Similar Search Results - EconBiz

Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios

Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics letters 24 (2017) 13/15, pp. 923-927

Persistent link: https://www.econbiz.de/10011714413

A flexible approach to estimate the equity premium

Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 49 (2017) 59, pp. 5940-5950

Persistent link: https://www.econbiz.de/10011845875

Reservation Return and Asset Pricing Inference

Bonaparte, Yosef - 2018

We utilize a novel data about households' reservation returns to reexamine the limited stock market participations and the equity premium puzzles, where instead of asking why households are too averse to risk, we ask why households exhibit greater reservation returns (which reflect the...

Persistent link: https://www.econbiz.de/10012906893

Asset pricing models

Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003764398

Introduction to the pricing of futures/forwards and options

Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003765704

Institutional investment management : equity and bond portfolio strategies and applications

Fabozzi, Frank J. - 2009

Persistent link: https://www.econbiz.de/10003865444

Asset pricing models

Fabozzi, Frank J. - In: The theory and practice of investment management, (pp. 65-89). 2002

Persistent link: https://www.econbiz.de/10001729877

Investment management

Fabozzi, Frank J. - 1995

Persistent link: https://www.econbiz.de/10000910289

Fundamental multifactor equity risk models

Fabozzi, Frank J.; Vardharaj, Raman; Jones, Frank Joseph - 2008

Persistent link: https://www.econbiz.de/10003764728

Stable distributions in the Black-Litterman approach to asset allocation

Giacometti, Rosella; Bertocchi, Marida; Račev, Svetlozar T. - In: Quantitative fund management, (pp. 359-375). 2009

Persistent link: https://www.econbiz.de/10003797016

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