//--> //--> //--> //-->
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
type:"article"
~person:"Nguyen, Duc Khuong"
~person:"Zaremba, Adam"
~subject:"Portfolio selection"
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:"Portfolio performance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
56
Capital income
39
Kapitaleinkommen
39
Estimation
27
Schätzung
27
CAPM
24
Aktienmarkt
18
Stock market
18
Forecasting model
15
Prognoseverfahren
15
Welt
14
World
14
Börsenkurs
12
Share price
12
Risiko
9
Risikoprämie
9
Risk
9
Risk premium
9
Capital market returns
8
Kapitalmarktrendite
8
Return predictability
8
Risikomaß
8
Risk measure
8
Theorie
8
Theory
8
Asset pricing
7
International financial market
7
Internationaler Finanzmarkt
7
Commodity derivative
6
Rohstoffderivat
6
China
5
Financial investment
5
Kapitalanlage
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Anlageverhalten
4
Behavioural finance
4
more ...
less ...
Online availability
All
Undetermined
42
Free
6
Type of publication
All
Article
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Aufsatz im Buch
2
Book section
2
Language
All
English
56
Author
All
Nguyen, Duc Khuong
Zaremba, Adam
Fabozzi, Frank J.
118
Satchell, Stephen
49
Wong, Wing Keung
47
Maurer, Raimond
36
Korn, Ralf
35
Zagst, Rudi
35
Hammoudeh, Shawkat
34
Escobar, Marcos
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Markowitz, Harry
31
Račev, Svetlozar T.
31
Guidolin, Massimo
30
Li, Duan
30
Platen, Eckhard
30
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Kraft, Holger
28
Lo, Andrew W.
28
Levy, Haim
27
Tiwari, Aviral Kumar
27
Gollier, Christian
26
Zhou, Guofu
26
Scherer, Bernd
25
Young, Virginia R.
25
Hens, Thorsten
24
Jarrow, Robert A.
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Guerard, John Baynard
23
Mensi, Walid
23
Post, Thierry
23
Ang, Andrew
22
Kim, Woo Chang
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
more ...
less ...
Published in...
All
Economic modelling
6
Applied economics
4
Finance research letters
4
Economic research
2
Emerging markets review
2
International journal of finance & banking studies : JJFBS
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Research in international business and finance
2
The journal of investing : JOI
2
Application of operations research to financial markets
1
Contemporary economics
1
E-Finanse : finansowy kwartalnik internetowy
1
Energy economics
1
Energy policy
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
European journal of operational research : EJOR
1
Finance a úvěr
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of management and economics
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of the Operational Research Society : OR
1
Managerial finance
1
OR spectrum : quantitative approaches in management
1
Pacific-Basin finance journal
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
The journal of impact and ESG investing
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the role of commodity futures in portfolio diversification
Hooi Hooi Lean
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2374-2394
Persistent link: https://www.econbiz.de/10014259167
Saved in:
2
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:
3
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
4
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
5
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
6
Market segmentation and international diversification across country and industry portfolios
Umutlu, Mehmet
;
Yargı, Seher Gören
;
Zaremba, Adam
- In:
Research in international business and finance
65
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014434054
Saved in:
7
Political risk and portfolio performance : implications for Shariah-compliant investors
Raza, Muhammad Wajid
;
Suleman, Muhammad Tahir
;
Zaremba, Adam
- In:
International journal of Islamic and Middle Eastern …
16
(
2023
)
5
,
pp. 996-1008
Persistent link: https://www.econbiz.de/10014340024
Saved in:
8
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
9
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
10
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong
;
Long, Yijia
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->