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~language:"eng"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Risiko
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83
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77
Portfolio-Management
77
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38
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38
Option pricing theory
35
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Fabozzi, Frank J.
Gupta, Rangan
272
Phillips, Peter C. B.
207
Beladi, Hamid
165
McAleer, Michael
153
Tsionas, Efthymios G.
152
Güth, Werner
145
Pestieau, Pierre
145
Creedy, John
144
Lai, Ching-chong
141
Bahmani-Oskooee, Mohsen
136
Kumbhakar, Subal
136
Nijkamp, Peter
132
Turnovsky, Stephen J.
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Marjit, Sugata
121
Lien, Da-hsiang Donald
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Färe, Rolf
117
Thisse, Jacques-François
117
Tirole, Jean
116
Cremer, Helmuth
114
Linton, Oliver
114
Jarrow, Robert A.
113
Acemoglu, Daron
112
Cheng, T. C. E.
112
Long, Ngo Van
112
Lambertini, Luca
111
Laporte, Gilbert
110
Serletis, Apostolos
110
Bouri, Elie
106
Shogren, Jason F.
105
Tiwari, Aviral Kumar
105
Miceli, Thomas J.
104
Devereux, Michael B.
103
Franses, Philip Hans
103
Pesaran, M. Hashem
103
Baltagi, Badi H.
102
Ma, Feng
101
Quiggin, John C.
101
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100
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International journal of theoretical and applied finance
9
Applied economics
7
The journal of portfolio management : a publication of Institutional Investor
7
Journal of banking & finance
6
Computational economics
5
European journal of operational research : EJOR
5
The journal of fixed income
5
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5
The journal of fixed income : JFI
4
Annals of operations research
3
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3
International review of financial analysis
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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3
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2
Economics letters
2
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Journal of international money and finance
2
Advances in futures and options research : a research annual
1
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1
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1
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1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
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1
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1
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1
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1
Journal of financial engineering
1
Journal of forecasting
1
Journal of post-Keynesian economics : JPKE
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Journal of statistical and econometric methods
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National tax journal
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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
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:
5
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:
6
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:
7
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:
8
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:
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
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
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