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~language:"eng"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Estimation theory"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
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83
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83
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77
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38
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38
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35
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Fabozzi, Frank J.
Gupta, Rangan
213
McAleer, Michael
127
Bouri, Elie
115
Bahmani-Oskooee, Mohsen
103
Tiwari, Aviral Kumar
101
Ma, Feng
100
Hammoudeh, Shawkat
99
Phillips, Peter C. B.
96
Linton, Oliver
77
Wong, Wing Keung
76
Kang, Sang Hoon
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Xuan Vinh Vo
70
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69
Mensi, Walid
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Lee, Lung-fei
65
Baltagi, Badi H.
64
Bollerslev, Tim
64
Li, Qi
64
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63
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60
Tsionas, Efthymios G.
59
Caporale, Guglielmo Maria
58
Demirer, Rıza
58
Faff, Robert W.
58
Lien, Da-hsiang Donald
58
Zaremba, Adam
57
Brooks, Robert
56
Wang, Yudong
55
Lucey, Brian M.
54
Zhang, Yaojie
53
Yoon, Seong-min
52
Ullah, Aman
51
Andrews, Donald W. K.
50
Apergēs, Nikolaos
50
Ji, Qiang
50
Lee, Chien-chiang
50
Shahzad, Syed Jawad Hussain
50
Balcilar, Mehmet
49
Corbet, Shaen
49
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Applied economics
9
The journal of portfolio management : JPM
8
The journal of portfolio management : a publication of Institutional Investor
8
International journal of theoretical and applied finance
6
European journal of operational research : EJOR
5
Journal of banking & finance
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International review of financial analysis
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Finance research letters
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Journal of economic dynamics & control
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.
;
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
Saved in:
2
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:
3
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:
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
Contributions of The Journal of Fixed Income to Fixed-Income Analytics
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 7-27
Persistent link: https://www.econbiz.de/10014231356
Saved in:
6
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:
7
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:
8
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:
9
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:
10
A lifetime allocation with human capital : implications for target date fund
Ha, Seokkeun
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
23
(
2022
)
5
,
pp. 365-375
Persistent link: https://www.econbiz.de/10013392028
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