//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fabozzi, Frank J."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Industry momentum strategies a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
45
Kapitaleinkommen
45
Portfolio selection
35
Portfolio-Management
35
Börsenkurs
32
Share price
31
Theorie
27
Theory
26
Anlageverhalten
20
Behavioural finance
20
Statistical distribution
15
Statistische Verteilung
15
CAPM
14
Aktienmarkt
12
Estimation
12
Schätzung
12
Stock market
12
Volatilität
12
Volatility
11
Anleihe
10
Bond
10
USA
10
United States
10
Finanzanalyse
9
Prognoseverfahren
9
Financial analysis
8
Forecasting model
8
Risiko
7
Risikomanagement
6
Risikoprämie
6
Risk
6
Risk management
6
Risk premium
6
Financial investment
5
Kapitalanlage
5
Risikomaß
5
Welt
5
World
5
ARCH-Modell
4
Equity premium puzzle
4
more ...
less ...
Online availability
All
Undetermined
18
Free
14
Type of publication
All
Article
51
Book / Working Paper
33
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Aufsatz im Buch
11
Book section
11
Collection of articles of several authors
4
Sammelwerk
4
Working Paper
4
Arbeitspapier
3
Graue Literatur
3
Handbook
3
Handbuch
3
Non-commercial literature
3
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
84
Author
All
Fabozzi, Frank J.
Gupta, Rangan
272
Caporale, Guglielmo Maria
267
Campbell, John Y.
194
Zaremba, Adam
177
Bekaert, Geert
156
McAleer, Michael
140
Timmermann, Allan
133
McMillan, David G.
132
Weber, Martin
130
Bali, Turan G.
128
Narayan, Paresh Kumar
126
Harvey, Campbell R.
116
Massa, Massimo
114
Stulz, René M.
113
Faff, Robert W.
112
Pierdzioch, Christian
112
Stambaugh, Robert F.
112
Wohar, Mark E.
106
Bollerslev, Tim
105
Gil-Alaña, Luis A.
104
Subrahmanyam, Avanidhar
104
Titman, Sheridan
104
Goetzmann, William N.
101
Hautsch, Nikolaus
100
Ryu, Doojin
100
Shleifer, Andrei
100
Lux, Thomas
99
Menkhoff, Lukas
98
Bohl, Martin T.
97
Diebold, Francis X.
97
Allen, David E.
93
Guidolin, Massimo
93
Zhou, Guofu
93
Cakici, Nusret
87
Hirshleifer, David
87
Bouri, Elie
86
Poterba, James M.
86
Theissen, Erik
86
Lucey, Brian M.
84
more ...
less ...
Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Published in...
All
The Frank J. Fabozzi series
7
The journal of portfolio management : a publication of Institutional Investor
5
Applied economics
3
Applied financial economics
3
Frank J. Fabozzi Ser
3
International review of financial analysis
3
The theory and practice of investment management
3
Working paper series in economics
3
Finance research letters
2
Investment management and financial management
2
The handbook of fixed income securities
2
Valuation, financial modeling, and quantitative tools
2
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
Financial analysts' journal : FAJ
1
Financial markets and instruments
1
Fordham University Schools of Business Research Paper
1
Frank J. Fabozzi series
1
Interest rate, term structure, and valuation modeling
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of forecasting
1
KIT Working Paper Series in Economics
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative finance
1
Research in finance
1
Review of quantitative finance and accounting
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The financial review : the official publication of the Eastern Finance Association
1
The handbook of commodity investing
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
1
The journal of financial research
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
83
EconStor
1
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J.
;
Fung, Chun-yip
;
Lam, Kin
;
Wong, Wing …
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1469-1482
Persistent link: https://www.econbiz.de/10010259386
Saved in:
2
Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle : The Rational Finance Approach
Rachev, Svetlozar T.
-
2020
In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as “anomalies” the theory of rational finance cannot explain: (i) Predictability of asset returns; (ii) The Equity Premium; (iii) The Volatility Puzzle. We offer resolutions of...
Persistent link: https://www.econbiz.de/10012842392
Saved in:
3
Finding value using momentum
Pani, Bijon
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 264-283
Persistent link: https://www.econbiz.de/10012802503
Saved in:
4
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
5
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
6
Can we predict stock market crashes?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011509826
Saved in:
7
The new issues puzzle : evidence from non-US firms
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
Saved in:
8
Size, value, and momentum in emerging market stock returns
Cakici, Nusret
;
Fabozzi, Frank J.
;
Tan, Sinan
- In:
Emerging markets review
16
(
2013
),
pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Saved in:
9
Sin stock returns
Fabozzi, Frank J.
;
Ma, K. C.
;
Oliphant, Becky J.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
1
,
pp. 82-94
Persistent link: https://www.econbiz.de/10009520480
Saved in:
10
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->