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subject:"Portfolio-Management"
subject:"Anlageverhalten"
~isPartOf:"Finance research letters"
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Portfolio-Management
Anlageverhalten
Theorie
587
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587
Portfolio selection
148
Capital income
96
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96
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79
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Finance research letters
NBER working paper series
298
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
268
Journal of banking & finance
263
Working paper / National Bureau of Economic Research, Inc.
246
NBER Working Paper
233
Journal of economic dynamics & control
199
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
147
The review of financial studies
139
Research paper series / Swiss Finance Institute
135
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127
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123
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120
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118
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114
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103
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100
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98
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85
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84
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84
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81
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80
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78
Discussion paper / Tinbergen Institute
74
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71
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ECONIS (ZBW)
165
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1
State-dependent volatility feedback effect in the ICAPM
Kilic, Osman
;
Nam, Kiseok
;
O'Connor, Matthew L.
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
Saved in:
2
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
3
Words to use with care? : CEO dispositional optimism vs overconfidence
Grove, Sergio
;
Nelson, Aaron
;
Villacis Calderon, Eduardo D.
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445329
Saved in:
4
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
5
Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Qian, Yihe
;
Wang, Jinpeng
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490203
Saved in:
6
Investor attention and corporate leverage manipulation
Guo, Huitao
;
Ye, Binghui
;
Chen, Yuxuan
;
Lin, Weizhen
; …
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490393
Saved in:
7
Risk management and optimal investment with inalienable human capital
Yang, Zeyu
;
Zhuo, Jiayi
;
Zhang, Yuqian
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490638
Saved in:
8
Winners and losers in investment competition : experimental study
Afik, Zvika
;
Dafna, Hofit Hamrani
;
Lahav, Yaron
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490844
Saved in:
9
Viscosity solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-wen
;
Wong, Tak Kwong
- In:
Finance research letters
61
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
Saved in:
10
Multifractal cross-correlations between green bonds and financial assets
Fernandes, Leonardo H. S.
;
Silva, José W. L.
;
Araujo, …
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472339
Saved in:
11
Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees
Cho, Younghwan
;
Song, Jae Wook
- In:
Finance research letters
53
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472366
Saved in:
12
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
13
Portfolio optimization using robust mean absolute deviation model : Wasserstein metric approach
Hosseini-Nodeh, Zohreh
;
Shiraz, Rashed Khanjani
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472705
Saved in:
14
A privacy-preserving mean-variance optimal portfolio
Byun, Junyoung
;
Ko, Hyungjin
;
Lee, Jaewook
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472760
Saved in:
15
Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios
Oliveira, Alexandre Silva de
;
Ceretta, Paulo Sergio
; …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472961
Saved in:
16
Relative deprivation and financial risk taking
Pak, Tae-Young
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473328
Saved in:
17
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
18
Practicable optimization for portfolios that contain nonfungible tokens
Menvouta, Emmanuel Jordy
;
Serneels, Sven
;
Verdonck, Tim
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014473473
Saved in:
19
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
Saved in:
20
Deconstructing the Gerber statistic
Flint, Emlyn
;
Polakow, Daniel
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473719
Saved in:
21
Rule improvements and irrational characteristics of herd behaviour : the effects of SMT policy
Liu, Jia
;
Fu, Pengju
;
Lin, Chunyan
- In:
Finance research letters
56
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014473722
Saved in:
22
Stock bubbles under sudden public crises : a perspective from the excessive financialization of firms
Wang, Jiaxin
;
Zhu, Zhaowei
;
Huang, Xiang
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505928
Saved in:
23
Rational distorted beliefs investor : which risk matters?
Bouaddi, Mohammed
;
Moutanabbir, Khouzeima
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014289016
Saved in:
24
Take your time : how delayed information and restricted decision opportunities improve belief formation in investment decisions
Trutmann, Kevin
;
Heinke, Steve
;
Rieskamp, Jörg
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014304824
Saved in:
25
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
26
Modified degree of operating leverage risk measure
Aharon, David Y.
;
Kroll, Yoram
;
Riff, Sivan
- In:
Finance research letters
51
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014291622
Saved in:
27
Understanding the role of aggregate analyst attention in resolving stock market uncertainty
Hu, Changsheng
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014517827
Saved in:
28
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
29
Using a hedging network to minimize portfolio risk
Mayoral, Silvia
;
Moreno, David
;
Zareei, Abalfazl
- In:
Finance research letters
44
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014494757
Saved in:
30
An empirical evaluation of sensitivity bounds for mean-variance portfolio optimisation
Paskaramoorthy, Andrew
;
Woolway, Matthew
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494865
Saved in:
31
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
32
Trade momentum for alpha
Hong, Weiting
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245331
Saved in:
33
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
34
Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.
;
Torrent, Hudson S.
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
Saved in:
35
Relevance of wrong-way risk in funding valuation adjustments
Zwaard, Thomas van der
;
Grzelak, Lech A.
;
Oosterlee, …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013478834
Saved in:
36
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Saved in:
37
Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions
Barua, Ronil
;
Sharma, Anil Kumar
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479200
Saved in:
38
Interdependence, contagion and speculative bubbles in cryptocurrency markets
Bazán-Palomino, Walter
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479574
Saved in:
39
Transactions costs and the equity premium puzzle
Hong, Sanghyun
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479624
Saved in:
40
Moment conditions for fractional degree stochastic dominance
Wang, Hongxia
;
Zhou, Lin
;
Dai, Peng-Fei
;
Xiong, Xiong
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479652
Saved in:
41
A common pattern across asset pricing anomalies
Božović, Miloš
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
Saved in:
42
High-carbon screening out : a DCC-MIDAS-climate policy risk method
Ding, Hao
;
Ji, Qiang
;
Ma, Rufei
;
Zhai, Pengxiang
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455234
Saved in:
43
The economic value of NFT : evidence from a portfolio analysis using mean–variance framework
Ko, Hyungjin
;
Son, Bumho
;
Lee, Yunyoung
;
Jang, Huisu
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455248
Saved in:
44
Inflation and portfolio selection
Vukovic, Darko B.
;
Maiti, Moinak
;
Frömmel, Michael
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014233958
Saved in:
45
What can we learn from financial stress indicator?
Zhang, Dan
;
Li, Biangxiang
- In:
Finance research letters
50
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014240192
Saved in:
46
Salience theory and enhancing momentum profits
Sim, Myounghwa
;
Kim, Hee-Eun
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240201
Saved in:
47
A closed-form mean-variance-skewness portfolio strategy
Zhen, Fang
;
Chen, Jingnan
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013553596
Saved in:
48
Is Bitcoin a hedge? : how extreme volatility can destroy the hedge property
Baur, Dirk G.
;
Lai Trung Hoang
;
Hossain, Md. Zakir
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013553617
Saved in:
49
The reputational contagion effects of ransomware attacks
Corbet, Shaen
;
Goodell, John W.
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553750
Saved in:
50
Robust return efficiency and herding behavior of fund managers
Lu, Shuai
;
Li, Shouwei
;
Chen, Ning
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013341311
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