//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
subject:"Risikomaß"
~isPartOf:"International review of financial analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikomaß
Theorie
429
Theory
429
Börsenkurs
77
Share price
77
Capital income
72
Kapitaleinkommen
72
Portfolio-Management
66
Estimation
61
Schätzung
60
Volatility
60
Volatilität
60
CAPM
45
Risk
44
Forecasting model
43
Prognoseverfahren
43
Risiko
41
USA
40
United States
40
Aktienmarkt
37
Stock market
37
Financial market
36
Finanzmarkt
36
Financial crisis
28
Finanzkrise
28
Risk measure
28
ARCH model
27
ARCH-Modell
27
Risikoprämie
26
Risk premium
26
Anlageverhalten
22
Behavioural finance
22
Statistical distribution
22
Statistische Verteilung
22
Time series analysis
22
Zeitreihenanalyse
22
Efficient market hypothesis
21
Effizienzmarkthypothese
21
Credit risk
20
more ...
less ...
Online availability
All
Undetermined
56
Free
1
Type of publication
All
Article
79
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Language
All
English
79
Author
All
Gray, Philip K.
2
Nonejad, Nima
2
Zarangas, Leonidas P.
2
Zhang, Zhekai
2
Zhong, Angel
2
Adegbite, Emmanuel
1
Ahelegbey, Daniel Felix
1
An, Yunbi
1
Argyropoulos, Christos
1
Asgharian, Hossein
1
Bams, Dennis
1
Baur, Dirk G.
1
Bector, Chhajju R.
1
Berger, Theo
1
Bessler, Wolfgang
1
Bhattacharyya, Malay
1
Blazenko, George W.
1
Borer, Daniel
1
Bramante, Riccardo
1
Brooks, Robert
1
Butt, Hilal Anwar
1
Byström, Hans N. E.
1
Cagliesi, Gabriella
1
Cao, Viet Nga
1
Cassese, Gianluca
1
Cerrato, Mario
1
Chamberlain, Trevor W.
1
Chau Trinh Nguyen
1
Cheang, Chi Wan
1
Chen, Wenjin
1
Chen, Xiang
1
Chrétien, Stéphane
1
Chávez-Bedoya, Luis
1
Coggins, Frank
1
Cuthbertson, Keith
1
Dai, Zhifeng
1
Danışoğlu, Seza
1
David, Or
1
Diacogiannis, George P.
1
Diamandis, Panayotis F.
1
more ...
less ...
Published in...
All
International review of financial analysis
Insurance / Mathematics & economics
358
European journal of operational research : EJOR
299
Journal of banking & finance
275
NBER working paper series
241
Working paper / National Bureau of Economic Research, Inc.
197
NBER Working Paper
192
Journal of economic dynamics & control
172
Mathematical finance : an international journal of mathematics, statistics and financial theory
167
Finance and stochastics
161
Finance research letters
159
International journal of theoretical and applied finance
157
Risks : open access journal
136
Research paper series / Swiss Finance Institute
131
Quantitative finance
128
Journal of empirical finance
111
The journal of portfolio management : a publication of Institutional Investor
102
Journal of financial economics
100
The review of financial studies
100
Economic modelling
98
Management science : journal of the Institute for Operations Research and the Management Sciences
98
The journal of finance : the journal of the American Finance Association
95
Swiss Finance Institute Research Paper
90
Discussion paper / Centre for Economic Policy Research
86
Economics letters
84
Mathematics and financial economics
82
The European journal of finance
82
Discussion paper / Tinbergen Institute
81
Computational economics
77
SpringerLink / Bücher
77
Applied economics
72
International review of economics & finance : IREF
72
Journal of risk and financial management : JRFM
72
Mathematical methods of operations research
71
The North American journal of economics and finance : a journal of financial economics studies
70
The journal of asset management
69
Journal of mathematical finance
64
Journal of economic theory
63
The journal of portfolio management : JPM
63
Annals of finance
62
more ...
less ...
Source
All
ECONIS (ZBW)
79
Showing
1
-
50
of
79
Sort
Relevance
Date (newest first)
Date (oldest first)
1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation
Nisani, Doron
;
Shelef, Amit
;
Sonenshine, Ralph
;
David, Or
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492401
Saved in:
3
Non-standard errors in the cryptocurrency world
Fieberg, Christian
;
Günther, Steffen
;
Poddig, Thorsten
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492424
Saved in:
4
Stock price swings and fundamentals : the role of Knightian uncertainty
Mangee, Nicholas
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446941
Saved in:
5
Optimal trend-following with transaction costs
Zakamulin, Valeriy
;
Giner, Javier
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470604
Saved in:
6
Measuring minimum variance hedging effectiveness : traditional vs. sophisticated models
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
International review of financial analysis
87
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014460469
Saved in:
7
Factor investing and currency portfolio management
Li, Danyang
;
Zhang, Zhekai
;
Cerrato, Mario
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460489
Saved in:
8
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
9
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
10
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
11
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
12
Allocative efficiency of internal capital markets : evidence from equity carve-outs by diversified firms
Vitkova, Valeriya
;
Tian, Siyang
;
Sudarsanam, Sudi
- In:
International review of financial analysis
86
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248796
Saved in:
13
Systemic risk of commodity markets : a dynamic factor copula approach
Ouyang, Ruolan
;
Chen, Xiang
;
Fang, Yi
;
Zhao, Yang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013431229
Saved in:
14
A non-probabilistic approach to efficient portfolios
Sekine, Eiko
;
Yamanaka, Kazuo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013461662
Saved in:
15
Asset pricing anomalies : liquidity risk hedgers or liquidity risk spreaders?
Virk, Nader Shahzad
;
Butt, Hilal Anwar
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013410674
Saved in:
16
Mutual fund performance persistence : factor models and portfolio size
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411047
Saved in:
17
Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nonejad, Nima
- In:
International review of financial analysis
83
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013455034
Saved in:
18
The pricing of volatility risk in the US equity market
Hitz, Lukas
;
Mustafi, Ismail H.
;
Zimmermann, Heinz
- In:
International review of financial analysis
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013349983
Saved in:
19
Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions
Diacogiannis, George P.
;
Ioannidis, Christos
- In:
International review of financial analysis
81
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013375389
Saved in:
20
Do we need higher-order comoments to enhance mean-variance portfolios? : evidence from a simplified jump process
Khashanah, Khaldoun
;
Simaan, Majeed
;
Simaan, Yusif E.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396207
Saved in:
21
Ambiguity and asset pricing : an empirical investigation for an emerging market
Sahin, Baki Cem
;
Danışoğlu, Seza
- In:
International review of financial analysis
84
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013472710
Saved in:
22
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
23
An equilibrium model of the term structures of bonds and equities
Takamizawa, Hideyuki
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472835
Saved in:
24
The reduced-rank beta in linear stochastic discount factor models
Sun, Yang
;
Zhang, Xuan
;
Zhang, Zhekai
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472971
Saved in:
25
Dynamic portfolio strategy by loss-averse fund managers facing performance-induced fund flows
Sheng, Jiliang
;
Xu, Si
;
An, Yunbi
;
Yang, Jun
- In:
International review of financial analysis
73
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012803449
Saved in:
26
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
27
How sub-optimal are age-based life-cycle investment products?
Khemka, Gaurav
;
Steffensen, Mogens
;
Warren, Geoff
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803606
Saved in:
28
VIX and liquidity premium
Bams, Dennis
;
Honarvar, Iman
- In:
International review of financial analysis
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803753
Saved in:
29
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
30
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
31
Trading off accuracy for speed : hedge funds' decision-making under uncertainty
Dragomirescu-Gaina, Catalin
;
Philippas, Dionisis
; …
- In:
International review of financial analysis
75
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804043
Saved in:
32
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
33
Does it pay to invest in environmental stocks?
Tzouvanas, Panagiotis
;
Mamatzakis, Emmanuel C.
- In:
International review of financial analysis
77
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012805897
Saved in:
34
On equity market inefficiency during the COVID-19 pandemic
Navratil, Robert
;
Taylor, Stephen
;
Večeř, Jan
- In:
International review of financial analysis
77
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805948
Saved in:
35
Reduction of estimation risk in optimal portfolio choice using redundant constraints
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of financial analysis
78
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013255695
Saved in:
36
Value at risk, mispricing and expected returns
Yang, Baochen
;
Ma, Yao
- In:
International review of financial analysis
78
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013252729
Saved in:
37
Investing in gold : market timing or buy-and-hold?
Baur, Dirk G.
;
Dichtl, Hubert
;
Drobetz, Wolfgang
; …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012435721
Saved in:
38
Time series momentum and macroeconomic risk
Hutchinson, Mark
;
O'Brien, John
- In:
International review of financial analysis
69
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012316906
Saved in:
39
Optimal asset allocation using a combination of implied and historical information
Cheang, Chi Wan
;
Olmo, Jose
;
Ma, Tiejun
;
Sung, Ming-chien
; …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012299166
Saved in:
40
Constructing inverse factor volatility portfolios: a risk-based asset allocation for factor investing
Shimizu, Hidehiko
;
Shiohama, Takayuki
- In:
International review of financial analysis
68
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012300934
Saved in:
41
Investment-related anomalies in Australia : evidence and explanations
Cao, Viet Nga
;
Gray, Philip K.
;
Zhong, Angel
- In:
International review of financial analysis
61
(
2019
),
pp. 97-109
Persistent link: https://www.econbiz.de/10012206943
Saved in:
42
Skewness risk premium : theory and empirical evidence
Lin, Yuehao
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
International review of financial analysis
63
(
2019
),
pp. 174-185
Persistent link: https://www.econbiz.de/10012207438
Saved in:
43
Review of new trends in the literature on factor models and mutual fund performance
Mateus, Irina Bezhentseva
;
Mateus, Cesario
;
Todorovic, …
- In:
International review of financial analysis
63
(
2019
),
pp. 344-354
Persistent link: https://www.econbiz.de/10012207515
Saved in:
44
Backtesting VaR and ES under the magnifying glass
Argyropoulos, Christos
;
Panopulu, Aikaterinē
- In:
International review of financial analysis
64
(
2019
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012208280
Saved in:
45
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
Saved in:
46
Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun
;
Lin, Jia-Juan
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
Saved in:
47
A comparison of static and dynamic portfolio policies
Wang, Jianshen
;
Taylor, Nicholas
- In:
International review of financial analysis
55
(
2018
),
pp. 111-127
Persistent link: https://www.econbiz.de/10012006174
Saved in:
48
The performance of precious-metal mutual funds : does uncertainty matter?
Otero, Luis A.
;
Reboredo, Juan Carlos
- In:
International review of financial analysis
57
(
2018
),
pp. 13-22
Persistent link: https://www.econbiz.de/10012006303
Saved in:
49
Effects of common factors on stock correlation networks and portfolio diversification
Eom, Cheoljun
;
Park, Jong Won
- In:
International review of financial analysis
49
(
2017
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011741216
Saved in:
50
Convex risk measures based on generalized lower deviation and their applications
Fu, Tianwen
;
Zhuang, Xinkai
;
Hui, Yongchang
;
Liu, Jia
- In:
International review of financial analysis
52
(
2017
),
pp. 27-37
Persistent link: https://www.econbiz.de/10011868689
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->