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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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Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia - In: Applied economics 52 (2020) 26, pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
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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
Fabozzi, Frank J.; Markowitz, Harry; Gupta, Francis - 2008
Persistent link: https://www.econbiz.de/10003764397
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Quantitative investment management : today and tomorrow
Kolm, Peter N.; Focardi, Sergio M.; Fabozzi, Frank J.; … - 2008
Persistent link: https://www.econbiz.de/10003764410
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Overview of active common stock portfolio strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N.; … - 2008
Persistent link: https://www.econbiz.de/10003764521
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Growth and value investing : keeping in style
Sorensen, Erich H.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003764674
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Fundamental multifactor equity risk models
Fabozzi, Frank J.; Vardharaj, Raman; Jones, Frank Joseph - 2008
Persistent link: https://www.econbiz.de/10003764728
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Tracking error and common stock portfolio management
Vardharaj, Raman; Fabozzi, Frank J.; Jones, Frank Joseph - 2008
Persistent link: https://www.econbiz.de/10003764729