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The geometry of the world of currency volatilities

Konstantinov, Gueorgui; Fabozzi, Frank J. - In: Computational economics 60 (2022) 1, pp. 125-145

Persistent link: https://www.econbiz.de/10013262502

Intertemporal defaulted bond recoveries prediction via machine learning

Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177

Persistent link: https://www.econbiz.de/10013263044

Robust solutions to the life-cycle consumption problem

Reus, Lorenzo; Fabozzi, Frank J. - In: Computational economics 57 (2021) 2, pp. 481-499

Persistent link: https://www.econbiz.de/10012486926

A 30-year perspective on property derivatives : what can be done to tame property price risk?

Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu - In: The journal of economic perspectives : EP ; a journal … 34 (2020) 4, pp. 121-145

Persistent link: https://www.econbiz.de/10012440266

Mean-variance optimization for asset allocation

Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, … - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 24-40

Persistent link: https://www.econbiz.de/10012503361

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

Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios

Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics letters 24 (2017) 13/15, pp. 923-927

Persistent link: https://www.econbiz.de/10011714413

Detecting bubbles in the US and UK real estate markets

Fabozzi, Frank J.; Kynigakis, Iason; Panopulu, Aikaterinē - In: The journal of real estate finance and economics 60 (2020) 4, pp. 469-513

Persistent link: https://www.econbiz.de/10012226693

The handbook of fixed income securities

Fabozzi, Frank J. (ed.); Fabozzi, Francesco A. (contributor) - 2021 - Ninth edition

"The definitive guide to fixed income securities-updated and revised with everything you need to succeed in today's market For nearly 40 years, The Handbook of Fixed Income Securities has been providing comprehensive, current, reliable information on everything investors like you need to stay on...

Persistent link: https://www.econbiz.de/10012308968

A complete model for pricing coco bonds

Milanov, Krasimir; Kunčev, Ognjan I.; Fabozzi, Frank J. - In: The journal of fixed income 29 (2020) 3, pp. 53-67

Persistent link: https://www.econbiz.de/10012253567

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