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Fixed income readings for the Chartered Financial Analyst Program
Fabozzi, Frank J. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001558911
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Fixed income analysis for the Chartered Financial Analyst Program
Fabozzi, Frank J. - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10002840975
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The handbook of fixed income securities
Fabozzi, Frank J. (contributor); Mann, Steven V. (contributor) - 2005 - 7. ed.
Persistent link: https://www.econbiz.de/10002166116
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Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira; Ortobelli, Sergio; Račev, Svetlozar T.; … - In: Optimizing optimization : the next generation of …, (pp. 117-141). 2010
Persistent link: https://www.econbiz.de/10003939075
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Robust portfolios : contributions from operations research and finance
Fabozzi, Frank J.; Huang, Dashan; Zhou, Guofu - 2010
Persistent link: https://www.econbiz.de/10003964880
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Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin; Giacometti, Rosella; Račev, Svetlozar T. - 2012
. Based on the empirical evidence presented in this paper, our framework offers more realistic portfolio risk measures and a … more tractable method for portfolio optimization. -- portfolio risk ; portfolio optimization ; portfolio budgeting …
Persistent link: https://www.econbiz.de/10009576319
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The handbook of fixed income securities
Fabozzi, Frank J. (contributor); Mann, Steven V. (contributor) - 2012 - 8. ed.
Persistent link: https://www.econbiz.de/10009428151
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Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.; Xu, Yuewu - In: The journal of fixed income 21 (2012) 4, pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
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Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
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Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin; Giacometti, Rosella; Račev, Svetlozar T. - 2012
Persistent link: https://www.econbiz.de/10009710216