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Operational risk : a guide to Basel II capital requirements, models, and analysis
Chernobai, Anna S.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2007
Persistent link: https://www.econbiz.de/10003427487
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Robust portfolio optimization and management
Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, … - 2007
Persistent link: https://www.econbiz.de/10003555153
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The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies
Fabozzi, Frank J. (contributor); Markowitz, H. (contributor) - 2011 - 2nd ed (Online-Ausg.)
"An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the...
Persistent link: https://www.econbiz.de/10012683193
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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Corporate bond portfolio management
Crabbe, Leland E.; Fabozzi, Frank J. - 2002
Persistent link: https://www.econbiz.de/10001626302
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031