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  • Search: subject:"Mean-variance approach"
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Year of publication
Subject
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Portfolio-Management 25 Portfolio selection 24 Theorie 20 Theory 19 Mean-variance approach 15 mean variance approach 15 mean-variance approach 10 CAPM 6 Hedging 5 Risiko 5 Risk 5 Cost-benefit analysis 4 Optionspreistheorie 4 Sharpe ratio 4 Stochastic process 4 Stochastischer Prozess 4 Travel time variability 4 defined contribution pension scheme 4 efficient frontier 4 portfolio selection 4 risk aversion 4 Capital income 3 Financial analysis 3 Finanzanalyse 3 Harry Markowitz 3 Kapitaleinkommen 3 Mean variance approach 3 Option pricing theory 3 Risikoaversion 3 Risikomaß 3 Risk aversion 3 Risk measure 3 expected utility maximization 3 holdout 3 1995-1997 2 Austria 2 Diversification 2 Diversifikation 2 Efficient market hypothesis 2 Effizienzmarkthypothese 2
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Online availability
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Free 18 Undetermined 12
Type of publication
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Book / Working Paper 26 Article 20
Type of publication (narrower categories)
All
Article in journal 15 Aufsatz in Zeitschrift 15 Working Paper 15 Arbeitspapier 12 Graue Literatur 11 Non-commercial literature 11 Hochschulschrift 3 Thesis 3 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 34 Undetermined 9 German 2 French 1 Spanish 1
Author
All
Vigna, Elena 5 Peer, Stefanie 4 Thierbach, Frank 4 Verhoef, Erik T. 4 Eggert, Wolfgang 3 Koopmans, Carl 3 Sentana, Enrique 3 Stephan, Maximilian 3 Temme, Janine 3 Corso, Eduardo Ariel 2 Hlouskova, Jaroslava 2 Lee, Gabriel S. 2 Menoncin, Francesco 2 Ungern-Sternberg, Handirk von 2 Adhikari, Arnab 1 Alp, Özge 1 Bekker, Paul A. 1 Biswas, Baidyanath 1 Biswas, Indranil 1 Blavatskyy, Pavlo R. 1 Botti, Laurent 1 Bruestle, Stephen 1 Choi, Tsan-Ming 1 Chow, K. Victor 1 Chung, Sai Ho 1 Crain, William Mark 1 Formby, John P. 1 Gong, Peichen 1 Guse, Frank 1 Hibiki, Norio 1 Hibiki, Yuta 1 Jensen, Bjarne Astrup 1 Jorion, Philippe 1 Kan, Raymond 1 Kiriu, Takuya 1 Koopmans, Carl C. 1 Korn, Ralf 1 Krinsky, Itzhak 1 Leitner, Johannes 1 Li, Hongxiu 1
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Institution
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Collegio Carlo Alberto, Università degli Studi di Torino 3 Bank of Japan 1 Bonn Graduate School of Economics 1 Business Information Centre <Toronto> 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Institutionen för Nationalekonomi, Umeå Universitet 1 Tinbergen Institute 1 Tinbergen Instituut 1 University of Cambridge / Department of Applied Economics 1
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Published in...
All
Carlo Alberto Notebooks 3 Tinbergen Institute Discussion Papers 2 Applied economics 1 Applied economics letters 1 Asia Pacific financial markets 1 Bank of Japan Working Paper Series 1 Berichte aus der Volkswirtschaft 1 Bonn Econ Discussion Papers 1 Bonn Econ Discussion Papers / BGSE 1 CCSO working papers : working paper series of the CCSO Center for Economic Research 1 CESifo Working Paper 1 CESifo working papers 1 Cambridge working papers in economics 1 CeRP Working Papers 1 Decision : official journal of Indian Institute of Management Calcutta 1 Decisions in Economics and Finance 1 Discussion paper / Centre for Economic Policy Research 1 Discussion paper / Tinbergen Institute 1 Discussion paper series / LSE Financial Markets Group 1 Documento de trabajo / Centro de Estudios Monetarios y Financieros 1 Ensayos Económicos 1 Ensayos económicos 1 European journal of operational research : EJOR 1 IHS economics series : working paper 1 Insurance / Mathematics & economics 1 International journal of flexible manufacturing systems : design, analysis, and operation of manufacturing and assembly systems 1 International journal of theoretical and applied finance 1 Journal of investment management : JOIM 1 Journal of multinational financial management 1 Journal of quantitative economics 1 Management Science 1 Mélanges. Épistémologie économique : un débat avec M. Hausman. Revue des livres 1 Online Information Review 1 Reihe Ökonomie 1 Reihe: Finanzierung, Kapitalmarkt und Banken 1 Review of quantitative finance and accounting 1 Rotman working papers series 1 Tinbergen Institute Discussion Paper 1 Tourism economics : the business and finance of tourism and recreation 1 Transportation research / E : an international journal 1
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Source
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ECONIS (ZBW) 31 RePEc 11 EconStor 3 Other ZBW resources 1
Showing 1 - 10 of 46
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Optimal currency portfolio with implied return distribution in the mean-variance approach
Hibiki, Yuta; Kiriu, Takuya; Hibiki, Norio - In: Asia Pacific financial markets 31 (2024) 2, pp. 251-283
Persistent link: https://www.econbiz.de/10014548364
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Application of nonparametric stochastic dominance approach in the performance evaluation of Indian mutual funds
Maheen, Muhammad Sali; Resia Beegam, S. - In: Journal of quantitative economics 21 (2023) 3, pp. 663-680
Persistent link: https://www.econbiz.de/10014381367
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Strategic decision concerning tourist origins portfolio: a decision process based on the ELECTRE method and applied to French Polynesia
Botti, Laurent; Petit, Sylvain; Zhang, Linjia - In: Tourism economics : the business and finance of tourism … 26 (2020) 5, pp. 830-843
Persistent link: https://www.econbiz.de/10012265973
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Attribution of ex-post realized Sharpe ratio to the predictability of the ex-ante forecast return and risk
Shimizu, Masahito - In: Journal of investment management : JOIM 18 (2020) 3, pp. 109-124
Persistent link: https://www.econbiz.de/10012589114
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Diversification, Risk Aversion and Expectation in a Holdout Scenario
Eggert, Wolfgang; Stephan, Maximilian; Temme, Janine; … - 2015
is characterised by the mean-variance approach. We investigate intercreditor conflict by diverse portfolio structure. We …
Persistent link: https://www.econbiz.de/10011388207
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Diversification, risk aversion and expectation in a holdout scenario
Eggert, Wolfgang; Stephan, Maximilian; Temme, Janine; … - 2015 - Version 2015/10/09
is characterised by the mean-variance approach. We investigate intercreditor conflict by diverse portfolio structure. We …
Persistent link: https://www.econbiz.de/10011343761
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The mean-variance approach for global supply chain risk analysis with air logistics in the blockchain technology era
Choi, Tsan-Ming; Wen, Xin; Sun, Xuting; Chung, Sai Ho - In: Transportation research / E : an international journal 127 (2019), pp. 178-191
Persistent link: https://www.econbiz.de/10012041126
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Mean-variance target-based optimisation in DC plan with stochastic interest rate
Menoncin, Francesco; Vigna, Elena - Collegio Carlo Alberto, Università degli Studi di Torino - 2013
strategy and the portfolio efficient frontier. We show that the mean-variance approach is equivalent to a “user …
Persistent link: https://www.econbiz.de/10010862060
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Cross Fertilizations and Controversies in the Origins and Evolution of Portfolio Selection Models
Corso, Eduardo Ariel - In: Ensayos Económicos 1 (2013) 68, pp. 43-74
This paper describes the main cross fertilizations between monetary theory and portfolio theory, which characterized the origins and evolution of the latter. In addition, we explore the critics and controversies arising from the seminal works of Markowitz and Tobin, as well as the new generation...
Persistent link: https://www.econbiz.de/10010704422
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Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco; Vigna, Elena - In: Insurance / Mathematics & economics 76 (2017), pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
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