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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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General principles of bond valuation
Fabozzi, Frank J.; Mann, Steven V. - In: The theory and practice of investment management, (pp. 501-524). 2002
Persistent link: https://www.econbiz.de/10001730099
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Yield measures and foreward rates
Fabozzi, Frank J.; Mann, Steven V. - In: The theory and practice of investment management, (pp. 525-548). 2002
Persistent link: https://www.econbiz.de/10001730102
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Fixed-income portfolio strategies
Fabozzi, Frank J. - In: The theory and practice of investment management, (pp. 615-650). 2002
Persistent link: https://www.econbiz.de/10001730114
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Professional perspectives on fixed income portfolio management ; 2
Fabozzi, Frank J. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001733408
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Yield curves and valuation lattices: a primer
Fabozzi, Frank J.; Kalotay, Andrew; Dorigan, Michael - In: Interest rate, term structure, and valuation modeling, (pp. 345-356). 2002
Persistent link: https://www.econbiz.de/10001734183
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Monte Carlo simulation/OAS approach to valuing residential real estate-backed securities
Fabozzi, Frank J.; Richard, Scott F.; Horowitz, David S. - In: Interest rate, term structure, and valuation modeling, (pp. 443-468). 2002
Persistent link: https://www.econbiz.de/10001734187
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Foundations of financial markets and institutions
Fabozzi, Frank J.; Modigliani, Franco; Jones, Frank Joseph - 2002 - 3. ed.
Persistent link: https://www.econbiz.de/10001584604
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Investment management
Fabozzi, Frank J. - 1995
Persistent link: https://www.econbiz.de/10000910289
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Optimal Financial Portfolios
Stoyanov, Stoyan V. - 2010
We consider classes of reward-risk optimization problems that arise from different choices of reward and risk measures. In certain examples the generic problem reduces to linear or quadratic programming problems. We state an algorithm based on a sequence of convex feasibility problems for the...
Persistent link: https://www.econbiz.de/10013134904