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  • Search: subject_exact:"Risk-return tradeoff"
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Year of publication
Subject
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Risk-return tradeoff 243 Risiko-Ertrags-Verhältnis 213 Portfolio selection 91 Portfolio-Management 91 Capital income 75 Kapitaleinkommen 75 Volatility 68 Volatilität 66 Estimation 64 Schätzung 64 Theorie 59 Theory 59 Risk 56 Risiko 54 CAPM 52 Aktienmarkt 41 Stock market 40 Capital market returns 30 Deutschland 30 Germany 30 Kapitalmarktrendite 30 USA 29 United States 28 Welt 28 World 28 Anlageverhalten 27 Behavioural finance 27 risk-return tradeoff 24 ARCH-Modell 22 ARCH model 21 Börsenkurs 20 Share price 20 Time 16 Zeit 16 Portfolio diversification 15 Portfoliodiversifikation 15 Financial investment 14 Kapitalanlage 14 Risikoprämie 13 Risk premium 13
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Online availability
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Free 94 Undetermined 93 CC license 5
Type of publication
All
Article 152 Book / Working Paper 123
Type of publication (narrower categories)
All
Article in journal 114 Aufsatz in Zeitschrift 114 Graue Literatur 47 Non-commercial literature 47 Working Paper 41 Arbeitspapier 39 Aufsatz im Buch 21 Book section 21 Hochschulschrift 19 Thesis 10 Collection of articles written by one author 5 Sammlung 5 Article 4 Collection of articles of several authors 4 Sammelwerk 4 Conference paper 1 Fallstudiensammlung 1 Guidebook 1 Konferenzbeitrag 1 Lehrbuch 1 Mehrbändiges Werk 1 Multi-volume publication 1 Ratgeber 1 Textbook 1 research-article 1
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Language
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English 226 German 32 Undetermined 16 Italian 1
Author
All
Christensen, Bent Jesper 12 Nielsen, Morten Ørregaard 9 Zhu, Jie 9 Huck, Steffen 6 Schmidt, Tobias 6 Weizsäcker, Georg 6 Hedegaard, Esben 5 Hodrick, Robert J. 5 Linton, Oliver 5 Moreira, Alan 5 Muir, Tyler 5 Nam, Kiseok 4 Sévi, Benoît 4 Wang, Feifei 4 Wang, Wenzhao 4 Yan, Xuemin Sterling 4 Adrian, Tobias 3 Bach, Laurent 3 Besancenot, Damien 3 Caballero, Ricardo J. 3 Calvet, Laurent E. 3 Cederburg, Scott 3 Chiang, Thomas C. 3 Downs, David H. 3 Fillat Comenge, José Luis 3 Garetto, Stefania 3 Harvey, Campbell R. 3 Hong, Seok Young 3 Li, Jiandong 3 Liu, Yan 3 Mamonova, Elena 3 Markowitz, Harry 3 McAleer, Michael 3 O'Doherty, Michael 3 Sebastian, Steffen 3 Simsek, Alp 3 Sodini, Paolo 3 Spaenjers, Christophe 3 Stagnol, Lauren 3 Tegtmeier, Lars 3
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Institution
All
National Bureau of Economic Research 5 C.E.P.R. Discussion Papers 2 Economics Department, Queen's University 2 HAL 2 School of Economics and Management, University of Aarhus 2 Springer Fachmedien Wiesbaden 2 Verlag Dr. Kovač 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Books on Demand GmbH <Norderstedt> 1 Bucerius Law School 1 Department of Economics, European University Institute 1 ESSEC Business School 1 Econometric Society 1 Economic Research Southern Africa (ERSA) 1 Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg 1 Nomos Verlagsgesellschaft 1 Shaker Verlag 1 Technische Universität Chemnitz 1 Universität Potsdam 1 Verlagshaus Monsenstein & Vannerdat OHG 1
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Published in...
All
The journal of alternative investments 12 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 9 Working paper / National Bureau of Economic Research, Inc. 7 Discussion paper / Centre for Economic Policy Research 5 NBER Working Paper 5 NBER working paper series 5 Economic modelling 4 International review of economics & finance : IREF 4 Journal of Risk and Financial Management 4 Journal of banking & finance 4 Journal of risk and financial management : JRFM 4 Management in Kreditinstituten und Unternehmen - ein Querschnitt aktueller Entwicklungen : Festschrift zum 70. Geburtstag von Henner Schierenbeck 4 The journal of private equity 4 Economics letters 3 Finance research letters 3 Journal of econometrics 3 Journal of empirical finance 3 Journal of financial and quantitative analysis : JFQA 3 The journal of structured finance 3 Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 2 2 CEPR Discussion Papers 2 CREATES Research Papers 2 CREATES research paper 2 Discussion paper 2 Economic Modelling 2 Economics Bulletin 2 India studies in business and economics 2 Journal of business and economic perspectives 2 Journal of financial economics 2 MPRA Paper 2 Pacific-Basin finance journal 2 Queen's Economics Department Working Paper 2 Review of quantitative finance and accounting 2 Strategic management journal 2 The North American journal of economics and finance : a journal of financial economics studies 2 The financial review : the official publication of the Eastern Finance Association 2 The journal of finance : the journal of the American Finance Association 2 Working Papers / Economics Department, Queen's University 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Applied quantitative finance 1
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Source
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ECONIS (ZBW) 241 RePEc 24 EconStor 6 BASE 2 Other ZBW resources 2
Showing 1 - 50 of 275
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A multifactor perspective on volatility-managed portfolios
DeMiguel, Victor; Martín-Utrera, Alberto; Uppal, Raman - In: The journal of finance : the journal of the American … 79 (2024) 6, pp. 3859-3891
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015168699
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The risk-return tradeoff among equity factors
Barroso, Pedro; Maio, Paulo - In: Journal of empirical finance 78 (2024), pp. 1-22
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015132822
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Application of volatility-managed portfolios in the context of a volatility index
Subramanian, Abhishek; Kayal, Parthajit - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014375126
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Enhanced global asset pricing factors
Zimmermann, Lukas - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 6, pp. 2692-2731
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014365211
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The risk-return tradeoff : are sustainable investors compensated adequately?
Bannier, Christina E.; Bofinger, Yannik; Rock, Björn - In: The journal of asset management : a major new, … 24 (2023) 3, pp. 165-172
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014325179
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A Multifactor Perspective on Volatility-Managed Portfolios
DeMiguel, Victor; Martin-Utrera, Alberto; Uppal, Raman - 2022
A fundamental insight in finance is that there is a strong risk-return tradeoff. Moreira and Muir (2017) challenge this by showing that investors can increase Sharpe ratios by reducing exposure to risk factors when their volatility is high. However, Cederburg, O'Doherty, Wang, and Yan (2020)...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013308000
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Duration-Based Stock Valuation : Reassessing Stock Market Performance and Volatility
van Binsbergen, Jules H. - 2022
Using a panel of international government bond data, I construct fixed income portfolios that match the duration of the dividend strips of the corresponding local aggregate stock market index. I find that these bond portfolios have performed as well as -- if not better than -- their stock...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013293433
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Profilo rendimento-rischio di fondi comuni di investimento : il caso EURIZON CAPITAL S.G.R. S.p.A.
Rossi, Francesco; Gaioni, Francesco - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013347541
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Subjective Risk-Return Trade-off
Jo, Chanik; Lin, Chen; You, Yang - 2022
We conduct a novel survey of 2,548 nationally representative U.S. respondents to estimate subjective risk-return trade-offs in savings, government bonds, stocks, real estate, gold, and cryptocurrencies. We document a robust negative relationship between respondents’ perceptions of the risk and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013404291
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State-dependent intertemporal risk-return tradeoff : further evidence
Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: Journal of economics and business 130 (2024), pp. 1-24
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066062
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Corporate diversification, economies of scope, and the risk-return relationship
Sakhartov, Arkadiy V. - In: The Academy of Management review : AMR 49 (2024) 3, pp. 536-561
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015044764
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Tägliche Renditen und Risiko von Luxusuhren unter Berücksichtigung des Wochenendhandels
Köstlmeier, Siegfried; Röder, Klaus - In: Corporate finance : Finanzierung, Kapitalmarkt, … 15 (2024) 5/6, pp. 134-143
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014546540
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Female CEOs' risk management and earnings performance during the financial crisis
Kang, Sungchang; Bang, Jeongseok; Ryu, Doojin - In: Asian business & management 23 (2024) 1, pp. 110-138
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512768
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Is Bowman's paradox an empirical artifact? : evidence from Asian emerging countries
Khan, Asad; Rehman, Zia ur; Badshah, Imtiaz; Khan, … - In: Managerial finance 50 (2024) 12, pp. 2071-2090
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015199584
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Is Bowman’s paradox an empirical artifact? Evidence from Asian emerging countries
Khan, Asad; Rehman, Zia ur; Badshah, Imtiaz; Khan, … - In: Managerial Finance 50 (2024) 12, pp. 2071-2090
Purpose This study aims to reconcile and address Bowman’s paradox empirical criticism from the lens of financial theory, corporate strategy and their econometric adversaries based on three issues, i.e. risk conceptualization, measurement and econometric modeling in Asian emerging countries...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015353935
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Time-varying risk and the relation between idiosyncratic risk and stock return
Fu, Chengbo - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-16
This paper studies the historical time-varying dynamics of risk for individual stocks in the U.S. market. Total risk of an individual stock is decomposed into two components, systematic risk and idiosyncratic risk, and both components are studied separately. We start from the historical trend in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013201116
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Time-varying risk and the relation between idiosyncratic risk and stock return
Fu, Chengbo - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-16
This paper studies the historical time-varying dynamics of risk for individual stocks in the U.S. market. Total risk of an individual stock is decomposed into two components, systematic risk and idiosyncratic risk, and both components are studied separately. We start from the historical trend in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012628441
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Quantile risk-return trade-off
Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-14
We investigate the risk-return trade-off on the US and European stock markets. We investigate the non-linear risk-return trade-off with a special eye to the tails of the stock returns using quantile regressions. We first consider the US stock market portfolio. We find that the risk-return...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012587977
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Role of debt-to-equity ratio in project investment valuation, assessing risk and return in capital markets
Nukala, Vasishta Bhargava; Prasada Rao, S. S. - In: Future Business Journal 7 (2021), pp. 1-23
In this paper, a case study was performed with an aim to analyze the asset returns for two different companies and the risk and returns from capital projects using standard capital asset pricing method. To demonstrate how the present values of future cash flows are influenced by discount rates...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012493804
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Risks and returns of cryptocurrency
Liu, Yukun; Tsyvinski, Aleh - In: The review of financial studies 34 (2021) 6, pp. 2689-2727
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012546311
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Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods
Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012616041
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Expected stock market returns and volatility : three decades later
Kassa, Haimanot; Wang, Feifei; Yan, Xuemin Sterling - In: Critical finance review 12 (2023) 1/4, pp. 271-307
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014370376
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Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing; Yang, Yiwen - In: Economic modelling 129 (2023), pp. 1-13
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014472100
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Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?
Tsafack, Georges; Becker, Ying; Han, Ki C. - In: Pacific-Basin finance journal 79 (2023), pp. 1-21
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014463244
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Zur Aktienperformance während und außerhalb der Covid-19-Panemie : schützt ESG-konformes Verhalten vor einem schweren Krisenverlauf?
Meier, Jan-Hendrik; Lipkow, Niklas; Sator, Tim-Henning; … - In: Corporate finance : Finanzierung, Kapitalmarkt, … 14 (2023) 3/4, pp. 69-74
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014247726
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Multi-factor models after the financial crisis
Jessen, Ragnar; Hennecke, Peter; Topalov, Mihail - In: Corporate finance : Finanzierung, Kapitalmarkt, … 14 (2023) 3/4, pp. 75-85
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014247727
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Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya; Nam, Kiseok; Wang, Xuewu - In: Review of financial economics : RFE 41 (2023) 2, pp. 109-135
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014278645
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Are precious metals mutual funds a good investment?
Malhotra, Davinder Kumar - In: The journal of beta investment strategies 14 (2023) 4, pp. 65-80
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014536646
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The Low-Volatility Anomaly Revisited
Perras, Patrizia J.; Reberger, Alexander; Wagner, Niklas - In: Credit and Capital Markets – Kredit und Kapital 53 (2020) 2, pp. 221-244
The present study conducts two different strategies in order to exploit the low-volatility anomaly in the U.S., the European and the German equity market. The first strategy uses quadratic optimization to calculate optimal portfolio weights. The second strategy sorts stocks into portfolio...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014524038
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Benchmark Discrepancies and Mutual Fund Performance Evaluation
Cremers, Martijn - 2020
We introduce a new holdings-based procedure to identify whether a mutual fund has a benchmark discrepancy, which we define as a benchmark other than the prospectus benchmark best matching a fund's investment strategy. We find that funds with a benchmark discrepancy tend to be riskier than their...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012852364
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Understanding Volatility-Managed Portfolios
Cejnek, Georg - 2020
Contrary to the intuition that the standard risk-return tradeoff should lead to underperformance of a portfolio that scales down exposure during volatile periods a recent paper by Moreira and Muir (2017) actually shows that volatility-managed portfolios produce robust and significant alphas. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012830952
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Duration-Based Stock Valuation : Reassessing Stock Market Performance and Volatility
van Binsbergen, Jules H. - 2020
Using a panel of international government bond data, I construct fixed income portfolios that match the duration of the dividend strips of the corresponding local aggregate stock market index. I find that these bond portfolios have performed as well as --- if not better than --- their stock...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012832927
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The Economics of Aesthetics and Three Centuries of Art Price Records
Goetzmann, William N. - 2020
Aggregate art price patterns mask a lot of underlying variation--both in the time series and in the cross- section. We argue that, to increase our understanding of the market for aesthetics, it is helpful to take a micro perspective on the formation of art prices, and acknowledge that each...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012856537
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Optimal strategies for ESG portfolios
Alessandrini, Fabio; Jondeau, Eric - 2020
In a previous paper (Alessandrini and Jondeau, 2020), we demonstrate that in the last decade, investing according to screening based on environmental, social, and governance (ESG) criteria would have allowed investors to considerably improve the ESG quality of their portfolio without...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012219149
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Duration-based stock valuation : reassessing stock market performance and volatility
Binsbergen, Jules H. van - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012319395
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Private equity and the leverage myth
Czasonis, Megan; Kinlaw, William; Kritzman, Mark; … - 2020 - This version: February 11, 2020
Investors have traditionally relied on mean-variance analysis to determine a portfolio’s optimal asset mix, but they have struggled to incorporate private equity into this framework because they do not know how to estimate its risk. The observed volatility of private equity returns is...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012225151
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Duration-Based Stock Valuation : Reassessing Stock Market Performance and Volatility
van Binsbergen, Jules H. - 2020
Using a panel of international government bond data, I construct fixed income portfolios that match the duration of the dividend strips of the corresponding local aggregate stock market index. I find that these bond portfolios have performed as well as -- if not better than -- their stock...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012481562
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Investor sentiment and the risk-return tradeoff
Amiri, Mohamed Marouen; Naoui, Kamel; Derbali, Abdelkader; … - In: International journal of financial engineering 7 (2020) 4, pp. 1-20
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012603757
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Cryptocurrency : A New Investment Opportunity?
Lee, David Kuo Chuen - 2019
Bitcoin was the first cryptocurrency using blockchain and has been the market leader since the first bitcoin was mined in 2009. After the birth of bitcoin in the Genesis Block, more than 1000 altcoins and crypto-tokens have been created with at least 919 trading actively on unregulated or...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012901641
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Volatility-Managed Portfolios : True Market-Timing with a False Theory?
Guo, Shuxin - 2019
The volatility-managed portfolio (VMP) offers an appealing market-timing strategy (Moreira and Muir, Journal of Finance, 2017). Unfortunately, an important theoretical result for VMP and the foundation of the paper's empirical study, namely the arbitrariness of the constant c in the portfolio...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012870894
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The standard portfolio choice problem in Germany
Breunig, Christoph; Huck, Steffen; Schmidt, Tobias; … - 2019
We study an investment experiment with a representative sample of German households. Respondents invest in a safe asset and a risky asset whose return is tied to the German stock market. Experimental investments correlate with beliefs about stock market returns and exhibit desirable external...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012064672
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Risk analysis and portfolio modelling
Allen, David E. (ed.); Luciano, Elisa (ed.) - 2019
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012117977
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Risk measures with applications in finance and economics
McAleer, Michael (ed.); Wong, Wing Keung (ed.) - 2019
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012058776
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On the Performance of Volatility-Managed Portfolios
Cederburg, Scott - 2019
Using a comprehensive set of 103 equity strategies, we analyze the value of volatility-managed portfolios for real-time investors. Volatility-managed portfolios do not systematically outperform their corresponding unmanaged portfolios in direct comparisons. Consistent with Moreira and Muir...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012890204
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Spicing up a Portfolio with Commodity Futures : Still a Good Recipe?
Daigler, Robert T. - 2019
We investigate whether employing individual commodity futures provides a superior optimized risk-return strategy relative to an equity portfolio, in spite of recently increasing correlations between commodity and equity markets. We first construct Markowitz mean-variance optimized portfolios of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012890249
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Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott; O'Doherty, Michael - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 721-735
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012179374
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Risk-return analysis : evidence from Indian stock market
Rani, Ritu - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014225887
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Benchmark discrepancies and mutual fund performance evaluation
Cremers, Martijn; Fulkerson, Jon A.; Riley, Timothy B. - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 2, pp. 543-571
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012805830
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Scharia-konforme Fonds und der Markt für Investmentfonds in den Golfstaaten : Performancevergleich der Scharia-konformen und herkömmlichen Fonds
Alsakka, Khaled - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012814547
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Charity auctions as assets : theory and simulations of fundraising risk management in mean-variance space
Foster, Joshua; Haley, M. Ryan - In: Socio-economic planning sciences : the international … 83 (2022), pp. 1-9
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013363696
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