Similar Search Results

Mean-variance optimization for asset allocation

Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, … - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 24-40

Persistent link: https://www.econbiz.de/10012503361

Risk parity : the democratization of risk in asset allocation

Fabozzi, Francesco A.; Simonian, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 41-50

Persistent link: https://www.econbiz.de/10012503362

Learning for infinitely divisible GARCH models in option pricing

Zhu, Fumin; Bianchi, Michele Leonardo; Kim, Young Shin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 3, pp. 35-62

Persistent link: https://www.econbiz.de/10012594154

The ABC's of the ARP : understanding alternative risk premium

Gorman, Stephen A.; Fabozzi, Frank J. - In: The journal of asset management : a major new, … 22 (2021) 6, pp. 391-404

Persistent link: https://www.econbiz.de/10012659812

The ABC's of the alternative risk premium : academic roots

Gorman, Stephen A.; Fabozzi, Frank J. - In: The journal of asset management : a major new, … 22 (2021) 6, pp. 405-436

Persistent link: https://www.econbiz.de/10012659814

Mathematical Methods for Finance : Tools for Asset and Risk Management

Focardi, Sergio M. - 2013 - 1st ed.

The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank...

Persistent link: https://www.econbiz.de/10012666576

Robust solutions to the life-cycle consumption problem

Reus, Lorenzo; Fabozzi, Frank J. - In: Computational economics 57 (2021) 2, pp. 481-499

Persistent link: https://www.econbiz.de/10012486926

Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets

Hu, Yuan; Lindquist, W. Brent; Fabozzi, Frank J. - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 75-93

Persistent link: https://www.econbiz.de/10012613090

Analyzing markets with a large public company : the case of South Korea

Kim, Jang Ho; Kang, Taehyeon; Yu, Jaeyong; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 162-171

Persistent link: https://www.econbiz.de/10012613234

Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management

Fabozzi, Frank J.; Karagozoglu, Ahmet K. - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 1-4

Persistent link: https://www.econbiz.de/10012613454

A service of the

zbw