Narrow search
Showing 1 - 10 of 15
Cover Image
Can we predict stock market crashes?
Focardi, Sergio M.; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 183-195
Persistent link: https://www.econbiz.de/10011509826
Cover Image
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
Cover Image
Academic, practitioner, and investor perspectives on factor investing
Cerniglia, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 44 (2018) 4, pp. 10-16
Persistent link: https://www.econbiz.de/10011878262
Cover Image
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
Cover Image
Book-to-market and the cross-section of expected returns in international stock markets
Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 101-115
Persistent link: https://www.econbiz.de/10009708215
Cover Image
Sin stock returns
Fabozzi, Frank J.; Ma, K. C.; Oliphant, Becky J. - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 82-94
Persistent link: https://www.econbiz.de/10009520480
Cover Image
Recent trends in equity portfolio construction analytics
Pachamanova, Dessislava A.; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 137-151
Persistent link: https://www.econbiz.de/10010366360
Cover Image
Diversification : should we be diversifying trends?
Fabozzi, Frank J.; Focardi, Sergio M. - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 1-4
Persistent link: https://www.econbiz.de/10009520397
Cover Image
Portfolio strategy and structure take center state : "how, what, where, and when?" replace "why?"
Clayton, Jim; Fabozzi, Frank J.; Giliberto, S. Michael; … - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 12-20
Persistent link: https://www.econbiz.de/10010208951
Cover Image
Commercial real estate risk management with derivatives
Fabozzi, Frank J.; Stanescu, Silvia; Tunaru, Radu - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 111-119
Persistent link: https://www.econbiz.de/10010209637