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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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Mean-variance optimization for asset allocation
Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, … - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
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Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.; Simonian, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
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Finding value using momentum
Pani, Bijon; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
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Analyzing markets with a large public company : the case of South Korea
Kim, Jang Ho; Kang, Taehyeon; Yu, Jaeyong; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 162-171
Persistent link: https://www.econbiz.de/10012613234
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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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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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Editors' introduction to the 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 47 (2021) 9, pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
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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