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Computational aspects of portfolio risk estimation in volatile markets: a survey

Author(s) :
Fabozzi, F.J., Stoyanov, S.V., Svetlozar R.T.
Studies in Nonlinear Dynamics & Econometrics, Volume 17, Issue 1, February 2013.

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

Author(s) :
Bali, T.G., Cakici, N., Fabozzi, F.J.
Journal of Portfolio Management, Volume 39, No. 2, pp-101-115, Winter 2013.

A Binomial-Tree Model for Convertible Bond Pricing

Author(s) :
Krasimir Milanov, Ognyan Kounchev, Frank J. Fabozzi, Young Shin Kim, Svetlozar T. Rachev

A Pricing Framework for Real Estate Derivatives

Author(s) :
Frank J. Fabozzi, Radu Tunaru, Robert Shiller

A New Method for Generating Approximation Algorithms for Financial Mathematics Applications

Author(s) :
Frank J. Fabozzi, Arturo Leccadito, Radu S. Tunaru

Option pricing and hedging under a stochastic volatility Lévy process model

Author(s) :
Frank J. Fabozzi, Young Shin Kim, Zuodong Lin, Svetlozar T. Rachev

Approximation of Skewed and Leptokurtic Return Distributions

Author(s) :
Frank Fabozzi, Young Shin Kim, Svetlozar Rachev, Matthias Scherer

A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates

Author(s) :
Rosella Giacomettia, Marida Bertocchi, Svetlozar T. Rachev, Frank J. Fabozzi

The Changing Face of Real Estate Investment Management

Author(s) :
Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Susan Hudson-Wilson, William Hughes, Youguo Liang, Greg MacKinnon, Asieh Mansour

Household Search Choice: Theory and Evidence

Author(s) :
Yosef Bonaparte, Frank J. Fabozzi

Metrization of Stochastic Dominance Rules

Author(s) :
Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi

Selecting Prior Year’s Top Fund of Hedge Funds as This Year’s Choice

Author(s) :
Greg N. Gregoriou, Razvan Pascalau
Can investors select winning funds of hedge funds (FOFs) by merely assuming a simple trading strategy? Can historical information present insight on...

Corporate governance reform and firm value in Mexico: an empirical assessment

Author(s) :
Alberto Chonga, Jorge Guillenb, Florencio Lopez-de-Silanes

Unbundling common style exposures, time variance and style timing of hedge fund beta

Author(s) :
Rodrigo Dupleich, Daniel Giamouridis, Spyros Mesomeris, Nima Noorizadeh