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~person:"Fabozzi, Frank J."
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Portfolio selection
226
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Fabozzi, Frank J.
McAleer, Michael
443
Gupta, Rangan
246
Caporale, Guglielmo Maria
215
Chang, Chia-Lin
164
Bollerslev, Tim
161
Diebold, Francis X.
144
Maurer, Raimond
139
Aizenman, Joshua
130
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Guidolin, Massimo
121
Mitchell, Olivia S.
118
Pierdzioch, Christian
117
Platen, Eckhard
115
Bekaert, Geert
113
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112
Campbell, John Y.
111
Härdle, Wolfgang
111
Andersen, Torben
106
Hammoudeh, Shawkat
105
Spagnolo, Nicola
102
Satchell, Stephen
100
Ma, Feng
98
Buch, Claudia M.
97
Koopman, Siem Jan
96
Chiarella, Carl
92
Ang, Andrew
91
Caporin, Massimiliano
91
Tiwari, Aviral Kumar
89
Hautsch, Nikolaus
88
Allen, David E.
87
Gollier, Christian
85
Lucas, André
81
Wong, Wing Keung
80
McMillan, David G.
79
Zaremba, Adam
78
Lucey, Brian M.
77
Uppal, Raman
77
Kraft, Holger
76
Bahmani-Oskooee, Mohsen
75
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Frank J. Fabozzi Associates <New Hope, Pa.>
14
Association for Investment Management and Research
2
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The Frank J. Fabozzi series
28
The journal of portfolio management : JPM
9
The theory and practice of investment management
9
The journal of portfolio management : a publication of Institutional Investor
8
Valuation, financial modeling, and quantitative tools
8
Applied economics
7
Investment management and financial management
7
Frank J. Fabozzi series
6
International journal of theoretical and applied finance
6
The handbook of fixed income securities
6
Frank J. Fabozzi Ser
5
European journal of operational research : EJOR
4
Financial markets and instruments
4
International review of financial analysis
4
Journal of banking & finance
4
Wiley finance
4
Annals of operations research
3
Applied financial economics
3
Computational economics
3
Finance research letters
3
Journal of economic dynamics & control
3
Journal of international money and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Working paper series in economics
3
Always learning
2
Analytical models for financial modeling and risk management
2
Applied financial economics letters
2
Frank J. Fabozzi Series
2
Journal / The Capco Institute : journal of financial transformation
2
KIT Working Paper Series in Economics
2
Operations research models in banking management
2
Quantitative fund management
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
A Probus guide to world markets
1
Advanced bond portfolio management : best practices in modeling and strategies
1
Annals of economics and finance
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
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ECONIS (ZBW)
259
USB Cologne (EcoSocSci)
29
EconStor
2
RePEc
1
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1
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
2
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012010807
Saved in:
3
Multi-factor equity risk models
Fabozzi, Frank J.
;
Jones, Frank Joseph
;
Vardharaj, Raman
- In:
The theory and practice of investment management
,
(pp. 343-372)
.
2002
Persistent link: https://www.econbiz.de/10001730001
Saved in:
4
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
5
Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle,
Volatility
Puzzle : The Rational Finance Approach
Rachev, Svetlozar T.
-
2020
) The
Volatility
Puzzle. We offer resolutions of those objections within the rational finance. We do not claim that those …
Persistent link: https://www.econbiz.de/10012842392
Saved in:
6
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
7
Editors' introduction to the special issue on novel risks and sources of
volatility
: identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
Saved in:
8
Special issue on novel risks and sources of
volatility
: identification and measurement challenges for portfolio management
Fabozzi, Frank J.
(
ed.
);
Karagozoglu, Ahmet K
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012613482
Saved in:
9
Editors' introduction to the 2022 special issue on novel risks and sources of
volatility
: identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
10
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
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