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~language:"eng"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Estimation theory
Risiko
Schätztheorie
Volatility
Theorie
98
Theory
98
Portfolio selection
97
Portfolio-Management
97
USA
55
United States
55
Option pricing theory
36
Optionspreistheorie
36
CAPM
33
Welt
30
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30
Derivat
28
Derivative
28
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27
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25
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25
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Lehrbuch
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43
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English
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Fabozzi, Frank J.
Gupta, Rangan
205
McAleer, Michael
113
Bahmani-Oskooee, Mohsen
103
Bouri, Elie
98
Ma, Feng
96
Phillips, Peter C. B.
96
Hammoudeh, Shawkat
81
Tiwari, Aviral Kumar
81
Linton, Oliver
74
Lee, Lung-fei
65
Wohar, Mark E.
64
Baltagi, Badi H.
63
Bollerslev, Tim
63
Li, Qi
63
Tsionas, Efthymios G.
58
Kang, Sang Hoon
57
Xuan Vinh Vo
56
Caporale, Guglielmo Maria
54
Mensi, Walid
54
Demirer, Rıza
53
McMillan, David G.
52
Andrews, Donald W. K.
50
Wang, Yudong
50
Balcilar, Mehmet
48
Kumbhakar, Subal
48
Ullah, Aman
48
Viscusi, W. Kip
48
Newey, Whitney K.
47
Zhang, Yaojie
47
Ji, Qiang
46
Kumar, Dilip
46
Lee, Chien-chiang
46
Pierdzioch, Christian
46
Wong, Wing Keung
45
Brooks, Robert
44
Serletis, Apostolos
44
Su, Liangjun
44
Corbet, Shaen
43
Engle, Robert F.
43
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Applied economics
5
International journal of theoretical and applied finance
4
Computational economics
3
European journal of operational research : EJOR
3
International review of financial analysis
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of portfolio management : JPM
3
Applied financial economics
2
Annals of economics and finance
1
Annals of operations research
1
Emerging markets review
1
Finance research letters
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international money and finance
1
Quantitative finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The Frank J. Fabozzi series
1
The econometrics journal
1
The journal of alternative investments : JAI
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : a publication of Institutional Investor
1
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ECONIS (ZBW)
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44
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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
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:
3
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:
4
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:
5
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
6
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
7
Editors' introduction to the 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
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
8
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
9
Special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
10
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:
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