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Theorie
152
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Fabozzi, Frank J.
654
Račev, Svetlozar T.
68
Fabozzi, Frank
44
Rachev, Svetlozar T.
42
Kim, Young Shin
33
Stoyanov, Stoyan V.
33
Focardi, Sergio M.
30
Huang, Dashan
25
Rachev, Svetlozar
25
Focardi, Sergio
23
Mann, Steven V.
21
Kim, Jang Ho
20
Kim, Woo Chang
20
Lucas, Douglas J.
19
Chen, Ren-Raw
18
Tunaru, Radu
18
Bianchi, Michele Leonardo
17
Ortobelli, Sergio
17
Bonaparte, Yosef
16
Giacometti, Rosella
16
Peterson Drake, Pamela
16
Fukushima, Masao
14
Russo, Vincenzo
13
Sun, Wei
13
Goodman, Laurie Sharon
12
Collins, Bruce M.
11
FABOZZI, FRANK J.
11
Buetow, Gerald W.
9
Choudhry, Moorad
9
Francis, Jack Clark
9
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9
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9
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9
Yaari, Uzi
9
Cincotti, Silvano
8
Goodman, Laurie S.
8
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8
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8
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8
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8
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The journal of portfolio management : a publication of Institutional Investor
49
The journal of portfolio management : JPM
31
The journal of fixed income
30
Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
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Financial markets and instruments
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22
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16
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Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
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9
Annals of operations research
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8
Applied Financial Economics
7
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Handbook of financial markets : securities, options and futures
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
International review of financial analysis
7
Journal of Banking & Finance
7
European financial management : the journal of the European Financial Management Association
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Financial analysts' journal : FAJ
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Interest rate, term structure, and valuation modeling
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Journal / The Capco Institute : journal of financial transformation
6
Journal of Financial and Quantitative Analysis
6
Journal of economic dynamics & control
6
Journal of international money and finance
6
The handbook of mortgage-backed securities
6
Energy economics
5
European Journal of Operational Research
5
Insurance / Mathematics & economics
5
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5
Review of quantitative finance and accounting
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ECONIS (ZBW)
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OLC EcoSci
125
RePEc
102
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9
BASE
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EconStor
1
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1
Robust portfolio optimization
Pachamanova, Dessislava A.
;
Kolm, Petter N.
;
Fabozzi, …
-
2008
Persistent link: https://www.econbiz.de/10003765851
Saved in:
2
Economics: an empirical science capable of forecasting economic events?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 145-151
Persistent link: https://www.econbiz.de/10011432349
Saved in:
3
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
Saved in:
4
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
5
Diversification : should we be diversifying trends?
Fabozzi, Frank J.
;
Focardi, Sergio M.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009520397
Saved in:
6
Investment management post pandemic, post global warming, post resource depletion
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Sharma, Zenu
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 141-158
Persistent link: https://www.econbiz.de/10012613466
Saved in:
7
Factor uniqueness in the S&P 500 universe : can proprietary factors exist?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009779764
Saved in:
8
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
9
Mathematics and economics : saving a marriage on the brink of divorce?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011686076
Saved in:
10
Issues in applying financial econometrics to factor-based modeling in investment management
Engle, Robert F.
;
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 94-106
Persistent link: https://www.econbiz.de/10011686773
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