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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"
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Estimation theory
Risiko
Schätztheorie
Volatility
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
United States
38
Option pricing theory
35
Optionspreistheorie
35
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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
200
McAleer, Michael
113
Bahmani-Oskooee, Mohsen
103
Phillips, Peter C. B.
96
Bouri, Elie
91
Ma, Feng
91
Hammoudeh, Shawkat
78
Tiwari, Aviral Kumar
76
Linton, Oliver
73
Lee, Lung-fei
65
Baltagi, Badi H.
63
Bollerslev, Tim
63
Li, Qi
63
Wohar, Mark E.
63
Tsionas, Efthymios G.
57
Kang, Sang Hoon
56
Xuan Vinh Vo
54
Caporale, Guglielmo Maria
53
Demirer, Rıza
53
McMillan, David G.
52
Mensi, Walid
51
Andrews, Donald W. K.
50
Balcilar, Mehmet
48
Ullah, Aman
48
Viscusi, W. Kip
48
Wang, Yudong
48
Kumbhakar, Subal
47
Newey, Whitney K.
47
Kumar, Dilip
46
Brooks, Robert
44
Ji, Qiang
44
Serletis, Apostolos
44
Su, Liangjun
44
Wong, Wing Keung
44
Zhang, Yaojie
44
Engle, Robert F.
43
Lien, Da-hsiang Donald
43
Pierdzioch, Christian
43
Apergēs, Nikolaos
42
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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
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 econometrics journal
1
The journal of alternative investments : JAI
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
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