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  • Search: subject:"Mean-Variance Spanning"
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Year of publication
Subject
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Portfolio selection 19 Portfolio-Management 19 Capital income 10 Kapitaleinkommen 10 mean-variance spanning 10 Mean-variance spanning 8 Diversification 7 Diversifikation 7 Anlageverhalten 6 Behavioural finance 6 Foreign portfolio investment 5 Portfolio-Investition 5 Theorie 5 Theory 5 CAPM 4 International financial market 4 Internationaler Finanzmarkt 4 Welt 4 World 4 mean-variance spanning tests 4 Aktienmarkt 3 Asset allocation 3 Auslandsinvestition 3 Foreign investment 3 International diversification 3 Investment Fund 3 Investmentfonds 3 Multinationales Unternehmen 3 Portfolio diversification 3 Stock market 3 Transnational corporation 3 Virtual currency 3 Virtuelle Währung 3 human capital contracts 3 human capital returns 3 risk and return of non-traded assets 3 Anleihe 2 Asset classes 2 Bitcoin 2 Bond 2
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Online availability
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Undetermined 19 Free 15 CC license 1
Type of publication
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Article 23 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 25 Undetermined 11
Author
All
Galvani, Valentina 5 Berrill, Jenny 3 Landon, Stuart 3 Sprietsma, Maresa 3 AitSahlia, Farid 2 Dewandaru, Ginanjar 2 Doellman, Thomas 2 Fakhfekh, Mohamed 2 Jeribi, Ahmed 2 Kroencke, Tim A. 2 Masih, Rumi 2 Muehler, Grit 2 Plourde, Andre 2 Sardarli, Sabuhi 2 Bacha, Obiyathulla I. 1 Ben Salem, Marwa 1 Blanc-Brude, Frédéric 1 Cao, Charles 1 Cao, Jie Jay 1 Chadha, Pearlean 1 Chopra, Monika 1 Dorfleitner, Gregor 1 EHLING, Paul 1 Fu, Rao 1 Galema, Rients 1 Ghilal, Rachid 1 Glabadanidis, Paskalis 1 Hanke, Michael 1 Hansson, Mats 1 Huang, Jing-Zhi 1 Jarboui, Anis 1 Jin, Yong 1 Kan, Raymond 1 Kearney, Colm 1 Kroencke, Tim-Alexander 1 Lensink, Robert 1 Liljeblom, Eva 1 Lilti, Jean-Jacques 1 Loflund, Anders 1 Lu, Qinye 1
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Institution
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Department of Economics, University of Alberta 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 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 Swiss Finance Institute 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
Published in...
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Working Papers / Department of Economics, University of Alberta 3 MPRA Paper 2 ZEW Discussion Papers 2 ACRN journal of finance and risk perspectives 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Annals of Economics and Finance 1 ERIM Report Series Research in Management 1 Emerging markets review 1 European financial management : the journal of the European Financial Management Association 1 European journal of operational research : EJOR 1 FAME Research Paper Series 1 Financial markets and portfolio management 1 Global business & economics review 1 Global business review 1 International business review : the official journal of the European International Business Academy 1 International journal of finance & banking studies : JJFBS 1 International review of economics & finance : IREF 1 Journal of International Money and Finance 1 Journal of banking & finance 1 Journal of emerging market finance 1 Journal of international money and finance 1 Journal of risk 1 Research Paper / 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 Research paper 1 Review of Derivatives Research 1 Review of Quantitative Finance and Accounting 1 The European Journal of Finance 1 The Quarterly Review of Economics and Finance 1 The journal of asset management 1 The journal of investment strategies 1 Working paper / University of Alberta, Faculty of Arts, Department of Economics 1 ZEW discussion papers 1
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Source
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ECONIS (ZBW) 20 RePEc 15 EconStor 1
Showing 1 - 10 of 36
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International operations and international influences : investing in UK firms
Chadha, Pearlean; Berrill, Jenny - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10015211648
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Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa; Fakhfekh, Mohamed; Jeribi, Ahmed - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 5, pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
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Menu simplification for portfolio selection under short-sales constraints
AitSahlia, Farid; Doellman, Thomas; Sardarli, Sabuhi - In: European financial management : the journal of the … 29 (2023) 1, pp. 3-21
Persistent link: https://www.econbiz.de/10014253878
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Implementing mean-variance spanning tests with short-sales constraints
AitSahlia, Farid; Doellman, Thomas; Sardarli, Sabuhi - In: The journal of investment strategies 12 (2023) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014484630
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Portfolio optimization at the frontier : assessing the diversification benefits of African securities
Senga, Christian - 2019
Persistent link: https://www.econbiz.de/10012243150
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Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects
Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Global business & economics review 26 (2022) 1, pp. 65-83
Persistent link: https://www.econbiz.de/10012798074
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Are strategies for international diversification by country, industry and region equivalent?
Ghilal, Rachid; Marhfor, Ahmed; MacZali, Bouchra; … - In: ACRN journal of finance and risk perspectives 10 (2021), pp. 204-221
strategy (by region) using two different methodological approaches, namely the mean variance spanning and multivariate …
Persistent link: https://www.econbiz.de/10013198306
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Inflation-linked bonds as a separate asset class : evidence from emerging and developed markets
Chopra, Monika; Mehta, Chhavi; Srivastava, Aman - In: Global business review 22 (2021) 1, pp. 219-235
Persistent link: https://www.econbiz.de/10012483262
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Domestically formed international diversification
Lu, Qinye; Vivian, Andrew - In: Journal of international money and finance 103 (2020), pp. 1-29
Persistent link: https://www.econbiz.de/10012392630
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What drives the market for exchange-traded notes?
Rakowski, David; Shirley, Sara - In: Journal of banking & finance 111 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012221059
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