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~person:"Fabozzi, Frank J."
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Portfolio selection
Stochastic process
Theorie
246
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244
Portfolio-Management
226
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66
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63
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58
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57
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Fabozzi, Frank J.
Maurer, Raimond
118
Mitchell, Olivia S.
115
Platen, Eckhard
111
McAleer, Michael
104
Guidolin, Massimo
99
Campbell, John Y.
87
Satchell, Stephen
86
Lo, Andrew W.
76
Gollier, Christian
74
Uppal, Raman
71
Ang, Andrew
69
Kraft, Holger
69
Post, Thierry
63
Wong, Wing Keung
62
Hens, Thorsten
61
Phillips, Peter C. B.
60
Schenk-Hoppé, Klaus Reiner
60
Korn, Ralf
59
Lucas, André
57
Stambaugh, Robert F.
54
Bodie, Zvi
53
Viceira, Luis M.
53
Zaremba, Adam
53
Chiarella, Carl
52
Li, Duan
52
Blake, David
51
Levy, Haim
51
Markowitz, Harry
51
Račev, Svetlozar T.
51
Koopman, Siem Jan
50
Prigent, Jean-Luc
49
Lee, Cheng F.
48
Timmermann, Allan
48
Weber, Martin
48
Zhou, Guofu
48
Evstigneev, Igor V.
47
Wermers, Russ
47
Härdle, Wolfgang
46
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46
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Frank J. Fabozzi Associates <New Hope, Pa.>
14
Association for Investment Management and Research
2
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The Frank J. Fabozzi series
27
The journal of portfolio management : JPM
9
The theory and practice of investment management
9
Valuation, financial modeling, and quantitative tools
8
Applied economics
7
Investment management and financial management
7
The journal of portfolio management : a publication of Institutional Investor
7
Frank J. Fabozzi series
6
International journal of theoretical and applied finance
6
The handbook of fixed income securities
6
Frank J. Fabozzi Ser
5
European journal of operational research : EJOR
4
Financial markets and instruments
4
Journal of banking & finance
4
The journal of fixed income
4
Wiley finance
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3
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The journal of fixed income : JFI
3
Working paper series in economics
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Always learning
2
Analytical models for financial modeling and risk management
2
Applied financial economics letters
2
Finance research letters
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Frank J. Fabozzi Series
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Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
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
1
Applied financial economics
1
Applied mathematical finance
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ECONIS (ZBW)
236
RePEc
1
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237
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1
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:
2
Fundamental multifactor equity
risk
models
Fabozzi, Frank J.
;
Vardharaj, Raman
;
Jones, Frank Joseph
-
2008
Persistent link: https://www.econbiz.de/10003764728
Saved in:
3
Risk
measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
4
The proper use of
risk
measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
5
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
Saved in:
6
Index-exciting CAViaR : a new empirical time-varying
risk
model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
7
Risks associated with investing in fixed income securities
Dattatreya, Ravi F.
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 21-29)
.
2005
Persistent link: https://www.econbiz.de/10003054111
Saved in:
8
Hedging interest-rate
risk
with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
9
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:
10
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
Saved in:
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