Search Results - subject:"Asset Selection" - EconBiz

Portfolio optimization based on network centralities : which centrality is better for asset selection during global crises?

Wang, Gang-Jin; Zhu, You; Chi, Xie; Uddin, Mohammed … - In: Journal of management science and engineering 9 (2024) 3, pp. 348-375

, commodity futures, and cryptocurrencies) and analyze the impact of asset selection on portfolio optimization using different …

Persistent link: https://www.econbiz.de/10015077963

Sparsity and stability for minimum-variance portfolios

Husmann, Sven; Shivarova, Antoniya; Steinert, Rick - In: Risk Management 24 (2022) 3, pp. 214-235

The popularity of modern portfolio theory has decreased among practitioners because of its unfavorable out-of-sample performance. Estimation risk tends to affect the optimal weight calculation noticeably, especially when a large number of assets are considered. To overcome these issues, many...

Persistent link: https://www.econbiz.de/10015199557

Market timing in parametric portfolio policies

Osorio, Carlos; Poddig, Thorsten; Fieberg, Christian; … - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-28

Persistent link: https://www.econbiz.de/10013371160

Sparsity and stability for minimum-variance portfolios

Husmann, Sven; Shivarova, Antoniya; Steinert, Rick - In: Risk management : an international journal 24 (2022) 3, pp. 214-235

Persistent link: https://www.econbiz.de/10013387562

Left, right, or both? : long-run returns from Bordeaux

Tolhurst, Tor N. - In: Journal of wine economics 17 (2022) 3, pp. 225-240

Persistent link: https://www.econbiz.de/10013469986

Portfolio optimization through a network approach : network assortative mixing and portfolio diversification

Ricca, Federica; Scozzari, Andrea - In: European journal of operational research : EJOR 312 (2024) 2, pp. 700-717

Persistent link: https://www.econbiz.de/10014456319

Can ChatGPT improve investment decisions? : from a portfolio management perspective

Ko, Hyungjin; Lee, Jaewook - In: Finance research letters 64 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014531744

Impact of financial environment on household risk financial asset selection : a micro perspective

Xiaoli, Gan; Xiaoyi, Zhang; Xiaoyang, Ma; Khalid, Fahad - In: International review of economics & finance : IREF 85 (2023), pp. 137-145

Persistent link: https://www.econbiz.de/10014424072

Asset selection based on high frequency Sharpe ratio

Wang, Christina Dan; Chen, Zhao; Lian, Yimin; Chen, Min - In: Journal of econometrics 227 (2022) 1, pp. 168-188

Persistent link: https://www.econbiz.de/10013441645

Behavioural portfolio selection and optimisation : equities versus cryptocurrencies

Ababio, Kofi A. - In: Journal of African business 21 (2020) 2, pp. 145-168

Persistent link: https://www.econbiz.de/10012258272

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