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~isPartOf:"Journal of banking & finance"
~person:"Fabozzi, Frank J."
~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Theory
5
Portfolio-Management
3
Statistical distribution
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Statistische Verteilung
2
Arbitrage
1
Arbitrage Pricing
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Fabozzi, Frank J.
Branger, Nicole
5
Alexander, Gordon J.
3
Baptista, Alexandre M.
3
Gouriéroux, Christian
3
Kwan, Clarence C. Y.
3
Munk, Claus
3
Nogales, Francisco J.
3
Post, Thierry
3
An, Yunbi
2
Armstrong, John
2
Balbás de la Corte, Alejandro
2
Bierwag, Gerald O.
2
Brandtner, Mario
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
D'Ecclesia, Rita L.
2
De Giorgi, Enrico
2
Dias, Alexandra
2
Elton, Edwin J.
2
Escobar, Marcos
2
Faff, Robert W.
2
Fooladi, Iraj J.
2
Garcia, René
2
Geman, Hélyette
2
Gordy, Michael B.
2
Grauer, Robert R.
2
Gruber, Martin Jay
2
Hansis, Alexandra
2
He, Xue-zhong
2
Horneff, Wolfram J.
2
Huang, Rachel J.
2
Huang, Shiyang
2
Huisman, Ronald
2
Ibáñez, Alfredo
2
Klein, Peter
2
Koedijk, Kees
2
Larsen, Linda Sandris
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Journal of banking & finance
The Frank J. Fabozzi series
7
The theory and practice of investment management
7
The handbook of fixed income securities
6
Valuation, financial modeling, and quantitative tools
6
International journal of theoretical and applied finance
4
Applied economics
3
Financial markets and instruments
3
Frank J. Fabozzi series
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Wiley finance
3
Annals of operations research
2
European journal of operational research : EJOR
2
Frank J. Fabozzi Ser
2
Investment management and financial management
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of fixed income
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Applied financial economics letters
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Frank J. Fabozzi Series
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Optimizing optimization : the next generation of optimization applications and theory
1
Prentice Hall international editions
1
Review of quantitative finance and accounting
1
Risk management decisions and value under uncertainty
1
The European journal of finance
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ECONIS (ZBW)
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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:
2
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:
3
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
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