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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Faff, Robert W."
~type_genre:"Article in journal"
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Fabozzi, Frank J.
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ECONIS (ZBW)
548
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1
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548
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
3
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
4
Behavioral implications of sovereign ceiling doctrine for the access to credit by firms
Riaz, Yasir
;
Faff, Robert W.
;
Shehzad, Choudhry Tanveer
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468825
Saved in:
5
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
6
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
7
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
8
Editor's introduction for 2023 special issue on factor investing
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232184
Saved in:
9
Editor's introduction for the 2023 special issue on investing in non-US financial markets
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
6
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014308189
Saved in:
10
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
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