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Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2005
Persistent link: https://www.econbiz.de/10002817530
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Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001764463
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From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de; Fabozzi, Frank J. - In: The journal of fixed income : JFI 30 (2021) 4, pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
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Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.; Simonian, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
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Portfolio volatility spillover
Konstantinov, Gueorgui; Fabozzi, Frank J. - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
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Bonds : investment features and risks
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003763518
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Fundamental multifactor equity risk models
Fabozzi, Frank J.; Vardharaj, Raman; Jones, Frank Joseph - 2008
Persistent link: https://www.econbiz.de/10003764728
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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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A primer on commodity investing
Fabozzi, Frank J.; Füss, Roland; Kaiser, Dieter G. - In: The handbook of commodity investing, (pp. 3-37). 2008
Persistent link: https://www.econbiz.de/10003794992
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Bayesian methods in finance
Račev, Svetlozar T.; Hsu, John S.; Bagasheva, Biliana S.; … - 2008
Persistent link: https://www.econbiz.de/10003449632