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Search: subject:"Mean–variance"
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Portfolio selection
625
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619
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447
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95
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82
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78
mean-variance
66
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64
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62
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61
Behavioural finance
61
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61
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61
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59
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55
Mean-variance analysis
54
Optionspreistheorie
53
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52
Schätzung
48
mean-variance analysis
48
Estimation
47
Risikomanagement
47
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47
Correlation
44
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44
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43
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43
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Zeng, Yan
16
Kerstens, Kristiaan
15
Yao, Haixiang
15
Fabozzi, Frank J.
14
Wong, Wing-Keung
14
Wong, Hoi Ying
13
Wong, Wing Keung
12
Ledoit, Olivier
11
Li, Xun
11
Weber, Christoph
11
Cui, Xiangyu
10
Li, Danping
10
McAleer, Michael
10
Schweizer, Martin
10
Shen, Yang
10
Drut, Bastien
9
Forsyth, Peter
9
Li, Duan
9
Li, Zhongfei
9
Beaulieu, Marie-Claude
8
Bodnar, Taras
8
Briec, Walter
8
Chen, Ping
8
Dufour, Jean-Marie
8
Khalaf, Lynda
8
Kim, Woo Chang
8
Van de Woestyne, Ignace
8
Young, Virginia R.
8
Broll, Udo
7
Fletcher, Jonathan
7
Galvani, Valentina
7
Hlouskova, Jaroslava
7
Liang, Zhibin
7
Mazur, Stepan
7
Wu, Huiling
7
BEAULIEU, Marie-Claude
6
Chernozhukov, Victor
6
Chiu, Mei Choi
6
Choi, Tsan-Ming
6
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6
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
C.E.P.R. Discussion Papers
7
Collegio Carlo Alberto, Università degli Studi di Torino
6
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
6
Henley Business School, University of Reading
6
Finance Discipline Group, Business School
5
School of Economics and Management, University of Aarhus
5
University of Bonn, Germany
5
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
4
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.
4
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
4
HAL
4
IÉSEG School of Management, Université Catholique de Lille
4
Tilburg University, Center for Economic Research
4
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Department of Economics and Business, Universitat Pompeu Fabra
3
Department of Economics, University of Alberta
3
Département de Sciences Économiques, Université de Montréal
3
EconWPA
3
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
3
Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
3
London School of Economics (LSE)
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Tinbergen Instituut
3
Université Paris-Dauphine (Paris IX)
3
CESifo
2
Departamento de Economía, Universidad Carlos III de Madrid
2
Department of Economics and Finance, College of Business and Economics
2
Department of Economics, City University
2
Department of Economics, University of Connecticut
2
Department of Economics, University of Crete
2
Dipartimento di Scienze Economiche, Facoltà di Economia
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
2
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
2
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Insurance / Mathematics & economics
53
European journal of operational research : EJOR
46
Finance research letters
26
European Journal of Operational Research
22
Management Science
20
Quantitative finance
19
Insurance: Mathematics and Economics
17
International journal of theoretical and applied finance
15
Economic modelling
13
Working Paper
13
Journal of Risk and Financial Management
11
Journal of investment management : JOIM
11
MPRA Paper
11
International Journal of Theoretical and Applied Finance (IJTAF)
10
Research paper series / Swiss Finance Institute
10
Scandinavian actuarial journal
10
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Operations research letters
9
International journal of financial engineering
8
Journal of banking & finance
8
CEPR Discussion Papers
7
Cahiers de recherche
7
Finance and Stochastics
7
Finance and stochastics
7
Journal of mathematical finance
7
Applied economics
6
Applied mathematical finance
6
Carlo Alberto Notebooks
6
Dresden Discussion Paper Series in Economics
6
ICMA Centre Discussion Papers in Finance
6
International journal of production economics
6
International review of financial analysis
6
Journal of Agricultural and Applied Economics
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical methods of operations research
6
Mathematics and financial economics
6
Risks
6
The European journal of finance
6
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ECONIS (ZBW)
705
RePEc
466
EconStor
83
BASE
11
Other ZBW resources
9
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141
The
mean-variance
rule for investors with reverse S-shaped utility
Wong, Wing Keung
;
Yeung, David W. K.
;
Lu, Richard
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
Saved in:
142
Large scale
mean-variance
strategies in the U.S. stock market
Pezzo, Luca
;
Wang, Lei
;
Zirek, Duygu
- In:
Research in international business and finance
66
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014462513
Saved in:
143
When trackers are aware of ESG : do ESG ratings matter to tracking error portfolio performance?
Ling, Aifan
;
Li, Junxue
;
Wen, Limin
;
Zhang, Yi
- In:
Economic modelling
125
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463549
Saved in:
144
Optimal reinsurance contract in a Stackelberg game framework : a view of social planner
Han, Xia
;
Landriault, David
;
Li, Danping
- In:
Scandinavian actuarial journal
2024
(
2024
)
2
,
pp. 124-148
Persistent link: https://www.econbiz.de/10014520072
Saved in:
145
Stackelberg reinsurance chain under model ambiguity
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 329-360
Persistent link: https://www.econbiz.de/10014520548
Saved in:
146
The predictability of real estate excess returns : an out-of-sample economic value analysis
Guidolin, Massimo
;
Pedio, Manuela
;
Petrova, Milena
- In:
The journal of real estate finance and economics
67
(
2023
)
1
,
pp. 108-149
Persistent link: https://www.econbiz.de/10014322191
Saved in:
147
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
148
Rational distorted beliefs investor : which risk matters?
Bouaddi, Mohammed
;
Moutanabbir, Khouzeima
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014289016
Saved in:
149
Regression, multicollinearity and Markowitz
Ortiz, Roberto
;
Contreras, Mauricio
;
Mellado, Cristhian
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014636774
Saved in:
150
China mainland art investment : return and portfolio
Ma, Yongfan
;
Qi, Tiancheng
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014637239
Saved in:
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