Beta as a random coefficient
FJ Fabozzi, JC Francis - Journal of Financial and Quantitative …, 1978 - cambridge.org
After Markowitz [14, p. 100] and Sharpe [19, 20] suggested estimating the beta systematic risk
coefficient for market assets, finance professors, stock brokers, investment managers, and …
coefficient for market assets, finance professors, stock brokers, investment managers, and …
[BOOK][B] Bond markets, analysis, and strategies
FJ Fabozzi, FA Fabozzi - 2021 - books.google.com
The updated edition of a widely used textbook that covers fundamental features of bonds,
analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers …
analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers …
[BOOK][B] Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi - 2007 - books.google.com
Praise for Robust Portfolio Optimization and Management" In the half century since Harry
Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have …
Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have …
[PDF][PDF] The legacy of modern portfolio theory
FJ Fabozzi, F Gupta, HM Markowitz - The journal of investing, 2002 - academia.edu
Copyright@ Institutional Investor, Inc. All rights reserved. investment). However, it is critically
important to understand that MPT is a theory that is independent of any theories about asset …
important to understand that MPT is a theory that is independent of any theories about asset …
[BOOK][B] Financial management and analysis
FJ Fabozzi, PP Peterson - 2003 - books.google.com
Financial Management and Analysis, Second Edition covers many important financial topics
that are neglected elsewhere--from raising funds via securitization to managing a financial …
that are neglected elsewhere--from raising funds via securitization to managing a financial …
[BOOK][B] The handbook of mortgage-backed securities
FJ Fabozzi - 2016 - books.google.com
… frank J. fabozzi is Professor of finance at edheC business School and a senior scientific …
a Cfa and CPa holder, fabozzi is a trustee of the blackrock closed-end fund complex since its …
a Cfa and CPa holder, fabozzi is a trustee of the blackrock closed-end fund complex since its …
60 years of portfolio optimization: Practical challenges and current trends
The concepts of portfolio optimization and diversification have been instrumental in the
development and understanding of financial markets and financial decision making. In light of the …
development and understanding of financial markets and financial decision making. In light of the …
Robust portfolios: contributions from operations research and finance
In this paper we provide a survey of recent contributions to robust portfolio strategies from
operations research and finance to the theory of portfolio selection. Our survey covers results …
operations research and finance to the theory of portfolio selection. Our survey covers results …
[BOOK][B] The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli - 2014 - books.google.com
An accessible guide to the growing field of financial econometrics As finance and financial
products have become more complex, financial econometrics has emerged as a fast-growing …
products have become more complex, financial econometrics has emerged as a fast-growing …
Stability tests for alphas and betas over bull and bear market conditions
FJ Fabozzi, JC Francis - The Journal of Finance, 1977 - JSTOR
THIS PAPER EMPLOYS standard econometric significance tests to determine whether the
regression statistics from a sample of 700 NYSE stocks differ significantly when measured …
regression statistics from a sample of 700 NYSE stocks differ significantly when measured …