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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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78
mean-variance
66
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64
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61
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61
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61
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61
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59
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55
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54
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53
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52
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48
mean-variance analysis
48
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47
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47
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47
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44
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44
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43
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43
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43
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Zeng, Yan
16
Kerstens, Kristiaan
15
Yao, Haixiang
15
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14
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14
Wong, Hoi Ying
13
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12
Ledoit, Olivier
11
Li, Xun
11
Weber, Christoph
11
Cui, Xiangyu
10
Li, Danping
10
McAleer, Michael
10
Schweizer, Martin
10
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10
Drut, Bastien
9
Forsyth, Peter
9
Li, Duan
9
Li, Zhongfei
9
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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
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6
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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
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3
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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
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Departamento de Economía, Universidad Carlos III de Madrid
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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
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13
Working Paper
13
Journal of Risk and Financial Management
11
Journal of investment management : JOIM
11
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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
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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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381
Time-consistent investment and reinsurance strategies for
mean-variance
insurers with relative performance concerns under the Heston model
Zhu, Huainian
;
Cao, Ming
;
Zhang, Chengke
- In:
Finance research letters
30
(
2019
),
pp. 280-291
Persistent link: https://www.econbiz.de/10012420819
Saved in:
382
Pension income indexation : a
mean-variance
approach
Lluberas, Rodrigo
- In:
Economia : journal of the Latin American and Caribbean …
20
(
2019
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012307907
Saved in:
383
Portfolio benefits of adding corporate credit default swap indices : evidence from North America and Europe
Hippert, Benjamin
;
Uhde, André
;
Wengerek, Sascha Tobias
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 203-259
Persistent link: https://www.econbiz.de/10012311669
Saved in:
384
A paradox in time-consistency in the
mean-variance
problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
385
Tail risk measures and risk allocation for the class of multivariate normal
mean-variance
mixture distributions
Kim, Joseph H. T.
;
Kim, So-Yeun
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 145-157
Persistent link: https://www.econbiz.de/10012058851
Saved in:
386
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
387
Portfolio optimization with covered calls
Diaz, Mauricio
;
Kwon, Roy H.
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
Saved in:
388
Mean-variance
, mean-VaR, and mean-CVaR models for portfolio selection with background risk
Guo, Xu
;
Chan, Raymond H.
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Risk management : a journal of risk, crisis and disaster
21
(
2019
)
2
,
pp. 73-98
Persistent link: https://www.econbiz.de/10012060286
Saved in:
389
Mean-variance
portfolio optimization of energy stocks supported with second order stochastic dominance efficiency
Guran, Celal Barkan
;
Ugurlu, Umut
;
Tas, Oktay
- In:
Finance a úvěr
69
(
2019
)
4
,
pp. 366-383
Persistent link: https://www.econbiz.de/10012137447
Saved in:
390
Revisiting seasonality in overnight and daytime returns in the U.S. equity markets :
mean-variance
, sharpe ratio and stochastic dominance approaches
Monteiro, João Dionísio
;
Ferreira, Ernesto Raúl
- In:
Finance a úvěr
69
(
2019
)
4
,
pp. 384-414
Persistent link: https://www.econbiz.de/10012137448
Saved in:
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