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  • Search: subject:"Mean–variance analysis"
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Year of publication
Subject
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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
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Online availability
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Undetermined 81 Free 53 CC license 1
Type of publication
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Article 103 Book / Working Paper 53 Other 2
Type of publication (narrower categories)
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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
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Language
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English 92 Undetermined 63 German 3
Author
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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
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Institution
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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
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Published in...
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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
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Source
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RePEc 75 ECONIS (ZBW) 70 EconStor 10 BASE 3
Showing 21 - 30 of 158
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Portfolio optimization of financial commodities with energy futures
Wang, Lu; Ahmad, Ferhana; Luo, Gong-li; Umar, Muhammad; … - In: Financial modeling and risk management of energy and …, (pp. 401-439). 2022
Persistent link: https://www.econbiz.de/10013350080
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On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
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Bitcoin investments and climate change : a financial and carbon intensity perspective
Baur, Dirk G.; Oll, Josua - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013457569
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On mean-variance analysis of a bank's behavior
Takino, Kazuhiro; Ishinagi, Yoshikazu - In: Finance research letters 46 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013341401
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Evaluation of the added value from risk diversification through AEC capital market integration using stochastic dominance
Aekkachai Nittayagasetwat; Jiroj Buranasiri - In: International journal of economics and financial issues … 7 (2017) 2, pp. 562-567
Persistent link: https://www.econbiz.de/10011789378
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Learning equilibrium mean-variance strategy
Dai, Min; Dong, Yuchao; Jia, Yanwei - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
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Mean-variance efficiency of optimal power and logarithmic utility portfolios
Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; … - In: Mathematics and financial economics 14 (2020) 4, pp. 675-698
Persistent link: https://www.econbiz.de/10012321865
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Efficient diversification with Shariah-compliant stocks : evidence from the South-East European capital markets
Zaimović, Azra; Arnaut-Berilo, Almira; Osmanbegović, Azra - In: Islamic finance practices : experiences from South …, (pp. 111-129). 2020
Diversification possibilities enable investors to manage portfolio risk and decrease exposure to it, in order to prevent their portfolios from losing value. Well-diversified portfolio is the one that contains different asset classes with low return’s correlations. Essentially, portfolio...
Persistent link: https://www.econbiz.de/10012221167
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Provisions for bank deposit withdrawals and portfolio selection
Perera, Ryle S. - In: International journal of financial engineering 7 (2020) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012602666
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Mean-variance analysis and the Modified Market Portfolio
Wenzelburger, Jan - In: Journal of economic dynamics & control 111 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012501447
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