Search Results - subject:"Mean Variance Theory"

The impact of greenhouse gas aversion on optimal portfolios

Schmidt, Anatoly B. - In: The journal of energy markets 17 (2024) 1, pp. 75-85

Persistent link: https://www.econbiz.de/10014556528

Optimal ESG portfolios : an example for the Dow Jones Index

Schmidt, Anatoly B. - In: Journal of sustainable finance & investment 12 (2022) 2, pp. 529-535

Persistent link: https://www.econbiz.de/10013177384

How do product quality uncertainties affect the sharing economy platforms with risk considerations? : a mean-variance analysis

Wen, Xin; Siqin, Tana - In: International journal of production economics 224 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012233479

The impact of financial crises on the asset allocation : classical theory versus behavioral theory

Harzallah, Amen Aissi; Abbes, Mouna Boujelbène - In: Journal of interdisciplinary economics 32 (2020) 2, pp. 218-236

Persistent link: https://www.econbiz.de/10012255934

Beyond information: Disclosure, distracted attention, and investor behavior / Adrian Hillenbrand

Hillenbrand, Adrian; Schmelzer, André - 2015

Financial disclosure documents provide investors with product details to facilitate informed investment decisions. We investigate whether the appearance - the visual frame - of disclosure documents impacts risk and return expectations and investment behavior. In our experiment, subjects decide...

Persistent link: https://www.econbiz.de/10011522105

Beyond information : disclosure, distracted attention, and investor behavior

Hillenbrand, Adrian; Schmelzer, André - 2015 - Working paper version: December 2015

Persistent link: https://www.econbiz.de/10011416914

The financial crisis effects on asset allocation : Markowitz theory vs. behavioural portfolio theory

Aissi, Amen; Abbes, Mouna Boujelbène - In: International journal of decision sciences, risk and … 8 (2019) 4, pp. 250-267

Persistent link: https://www.econbiz.de/10012249814

Mean-variance theory with imprecise accounting information

Jacoby, Gady; Li, Shi; Wang, Yan - In: Finance research letters 26 (2018), pp. 156-161

Persistent link: https://www.econbiz.de/10012005636

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

Disclosure, distracted attention, and investor behavior

Schmelzer, André - In: Essays on market design and regulation under bounded …, (pp. 59-94). 2017

Persistent link: https://www.econbiz.de/10011901001