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  • Search: subject:"Optimal diversification"
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Year of publication
Subject
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Portfolio selection 5 Portfolio-Management 5 Diversification 4 Diversifikation 4 Optimal diversification 3 Theorie 3 Theory 3 Anlageverhalten 2 Behavioural finance 2 Experiment 2 Herdenverhalten 2 Herding 2 Portfolio choice 2 Portfolio diversification 2 Portfoliodiversifikation 2 Behavioral economics 1 Behavioral finance 1 Bias 1 Capital income 1 Conglomerate 1 Conglomerates 1 Credit spreads 1 Cross validation 1 Cryptocurrencies 1 Downside risk 1 Equity discount 1 Estimation 1 Experiments 1 Financial market 1 Finanzmarkt 1 Funds of hedge funds 1 Gambler's fallacy 1 Gambler´s fallacy 1 Guru Status-quo bias 1 Hedge fund 1 Hedge funds 1 Hedgefonds 1 Hedging 1 Heuristics 1 Heuristik 1
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Online availability
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Undetermined 4 Free 2
Type of publication
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Article 5 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Collection of articles of several authors 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammelwerk 1 Sammlung 1
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Language
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English 6
Author
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Bizer, Kilian 2 Filiz, Ibrahim 2 Spiwoks, Markus 2 Argyropoulos, Christos 1 Haley, M. Ryan 1 Iyer, Subramanian Rama 1 Nahmer, Thomas 1 Nejadmalayeri, Ali 1 Panopulu, Aikaterinē 1 Platanakis, Emmanouil 1 Singh, Manohar 1 Sutcliffe, Charles M. S. 1 Toporowski, Waldemar 1 Urquhart, Andrew 1 Vrontos, Spyridon 1
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Published in...
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Annals of finance 1 Economics letters 1 Financial markets and portfolio management 1 Journal of banking and finance 1 Review of quantitative finance and accounting 1
Source
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ECONIS (ZBW) 6
Showing 1 - 6 of 6
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Downside risk and hedge fund returns
Argyropoulos, Christos; Panopulu, Aikaterinē; Vrontos, … - In: Journal of banking and finance 171 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015558521
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Biases and heuristics in portfolio management : determinants for non-optimal portfolio diversification
Filiz, Ibrahim - 2019
Markowitz (1952) hat gezeigt, dass es für risikoaverse Wirtschaftssubjekte sinnvoll ist, das Vermögen auf verschiedene Anlageinstrumente zu verteilen. Doch erweist sich in der Praxis, dass Wirtschaftssubjekte häufig nicht-optimal diversifizierte Portfolios halten. Es gibt viele mögliche...
Persistent link: https://www.econbiz.de/10012128097
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Optimal vs naïve diversification in cryptocurrencies
Platanakis, Emmanouil; Sutcliffe, Charles M. S.; … - In: Economics letters 171 (2018), pp. 93-96
Persistent link: https://www.econbiz.de/10012021860
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Portfolio diversification : the influence of herding, status-quo bias, and the gambler's fallacy
Filiz, Ibrahim; Nahmer, Thomas; Spiwoks, Markus; Bizer, … - In: Financial markets and portfolio management 32 (2018) 2, pp. 167-205
Persistent link: https://www.econbiz.de/10011951946
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Is there an optimally diversified conglomerate? : gleaning answers from capital markets
Nejadmalayeri, Ali; Iyer, Subramanian Rama; Singh, Manohar - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 117-158
Persistent link: https://www.econbiz.de/10011797028
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K-fold cross validation performance comparisons of six naive portfolio selection rules : how naive can you be and still have successful out-of-sample portfolio performance?
Haley, M. Ryan - In: Annals of finance 13 (2017) 3, pp. 341-353
Persistent link: https://www.econbiz.de/10011945451
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