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~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Fabozzi, Frank J."
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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Kapitaleinkommen
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Fabozzi, Frank J.
Goodell, John W.
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Finance research letters
International journal of theoretical and applied finance
The Frank J. Fabozzi series
27
The journal of portfolio management : JPM
9
The theory and practice of investment management
9
Applied economics
7
Investment management and financial management
7
The journal of portfolio management : a publication of Institutional Investor
7
Valuation, financial modeling, and quantitative tools
7
Frank J. Fabozzi series
6
The handbook of fixed income securities
6
Frank J. Fabozzi Ser
5
European journal of operational research : EJOR
4
Financial markets and instruments
4
Journal of banking & finance
4
Wiley finance
4
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Always learning
2
Analytical models for financial modeling and risk management
2
Annals of operations research
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Applied financial economics letters
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Frank J. Fabozzi Series
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Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Operations research models in banking management
2
Quantitative fund management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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A Probus guide to world markets
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Advanced bond portfolio management : best practices in modeling and strategies
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Applied economics letters
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ECONIS (ZBW)
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1
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
2
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
3
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
4
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
5
Composition of robust equity portfolios
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
10
(
2013
)
2
,
pp. 72-81
Persistent link: https://www.econbiz.de/10009774437
Saved in:
6
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
7
Portfolio selection with conservative short-selling
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
18
(
2016
),
pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
Saved in:
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