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Finance : capital markets, financial management, and investment management
Fabozzi, Frank J.; Peterson Drake, Pamela - 2009
Persistent link: https://www.econbiz.de/10003809746
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Reconciling Behavioral Finance and Rational Finance
Shirvani, Abootaleb - 2020
In this paper, we explain main concepts of Prospect Theory and Cumulative Prospect Theory within the rational dynamic asset pricing framework. We derive option pricing formulas when asset returns are altered by a generalized Prospect Theory value function or a modified Prelec's weighting...
Persistent link: https://www.econbiz.de/10012839774
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Perspectives on investment management of public pension funds
Fabozzi, Frank J. (contributor) - 1999
Persistent link: https://www.econbiz.de/10004236785
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The theory and practice of investment management
Fabozzi, Frank J. (contributor) - 2002
Persistent link: https://www.econbiz.de/10004772849
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Investing in emerging fixed income markets
Fabozzi, Frank J. (contributor) - 2002
Persistent link: https://www.econbiz.de/10004751205
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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
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Growth and value investing : keeping in style
Sorensen, Erich H.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003764674
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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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The handbook of commodity investing
Fabozzi, Frank J. (contributor); Füss, Roland (contributor) - 2008
Persistent link: https://www.econbiz.de/10003686230
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Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998