Search Results - subject:"Markowitz"

Carbon implications of sovereign wealth funds

Andersen, Elena Vaagenes; Wilts, Jakob Willem; Shan, Yuli; … - In: Corporate social responsibility and environmental management 32 (2025) 2, pp. 2072-2084

Persistent link: https://www.econbiz.de/10015333434

Optimal shrinkage of means in the Markowitz model

Ortiz, Roberto; Contreras, Mauricio; Mellado, Cristhian - In: International review of financial analysis 104 (2025) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10015609604

Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model

Honig, Igor; Kircher, Felix - In: Journal of banking and finance 178 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015558692

Optimising portfolio risk by involving crypto assets in a volatile macroeconomic environment

Bányai, Attila; Tatay, Tibor; Thalmeiner, Gergő; … - In: Risks : open access journal 12 (2024) 4, pp. 1-21

Portfolio diversification is an accepted principle of risk management. When constructing an efficient portfolio, there are a number of asset classes to choose from. Financial innovation is expanding the range of instruments. In addition to traditional commodities and securities, other...

Persistent link: https://www.econbiz.de/10014636496

Quantum computing approach to realistic esg-friendly stock portfolios

Catalano, Francesco; Nasello, Laura; Guterding, Daniel - In: Risks : open access journal 12 (2024) 4, pp. 1-20

finance, often addressed through Markowitz portfolio theory (MPT). While traditional portfolio optimization is carried out in … budgets, they deteriorate as budgets decrease. To alleviate this issue, a discrete Markowitz portfolio theory (DMPT) with … explores portfolio optimization on quantum annealers, establishing a mapping between continuous and discrete Markowitz …

Persistent link: https://www.econbiz.de/10014636503

Cryptocurrency portfolio optimization : utilizing a GARCH-copula model within the Markowitz framework

Jeleskovic, Vahidin; Latini, Claudio; Younas, Zahid Irshad - In: The journal of corporate accounting & finance 35 (2024) 4, pp. 139-155

Persistent link: https://www.econbiz.de/10015152922

A personal tribute to Professor Harry Markowitz on the occasion of the JOIM special achievement award

Fong, H. Gifford; Das, Sanjiv R.; Leibowitz, Martin L.; … - In: Journal of investment management : JOIM 18 (2020) 4, pp. 6-13

Persistent link: https://www.econbiz.de/10012589176

Managing systemic risk in energy and financial markets : evidence from five portfolio strategies based on connectedness

Bouzguenda, Mariem; Jarboui, Anis - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 665-679

Persistent link: https://www.econbiz.de/10015620298

Upstream gas portfolio optimization under fiscal rules and uncertainty : a systematic review and bibliometric mapping

Naikosou, Marcelino Freitas; Adityawarman; Guterres, … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 914-924

Persistent link: https://www.econbiz.de/10015620653

Impact of selected macroeconomic factors on financial markets : a case study of the USA

Tymoshchuk, Taras; Spirzewski, Krzysztof - In: Financial internet quarterly 22 (2026) 1, pp. 35-45

The financial environment is under great pressure as a result of dynamically changing macroeconomic factors. In this situation, full of uncertainty, understanding the relationship between macroeconomic factors and financial markets becomes a key issue. Market analysts and investors are...

Persistent link: https://www.econbiz.de/10015620964