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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Euro area"
~subject:"Internationales Währungssystem"
~subject:"Portfolio selection"
~subject:"Volatilität"
~subject:"Welt"
~subject:"World"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
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Euro area
Internationales Währungssystem
Portfolio selection
Volatilität
Welt
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52
Theory
52
Portfolio-Management
34
USA
22
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22
Anleihe
15
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15
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15
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14
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Aufsatz im Buch
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Fabozzi, Frank J.
Eichengreen, Barry
87
Stiglitz, Joseph E.
49
De Grauwe, Paul
45
Arestis, Philip
44
Frankel, Jeffrey A.
35
Sawyer, Malcolm C.
35
Bordo, Michael D.
33
Hoekman, Bernard M.
33
Goodhart, Charles A. E.
32
Wyplosz, Charles
31
Anderson, Kym
28
Bhagwati, Jagdish N.
27
Winters, Leonard Alan
27
Dunning, John H.
24
James, Harold
23
Krueger, Anne O.
23
Nijkamp, Peter
22
Helleiner, Eric
21
Ocampo Gaviria, José Antonio
21
Rodrik, Dani
21
Wood, Geoffrey
21
Gros, Daniel
20
Hagen, Jürgen von
20
Claessens, Stijn
19
Griffith-Jones, Stephany
19
Horlick, Gary N.
19
Belke, Ansgar
18
Issing, Otmar
18
Lane, Philip R.
18
Ostry, Sylvia
18
Schneider, Friedrich
18
Tanzi, Vito
18
Woolcock, Stephen
18
Cohen, Benjamin J.
17
Cooper, Richard N.
17
Cottier, Thomas
17
Hertel, Thomas W.
17
Reinhart, Carmen M.
17
Rugman, Alan M.
17
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Valuation, financial modeling, and quantitative tools
8
Investment management and financial management
7
The handbook of fixed income securities
6
Financial markets and instruments
5
Analytical models for financial modeling and risk management
2
Operations research models in banking management
2
Quantitative fund management
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk management decisions and value under uncertainty
1
The handbook of commodity investing
1
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ECONIS (ZBW)
37
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37
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1
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
2
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
3
Recent advancements in robust optimization for investment management
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Analytical models for financial modeling and risk management
,
(pp. 183-198)
.
2018
Persistent link: https://www.econbiz.de/10011897168
Saved in:
4
Robust equity portfolio performance
Kim, Jang Ho
;
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Fabozzi, …
- In:
Analytical models for financial modeling and risk management
,
(pp. 293-312)
.
2018
Persistent link: https://www.econbiz.de/10011897181
Saved in:
5
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
6
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
- In:
Operations research models in banking management
,
(pp. 141-168)
.
2013
Persistent link: https://www.econbiz.de/10009739301
Saved in:
7
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
8
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
9
Trends in quantitative equity management : survey results
Fabozzi, Frank J.
;
Focardi, Sergio
;
Jonas, Caroline
- In:
Quantitative fund management
,
(pp. 3-16)
.
2009
Persistent link: https://www.econbiz.de/10003796934
Saved in:
10
Bonds : investment features and risks
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763518
Saved in:
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