Items where Author is "Fabozzi, Frank J."
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Subbiah, Mohan and Fabozzi, Frank J. (2016) Equity style allocation : a nonparametric approach. Journal of Asset Management, 17 (3). pp. 141-164. ISSN 1479-179X
Subbiah, Mohan and Fabozzi, Frank J. (2016) Hedge fund allocation : evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques. International Review of Financial Analysis, 45. pp. 189-201. ISSN 1057-5219