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~language:"eng"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Handbuch"
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Portfolio selection
94
Portfolio-Management
94
Theorie
92
Theory
92
USA
51
United States
50
Option pricing theory
36
Optionspreistheorie
36
Volatility
29
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Fabozzi, Frank J.
Gupta, Rangan
575
Bahmani-Oskooee, Mohsen
454
Nijkamp, Peter
434
Gil-Alaña, Luis A.
356
Cheng, T. C. E.
354
Hassan, M. Kabir
350
Audretsch, David B.
347
Apergēs, Nikolaos
340
Wright, Mike
330
Narayan, Paresh Kumar
309
Lee, Chien-chiang
306
Tiwari, Aviral Kumar
300
Tsionas, Efthymios G.
292
Cebula, Richard J.
286
Eichengreen, Barry
283
Kraus, Sascha
283
Hasan, Iftekhar
281
Lien, Da-hsiang Donald
274
Zhang, Wei
270
Smyth, Russell
267
Chan, Kam C.
262
Phillips, Peter C. B.
262
Faff, Robert W.
261
Creedy, John
251
Beladi, Hamid
249
Caporale, Guglielmo Maria
246
McAleer, Michael
245
Kumbhakar, Subal
244
Frey, Bruno S.
242
Güth, Werner
242
Stiglitz, Joseph E.
239
Egger, Peter
236
Yang, Yang
236
Haan, Jakob de
234
Serletis, Apostolos
234
Wohar, Mark E.
233
Shahbaz, Muhammad
231
Vrontis, Demetris
231
List, John A.
227
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Frank J. Fabozzi Associates <New Hope, Pa.>
2
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The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
11
Journal of banking & finance
10
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The Frank J. Fabozzi series
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Journal / The Capco Institute : journal of financial transformation
3
Review of quantitative finance and accounting
3
The journal of financial research
3
Annals of economics and finance
2
Annals of finance
2
Applied mathematical finance
2
Emerging markets review
2
Energy economics
2
Financial analysts' journal : FAJ
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of pension economics and finance
2
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ECONIS (ZBW)
315
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41
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41
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
Saved in:
42
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
43
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:
44
Overview of investing in private corporate debt
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
9
,
pp. 221-238
Persistent link: https://www.econbiz.de/10014232124
Saved in:
45
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:
46
A practitioner perspective on trading and the implementation of investment strategies
Cerniglia, Joseph A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
6
,
pp. 30-44
Persistent link: https://www.econbiz.de/10014231626
Saved in:
47
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
48
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
49
Private equity : risks and opportunities : webinar summary
Fabozzi, Frank J.
(
panelist
);
Anson, Mark J. P.
(
panelist
); …
- In:
The journal of portfolio management : JPM
48
(
2022
)
9
,
pp. 11-23
Persistent link: https://www.econbiz.de/10014232101
Saved in:
50
Rise of the machines : application of machine learning to mortgage prepayment modeling
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 6-19
Persistent link: https://www.econbiz.de/10012802442
Saved in:
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