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~person:"Fabozzi, Frank J."
~person:"Prigent, Jean-Luc"
~subject:"Bond"
~subject:"Financial market"
~subject:"Portfolio selection"
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Fabozzi, Frank J.
Prigent, Jean-Luc
Maurer, Raimond
123
Mitchell, Olivia S.
121
Guidolin, Massimo
97
Platen, Eckhard
95
Campbell, John Y.
92
Lo, Andrew W.
89
McAleer, Michael
84
Satchell, Stephen
81
Ang, Andrew
78
Gollier, Christian
73
Hens, Thorsten
72
Uppal, Raman
68
Blake, David
67
Kraft, Holger
66
Viceira, Luis M.
60
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56
Korn, Ralf
56
Schenk-Hoppé, Klaus Reiner
56
Wong, Wing Keung
56
Zaremba, Adam
56
Bekaert, Geert
55
Weber, Martin
55
Li, Duan
53
Levy, Haim
52
Markowitz, Harry
52
Shleifer, Andrei
52
Bacchetta, Philippe
51
Hammoudeh, Shawkat
51
Pedersen, Lasse Heje
51
Stambaugh, Robert F.
51
Jarrow, Robert A.
50
Allen, Franklin
49
Kelly, Bryan T.
49
Lucas, André
49
Sornette, Didier
49
Wermers, Russ
48
Zhou, Guofu
48
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47
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46
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Frank J. Fabozzi Associates <New Hope, Pa.>
14
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The Frank J. Fabozzi series
28
The journal of portfolio management : JPM
9
The theory and practice of investment management
9
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9
European journal of operational research : EJOR
8
The handbook of fixed income securities
8
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7
International journal of business
7
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7
The journal of portfolio management : a publication of Institutional Investor
7
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Finance : revue de l'Association Française de Finance
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International journal of theoretical and applied finance
5
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4
Wiley finance
4
Annals of operations research
3
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3
Journal of economic dynamics & control
3
The journal of asset management
3
The journal of fixed income : JFI
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Always learning
2
Analytical models for financial modeling and risk management
2
Applied financial economics letters
2
Finance research letters
2
Frank J. Fabozzi Series
2
International review of financial analysis
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
2
Operations research models in banking management
2
Quantitative fund management
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Applied economics letters
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ECONIS (ZBW)
290
RePEc
1
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291
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1
Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi
;
Abbes, Mouna Boujelbène
;
Prigent, …
- In:
Computational economics
56
(
2020
)
1
,
pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
Saved in:
2
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
Saved in:
3
Risk
management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
Saved in:
4
A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin
;
Maillet, Bertrand
;
Prigent, Jean-Luc
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
Saved in:
5
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:
6
Optimal portfolio positioning under ambiguity
Ben Ameur, H.
;
Prigent, Jean-Luc
- In:
Economic modelling
34
(
2013
),
pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
Saved in:
7
Structured Portfolio Management Under Ambiguity
Prigent, Jean-Luc
-
2012
ambiguity framework. We analyze some of these products with respect to investor's attitude towards
risk
, including ambiguity …
Persistent link: https://www.econbiz.de/10013114764
Saved in:
8
Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio
;
Wong, Wing Keung
;
Fabozzi, Frank J.
- In:
Applied economics
50
(
2018
)
43
,
pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
Saved in:
9
Real estate investment : market volatility and optimal holding period under
risk
aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
10
Multi-factor equity
risk
models
Fabozzi, Frank J.
;
Jones, Frank Joseph
;
Vardharaj, Raman
- In:
The theory and practice of investment management
,
(pp. 343-372)
.
2002
Persistent link: https://www.econbiz.de/10001730001
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