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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

Momentum strategies based on reward-risk stock selection criteria

Račev, Svetlozar T.; Jašić, Teo; Stoyanov, Stoyan; … - In: Journal of banking & finance 31 (2007) 8, pp. 2325-2346

Persistent link: https://www.econbiz.de/10003522928

Robust portfolio optimization and management

Fabozzi, Frank J.; Kolm, Petter N.; Pachamanova, … - 2007

Persistent link: https://www.econbiz.de/10003555153

CVaR sensitivty with respect to tail thickness

Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of banking & finance 37 (2013) 3, pp. 977-988

Persistent link: https://www.econbiz.de/10009708724

Deciphering robust portfolios

Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J. - In: Journal of banking & finance 45 (2014), pp. 1-8

Persistent link: https://www.econbiz.de/10010466688

Corporate bond portfolio management

Crabbe, Leland E.; Fabozzi, Frank J. - 2002

Persistent link: https://www.econbiz.de/10001626302

A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance

Focardi, Sergio M.; Fabozzi, Frank J.; Mitov, Ivan K. - In: Journal of banking & finance 65 (2016), pp. 134-155

Persistent link: https://www.econbiz.de/10011634338

Macroeconomic variable selection for creditor recovery rates

Nazemi, Abdolreza; Fabozzi, Frank J. - In: Journal of banking & finance 89 (2018), pp. 14-25

Persistent link: https://www.econbiz.de/10011963062

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 portfolio construction process. The Second Edition of The Theory and Practice of …

Persistent link: https://www.econbiz.de/10012683193