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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

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

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

Equity premium puzzle or faulty economic modelling?

Shirvani, Abootaleb; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1329-1342

Persistent link: https://www.econbiz.de/10012549795

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

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

Portfolio revision under mean-variance and mean-CVaR with transaction costs

Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 509-526

Persistent link: https://www.econbiz.de/10009690387

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

Optimal corporate strategy under uncertainty

Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Applied economics 45 (2013) 19/21, pp. 2877-2882

Persistent link: https://www.econbiz.de/10010192369

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