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~person:"Ang, Andrew"
~person:"Fabozzi, Frank J."
~subject:"Analysis of individual factors/risk premia"
~subject:"Portfolio selection"
~subject:"Welt"
~type:"article"
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Analysis of individual factors/risk premia
Portfolio selection
Welt
Theorie
166
Theory
166
Portfolio-Management
141
Option pricing theory
53
Optionspreistheorie
53
CAPM
34
USA
31
United States
31
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28
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143
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Ang, Andrew
Fabozzi, Frank J.
Satchell, Stephen
54
Wong, Wing Keung
47
Maurer, Raimond
36
Hammoudeh, Shawkat
35
Korn, Ralf
35
Zagst, Rudi
35
Zaremba, Adam
35
Escobar, Marcos
32
Kang, Sang Hoon
32
Kraft, Holger
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Auer, Benjamin R.
31
Markowitz, Harry
31
Račev, Svetlozar T.
31
Tiwari, Aviral Kumar
31
Guidolin, Massimo
30
Li, Duan
30
Platen, Eckhard
30
Gollier, Christian
28
Jarrow, Robert A.
28
Lee, Cheng F.
28
Lo, Andrew W.
28
Levy, Haim
27
Mensi, Walid
27
Voigt, Stefan
27
Zhou, Guofu
27
Faff, Robert W.
25
Hens, Thorsten
25
Nguyen, Duc Khuong
25
Scherer, Bernd
25
Xuan Vinh Vo
25
Young, Virginia R.
25
Bouri, Elie
24
Forsyth, Peter A.
24
Frankel, Jeffrey A.
24
Guerard, John Baynard
24
Post, Thierry
24
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23
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The journal of portfolio management : JPM
11
The theory and practice of investment management
10
The journal of portfolio management : a publication of Institutional Investor
9
Applied economics
7
Investment management and financial management
7
Valuation, financial modeling, and quantitative tools
7
The handbook of fixed income securities
6
International journal of theoretical and applied finance
5
European journal of operational research : EJOR
4
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4
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4
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4
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3
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3
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3
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2
Annals of operations research
2
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2
Financial analysts' journal : FAJ
2
Journal / The Capco Institute : journal of financial transformation
2
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2
Journal of international money and finance
2
Journal of investment management : JOIM
2
Operations research models in banking management
2
Quantitative fund management
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The review of financial studies
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Climate investing : new strategies and implementation challenges
1
Computational economics
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Economics letters
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Financial analysts journal : FAJ
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International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
143
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143
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1
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:
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
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:
4
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:
5
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:
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
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:
8
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
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
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
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