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type_genre:"Article in journal"
~isPartOf:"Applied economics"
~subject:"Pensionskasse"
~subject:"Risikomanagement"
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Search: subject_exact:"Portfolio optimization"
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Pensionskasse
Risikomanagement
Portfolio selection
202
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Capital income
60
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60
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55
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Bikker, Jacob A.
3
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Al-Yahyaee, Khamis Hamed
1
Almeida, Rodrigo Borges de
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Arrondel, Luc
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Mihaylov, George
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Applied economics
Insurance / Mathematics & economics
133
Journal of banking & finance
70
European journal of operational research : EJOR
62
Risks : open access journal
55
Journal of risk
42
Finance research letters
39
Journal of risk management in financial institutions
33
The journal of asset management
33
The journal of portfolio management : JPM
33
Quantitative finance
30
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of pension economics and finance
26
The journal of portfolio management : a publication of Institutional Investor
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International review of financial analysis
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Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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International journal of theoretical and applied finance
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Journal of pension economics and finance : JPEF
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Pacific-Basin finance journal
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Finance and stochastics
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Investment management and financial innovations
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Energy economics
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Financial services review : the journal of individual financial management
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Journal of economic dynamics & control
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Journal of empirical finance
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Pensions : an international journal
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Risiko-Manager
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Scandinavian actuarial journal
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The journal of investment strategies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of international financial markets, institutions & money
11
Journal of mathematical finance
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ASTIN bulletin : the journal of the International Actuarial Association
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1
Have scale effects on cost margins of pension fund investment portfolios disappeared?
Bikker, Jacob A.
;
Meringa, Jeroen J.
- In:
Applied economics
54
(
2022
)
39
,
pp. 4501-4518
Persistent link: https://www.econbiz.de/10013410986
Saved in:
2
What determines the asset allocation of defined benefit pension funds?
Zhao, Zucheng
;
Sutcliffe, Charles M. S.
- In:
Applied economics
53
(
2021
)
36
,
pp. 4178-4191
Persistent link: https://www.econbiz.de/10012609724
Saved in:
3
Do stop-loss rules add value in international equity market allocation?
Dai, Bochuan
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1584-1597
Persistent link: https://www.econbiz.de/10012875527
Saved in:
4
Currency hedging behavior for stock returns uncertainty in Ghana
Bachori, Bartholomew Bilijo
;
Buabeng, Emmanuel
;
Sakyi, …
- In:
Applied economics
54
(
2022
)
48
,
pp. 5532-5548
Persistent link: https://www.econbiz.de/10013411231
Saved in:
5
Do superannuation funds manage disbursements and risk efficiently in generating returns? : new evidence
Sun, Chengyun
;
Galagedera, Don U. A.
- In:
Applied economics
53
(
2021
)
34
,
pp. 3931-3947
Persistent link: https://www.econbiz.de/10012589547
Saved in:
6
A portfolio approach to the optimal mix of funded and unfunded pensions
Bouhakkou, Léa
;
Coën, Alain
;
Folus, Didier
- In:
Applied economics
52
(
2020
)
16
,
pp. 1733-1744
Persistent link: https://www.econbiz.de/10012197588
Saved in:
7
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
8
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.
;
Jin, Yong
;
Nimalendran, Mahendrarajah
; …
- In:
Applied economics
51
(
2019
)
52
,
pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
Saved in:
9
Heterogeneity effects on the management of retirement fund
Danswasvong, T.
;
Suchintabandid, S.
- In:
Applied economics
51
(
2019
)
19
,
pp. 2043-2060
Persistent link: https://www.econbiz.de/10012196638
Saved in:
10
The optimal portfolio for the two-pillar mandatory pension system : the case of Poland
Kurach, Radosław
;
Kuśmierczyk, Paweł
;
Papla, Daniel
- In:
Applied economics
51
(
2019
)
23
,
pp. 2552-2565
Persistent link: https://www.econbiz.de/10012196717
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