1. An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey. Issue 40 (27th August 2018) Authors: Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, Frank J. Journal: Applied economics Issue: Volume 50:Issue 40(2018) Page Start: 4318 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Birth order and portfolio choice. Issue 7 (7th February 2020) Authors: Bonaparte, Yosef; Fabozzi, Frank J.; Koslowsky, David Journal: Applied economics Issue: Volume 52:Issue 7(2020) Page Start: 694 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Diversification versus optimality: is there really a diversification puzzle?. Issue 43 (14th September 2018) Authors: Ortobelli Lozza, Sergio; Wong, Wing-Keung; Fabozzi, Frank J.; Egozcue, Martin Journal: Applied economics Issue: Volume 50:Issue 43(2018) Page Start: 4671 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Effectiveness of developed and emerging market FX options in active currency risk management. (September 2019) Authors: Vohra, Suprita; Fabozzi, Frank J. Journal: Journal of international money and finance Issue: Volume 96(2019) Page Start: 130 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Elliptical tempered stable distribution. Issue 7 (2nd July 2016) Authors: Fallahgoul, Hassan A.; Kim, Young S.; Fabozzi, Frank J. Journal: Quantitative finance Issue: Volume 16:Issue 7(2016) Page Start: 1069 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios. Issue 13 (29th July 2017) Authors: Bonaparte, Yosef; Fabozzi, Frank J. Journal: Applied economics letters Issue: Volume 24:Issue 13(2017) Page Start: 923 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Factor decomposition of the Eurozone sovereign CDS spreads. (July 2016) Authors: Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi Journal: Journal of international money and finance Issue: Volume 65(2016) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. How fat are the tails of equity market indices?. (21st March 2017) Authors: Stoyanov, Stoyan; Loh, Lixia; Fabozzi, Frank J. Journal: International journal of finance & economics Issue: Volume 22:Number 3(2017:Jul.) Page Start: 181 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. IN SEARCH OF CASH‐FLOW PRICING. (14th December 2015) Authors: Fabozzi, Frank J.; Chen, K. C.; Ma, K. C.; West, Jessica Journal: Journal of financial research Issue: Volume 38:Number 4(2015:Winter) Page Start: 511 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks. Issue 2 (1st February 2023) Authors: Jakubik, Johannes; Nazemi, Abdolreza; Geyer-Schulz, Andreas; Fabozzi, Frank J. Journal: Quantitative finance Issue: Volume 23:Issue 2(2023) Page Start: 335 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗