyao
100
Caporale, Guglielmo Maria
93
Tiwari, Aviral Kumar
84
Wohar, Mark E.
80
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
74
Lee, Chien-chiang
63
Zaremba, Adam
63
Belke, Ansgar
61
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Su, Chi-Wei
54
Pierdzioch, Christian
52
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Xuan Vinh Vo
46
Herwartz, Helmut
45
McMillan, David G.
44
Payne, James E.
43
Hammoudeh, Shawkat
41
Holmes, Mark J.
41
McAleer, Michael
39
Tsionas, Efthymios G.
38
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Ma, Feng
36
MacDonald, Ronald
36
Salisu, Afees A.
36
Schneider, Friedrich
36
Bouri, Elie
35
Brooks, Robert
35
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
2
International review of financial analysis
2
The journal of fixed income
2
Annals of operations research
1
Emerging markets review
1
International journal of finance & economics : IJFE
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
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The journal of real estate finance and economics
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ECONIS (ZBW)
20
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1
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:
2
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:
3
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
4
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
5
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
6
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:
7
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
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
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
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