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Fabozzi, Frank J.
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European journal of operational research : EJOR
The Frank J. Fabozzi series
53
The journal of portfolio management : a publication of Institutional Investor
49
The journal of portfolio management : JPM
34
The journal of fixed income
31
Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
The theory and practice of investment management
22
International journal of theoretical and applied finance
19
Journal of banking & finance
19
Applied economics
14
Applied financial economics
13
Finance research letters
11
Frank J. Fabozzi series
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The journal of finance : the journal of the American Finance Association
11
Working paper series in economics
11
Frank J. Fabozzi Ser
10
KIT Working Paper Series in Economics
10
Working Paper Series in Economics
10
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
Mathematical methods of operations research
9
The journal of fixed income : JFI
9
Annals of operations research
8
Economics letters
8
International Journal of Theoretical and Applied Finance (IJTAF)
8
The journal of structured finance
8
Wiley finance
8
Computational economics
7
European financial management : the journal of the European Financial Management Association
7
Handbook of financial markets : securities, options and futures
7
International review of financial analysis
7
Journal of Banking & Finance
7
Journal of economic dynamics & control
7
Journal of risk and financial management : JRFM
7
Energy economics
6
European Journal of Operational Research
6
Financial analysts' journal : FAJ
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Delta hedging strategies comparison
De Giovanni, Domenico
;
Ortobelli, Sergio
;
Rachev, Svetlozar
- In:
European journal of operational research : EJOR
185
(
2008
)
3
,
pp. 1615-1631
Persistent link: https://www.econbiz.de/10007895485
Saved in:
2
Mathematical programming models to determine civil service salaries
Bachner, Alfred W.
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
3
(
1979
)
3
,
pp. 190-206
Persistent link: https://www.econbiz.de/10003478974
Saved in:
3
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
Saved in:
4
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
Saved in:
5
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
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6
Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research
Zopounidis, Constantin
;
Doumpos, Michael
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 343-345
Persistent link: https://www.econbiz.de/10010356763
Saved in:
7
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
8
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
9
Improving corporate bond recovery rate prediction using multi-factor support vector regressions
Nazemi, Abdolreza
;
Heidenreich, Konstantin
;
Fabozzi, …
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 664-675
Persistent link: https://www.econbiz.de/10011890354
Saved in:
10
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
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