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~person:"Fabozzi, Frank J."
~subject:"Risk management"
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Risk management
Portfolio selection
224
Portfolio-Management
224
Theorie
122
Theory
122
Anleihe
49
Bond
49
USA
41
Finanzanalyse
40
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40
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39
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31
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25
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English
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Fabozzi, Frank J.
Wang, Ruodu
17
Diebold, Francis X.
15
Hammoudeh, Shawkat
13
Bhansali, Vineer
11
Bollerslev, Tim
11
Martellini, Lionel
11
Kakushadze, Zura
10
McAleer, Michael
10
Roncalli, Thierry
10
Sawik, Tadeusz
10
Scherer, Bernd
10
Csóka, Péter
9
Eller, Roland
9
Härdle, Wolfgang
9
Janabi, Mazin A. M. al
9
Lin, Yijia
9
Schuermann, Til
9
Tan, Ken Seng
9
Till, Hilary
9
Mao, Tiantian
8
Papenbrock, Jochen
8
Pérez Amaral, Teodosio
8
Satchell, Stephen
8
Skoglund, Jimmy
8
Albrecht, Peter
7
Alexander, Gordon J.
7
Christoffersen, Peter F.
7
Engle, Robert F.
7
Gantenbein, Pascal
7
Guillén, Montserrat
7
Liu, Shan
7
Lo, Andrew W.
7
Lohre, Harald
7
Maurer, Raimond
7
Pesaran, M. Hashem
7
Račev, Svetlozar T.
7
Righi, Marcelo Brutti
7
Rochet, Jean-Charles
7
Rudolph, Bernd
7
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The Frank J. Fabozzi series
6
The handbook of fixed income securities
2
The journal of portfolio management : JPM
2
Applied economics
1
Applied financial economics letters
1
Financial markets and instruments
1
Frank J. Fabozzi Series
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
1
Investment management and financial management
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The handbook of commodity investing
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
1
The theory and practice of investment management
1
Valuation, financial modeling, and quantitative tools
1
Wiley Finance
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ECONIS (ZBW)
30
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1
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30
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1
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
Saved in:
2
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
3
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
Saved in:
4
Deep learning for modeling the collection rate for third-party buyers
Nazemi, Abdolreza
;
Rezazadeh, Hani
;
Fabozzi, Frank J.
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 240-252
Persistent link: https://www.econbiz.de/10013347762
Saved in:
5
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
6
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and
performance
measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
Saved in:
7
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012010807
Saved in:
8
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012643535
Saved in:
9
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
10
Risk Management and Portfolio Budgeting Based on ARMA-GARCH Non-Gaussian Multivariate Model
Nooshi, Nima
-
2012
,
performance
test, to realize the ”costs” of this risk reduction action in terms of potential return suppression. Little …
Persistent link: https://www.econbiz.de/10013109131
Saved in:
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