Narrow search
Showing 1 - 10 of 149
Cover Image
Robust portfolio optimization
Pachamanova, Dessislava A.; Kolm, Petter N.; Fabozzi, … - 2008
Persistent link: https://www.econbiz.de/10003765851
Cover Image
Quantitative investment management : today and tomorrow
Kolm, Peter N.; Focardi, Sergio M.; Fabozzi, Frank J.; … - 2008
Persistent link: https://www.econbiz.de/10003764410
Cover Image
Overview of active common stock portfolio strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N.; … - 2008
Persistent link: https://www.econbiz.de/10003764521
Cover Image
Quantitative modeling of transaction and trading costs
Kolm, Petter N.; Fabozzi, Frank J.; Focardi, Sergio M. - 2008
Persistent link: https://www.econbiz.de/10003764664
Cover Image
Incorporating trading strategies in the Black-Litterman framework
Kolm, Petter N.; Focardi, Sergio M.; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003764748
Cover Image
Trends in quantitative equity management : survey results
Fabozzi, Frank J.; Focardi, Sergio; Jonas, Caroline - In: Quantitative fund management, (pp. 3-16). 2009
Persistent link: https://www.econbiz.de/10003796934
Cover Image
Überführung von quantitativem Research in implementierbare Handelsstrategien : Möglichkeiten und Grenzen der Automatisierung
Fabozzi, Frank J.; Focardi, Sergio; Ma, Christopher - 2006
Persistent link: https://www.econbiz.de/10003376827
Cover Image
Regression analysis
Račev, Svetlozar T.; Mittnik, Stefan; Fabozzi, Frank J.; … - 2008
Persistent link: https://www.econbiz.de/10003765829
Cover Image
ARCH/GARCH models in applied financial econometrics
Engle, Robert F.; Focardi, Sergio; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765831
Cover Image
Hedging with financial futures
Fabozzi, Frank J. - In: Handbook of financial markets : securities, options and …, (pp. 665-701). 1986
Persistent link: https://www.econbiz.de/10001259032