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~person:"Fabozzi, Frank J."
~person:"Prigent, Jean-Luc"
~subject:"CAPM"
~subject:"Financial market"
~subject:"Portfolio selection"
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Fabozzi, Frank J.
Prigent, Jean-Luc
Campbell, John Y.
131
Maurer, Raimond
125
Mitchell, Olivia S.
121
Guidolin, Massimo
110
Platen, Eckhard
102
Lo, Andrew W.
97
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92
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72
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70
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70
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68
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67
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66
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65
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63
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62
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61
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61
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61
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59
Bodie, Zvi
59
Jagannathan, Ravi
59
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59
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58
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58
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58
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57
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57
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57
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56
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Frank J. Fabozzi Associates <New Hope, Pa.>
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International review of financial analysis
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3
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29th International Conference of the French Finance Association (AFFI) 2012
2
Always learning
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Analytical models for financial modeling and risk management
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Applied financial economics letters
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Journal / The Capco Institute : journal of financial transformation
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Journal of international money and finance
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2
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Review of quantitative finance and accounting
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
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A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
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ECONIS (ZBW)
293
RePEc
1
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1
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294
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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
Saved in:
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