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~isPartOf:"Finance research letters"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"portfolio optimization"
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Volatility
Portfolio selection
381
Portfolio-Management
381
Theorie
156
Theory
156
Capital income
102
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102
Risk
66
Risiko
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Koutsokostas, Drosos
3
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3
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Abakah, Emmanuel Joel Aikins
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Abdullah, Mohammad
1
Adeabah, David
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Finance research letters
Journal of banking & finance
39
Energy economics
30
Journal of empirical finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
International review of financial analysis
29
Journal of financial economics
26
The journal of asset management
25
International review of economics & finance : IREF
20
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
18
Applied economics
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Journal of economic dynamics & control
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Economic modelling
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Research in international business and finance
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European journal of operational research : EJOR
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Journal of econometrics
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Quantitative finance
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International journal of theoretical and applied finance
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Investment management and financial innovations
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The journal of portfolio management : JPM
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Insurance / Mathematics & economics
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International journal of finance & economics : IJFE
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Risks : open access journal
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The European journal of finance
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Journal of mathematical finance
11
Pacific-Basin finance journal
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Applied mathematical finance
10
International journal of forecasting
10
Cogent economics & finance
9
The journal of alternative investments
9
Annals of finance
8
Applied financial economics
8
Computational economics
8
Journal of financial econometrics
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Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
39
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1
From cryptos to consciousness : dynamics of return and volatility spillover between green cryptocurrencies and G7 markets
Ali, Shoaib
;
Naveed, Muhammad
;
Yousaf, Imran
;
Khattak, …
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490395
Saved in:
2
The impact of the war in Ukraine on the idiosyncratic risk and the market risk
Soliman, Alain
;
Le Saout, Erwan
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490425
Saved in:
3
Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu
;
Lv, Zhiyu
;
Naeem, Muhammad Abubakr
;
Rauf, Abdul
- In:
Finance research letters
63
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
Saved in:
4
Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu
;
Liu, Zezhong
;
Wang, Chunfeng
;
Palma, Alessia
; …
- In:
Finance research letters
63
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
Saved in:
5
A class of
portfolio
optimization
solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
6
Integrating ESG risks into value-at-risk
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
Saved in:
7
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets : Tthe role of global factors and portfolio implications
Abdullah, Mohammad
;
Adeabah, David
;
Abakah, Emmanuel …
- In:
Finance research letters
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014473599
Saved in:
8
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
9
Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Bouteska, Ahmed
;
Harasheh, Murad
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014513636
Saved in:
10
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
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