EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Mean–variance analysis"
Narrow search

Narrow search

Year of publication
Subject
All
Portfolio selection 64 Portfolio-Management 64 Mean-variance analysis 54 mean-variance analysis 48 Theorie 47 Theory 47 CAPM 23 Kapitaleinkommen 21 Capital income 20 Risiko 15 Mean-Variance Analysis 14 Risk 14 Mean–variance analysis 11 Portfolio optimization 10 Expected utility 9 Mean variance analysis 8 Correlation 7 Diversification 7 Estimation 7 Estimation theory 7 Risikomanagement 7 Risk management 7 Schätztheorie 7 Schätzung 7 Diversifikation 6 Korrelation 6 portfolio selection 6 Anlageverhalten 5 Behavioural finance 5 Erwartungsnutzen 5 Mean-Variance analysis 5 Nutzen 5 Risk aversion 5 Supply chain 5 Utility 5 Volatility 5 asset pricing 5 Credit Default Swaps 4 Credit Risk 4 Forecast evaluation 4
more ... less ...
Online availability
All
Undetermined 81 Free 53 CC license 1
Type of publication
All
Article 103 Book / Working Paper 53 Other 2
Type of publication (narrower categories)
All
Article in journal 56 Aufsatz in Zeitschrift 56 Working Paper 17 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Article 3 Aufsatz im Buch 2 Book section 2 Conference paper 1 Konferenzbeitrag 1 Thesis 1
more ... less ...
Language
All
English 92 Undetermined 63 German 3
Author
All
Martens, Martin 5 Bodnar, Taras 4 Choi, Tsan-Ming 4 Christiansen, Charlotte 4 Dijk, Dick van 4 Fletcher, Jonathan 4 Glocker, Daniela 4 Pooter, Michiel de 4 Storck, Johanna 4 Voev, Valeri 4 Benjlijel, Bacem 3 Chiarella, Carl 3 Dieci, Roberto 3 Hens, Thorsten 3 Levy, Haim 3 Levy, Moshe 3 Markowitz, Harry 3 Mayer, János 3 Peñaranda, Francisco 3 Schmid, Wolfgang 3 Stein, Jerome L. 3 Zhao, Yonggan 3 Zimmermann, Heinz 3 Anderson, Greg 2 Arnis, Nikolaos 2 Bucciol, Alessandro 2 Chen, Wenjin 2 Chen, Zhiping 2 Chiu, Chun-Hung 2 Dahlquist, Magnus 2 Dunbar, Kwamie 2 Dunbar, Kwamie O. Dunbar, Sr. 2 Elahi, Ehsan 2 Govindaluri, Srikrishna Madhumohan 2 Guerrero-Lemus, Ricardo 2 Joensen, Juanna Schröter 2 Kolias, Georgios 2 Koné, N'Golo 2 Li, Gang 2 Mansali, Hatem 2
more ... less ...
Institution
All
C.E.P.R. Discussion Papers 3 Henley Business School, University of Reading 3 School of Economics and Management, University of Aarhus 3 Department of Economics, University of Connecticut 2 London School of Economics (LSE) 2 Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre 1 CESifo 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Dipartimento di Scienze Economiche, Facoltà di Economia 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 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. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 European Association of Agricultural Economists - EAAE 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculty of Economics, University of Cambridge 1 Institute for the Study of Labor (IZA) 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Risk and Insurance Archive 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1 Tinbergen Instituut 1 Wirtschaftswissenschaftliches Zentrum, Universität Basel 1 de Nederlandsche Bank 1
more ... less ...
Published in...
All
Management Science 7 European journal of operational research : EJOR 6 CEPR Discussion Papers 3 European Journal of Operational Research 3 Finance research letters 3 ICMA Centre Discussion Papers in Finance 3 Journal of empirical finance 3 Mathematics and financial economics 3 AStA Advances in Statistical Analysis 2 CREATES Research Papers 2 Energy 2 IZA Discussion Papers 2 International Journal of Production Economics 2 International journal of financial engineering 2 International journal of production economics 2 International review of financial analysis 2 Journal of Banking & Finance 2 Journal of economic dynamics & control 2 Journal of investment management : JOIM 2 LSE Research Online Documents on Economics 2 Physica A: Statistical Mechanics and its Applications 2 Production and operations management : the flagship research journal of the Production and Operations Management Society 2 Research paper series / Swiss Finance Institute 2 Swiss Finance Institute Research Paper 2 The European Journal of Finance 2 The European journal of finance 2 Tinbergen Institute Discussion Papers 2 Transportation research / E : an international journal 2 Working papers / Department of Economics, University of Connecticut 2 101st Seminar, July 5-6, 2007, Berlin Germany 1 Accounting & Taxation 1 Annals of Financial Economics (AFE) 1 Applied economics 1 Atlantic Economic Journal 1 BERG Working Paper Series 1 BERG Working Paper Series on Government and Growth 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 CEMFI working paper 1 CESifo Working Paper 1 CESifo Working Paper Series 1
more ... less ...
Source
All
RePEc 75 ECONIS (ZBW) 70 EconStor 10 BASE 3
Showing 11 - 20 of 158
Cover Image
Mean-variance portfolio selection with estimation risk and transaction costs
Mei, Xiaoling; Zhu, Huanjun; Chen, Chongzhu - In: Applied economics 55 (2023) 13, pp. 1436-1453
Persistent link: https://www.econbiz.de/10013554924
Saved in:
Cover Image
Implications of information sharing on blockchain adoption in reducing carbon emissions : a mean-variance analysis
Li, Zhiwen; Xu, Xianhao; Bai, Qingguo; Chen, Cheng; … - In: Transportation research / E : an international journal 178 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014437633
Saved in:
Cover Image
Canonical portfolios : optimal asset and signal combination
Firoozye, Nikan B.; Tan, Vincent; Zohren, Stefan - In: Journal of banking & finance 154 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014491774
Saved in:
Cover Image
The Power of Modern Value Investing : Beyond Indexing, Algos, and Alpha
Smith, Gary; Smith, Margaret - 2023
Introduction -- 1. Investing 1.0 — Blind Faith and Speculation -- 2. Investing 2.0 — Intrinsic Value -- 3. Investing 3.0 — Measuring Risk -- 4. Investing 4.0 — Efficient Markets and Indexing -- 5. Investing 5.0 — Factor Models and Algorithms -- 6. Investing 6.0 — Real Value and Real...
Persistent link: https://www.econbiz.de/10014451756
Saved in:
Cover Image
A note on the estimation of minimum tracking error portfolios
Naibert, Paulo F.; Caldeira, João F.; Santos, André A. P. - In: Brazilian review of econometrics : BRE ; the review of … 40 (2020) 1, pp. 209-214
Persistent link: https://www.econbiz.de/10012271404
Saved in:
Cover Image
The Optimal Allocation of Current Assets Using Mean-Variance Analysis
Kolias, Georgios; Arnis, Nikolaos - In: Journal of Accounting and Management Information … 18 (2019) 1, pp. 50-72
modeling on panel data while in the second stage mean-variance analysis is employed. Findings: By applying the model in the …
Persistent link: https://www.econbiz.de/10015196271
Saved in:
Cover Image
Pricing strategies in a dual-channel green supply chain with cannibalizationand risk aversion
Raza, Syed Asif; Govindaluri, Srikrishna Madhumohan - In: Operations Research Perspectives 6 (2019), pp. 1-16
This paper investigates a dual-channel supply chain in which a single manufacturer offers the standard product through a direct online channel and an inaugural green product through a traditional physical store (regular) channel. The manufacturer invests in a greening effort to produce green...
Persistent link: https://www.econbiz.de/10012662756
Saved in:
Cover Image
The Economic Value of VIX ETPs
Christensen, Kim; Christiansen, Charlotte; Posselt, … - 2019 - This version: September 9, 2019
Persistent link: https://www.econbiz.de/10012316428
Saved in:
Cover Image
Pricing strategies in a dual-channel green supply chain with cannibalizationand risk aversion
Raza, Syed Asif; Govindaluri, Srikrishna Madhumohan - In: Operations research perspectives 6 (2019), pp. 1-16
This paper investigates a dual-channel supply chain in which a single manufacturer offers the standard product through a direct online channel and an inaugural green product through a traditional physical store (regular) channel. The manufacturer invests in a greening effort to produce green...
Persistent link: https://www.econbiz.de/10012029403
Saved in:
Cover Image
Mean-variance portfolio selection with dynamic targets for expected terminal wealth
He, Xue Dong; Jiang, Zhaoli - In: Mathematics of operations research 47 (2022) 1, pp. 587-615
Persistent link: https://www.econbiz.de/10013364907
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...