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  • Search: subject_exact:"Portfolio management"
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Year of publication
Subject
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Portfolio-Management 51,585 Portfolio selection 51,108 Theorie 22,291 Theory 22,084 Kapitaleinkommen 9,181 Capital income 9,170 Anlageverhalten 8,849 Behavioural finance 8,762 Risk 6,463 Risiko 6,455 Investmentfonds 5,492 Investment Fund 5,429 Kapitalanlage 4,811 CAPM 4,747 Risikomanagement 4,726 Financial investment 4,579 Risk management 4,479 Börsenkurs 3,683 Share price 3,660 Welt 3,581 World 3,539 Risikomaß 3,156 Risk measure 3,132 USA 3,054 Schätzung 2,957 United States 2,950 Volatilität 2,948 Aktienmarkt 2,930 Volatility 2,930 Estimation 2,905 Stock market 2,884 Hedging 2,647 Finanzmarkt 2,176 Financial market 2,146 Finanzanalyse 2,102 Financial analysis 2,030 Kreditrisiko 1,988 Institutioneller Investor 1,981 Institutional investor 1,973 Mathematische Optimierung 1,963
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Online availability
All
Free 18,525 Undetermined 12,981 CC license 894
Type of publication
All
Article 27,626 Book / Working Paper 25,653 Journal 116 Other 6
Type of publication (narrower categories)
All
Article in journal 24,513 Aufsatz in Zeitschrift 24,513 Graue Literatur 6,927 Non-commercial literature 6,927 Working Paper 6,695 Arbeitspapier 6,304 Aufsatz im Buch 2,479 Book section 2,479 Hochschulschrift 1,736 Thesis 1,331 Collection of articles of several authors 523 Sammelwerk 523 Lehrbuch 449 Textbook 408 Aufsatzsammlung 293 Collection of articles written by one author 261 Sammlung 261 Dissertation u.a. Prüfungsschriften 225 Bibliografie enthalten 221 Bibliography included 221 Ratgeber 164 Handbook 156 Handbuch 156 Conference paper 151 Konferenzbeitrag 151 Glossar enthalten 132 Glossary included 132 Guidebook 128 Konferenzschrift 125 Case study 95 Fallstudie 95 Conference proceedings 82 Systematic review 54 Übersichtsarbeit 54 Reprint 52 Bibliographie 48 Mikroform 42 Bibliografie 38 Article 36 Amtsdruckschrift 32
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Language
All
English 49,700 German 2,893 Undetermined 396 French 190 Italian 67 Spanish 59 Polish 45 Dutch 25 Swedish 14 Hungarian 13 Portuguese 13 Russian 12 Danish 7 Finnish 7 Czech 3 Slovak 3 Arabic 2 Bulgarian 2 Lithuanian 2 Norwegian 2 Serbian 2 Afrikaans 1 Croatian 1 Multiple languages 1 Turkish 1
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Author
All
Fabozzi, Frank J. 287 Maurer, Raimond 151 Mitchell, Olivia S. 125 Guidolin, Massimo 104 Platen, Eckhard 97 Zaremba, Adam 95 Satchell, Stephen 89 Campbell, John Y. 87 Lo, Andrew W. 82 Gollier, Christian 79 Ang, Andrew 76 McAleer, Michael 76 Hens, Thorsten 71 Uppal, Raman 68 Wong, Wing Keung 67 Kraft, Holger 65 Markowitz, Harry 65 Weber, Martin 62 Stambaugh, Robert F. 60 Wermers, Russ 60 Bodie, Zvi 59 Lee, Cheng F. 59 Levy, Haim 59 Schenk-Hoppé, Klaus Reiner 59 Post, Thierry 57 Kelly, Bryan T. 56 Korn, Ralf 56 Blake, David 55 Elton, Edwin J. 55 Prigent, Jean-Luc 55 Viceira, Luis M. 54 Lucas, André 52 Zagst, Rudi 52 Zhou, Guofu 52 Härdle, Wolfgang 51 Račev, Svetlozar T. 51 Van Wincoop, Eric 50 Warnock, Francis E. 49 Bali, Turan G. 48 Gallagher, David R. 48
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Institution
All
National Bureau of Economic Research 609 Institut für Schweizerisches Bankwesen <Zürich> 42 OECD 36 Institute of Finance and Accounting <London> 20 Springer Fachmedien Wiesbaden 20 Center for Urban & Real Estate Management <Zürich> 18 International Monetary Fund (IMF) 18 International Monetary Fund 17 Frank J. Fabozzi Associates <New Hope, Pa.> 15 Frankfurt School of Finance & Management 15 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 14 World Bank 13 Fisher Investments Inc. <Woodside, Calif.> 12 National Centre of Competence in Research - Financial Valuation and Risk Management 12 Rodney L. White Center for Financial Research 12 Basel Committee on Banking Supervision 11 CFA Institute <Charlottesville, Va.> 11 Federal Reserve Bank of New York 11 National Centre of Competence in Research North South <Bern> 11 Universität Zürich / Institut für Schweizerisches Bankwesen 11 World Bank Group 11 Center for Economic Research <Tilburg> 10 International Center for Financial Asset Management and Engineering 10 Ekonomiska forskningsinstitutet <Stockholm> 9 Erasmus Research Institute of Management 9 European Innovation Council and SMEs Executive Agency 9 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 9 Federal Reserve Board (Board of Governors of the Federal Reserve System) 9 Pensions Institute 9 University of Western Sydney 9 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 9 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 8 FinanzBuch Verlag 8 Goethe-Universität Frankfurt am Main 8 London School of Economics and Political Science 8 Wirtschaftswissenschaftliches Zentrum <Basel> 8 European University Institute / Department of Law 7 Friedrich-Schiller-Universität Jena 7 School of Economics and Finance 7 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 7
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Published in...
All
Journal of banking & finance 670 Finance research letters 622 NBER working paper series 605 Working paper / National Bureau of Economic Research, Inc. 481 NBER Working Paper 441 European journal of operational research : EJOR 440 Insurance / Mathematics & economics 419 International review of financial analysis 372 Journal of financial economics 338 The journal of portfolio management : a publication of Institutional Investor 291 Journal of economic dynamics & control 268 The journal of asset management 268 Research paper series / Swiss Finance Institute 262 Management science : journal of the Institute for Operations Research and the Management Sciences 255 International review of economics & finance : IREF 250 Journal of empirical finance 250 Applied economics 249 The journal of finance : the journal of the American Finance Association 246 International journal of theoretical and applied finance 234 Quantitative finance 227 Pacific-Basin finance journal 225 Discussion paper / Centre for Economic Policy Research 214 The European journal of finance 210 Finance and stochastics 209 Risks : open access journal 204 Economic modelling 201 SpringerLink / Bücher 201 The North American journal of economics and finance : a journal of financial economics studies 195 The review of financial studies 193 Economics letters 188 Journal of financial and quantitative analysis : JFQA 187 Research in international business and finance 186 Journal of risk and financial management : JRFM 179 Mathematical finance : an international journal of mathematics, statistics and financial theory 179 Journal of international financial markets, institutions & money 173 Applied economics letters 172 The journal of investing 169 Swiss Finance Institute Research Paper 168 Discussion papers / CEPR 167 Journal of investment management : JOIM 162
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Source
All
ECONIS (ZBW) 51,479 USB Cologne (EcoSocSci) 877 EconStor 435 RePEc 276 USB Cologne (business full texts) 222 Other ZBW resources 50 BASE 31 OLC EcoSci 30 ArchiDok 1
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Showing 1 - 50 of 53,401
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Making GenAI smarter : evidence from a portfolio allocation experiment
Hornuf, Lars; Streich, David J.; Töllich, Niklas - 2025
Retrieval-augmented generation (RAG) has emerged as a promising way to improve task-specific performance in generative artificial intelligence (GenAI) applications such as large language models (LLMs). In this study, we evaluate the performance implications of providing various types of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015396914
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Re-examining China and the u.s.'s respective green bond markets in extreme conditions : evidence from quantile connectedness
Wang, Mei-Chih; Jiang, Peiyun; Chang, Tsangyao - 2025
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Multi-objective portfolio optimization : an application of the Non-dominated Sorting Genetic Algorithm III
Muteba Mwamba, John; Mbucici, Leon Mishindo; Mba, Jules … - 2025
This study evaluates the effectiveness of the Non-dominated Sorting Genetic Algorithm III (NSGA-III) in comparison to the traditional Mean-Variance optimization method for financial portfolio management. Leveraging a dataset of global financial assets, we applied both approaches to optimize...
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Automated bitcoin trading dApp using price prediction from a deep learning model
Zhi Zhan Lua; Seow, Chee Kiat; Chan, Raymond Ching Bon; … - In: Risks : open access journal 13 (2025) 1, pp. 1-25
Distributed ledger technology (DLT) and cryptocurrency have revolutionized the financial landscape and relevant applications, particularly in investment opportunities. Despite its growth, the market's volatility and technical complexities hinder widespread adoption. This study proposes a...
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The contribution of robo-advisors as a key factor in commercial banks' performance after the global financial crisis
Zogning, Félix; Turcotte, Pascal - In: FinTech 4 (2025) 1, pp. 1-15
In several countries, digital financial advisory services, particularly those supported by robo-advisors, are becoming increasingly popular in retail banking. These tools assist users with financial decisions such as risk assessment, portfolio selection, and rebalancing-all at a reduced cost....
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Transaction costs and capacity of systematic corporate bond strategies
Ivashchenko, Alexey; Kosowski, Robert L. - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 53-80
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Connectedness and portfolio management between clean energy, crude oil prices and equities market before and during the Russia-Ukraine war : evidence for GCC countries
Chkili, Walid; Mabrouk, Samir - 2024
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The construction of a portfolio using varying methods and the effects of variables on portfolio return
Manurung, Adler Hayman; Machdar, Nera Marinda; Sijabat, … - In: International journal of economics and financial issues … 14 (2024) 1, pp. 233-241
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Quantile preferences in portfolio choice : a Q-DRL approach to dynamic diversification
Sarkany, Attila; Janásek, Lukáš; Baruník, Jozef - 2024
We develop a novel approach to understand the dynamic diversification of decision makers with quantile preferences. Due to unavailability of analytical solutions to such complex problems, we suggest to approximate the behavior of agents with a Quantile Deep Reinforcement Learning (Q-DRL)...
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Modifying sequential Monte Carlo optimisation for index tracking to allow for transaction costs
Hamilton-Russell, Leila; Malan O’Callaghan, Thomas; … - In: Risks : open access journal 12 (2024) 10, pp. 1-44
Managing a portfolio whose value closely tracks an index by trading only in a subset of the index constituents involves an NP-hard optimisation problem. In the prior literature, it has been suggested that this problem be solved using sequential Monte Carlo (SMC, also known as particle filter)...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015130341
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Unpacking the ESG ratings : does one size fit all?
Billio, Monica; Fitzpatrick, Aoife Claire; Latino, Carmelo - 2024
In this study, we unpack the ESG ratings of four prominent agencies in Europe and find that (i) each single E, S, G pillar explains the overall ESG score differently, (ii) there is a low co-movement between the three E, S, G pillars and (iii) there are specific ESG Key Performance Indicators...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480908
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Navigating inflation challenges : AI-based portfolio management insights
Bareith, Tibor; Tatay, Tibor; Vancsura, László - In: Risks : open access journal 12 (2024) 3, pp. 1-16
After 2010, the consumer price index fell to a low level in the EU. In the euro area, it remained low between 2010 and 2020. The European Central Bank has even had to take action against the emergence of deflation. The situation changed significantly in 2021. Inflation jumped to levels not seen...
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Enhancing portfolio risk management : a comparative study of parametric, non-parametric, and Monte Carlo methods, with VaR and percentile ranking
Shokri, Aris; Kythreotis, Alexios - In: International journal of business and emerging markets … 16 (2024) 3, pp. 411-428
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Interplay of volatility and geopolitical tensions in clean energy markets : a comprehensive GARC-ISTM forecasting approach
Brik, Hatem; Ouakdi, Jihene El - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 92-107
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Cryptocurrency portfolio management : a clustering-based association approach
Kocabıyık, Turan; Karaatlı, Meltem; Özsoy, Mehmet; … - In: Mokslo darbai / Vilniaus Universitetas 103 (2024) 1, pp. 25-43
The aim of this study is to identify crypto assets with similar characteristics and to explore the similar responses of these assets to market-priced events. This process is carried out in two stages. Cluster analysis and association analysis were applied in the research. First of all, cluster...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015047671
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A model of synergistic management of a medical project portfolio based on the telegraphic equation
Malanchuk, Oksana; Тryhuba, Аnatoliy; Sholudko, Roksolana - In: Economic forum 14 (2024) 2, pp. 51-64
The relevance of the study is the need to improve the efficiency of managing the portfolio of medical projects for the development of hospital districts. The purpose of the article was to develop and use a model of synergistic management of a portfolio of medical projects for the development of...
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A novel minimum variance portfolio approach to understanding dollarization : case of Georgia
Metreveli, Saba; Mosakhlishvili, Akaki; Mkhatrishvili, … - 2025
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Student Real Estate Investment Funds
Kelly, Jacob; Letdin, Mariya - In: Journal of real estate practice and education : a … 27 (2025) 1, pp. 1-7
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Untangling illiquidity : optimal asset allocation with private asset classes
Dimitrov, Daniel - 2025
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The performance of ESG portfolios : evidence from the Chinese market under COVID-19
Wang, Shaolin; Cheng, Ho Cheung; Wang, Jianli; Yick, Ho Yin - In: Economic modelling 143 (2025), pp. 1-10
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193393
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Improving minimum-variance portfolio through shrinkage of large covariance matrices
Shi, Fangquan; Shu, Lianjie; He, Fangyi; Huang, Wenpo - In: Economic modelling 144 (2025), pp. 1-16
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Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios - 2025
We develop and implement methods for determining whether relaxing sparsity constraints on portfolios improves the investment opportunity set for risk-averse investors. We formulate a new estimation procedure for sparse second-order stochastic spanning based on a greedy algorithm and Linear...
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Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics
Arvanitis, Stelios - 2025
The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194229
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Investor clientele and intraday patterns in the cross section of stock returns
Chen, Jian; Haboub, Ahmad; Khan, Ali; Mahmud, Syed - In: Review of quantitative finance and accounting 64 (2025) 2, pp. 757-797
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Influence and predictive value of seeking alpha articles
Breuer, Wolfgang; Knetsch, Andreas; Sachsenhausen, Eric - In: Financial analysts journal : FAJ 81 (2025) 1, pp. 102-128
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From pandemics to portfolios : long-term impacts of the 2009 H1N1 outbreak on household investment choices
Guo, Naijia; Leung, Ka Yui; Zhang, Shumeng - 2025 - This version: February 1, 2025
This study examines how experiencing a pandemic affects household investment behaviors. By leveraging cross-state variations in the H1N1 mortality rate in 2009, our difference-in-differences analysis reveals interesting findings. Although the pandemic does not significantly affect stock market...
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Fractal portfolio strategies : does scale preference of investors matter?
Kakinaka, Shinji; Hayakawa, Tadaaki; Kato, Daisuke; … - In: Applied economics letters 32 (2025) 3, pp. 415-421
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Organizational selection of innovation
Böttcher, Lucas; Klingebiel, Ronald - In: Organization science 36 (2025) 1, pp. 387-410
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Determining drivers of private equity return with computational approaches
Lamothe Fernández, Prosper; García-Argüelles, Eduardo; … - In: Computational economics 65 (2025) 1, pp. 483-505
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Mapping Returns of Private Equity Investments in Emerging Markets
Mölders, Florian; Salgado, Edgar - 2025
This paper fills a gap in research on private equity investments in emerging markets and developing economies. It provides descriptive evidence and examines the distribution of returns across sectors such as finance, technology, and resource-intensive industries like mining, where significant...
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Are cryptocurrencies priced in the cross-section? : a portfolio approach
Assamoi, Vincent K.; Ekponon, Adelphe; Guo, Zihan - In: Finance research letters 71 (2025), pp. 1-11
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Climate-linked bonds
Broeders, Dirk; Dimitrov, Daniel; Verhoeven, Niek - 2025
Climate-linked bonds, issued by governments and supranational organizations, are pivotal in advancing towards a net-zero economy. These bonds adjust their payoffs based on climate variables such as average temperature and greenhouse gas emissions, providing investors a hedge against long-term...
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Engineered living materials : pathfinder portfolio
European Innovation Council and SMEs Executive Agency - 2025
For the Engineered Living Materials (ELMs) portfolio to be productive, the Programme Manager for Health & Biotech designed and developed a Strategy Plan (SP) together with representatives from the portfolio projects as well as oversee the implementation of portfolio activities set in the SP.
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The first is free : do employee stocks incentivize stock market participation?
Nielsson, Ulf; Press, Oliver-Alexander - In: The European journal of finance 31 (2025) 1, pp. 1-13
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Engineered living materials : pathfinder portfolio
European Innovation Council and SMEs Executive Agency - 2025
For the Engineered Living Materials (ELMs) portfolio to be productive, the Programme Manager for Health & Biotech designed and developed a Strategy Plan (SP) together with representatives from the portfolio projects as well as oversee the implementation of portfolio activities set in the SP.
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015323856
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Chinese household finance impacted by climate change : evidence from stock investment
Chen, Yanyun; Liu, XiangYu; Yao, Ziyan; Tang, Xiaoping - In: International review of economics & finance : IREF 97 (2025), pp. 1-16
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324135
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Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru; Yoshiba, Toshinao - In: International review of economics & finance : IREF 97 (2025), pp. 1-19
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Analysis of the impact of macroeconomic factors on cryptocurrency returns : based on quantile regression study
Lin, Minghui; Liu, Ye; Sheng, Vincent Ng Kim - In: International review of economics & finance : IREF 97 (2025), pp. 1-9
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Sustainability and private investors
Buchanan, Bonnie; Silvola, Hanna; Vähämaa, Emilia - In: The European journal of finance 31 (2025) 2, pp. 174-201
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Portfolio optimization beyond utility maximization : the case of driftless markets
Večeř, Jan; Richard, Mark; Taylor, Stephen - In: The European journal of finance 31 (2025) 3, pp. 318-347
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Portfolio choice with narrow framing and loss aversion : a simplified approach
Grant, Andrew; Kwon, Oh Kang; Satchell, Stephen - In: The European journal of finance 31 (2025) 4, pp. 451-476
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A Bayesian stochastic discount factor for the cross-section of individual equity options
Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025 - This version: April 23, 2024
We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies and portfolios. We document that the SDF is dense...
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Twitter-based attention and the cross-section of cryptocurrency returns
Maître, Arnaud T.; Pugachyov, Nikolay; Weigert, Florian - 2025
This paper investigates how investors' abnormal attention affects the cross-section of cryptocurrency returns in the period from 2018 to 2022. We capture abnormal attention using the (log) number of Twitter posts on individual cryptocurrencies on the current day minus a 30-day average. Our...
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Do risk preferences drive momentum in cryptocurrencies?
Proelss, Juliane; Schweizer, Denis; Buchwalter, Bastien - In: Finance research letters 73 (2025), pp. 1-7
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Research portfolios of universities : searching for opportunities and collaboration partners
Morceiro, Paulo César; Boschma, Ron; Balland, Pierre-Alex - 2025
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"Good" inflation, "bad" inflation : implications for risky asset prices
Bonelli, Diego; Palazzo, Berardino; Yamarthy, Ram S. - 2025
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Belief-neutral efficiency in financial markets
Beißner, Patrick; Riedel, Frank - 2025
Heterogeneous beliefs among market participants can lead to questionable speculative trading that goes beyond any risk-sharing motives. We demonstrate that such unwarranted betting behavior in market equilibrium can be mitigated by introducing nonlinear pricing for ambiguous contracts, without...
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Carbon risk and equity prices
Enders, Arthur; Lontzek, Thomas; Schmedders, Karl; … - In: The financial review : the official publication of the … 60 (2025) 1, pp. 13-32
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The U.S. Dollar and variance risk premia imbalances
Kjær, Mads Markvart; Posselt, Anders Merrild - In: The financial review : the official publication of the … 60 (2025) 1, pp. 173-200
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Portfolio Inertia and Expected Excess Returns in Currency Markets : Evidence from Advanced Economies
Bakker, Bas - 2025
The economic literature has long attributed non-zero expected excess returns in currency markets to time-varying risk premiums demanded by risk-averse investors. This paper, building on Bacchetta and van Wincoop's (2021) portfolio balance framework, shows that such returns can also arise when...
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