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~isPartOf:"Journal of banking & finance"
~person:"Brandtner, Mario"
~person:"Fabozzi, Frank J."
~subject:"Basler Akkord"
~subject:"Geldpolitik"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Basler Akkord
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Brandtner, Mario
Fabozzi, Frank J.
Branger, Nicole
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Journal of banking & finance
The theory and practice of investment management
8
The Frank J. Fabozzi series
7
The handbook of fixed income securities
6
Valuation, financial modeling, and quantitative tools
6
Applied economics
4
European journal of operational research : EJOR
4
Financial markets and instruments
4
Frank J. Fabozzi series
4
International journal of theoretical and applied finance
4
Wiley finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
The journal of portfolio management : JPM
3
Working paper series in economics
3
Annals of operations research
2
Frank J. Fabozzi Ser
2
Investment management and financial management
2
Review of quantitative finance and accounting
2
The journal of portfolio management : a publication of Institutional Investor
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29th International Conference of the French Finance Association (AFFI) 2012
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Advanced bond portfolio management : best practices in modeling and strategies
1
Analytical models for financial modeling and risk management
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Annals of finance
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Applied economics letters
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Applied financial economics letters
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Applied mathematical finance
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Computational economics
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Financial analysts' journal : FAJ
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Frank J. Fabozzi Series
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance : IJTAF
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International review of financial analysis
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Journal of empirical finance
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
4
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
Saved in:
5
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
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