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Bonaparte, Yosef; Fabozzi, Frank J.; Koslowsky, David - In: Applied economics 52 (2020) 7, pp. 694-709

Persistent link: https://www.econbiz.de/10012197458

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...

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

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

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

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

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

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