Frank Fabozzi

1. Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
   2026/04/09 by Nolan Alexander, Frank Fabozzi · 2 voices
   Economics, Econometrics and Finance · Mathematics · #q-fin.RM #q-fin.PM #stat.AP
2. On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
   2026/04/11 by Nolan Alexander, Frank Fabozzi · 1 voice
   Economics, Econometrics and Finance · Mathematics · #q-fin.RM #q-fin.PM #stat.AP