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Search: subject:"Mean–variance"
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Portfolio selection
625
Portfolio-Management
619
Theorie
447
Theory
437
CAPM
159
Kapitaleinkommen
134
Capital income
133
Mathematical programming
118
Mathematische Optimierung
118
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116
Risiko
114
Stochastic process
95
Stochastischer Prozess
95
Hedging
82
Mean-variance
78
mean-variance
66
Schätztheorie
64
Estimation theory
62
Anlageverhalten
61
Behavioural finance
61
Risk aversion
61
Volatility
61
Risikoaversion
59
Volatilität
55
Mean-variance analysis
54
Optionspreistheorie
53
Option pricing theory
52
Schätzung
48
mean-variance analysis
48
Estimation
47
Risikomanagement
47
Risk management
47
Correlation
44
Risikomaß
44
Expected utility
43
Korrelation
43
Risk measure
43
Time consistency
41
Diversification
40
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38
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637
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426
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23
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905
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365
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4
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133
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80
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30
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10
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10
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867
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390
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11
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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
Christiansen, Charlotte
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
Institute for the Study of Labor (IZA)
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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241
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241
Portfolio optimization using novel EW-MV method in conjunction with asset preselection
Singh, Priya
;
Jha, Manoj
-
2024
Persistent link: https://www.econbiz.de/10015144258
Saved in:
242
Hedge ratios : theory and applications
Chen, Sheng-syan
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Shrestha, …
-
2024
Persistent link: https://www.econbiz.de/10015046797
Saved in:
243
Dynamic
mean-variance
optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
Saved in:
244
Robust optimization of time series momentum portfolios
Fague, Jeremy
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
19
(
2021
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10012616154
Saved in:
245
Are strategies for international diversification by country, industry and region equivalent?
Ghilal, Rachid
;
Marhfor, Ahmed
;
MacZali, Bouchra
; …
- In:
ACRN journal of finance and risk perspectives
10
(
2021
),
pp. 204-221
strategy (by region) using two different methodological approaches, namely the
mean
variance
spanning and multivariate …
Persistent link: https://www.econbiz.de/10013198306
Saved in:
246
Possibilistic
mean-variance
portfolios versus probabilistic ones : the winner is...
Corazza, Marco
;
Nardelli, Carla
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012065164
Saved in:
247
Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach
Xiao, Helu
;
Ren, Tiantian
;
Zhou, Zhongbao
;
Liu, Wenbin
- In:
Omega : the international journal of management science
103
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012581724
Saved in:
248
Multi-period
mean-variance
portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
249
Robust state-dependent
mean-variance
portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
250
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
Saved in:
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