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  • Search: subject:"Efficient frontier"
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Year of publication
Subject
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efficient frontier 121 Portfolio selection 118 Portfolio-Management 115 Efficient frontier 107 Theorie 100 Theory 99 Technical efficiency 35 Technische Effizienz 35 Mathematical programming 29 Mathematische Optimierung 29 Efficiency 27 Data envelopment analysis 26 Data-Envelopment-Analyse 26 Effizienz 26 Capital income 24 Kapitaleinkommen 24 CAPM 23 Efficient Frontier 23 Risk 22 Risiko 20 Stochastic process 17 Stochastischer Prozess 17 portfolio selection 16 Hedging 13 Portfolio optimization 13 Risikomaß 11 Risk measure 11 shortage function 11 Sharpe ratio 10 Financial market 9 Finanzmarkt 9 Investment Fund 9 Investmentfonds 9 Risikomanagement 9 Risk management 9 risk aversion 9 Optimal portfolio 8 Volatility 8 mean-variance 8 Anlageverhalten 7
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Online availability
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Undetermined 156 Free 89 CC license 10
Type of publication
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Article 246 Book / Working Paper 55 Other 1
Type of publication (narrower categories)
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Article in journal 152 Aufsatz in Zeitschrift 152 Article 14 Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Aufsatz im Buch 2 Book section 2 Thesis 1 research-article 1
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Language
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English 194 Undetermined 103 Spanish 2 German 1 Italian 1 Portuguese 1
Author
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Kerstens, Kristiaan 11 Briec, Walter 9 Bodnar, Taras 6 Maier-Paape, Stanislaus 6 Zhu, Qiji Jim 6 Christiansen, Charlotte 5 Schmid, Wolfgang 5 Shen, Yang 5 Van de Woestyne, Ignace 5 Vigna, Elena 5 Yao, Haixiang 5 Chen, Ping 4 Guo, Wenjing 4 Sun, Zhongyang 4 Van Vuuren, Gary 4 Xu, Chengming 4 Ang, Sheng 3 Asutay, Mehmet 3 Battaglia, Francesca 3 Bradfield, D. J. 3 Liang, Liang 3 Mansur Masih 3 Mounir, Amine 3 Nielsen, Helena Skyt 3 Obiyathulla Ismath Bacha 3 Sampagnaro, Gabriele 3 Scherer, William T. 3 Schmidt, Daniel 3 Simar, Léopold 3 Vanhems, Anne 3 Zeng, Yan 3 Alaoui, Abdelkader O. el 2 Arend, Richard J. 2 Aryanezhad, M. B. 2 Bai, Lihua 2 Baresa, Suzana 2 Best, Michael J. 2 Betancourt Bejarano, Katherine 2 Bogdan, Sinisa 2 Brandtner, Mario 2
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Institution
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Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel) 4 IÉSEG School of Management, Université Catholique de Lille 4 Collegio Carlo Alberto, Università degli Studi di Torino 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Financial Studies 2 Department Volkswirtschaftlehre, Universität Bern 2 Institutionen för Nationalekonomi, Umeå Universitet 2 Agricultural and Applied Economics Association - AAEA 1 Australian Agricultural and Resource Economics Society - AARES 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Centro de Estudios Andaluces, Government of Andalusia 1 Departament d'Empresa, Facultat d'Economia i Empresa 1 Departamento de Métodos Cuantitativos y Teoría Económica, Facultad de Ciencias Económicas y Empresariales 1 Department of Economics, Florida International University 1 Department of Management Science, Management School 1 EconWPA 1 Economics Department, Queen's University 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 Finance Discipline Group, Business School 1 HAL 1 HEC Paris (École des Hautes Études Commerciales) 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institute for Financial Research (SIFR) 1 Institute for the Study of Labor (IZA) 1 MASTER CONSULTORES 1 Nationalökonomisk Institut, Institut for Økonomi 1 School of Economics and Finance, Business School 1 School of Economics and Management, University of Aarhus 1 Society for Computational Economics - SCE 1
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Published in...
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Computational Statistics 9 Mathematical Methods of Operations Research 9 European journal of operational research : EJOR 6 Finance research letters 6 Risks 6 Risks : open access journal 6 Economic modelling 5 European Journal of Operational Research 4 Operations research letters 4 Working Papers / Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel) 4 Working Papers / IÉSEG School of Management, Université Catholique de Lille 4 Carlo Alberto Notebooks 3 Computational economics 3 INFOR : information systems and operational research 3 Insurance 3 Insurance: Mathematics and Economics 3 International review of financial analysis 3 Journal of investment management : JOIM 3 Journal of the Operational Research Society : OR 3 MPRA Paper 3 Mathematical methods of operations research 3 Omega : the international journal of management science 3 Annals of finance 2 CFS Working Paper Series 2 Cogent Economics & Finance 2 Cogent economics & finance 2 Computational Economics 2 Diskussionsschriften 2 INFORMS journal on computing : JOC 2 IZA Discussion Papers 2 International Journal of Financial Services Management 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 Journal of Productivity Analysis 2 Journal of financial economics 2 Journal of mathematical finance 2 Management Science 2 Modern economy 2 Research in international business and finance 2 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 2
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Source
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ECONIS (ZBW) 160 RePEc 116 EconStor 19 BASE 4 Other ZBW resources 3
Showing 1 - 10 of 302
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An efficiency score unification method in data envelopment analysis using slack-based models with application in banking
Hadi, Ali; Amirteimoori, Alireza; Kordrostami, Sohrab; … - 2025
, creating a new efficient frontier in the expanded space. This model presents the unified efficiency score from DMUs by applying …
Persistent link: https://www.econbiz.de/10015420118
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Applying the mean-variance framework : portfolio optimization and comparative performance analysis in the emerging Colombian capital market
González-Bueno, Jairo; Tamošiūnienė, Rima; Gómez … - In: Business, mangagement and economics engineering : BMEE 23 (2025) 1, pp. 165-188
Purpose - this paper adopts the mean-variance approach in optimizing portfolios within the Colombian capital market, a setting full of complications such as lack of liquidity and market concentration. It delivers actionable messages for emerging market stakeholders and formulates guidance aimed...
Persistent link: https://www.econbiz.de/10015444845
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Stochastic frontier analysis and agricultural typologies : applied to Mexico's sugarcane industry
Ortega Diaz, Araceli; Segovia, Miguel Flores; Rivera, … - In: Regional science policy and practice : RSPP 17 (2025) 4, pp. 1-18
This study identifies Mexican sugarcane-planting micro-regions with different productive potential (PP), technical efficiency (TE) and poverty, to propose targeted impact investments. Central to our analysis are three innovative approaches: estimating a Stochastic Production Frontier (SPF) model...
Persistent link: https://www.econbiz.de/10015412133
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The performance of ESG portfolios : evidence from the Chinese market under COVID-19
Wang, Shaolin; Cheng, Ho Cheung; Wang, Jianli; Yick, Ho Yin - In: Economic modelling 143 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015193393
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The impact of the Georgian Real Estate Investment Trust on the performance of various portfolios
Berishvili, Vakhtang; Didmanidze, Monika - In: Financial studies 28 (2024) 3, pp. 6-25
, and Efficient Frontier analysis. Portfolios in the study included various assets such as Georgian Commercial Banks USD …
Persistent link: https://www.econbiz.de/10015374726
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The impact of corporate sustainability performance on advertising efficiency
Weinmayer, Karl; Garaus, Marion; Wagner, Udo - In: OR spectrum : quantitative approaches in management 46 (2024) 1, pp. 175-209
Persistent link: https://www.econbiz.de/10014519168
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The ESG-efficient frontier under ESG rating uncertainty
Chibane, Messaoud; Joubrel, Mathieu - In: Finance research letters 67 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10015062288
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Dominant smart contracts based on major bargaining solutions
Fadafan, Elmira Mohammadhosseini; Vetschera, Rudolf - In: Group decision and negotiation 33 (2024) 2, pp. 327-350
Persistent link: https://www.econbiz.de/10015045909
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Metal price behaviour during recent crises : COVID-19 and the Russia-Ukraine conflict
Van der Nest, Matthew; Van Vuuren, Gary - In: Journal of economic and financial sciences : JEF 16 (2023) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10013531912
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Expected mean return : standard deviation efficient frontier approximation with low-cardinality portfolios in the presence of the risk-free asset
Juszczuk, Przemysław; Kaliszewski, Ignacy; … - In: International transactions in operational research : a … 30 (2023) 5, pp. 2395-2414
Persistent link: https://www.econbiz.de/10014259184
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