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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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The valuation of fixed income total return swaps
Chen, Ren-Raw; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765788
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Equity analysis using traditional and value-based metrics
Fabozzi, Frank J.; Grant, James L. - 2008
Persistent link: https://www.econbiz.de/10003765578
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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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Risk measures and portfolio selection
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765462
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Duration estimation for bonds and bond portfolios
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765475
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Yield curve risk measures
Fabozzi, Frank J.; Mann, Steven V. - 2008
Persistent link: https://www.econbiz.de/10003765477
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General principles of bond valuation
Fabozzi, Frank J.; Mann, Steven V. - 2008
Persistent link: https://www.econbiz.de/10003765585
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Principles of optimization for portfolio selection
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765845