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  • Search: subject:"Modern portfolio theory"
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Year of publication
Subject
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Portfolio selection 52,292 Portfolio-Management 52,290 Theorie 22,487 Theory 22,485 Capital income 9,399 Kapitaleinkommen 9,399 Anlageverhalten 9,005 Behavioural finance 8,993 Risk 6,649 Risiko 6,596 Investmentfonds 5,539 Investment Fund 5,527 Kapitalanlage 4,843 CAPM 4,835 Risikomanagement 4,713 Financial investment 4,692 Risk management 4,576 Börsenkurs 3,751 Share price 3,742 Welt 3,624 World 3,624 Risikomaß 3,195 Risk measure 3,194 Volatilität 3,021 Volatility 3,017 USA 2,989 Aktienmarkt 2,984 Stock market 2,963 Estimation 2,959 United States 2,956 Schätzung 2,955 Hedging 2,696 Financial market 2,206 Finanzmarkt 2,204 Finanzanalyse 2,084 Financial analysis 2,047 Mathematical programming 2,008 Mathematische Optimierung 2,008 Institutional investor 2,002 Institutioneller Investor 2,002
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Online availability
All
Free 18,194 Undetermined 13,379 CC license 1,005
Type of publication
All
Article 28,381 Book / Working Paper 23,887 Journal 83
Type of publication (narrower categories)
All
Article in journal 25,207 Aufsatz in Zeitschrift 25,207 Graue Literatur 7,008 Non-commercial literature 7,008 Working Paper 6,393 Arbeitspapier 6,391 Aufsatz im Buch 2,524 Book section 2,524 Hochschulschrift 1,587 Thesis 1,242 Collection of articles of several authors 507 Sammelwerk 507 Lehrbuch 438 Textbook 402 Aufsatzsammlung 281 Collection of articles written by one author 256 Sammlung 256 Bibliografie enthalten 215 Bibliography included 215 Ratgeber 159 Handbook 154 Handbuch 154 Conference paper 152 Konferenzbeitrag 152 Glossar enthalten 133 Glossary included 133 Guidebook 125 Konferenzschrift 122 Case study 88 Fallstudie 88 Conference proceedings 81 Reprint 52 Systematic review 52 Übersichtsarbeit 52 Mikroform 42 Bibliografie 36 Amtsdruckschrift 32 Government document 32 Forschungsbericht 26 Mehrbändiges Werk 21
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Language
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English 49,615 German 2,294 French 182 Italian 67 Spanish 59 Polish 43 Undetermined 36 Dutch 25 Russian 14 Swedish 14 Hungarian 13 Portuguese 9 Danish 7 Finnish 7 Czech 3 Slovak 3 Arabic 2 Bulgarian 2 Norwegian 2 Serbian 2 Afrikaans 1 Croatian 1
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Author
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Fabozzi, Frank J. 255 Maurer, Raimond 136 Mitchell, Olivia S. 126 Guidolin, Massimo 105 Platen, Eckhard 97 Zaremba, Adam 95 Campbell, John Y. 86 Satchell, Stephen 86 Lo, Andrew W. 82 Ang, Andrew 75 McAleer, Michael 74 Gollier, Christian 73 Uppal, Raman 68 Wong, Wing Keung 67 Hens, Thorsten 64 Kraft, Holger 63 Levy, Haim 61 Markowitz, Harry 60 Stambaugh, Robert F. 60 Lee, Cheng F. 59 Weber, Martin 58 Wermers, Russ 58 Kelly, Bryan T. 56 Korn, Ralf 56 Bodie, Zvi 54 Viceira, Luis M. 54 Blake, David 53 Post, Thierry 53 Zhou, Guofu 53 Prigent, Jean-Luc 52 Zagst, Rudi 52 Schenk-Hoppé, Klaus Reiner 51 Van Wincoop, Eric 50 Lucas, André 49 Härdle, Wolfgang 48 Bali, Turan G. 47 Caporale, Guglielmo Maria 47 Clare, Andrew D. 47 Hammoudeh, Shawkat 47 Li, Duan 47
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Institution
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National Bureau of Economic Research 616 OECD 35 Institute of Finance and Accounting <London> 20 Frank J. Fabozzi Associates <New Hope, Pa.> 15 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 14 World Bank 13 European Innovation Council and SMEs Executive Agency 12 Rodney L. White Center for Financial Research 12 Springer Fachmedien Wiesbaden 12 Basel Committee on Banking Supervision 11 Fisher Investments Inc. <Woodside, Calif.> 11 World Bank Group 11 CFA Institute <Charlottesville, Va.> 10 Center for Economic Research <Tilburg> 10 International Center for Financial Asset Management and Engineering 10 Universität Zürich / Institut für Schweizerisches Bankwesen 10 Ekonomiska forskningsinstitutet <Stockholm> 9 Erasmus Research Institute of Management 9 Pensions Institute 9 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 9 European Central Bank 8 FinanzBuch Verlag 8 Goethe-Universität Frankfurt am Main 8 European University Institute / Department of Law 7 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 7 Friedrich-Schiller-Universität Jena 7 Universität Mannheim 7 Centre for Economic Policy Research 6 Federal Reserve Bank of St. Louis 6 Institut für Finanzdienstleistungen Zug 6 Lunds Universitet / Nationalekonomiska Institutionen 6 Springer International Publishing 6 Association for Investment Management and Research 5 Association of European Operational Research Societies / Working Group on Financial Modelling 5 Börsen-Buchverlag 5 Chambre de commerce et d'industrie de Paris 5 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 5 European Commission / Directorate-General for Research and Innovation 5 International Association for the Study of Insurance Economics 5 Københavns Universitet / Økonomisk Institut 5
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Published in...
All
Journal of banking & finance 675 Finance research letters 674 NBER working paper series 612 Working paper / National Bureau of Economic Research, Inc. 481 European journal of operational research : EJOR 458 NBER Working Paper 441 Insurance 419 International review of financial analysis 374 Journal of financial economics 341 The journal of portfolio management : a publication of Institutional Investor 291 Management science : journal of the Institute for Operations Research and the Management Sciences 290 International review of economics & finance : IREF 274 The journal of finance : the journal of the American Finance Association 269 Applied economics 268 Journal of asset management 268 Journal of economic dynamics & control 268 Research paper series / Swiss Finance Institute 262 Journal of empirical finance 260 Quantitative finance 254 International journal of theoretical and applied finance 234 Pacific-Basin finance journal 232 Risks : open access journal 228 The European journal of finance 217 Discussion paper / Centre for Economic Policy Research 214 Economics letters 210 Finance and stochastics 209 Economic modelling 206 Journal of financial and quantitative analysis : JFQA 199 The review of financial studies 197 The North American journal of economics and finance : a journal of financial economics studies 195 Research in international business and finance 186 SpringerLink / Bücher 182 Journal of international financial markets, institutions & money 179 Journal of risk and financial management : JRFM 179 Mathematical finance : an international journal of mathematics, statistics and financial theory 179 Applied economics letters 178 Discussion papers / CEPR 177 The journal of investing 169 Swiss Finance Institute Research Paper 168 Journal of investment management : JOIM 162
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Source
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ECONIS (ZBW) 52,293 RePEc 37 EconStor 14 Other ZBW resources 4 BASE 3
Showing 71 - 80 of 52,351
Cover Image
Rethinking the stock market participation puzzle : a qualitative approach
Duraj, Kamila; Grunow, Daniela; Chaliasos, Michaēl; … - 2025
We revisit the puzzle of limited stock market participation using qualitative methods common in other social sciences but rare in economics. Through in-depth interviews with investors and non-investors in Germany—a high-income country with low market participation—we elicit open-ended...
Persistent link: https://www.econbiz.de/10015426928
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Investment funds and euro disaster risk
Anaya, Pablo (contributor); Cera, Katharina (contributor);  … - European Central Bank - 2025
We document that compared to all other investor groups investment funds exhibit a distinctly procyclical behavior when financial-market beliefs about the probability of a euro-related, institutional rare disaster spike. In response to such euro disaster risk shocks, investment funds shed...
Persistent link: https://www.econbiz.de/10015428081
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EIC pathfinder portfolio : DNA-based digital data storage : strategic plan, Brussels, January 2025
European Innovation Council and SMEs Executive Agency - 2025
Current technologies for digital data storage are hitting sustainability limits in terms of energy consumption and their use of rare and toxic materials. Moreover, data integrity when using those technologies is limited in time, which complicates archival data-storage. DNA or certain classes of...
Persistent link: https://www.econbiz.de/10015428218
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Prioritization in funding portfolios : analysis of EU funding programmes and their scientific topics, and a comparison with third-country scientific foci : working paper supporting the interim evaluation of Horizon Europe (support study on excellent science)
Notten, Ad (contributor); Wang, Lili (contributor) - European Commission / Directorate-General for Research …; … - 2025
This working paper aims to provide the reader with information on the topical focus of the Horizon 2020 Framework Programme, comparing the results with the topical focus at both national and regional levels worldwide. We find that there is a partial disconnect between the topics that were funded...
Persistent link: https://www.econbiz.de/10015428453
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EIC pathfinder portfolio : EIC pathfinder portfolio cardiogenomics portfolio strategic plan : Brussels, April 2025
European Innovation Council and SMEs Executive Agency - 2025
Diseases of the heart and circulatory system pose an immense and increasing burden on patients' quality of life and the healthcare system. With more than 1.8 million deaths annually, cardiovascular diseases are the leading cause of mortality in the EU. The costs of the cardiovascular health...
Persistent link: https://www.econbiz.de/10015430304
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Domain knowledge preservation in financial machine learning : evidence from autocallable note pricing
Ahnouch, Mohammed; Elaachak, Lotfi; Le Saout, Erwan - In: Risks : open access journal 13 (2025) 7, pp. 1-15
Machine learning applications in finance commonly employ feature decorrelation techniques developed for generic statistical problems. We investigate whether this practice appropriately addresses the unique characteristics of financial data, where correlations often encode fundamental economic...
Persistent link: https://www.econbiz.de/10015436793
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Portfolio optimization in DC pension scheme with unhedgeable stochastic wage
Menoncin, Francesco; Vigna, Elena - 2025
Persistent link: https://www.econbiz.de/10015436802
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Pension policy and personal finance : defined-contribution plans and retirement strategies in the UK
Petrakis, Ioannis; Panos, Georgios A. - 2025
Persistent link: https://www.econbiz.de/10015436818
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The indirect diversification benefits of investing in Japanese firms : an alternative perspective
Chadha, Pearlean; Berrill, Jenny - In: Asia Pacific financial markets 32 (2025) 1, pp. 117-145
Persistent link: https://www.econbiz.de/10015436871
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Sustainability-linked bonds research : a bibliometric and content analysis review
Machado, Clarisse Heck; Sousa, Miguel; Branco, Manuel … - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-22
One of the most significant recent developments in the debt financing sector pertains to new products and standards applicable to sustainability-related issues. Therefore, research on this has increased substantially. One of the most recent such developments is that of sustainability-linked...
Persistent link: https://www.econbiz.de/10015436933
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