Similar Search Results

Forni, Mario; Gambetti, Luca; Sala, Luca - 2021

Persistent link: https://www.econbiz.de/10012490267

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

Diversification versus optimality : is there really a diversification puzzle?

Ortobelli Lozza, Sergio; Wong, Wing Keung; Fabozzi, Frank J. - In: Applied economics 50 (2018) 43, pp. 4671-4693

Persistent link: https://www.econbiz.de/10012061607

The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies

Fabozzi, Frank J. (contributor); Markowitz, H. (contributor) - 2011 - 2nd ed (Online-Ausg.)

"An updated guide to the theory and practice of investment management Many books focus on the theory of investment … management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in … practice while stressing the importance of the portfolio construction process. The Second Edition of The Theory and Practice of …

Persistent link: https://www.econbiz.de/10012683193

Riding with the four horsemen and the multivariate normal tempered stable model

Bianchi, Michele Leonardo; Tassinari, Gian Luca; … - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-28

Persistent link: https://www.econbiz.de/10011523819

Equity style allocation : a nonparametric approach

Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164

Persistent link: https://www.econbiz.de/10011485142

From ad hoc bond-risk measures to variance-covariance forecasts

Jong, Marielle de; Fabozzi, Frank J. - In: The journal of fixed income : JFI 30 (2021) 4, pp. 6-16

Persistent link: https://www.econbiz.de/10012517176

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

Mean-variance optimization for asset allocation

Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, … - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 24-40

Persistent link: https://www.econbiz.de/10012503361

Risk parity : the democratization of risk in asset allocation

Fabozzi, Francesco A.; Simonian, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 41-50

Persistent link: https://www.econbiz.de/10012503362

1
2
3
4
5
6
7
8
9
10
Next
Last