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  • Search: subject:"Mean–variance"
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Year of publication
Subject
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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 Risk 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 Zeitkonsistenz 38
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Online availability
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Undetermined 637 Free 426 CC license 23
Type of publication
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Article 905 Book / Working Paper 365 Other 4
Type of publication (narrower categories)
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Article in journal 605 Aufsatz in Zeitschrift 605 Working Paper 133 Arbeitspapier 80 Graue Literatur 79 Non-commercial literature 79 Article 30 Aufsatz im Buch 10 Book section 10 Thesis 6 research-article 5 Conference paper 4 Konferenzbeitrag 4 Hochschulschrift 3 review-article 2 Lehrbuch 1
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Language
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English 867 Undetermined 390 German 11 French 4 Indonesian 1 Portuguese 1 Spanish 1
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Author
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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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Institution
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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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Published in...
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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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Source
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ECONIS (ZBW) 705 RePEc 466 EconStor 83 BASE 11 Other ZBW resources 9
Showing 471 - 480 of 1,274
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The mean-variance relation and the role of institutional investor sentiment
Wang, Wenzhao - In: Economics letters 168 (2018), pp. 61-64
Persistent link: https://www.econbiz.de/10012016716
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Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints
Yamada, Yuji; Primbs, James A. - In: Asia-Pacific financial markets 25 (2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10012032980
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Is wine a good choice for investment?
Bouri, Elie; Gupta, Rangan; Wong, Wing Keung; Zhu, Zhenzhen - In: Pacific-Basin finance journal 51 (2018), pp. 171-183
Persistent link: https://www.econbiz.de/10012035143
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Calculating the efficient frontier for the Portuguese stock market
Garcia, Maria Terese Medeiros; Borrego, Daniel … - In: International advances in economic research : IAER ; an … 24 (2018) 4, pp. 339-349
Persistent link: https://www.econbiz.de/10012036924
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A new method for better portfolio investment : a case of the Korean stock market
Eom, Cheoljun; Park, Jong Won - In: Pacific-Basin finance journal 49 (2018), pp. 213-231
Persistent link: https://www.econbiz.de/10012117694
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Insurance choice under third degree stochastic dominance
Chi, Yichun - In: Insurance / Mathematics & economics 83 (2018), pp. 198-205
Persistent link: https://www.econbiz.de/10011944141
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Investor sentiment and the mean-variance relationship : European evidence
Wang, Wenzhao - In: Research in international business and finance 46 (2018), pp. 227-239
Persistent link: https://www.econbiz.de/10011983623
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Evaluating the reliability of efficient energy technology portfolios
Deluque, Ilka; Shittu, Ekundayo; Deason, Jonathan - In: EURO Journal on decision processes 6 (2018) 1/2, pp. 115-138
Persistent link: https://www.econbiz.de/10011889475
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Portfolio selection problems with Markowitz's mean-variance framework : a review of literature
Zhang, Yuanyuan; Li, Xiang; Guo, Sini - In: Fuzzy optimization and decision making : a journal of … 17 (2018) 2, pp. 125-158
Persistent link: https://www.econbiz.de/10012098236
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Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result
Briec, Walter; Kerstens, Kristiaan; Woestyne, Ignace Van de - IÉSEG School of Management, Université Catholique de Lille - 2013
the well-known one fund separation theorem from traditional mean-variance portfolio theory. …This contribution compares existing and newly developed techniques for geometrically representing mean-variance …
Persistent link: https://www.econbiz.de/10010854438
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