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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, … - In: Applied economics 50 (2018) 40, pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
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Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama; Fabozzi, Frank J. - In: Applied economics 49 (2017) 7, pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
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Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.; Lamba, Asjeet S.; Nishikawa, Takeshi; … - In: Finance research letters 28 (2019), pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
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A flexible approach to estimate the equity premium
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 49 (2017) 59, pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
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Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan; Zu, Shushang; Fabozzi, Frank J.; … - In: European journal of operational research : EJOR 203 (2010) 1, pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
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Household search choice : theory and evidence
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 43 (2011) 25/27, pp. 3835-3847
Persistent link: https://www.econbiz.de/10009380610
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Composition of robust equity portfolios
Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Finance research letters 10 (2013) 2, pp. 72-81
Persistent link: https://www.econbiz.de/10009774437
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Robust portfolios that do not tilt factor exposure
Kim, Woo Chang; Kim, Min Jeong; Kim, Jang Ho; Fabozzi, … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
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60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.; Tütüncü, Reha; Fabozzi, Frank J. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
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Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research
Zopounidis, Constantin; Doumpos, Michael; Fabozzi, Frank J. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 343-345
Persistent link: https://www.econbiz.de/10010356763