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Market experience with modeling for defined-benefit pension funds : evidence from four countries
Fabozzi, Frank J.; Focardi, Sergio M.; Jonas, Caroline L. - In: Journal of pension economics and finance 4 (2005) 3, pp. 313-327
Persistent link: https://www.econbiz.de/10003199347
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Measuring and explaining pension system risk
Fabozzi, Frank J. - In: Journal of pension economics and finance 14 (2015) 2, pp. 161-171
Persistent link: https://www.econbiz.de/10011338296
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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
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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
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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
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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
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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