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
Benchmarking measures of inves...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
226
Portfolio-Management
226
Theorie
123
Theory
123
Anleihe
52
Bond
51
USA
44
Finanzanalyse
42
Portfoliomanagement
41
United States
41
CAPM
39
Financial analysis
36
Risikomanagement
32
Risk management
30
Kapitalanlage
29
Welt
24
World
24
Derivat
22
Derivative
22
Festverzinsliches Wertpapier
21
Risiko
21
Capital income
19
Financial investment
19
Kapitaleinkommen
19
Risk
19
Finanzmathematik
16
Risikomaß
16
Risk measure
16
Anlageverhalten
15
Behavioural finance
15
Mathematical finance
13
Portfolio Selection
13
Statistical distribution
13
Statistische Verteilung
13
Mathematical programming
12
Mathematische Optimierung
12
Rentenmarkt
12
Volatility
12
Volatilität
12
Estimation
10
more ...
less ...
Online availability
All
Undetermined
45
Free
11
Type of publication
All
Book / Working Paper
138
Article
125
Type of publication (narrower categories)
All
Article in journal
82
Aufsatz in Zeitschrift
82
Aufsatz im Buch
35
Book section
35
Collection of articles of several authors
26
Sammelwerk
26
Lehrbuch
19
Textbook
18
Handbook
16
Handbuch
16
Aufsatzsammlung
7
Mehrbändiges Werk
2
Multi-volume publication
2
Arbeitspapier
1
Bibliografie
1
Bibliographie
1
Glossar enthalten
1
Glossary included
1
Graue Literatur
1
Interview
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
252
Undetermined
11
Author
All
Fabozzi, Frank J.
Maurer, Raimond
137
Mitchell, Olivia S.
117
Guidolin, Massimo
101
Platen, Eckhard
92
Satchell, Stephen
85
Campbell, John Y.
80
McAleer, Michael
79
Gollier, Christian
75
Lo, Andrew W.
73
Hens, Thorsten
71
Ang, Andrew
70
Kraft, Holger
66
Uppal, Raman
63
Bodie, Zvi
59
Wong, Wing Keung
59
Korn, Ralf
57
Markowitz, Harry
57
Blake, David
56
Schenk-Hoppé, Klaus Reiner
55
Viceira, Luis M.
55
Zaremba, Adam
55
Levy, Haim
54
Elton, Edwin J.
53
Weber, Martin
53
Li, Duan
52
Post, Thierry
52
Agarwal, Vikas
51
Lucas, André
51
Stambaugh, Robert F.
51
Wermers, Russ
51
Gürtler, Marc
49
Prigent, Jean-Luc
49
Scherer, Bernd
47
Zagst, Rudi
47
Zimmermann, Heinz
47
Kelly, Bryan T.
46
Zhou, Guofu
46
Ammann, Manuel
45
Harvey, Campbell R.
45
more ...
less ...
Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
14
Association for Investment Management and Research
2
Published in...
All
The Frank J. Fabozzi series
28
The journal of portfolio management : JPM
11
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
The handbook of fixed income securities
6
Frank J. Fabozzi Ser
5
International journal of theoretical and applied finance
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
4
The journal of asset management
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
The journal of fixed income : JFI
3
Always learning
2
Analytical models for financial modeling and risk management
2
Annals of operations research
2
Applied financial economics letters
2
Finance research letters
2
Frank J. Fabozzi Series
2
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
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
1
Computational economics
1
Economics Letters
1
Economics letters
1
Financial analysts' journal : FAJ
1
more ...
less ...
Source
All
ECONIS (ZBW)
233
USB Cologne (EcoSocSci)
29
RePEc
1
Showing
1
-
10
of
263
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
Saved in:
4
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
5
Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
7
,
pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
Saved in:
6
Analyzing markets with a large public company : the case of South Korea
Kim, Jang Ho
;
Kang, Taehyeon
;
Yu, Jaeyong
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
7
,
pp. 162-171
Persistent link: https://www.econbiz.de/10012613234
Saved in:
7
Equity analysis using traditional and value-based metrics
Fabozzi, Frank J.
;
Grant, James L.
-
2008
Persistent link: https://www.econbiz.de/10003765578
Saved in:
8
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
9
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
10
Robust portfolio optimization and management
Fabozzi, Frank J.
;
Kolm, Petter N.
;
Pachamanova, …
-
2007
Persistent link: https://www.econbiz.de/10003555153
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
