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Search: subject:"Mean–variance"
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Portfolio selection
625
Portfolio-Management
619
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447
Theory
437
CAPM
159
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134
Capital income
133
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118
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116
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114
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95
Stochastischer Prozess
95
Hedging
82
Mean-variance
78
mean-variance
66
Schätztheorie
64
Estimation theory
62
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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
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43
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43
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43
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40
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426
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23
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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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441
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450
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441
Optimal advertising budget allocation in luxury fashion markets with social influences : a
mean-variance
analysis
Chiu, Chun-Hung
;
Choi, Tsan-Ming
;
Dai, Xin
;
Shen, Bin
; …
- In:
Production and operations management : the flagship …
27
(
2018
)
8
,
pp. 1611-1629
Persistent link: https://www.econbiz.de/10011969958
Saved in:
442
Integrated commodity inventory management and financial hedging : a dynamic
mean-variance
analysis
Kouvelis, Panos
;
Pang, Zhan
;
Ding, Qing
- In:
Production and operations management : the flagship …
27
(
2018
)
6
,
pp. 1052-1073
Persistent link: https://www.econbiz.de/10011969988
Saved in:
443
What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?
Kwan, Clarence C. Y.
- In:
Financial markets and portfolio management
32
(
2018
)
1
,
pp. 77-110
Persistent link: https://www.econbiz.de/10011951792
Saved in:
444
Robust empirical optimization is almost the same as
mean-variance
optimization
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research letters
46
(
2018
)
4
,
pp. 448-452
Persistent link: https://www.econbiz.de/10011916169
Saved in:
445
Optimal execution strategy in liquidity framework under exponential temporary market impact
Benazzoli, Chiara
;
Di Persio, Luca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 251-265)
.
2018
Persistent link: https://www.econbiz.de/10011898647
Saved in:
446
Optimal investment strategy with dividend paying and proportional transaction costs
Nkeki, Charles I.
- In:
Annals of financial economics
13
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011900656
Saved in:
447
Optimal
mean-variance
investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
448
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Saved in:
449
Performance of active and passive management of Slovak's pension funds in return-risk space
Dluhoš, Martin
- In:
International journal of trade and global markets
11
(
2018
)
4
,
pp. 306-322
Persistent link: https://www.econbiz.de/10011999113
Saved in:
450
Multi-period portfolio optimisation with alpha decay
Sivaramakrishnan, Kartik
;
Jeet, Vishv
;
Vandenbussche, Dieter
- In:
International journal of financial engineering and risk …
2
(
2018
)
4
,
pp. 283-307
Persistent link: https://www.econbiz.de/10012000022
Saved in:
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