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  • Search: subject_exact:"Portfolio selection"
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Year of publication
Subject
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Portfolio selection 51,239 Portfolio-Management 51,111 Theorie 22,065 Theory 22,060 Capital income 9,169 Kapitaleinkommen 9,169 Anlageverhalten 8,793 Behavioural finance 8,759 Risk 6,443 Risiko 6,403 Investmentfonds 5,453 Investment Fund 5,425 Kapitalanlage 4,728 CAPM 4,727 Risikomanagement 4,627 Financial investment 4,569 Risk management 4,442 Börsenkurs 3,665 Share price 3,658 Welt 3,529 World 3,529 Risikomaß 3,138 Risk measure 3,128 USA 2,961 Volatilität 2,927 United States 2,924 Volatility 2,920 Aktienmarkt 2,919 Estimation 2,901 Schätzung 2,900 Stock market 2,885 Hedging 2,623 Financial market 2,143 Finanzmarkt 2,142 Finanzanalyse 2,079 Financial analysis 2,028 Institutional investor 1,971 Institutioneller Investor 1,971 Mathematical programming 1,954 Mathematische Optimierung 1,954
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Online availability
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Free 18,030 Undetermined 12,935 CC license 894
Type of publication
All
Article 27,509 Book / Working Paper 24,543 Journal 87 Other 3
Type of publication (narrower categories)
All
Article in journal 24,467 Aufsatz in Zeitschrift 24,467 Graue Literatur 6,904 Non-commercial literature 6,904 Working Paper 6,320 Arbeitspapier 6,296 Aufsatz im Buch 2,471 Book section 2,471 Hochschulschrift 1,652 Thesis 1,277 Collection of articles of several authors 508 Sammelwerk 508 Lehrbuch 444 Textbook 405 Aufsatzsammlung 279 Collection of articles written by one author 258 Sammlung 258 Bibliografie enthalten 219 Bibliography included 219 Ratgeber 164 Handbook 154 Handbuch 154 Dissertation u.a. Prüfungsschriften 152 Conference paper 150 Konferenzbeitrag 150 Glossar enthalten 132 Glossary included 132 Guidebook 128 Konferenzschrift 122 Case study 88 Fallstudie 88 Conference proceedings 81 Reprint 52 Systematic review 52 Übersichtsarbeit 52 Mikroform 41 Bibliografie 36 Amtsdruckschrift 32 Government document 32 Forschungsbericht 26
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Language
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English 48,785 German 2,624 Undetermined 322 French 185 Italian 67 Spanish 59 Polish 45 Dutch 25 Swedish 14 Hungarian 13 Russian 12 Portuguese 11 Danish 7 Finnish 7 Czech 3 Slovak 3 Arabic 2 Bulgarian 2 Norwegian 2 Romanian 2 Serbian 2 Afrikaans 1 Croatian 1
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Author
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Fabozzi, Frank J. 261 Maurer, Raimond 143 Mitchell, Olivia S. 124 Guidolin, Massimo 106 Platen, Eckhard 97 Zaremba, Adam 95 Satchell, Stephen 87 Campbell, John Y. 85 Lo, Andrew W. 80 Ang, Andrew 76 McAleer, Michael 75 Hens, Thorsten 74 Gollier, Christian 72 Wong, Wing Keung 69 Uppal, Raman 68 Kraft, Holger 63 Markowitz, Harry 63 Stambaugh, Robert F. 60 Weber, Martin 60 Kelly, Bryan T. 58 Lee, Cheng F. 58 Levy, Haim 58 Wermers, Russ 58 Schenk-Hoppé, Klaus Reiner 56 Korn, Ralf 55 Zagst, Rudi 55 Post, Thierry 54 Viceira, Luis M. 54 Bodie, Zvi 53 Elton, Edwin J. 53 Prigent, Jean-Luc 53 Blake, David 52 Zhou, Guofu 52 Li, Duan 51 Van Wincoop, Eric 50 Lucas, André 49 Härdle, Wolfgang 48 Račev, Svetlozar T. 48 Bali, Turan G. 47 Clare, Andrew D. 47
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Institution
All
National Bureau of Economic Research 608 OECD 35 Institut für Schweizerisches Bankwesen <Zürich> 28 Institute of Finance and Accounting <London> 20 National Centre of Competence in Research North South <Bern> 17 Frank J. Fabozzi Associates <New Hope, Pa.> 15 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 14 Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion 13 Springer Fachmedien Wiesbaden 13 World Bank 13 Rodney L. White Center for Financial Research 12 Basel Committee on Banking Supervision 11 Fisher Investments Inc. <Woodside, Calif.> 11 Universität Zürich / Institut für Schweizerisches Bankwesen 11 World Bank Group 11 CFA Institute <Charlottesville, Va.> 10 Center for Economic Research <Tilburg> 10 Frankfurt School of Finance & Management 10 International Center for Financial Asset Management and Engineering 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Ekonomiska forskningsinstitutet <Stockholm> 9 Erasmus Research Institute of Management 9 European Innovation Council and SMEs Executive Agency 9 Manchester Business School 9 Pensions Institute 9 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 9 FinanzBuch Verlag 8 Goethe-Universität Frankfurt am Main 8 Center for Urban & Real Estate Management <Zürich> 7 European University Institute / Department of Law 7 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 7 Friedrich-Schiller-Universität Jena 7 Universität Mannheim 7 Centre for Economic Policy Research 6 European Central Bank 6 Federal Reserve Bank of St. Louis 6 Institut für Finanzdienstleistungen Zug 6 Lunds Universitet / Nationalekonomiska Institutionen 6 Springer International Publishing 6 Association for Investment Management and Research 5
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Published in...
All
Journal of banking & finance 670 Finance research letters 622 NBER working paper series 604 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 The North American journal of economics and finance : a journal of financial economics studies 195 The review of financial studies 193 Economics letters 188 SpringerLink / Bücher 188 Journal of financial and quantitative analysis : JFQA 186 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) 51,237 USB Cologne (EcoSocSci) 406 RePEc 277 USB Cologne (business full texts) 160 EconStor 42 BASE 14 Other ZBW resources 6
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Showing 1 - 50 of 52,142
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Bank credit, expected inflation rate, and financial dynamics
Watanabe, Toshio - 2025
We investigate the effects of debt-capital ratio and expected inflation rate on the stability of the economy using a Minsky model and reconsidering Fisher's debt-deflation theory. We have developed static and dynamic models that formalize an inflation-targeting policy. The static model reveals...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371903
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Factor mimicking portfolios for climate risk
De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. - 2024 - This version: March 2024
We propose and implement a procedure to optimally hedge climate change risk. First, we construct climate risk indices through textual analysis of newspapers. Second, we present a new approach to compute factor mimicking portfolios to build climate risk hedge portfolios. The new mimicking...
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Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation
Phelps, Nathan; Metzler, Adam - In: Journal of the Operational Research Society 75 (2024) 5, pp. 967-981
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A portfolio selection using the intuitionistic fuzzy analytic hierarchy process : a case study of the Tehran Stock Exchange
Senfi, Soheila; Sheikh, Reza; Sana, Shib Sankar - In: Green finance : GF 6 (2024) 2, pp. 219-248
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Factor-mimicking portfolios for climate risk
De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. - In: Financial analysts journal : FAJ 80 (2024) 3, pp. 37-58
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Search-for-yield and home bias under quantitative easing
Tanaka, Hiroya; Hori, Keiichi; Shibata, Akihisa - 2024
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Markowitz portfolios under transaction costs
Ledoit, Olivier; Wolf, Michael - 2024 - This version: September 2024
Markowitz portfolio selection is a cornerstone in finance, in academia as well as in the industry. Most academic studies either ignore transaction costs or account for them in a way that is both unrealistic and suboptimal by (i) assuming transaction costs to be constant across stocks and (ii)...
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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
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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...
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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
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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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Are women more risk averse? : A sequel
Giannikos, Christos; Korkou, Efstathia D. - In: Risks : open access journal 13 (2025) 1, pp. 1-15
This paper reexamines the question of gender differences in financial relative risk aversion using updated methods and data. Specifically, the paper revisits the 1998 work "Are women more risk averse?" by Jianakoplos and Bernasek, suggests refinements in their model in relation to the database...
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What 200 years of data tell us about the predictive variance of long-term bonds?
Della Corte, Pasquale; Gao, Can; Preve, Daniel P.A.; … - 2025
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The implications of CIP deviations for international capital flows
Kubitza, Christian; Sigaux, Jean-David; Vandeweyer, Quentin - 2025
We study the implications of deviations from covered interest rate parity for international capital flows using novel data covering euro-area derivatives and securities holdings. Consistent with a dynamic model of currency risk hedging, we document that investors' holdings of USD bonds decrease...
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On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
Babaei, Esmaeil - In: Mathematical methods of operations research : ZOR 101 (2025) 1, pp. 29-50
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Hybrid ML models for volatility prediction in financial risk management
Kumar, Satish; Rao, Amar; Dhochak, Monika - In: International review of economics & finance : IREF 98 (2025), pp. 1-18
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ESG as risk factor
Dobrick, Juris; Klein, Christian; Zwergel, Bernhard - In: The journal of asset management : a major new, … 26 (2025) 1, pp. 44-70
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The components of tracking error, interim trading and mutual fund performance
Matallín-Sáez, Juan Carlos; Mingo-López, Diego Víctor de - In: International review of economics & finance : IREF 98 (2025), pp. 1-13
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Liquidity spillover and investment strategy construction among Chinese green financial markets
Gao, Yang; Zhou, Yueyi; Zhao, Wandi - In: International review of economics & finance : IREF 98 (2025), pp. 1-43
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Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan : evidence from a country with religious bans on lotteries and substantive institutional investor participation
Khurram, Muhammad Usman; Ali, Fahad; Ülkü, Numan - In: International review of economics & finance : IREF 98 (2025), pp. 1-22
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