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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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Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola; Hammoudeh, Shawkat; Nguyen, … - In: Applied economics 49 (2017) 25, pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
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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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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
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Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Trabelsi, Nader - In: Applied economics 54 (2022) 31, pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
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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
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Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons
Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker - In: Applied economics 48 (2016) 46/48, pp. 4635-4654
Persistent link: https://www.econbiz.de/10011640721
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Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola; Al-Yahyaee, Khamis Hamed; … - In: Applied economics 51 (2019) 44, pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
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Birth order and portfolio choice
Bonaparte, Yosef; Fabozzi, Frank J.; Koslowsky, David - In: Applied economics 52 (2020) 7, pp. 694-709
Persistent link: https://www.econbiz.de/10012197458