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Liability index fund : the liability beta portfolio
Ryan, Ronald J.; Fabozzi, Frank J. - In: Journal / The Capco Institute : journal of financial … 33 (2011), pp. 29-33
Persistent link: https://www.econbiz.de/10009629859
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Market experience with modeling for defined-benefit pension funds : evidence from four countries
Fabozzi, Frank J.; Focardi, Sergio M.; Jonas, Caroline L. - In: Journal of pension economics and finance 4 (2005) 3, pp. 313-327
Persistent link: https://www.econbiz.de/10003199347
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The investment performance of US equity pension fund managers : an empirical investigation
Coggin, T. Daniel - In: The journal of finance : the journal of the American … 48 (1993) 3, pp. 1039-1055
Persistent link: https://www.econbiz.de/10001152164
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Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes; Nazemi, Abdolreza; Geyer-Schulz, Andreas - In: Quantitative finance 23 (2023) 2, pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
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The impact of market conditions on bond fund managers
Parikh, Harsh; Fabozzi, Frank J. - In: The journal of fixed income 27 (2018) 3, pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
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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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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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The handbook of fixed income securities
Fabozzi, Frank J. (ed.) - 1997 - 5. ed.
Persistent link: https://www.econbiz.de/10013531686
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Academic, practitioner, and investor perspectives on factor investing
Cerniglia, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 44 (2018) 4, pp. 10-16
Persistent link: https://www.econbiz.de/10011878262
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Academic, Practitioner, and Investor Perspectives on Factor Investing
Cerniglia, Joseph A. - 2020
In this article, the authors discuss the current state of affairs, critical issues, and practical considerations associated with factor research and factor investing from the perspectives of academics, practitioners, and investors. The amount of research on factors continues to grow at an...
Persistent link: https://www.econbiz.de/10012848848