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  • Search: subject:"Market Portfolio"
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Year of publication
Subject
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Portfolio-Management 36 Portfolio selection 35 CAPM 28 Theorie 26 Theory 26 market portfolio 26 Market portfolio 17 Capital income 9 Kapitaleinkommen 9 Anlageverhalten 7 Behavioural finance 7 Risiko 6 Risk 6 Asset pricing 5 Estimation 5 Schätzung 5 Beta risk 4 Betafaktor 4 Hedging 4 Market Portfolio 4 Risikoaversion 4 Risk aversion 4 Stochastic dominance 4 Volatility 4 Volatilität 4 growth optimal portfolio 4 size 4 Investmentfonds 3 Kapitalanlage 3 Market risk 3 Marktrisiko 3 Mathematical programming 3 Mathematische Optimierung 3 Risikomaß 3 Risikoprämie 3 Risk measure 3 Risk premium 3 Russia 3 Russland 3 Stochastic process 3
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Online availability
All
Undetermined 29 Free 23
Type of publication
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Article 50 Book / Working Paper 15
Type of publication (narrower categories)
All
Article in journal 33 Aufsatz in Zeitschrift 33 Article 2 Aufsatz im Buch 2 Book section 2 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Hochschulschrift 1 Online-Ressource 1 Working Paper 1 research-article 1
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Language
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English 43 Undetermined 21 German 1 Turkish 1
Author
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Platen, Eckhard 4 Post, Thierry 3 Benbouziane, Mohamed 2 Dahou, Khadra 2 Desban, Marc 2 Diyarbakirlioglu, Erkin 2 Fang, Yi 2 Guermat, Cherif 2 Hacini, Ishaq 2 Kopa, Miloš 2 Lajili Jarjir, Souad 2 Nazarova, Varvara 2 Schmidt, Martin H. 2 Stehle, Richard 2 Urba´nski, Stanislaw 2 Zhao, Yonggan 2 Akansu, Ali N. 1 Auer, Benjamin R. 1 Basheer, Muhammad Farhan 1 Bednarek, Ziemowit 1 Bilir, Hakan 1 Bin Hidthiir, Mohamad Helmi 1 Brotcorne, Luce 1 Böni, Pascal 1 CIOCHINA, Iuliana 1 Chen, Tao 1 Chow, K. Victor 1 Courtault, Jean-Michel 1 DECUSEARA, Razvan 1 Delbaen, Freddy 1 Eibe Sørensen, Hans 1 Estévez, Pablo García 1 Fleisch, Michael 1 Ganesh R. 1 García Estévez, Pablo 1 HOARCA, Dorin 1 Hollstein, Fabian 1 Huang, Wenli 1 IORDACHE, Carmen 1 Jasiak, Joann 1
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Institution
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Finance Discipline Group, Business School 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, College of Business and Economics 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 School of Management, Yale University 1 Universität Mannheim 1
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Published in...
All
Finance research letters 4 Research Paper Series / Finance Discipline Group, Business School 4 MPRA Paper 3 Cuadernos de Gestión 2 International review of economics & finance : IREF 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Annals of Finance 1 Annals of finance 1 CoFE discussion papers 1 Cowles Foundation Discussion Papers 1 Credit and Capital Markets – Kredit und Kapital 1 Credit and capital markets : Kredit und Kapital 1 ERIM Report Series Research in Management 1 Economic Systems 1 Economic modelling 1 Economic systems 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Entrepreneurial business and economics review : EBER 1 Essays on Financial Analytics : Applications and Methods 1 European journal of operational research : EJOR 1 Finance : revue de l'Association Française de Finance 1 Finance and Stochastics 1 Folia oeconomica Stetinensia : FOS 1 Global business & economics review 1 International Journal of Business and Economic Sciences Applied Research (IJBESAR) 1 International Journal of Economic Sciences and Applied Research 1 International Marketing Review 1 International Review of Financial Analysis 1 International journal of business 1 International journal of economics and accounting : IJEA 1 International journal of finance & banking studies : JJFBS 1 International journal of finance & economics : IJFE 1 International journal of financial services management : IJFSM 1 International journal of monetary economics and finance : IJMEF 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of derivatives & hedge funds 1 Journal of economic dynamics & control 1 Journal of empirical finance 1 Journal of investment management : JOIM 1
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Source
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ECONIS (ZBW) 38 RePEc 24 EconStor 2 Other ZBW resources 1
Showing 1 - 10 of 65
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Intraday and daily dynamics of cryptocurrency
Jasiak, Joann; Zhong, Cheng - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10015211803
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Performance of negatively screened sustainable investments during crisis
Lin, Xiang; Swain, Ranjula Bali - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1226-1247
Persistent link: https://www.econbiz.de/10014535456
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The performance of ESG portfolios : a stochastic dominance approach
Zhou, Zihan; Wang, Shaolin; Wang, Hongxia - In: Finance research letters 72 (2025), pp. 1-6
Persistent link: https://www.econbiz.de/10015206911
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The Evidence-Based Investor : Overcoming Investment Myths for Better Performance
Böni, Pascal; Kroencke, Tim-Alexander - 2025
-Based Investing -- 5. The Global Market Portfolio -- 6. The Alpha Portfolio -- 7. The Risk-Free Investment -- 8. Mastering Investment …
Persistent link: https://www.econbiz.de/10015421975
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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
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VaR model for managing market risk of portfolio
Pribadi, Firman; Surwanti, Arni; Shih, Wen-Chung - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 165-172). 2023
Persistent link: https://www.econbiz.de/10014462381
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Managing the market portfolio
Hollstein, Fabian; Prokopczuk, Marcel - In: Management science : journal of the Institute for … 69 (2023) 6, pp. 3675-3696
Persistent link: https://www.econbiz.de/10014305756
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A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Venkataraman, Sree Vinutha - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2683-2695
Persistent link: https://www.econbiz.de/10014327577
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An answer to Roll's critique (1977) 45 years later
Desban, Marc; Diyarbakirlioglu, Erkin; Lajili Jarjir, Souad - In: Essays on Financial Analytics : Applications and Methods, (pp. 297-341). 2023
Persistent link: https://www.econbiz.de/10014338892
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Portfolio selection : from under-diversification to concentration
Xu, Jiawen; Li, Yixuan; Liu, Kai; Chen, Tao - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1539-1557
Persistent link: https://www.econbiz.de/10014253700
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