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The valuation of fixed income total return swaps
Chen, Ren-Raw; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765788
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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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Risk measures and portfolio selection
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765462
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Duration estimation for bonds and bond portfolios
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765475
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Yield curve risk measures
Fabozzi, Frank J.; Mann, Steven V. - 2008
Persistent link: https://www.econbiz.de/10003765477
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General principles of bond valuation
Fabozzi, Frank J.; Mann, Steven V. - 2008
Persistent link: https://www.econbiz.de/10003765585
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Principles of optimization for portfolio selection
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765845
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Robust portfolio optimization
Pachamanova, Dessislava A.; Kolm, Petter N.; Fabozzi, … - 2008
Persistent link: https://www.econbiz.de/10003765851
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Equity analysis using traditional and value-based metrics
Fabozzi, Frank J.; Grant, James L. - 2008
Persistent link: https://www.econbiz.de/10003765578