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How do conflicting theories about financial markets coexist?
Phoa, Wesley; Focardi, Sergio M.; Fabozzi, Frank J. - In: Journal of post-Keynesian economics : JPKE 29 (2007) 3, pp. 363-391
Persistent link: https://www.econbiz.de/10003462601
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Financial modeling of the equity market : from CAPM to cointegration
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2006
Persistent link: https://www.econbiz.de/10002933247
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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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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
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Common stock markets, trading arrangements, and trading costs
Fabozzi, Frank J.; Jones, Frank Joseph; Johnson, Robert R. - In: The theory and practice of investment management, (pp. 121-162). 2002
Persistent link: https://www.econbiz.de/10001729925
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Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J.; … - In: Annals of finance 4 (2008) 2, pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
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Sin stocks revisited : resolving the sin stock anomaly
Blitz, David; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10011877535
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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
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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
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Mutual Fund Systematic Risk for Bull and Bear Markets : An Empirical Examination
Fabozzi, Frank J. - 2019
The single-index market model is estimated with market returns from mutual funds. Binary variables are used to determine if the beta coefficients increase during bull markets. If the mutual fund beta coefficients increase during bull markets, for example, this increase indicates the portfolio...
Persistent link: https://www.econbiz.de/10012904377