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  • Search: subject:"Portfolio Allocation"
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Year of publication
Subject
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Portfolio-Management 231 Portfolio selection 225 portfolio allocation 173 Portfolio allocation 134 Theorie 104 Theory 101 Kapitaleinkommen 68 Capital income 67 Anlageverhalten 64 Behavioural finance 60 Volatility 45 Portfolio Allocation 40 Volatilität 39 Financial investment 36 Kapitalanlage 36 Foreign portfolio investment 27 Portfolio-Investition 27 Korrelation 26 Correlation 25 Privater Haushalt 25 Risiko 25 Risk 25 Forecasting model 24 Prognoseverfahren 24 Household 22 Risikoaversion 20 Schätzung 20 Estimation 19 Risk aversion 19 Schätztheorie 19 Welt 19 Estimation theory 18 Aktienmarkt 17 Mathematical programming 17 Mathematische Optimierung 17 Stock market 17 World 17 ARCH model 16 ARCH-Modell 16 Investment Fund 16
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Online availability
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Free 205 Undetermined 185 CC license 12
Type of publication
All
Article 227 Book / Working Paper 191 Other 3
Type of publication (narrower categories)
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Article in journal 167 Aufsatz in Zeitschrift 167 Working Paper 96 Graue Literatur 58 Non-commercial literature 58 Arbeitspapier 56 Aufsatz im Buch 5 Book section 5 research-article 5 Article 4 Conference paper 2 Konferenzbeitrag 2 Collection of articles of several authors 1 Conference Paper 1 Hochschulschrift 1 Research Report 1 Sammelwerk 1 Thesis 1 review-article 1
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Language
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English 315 Undetermined 102 German 3 French 1
Author
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Black, Sandra E. 10 Devereux, Paul J. 10 Lundborg, Petter 10 Majlesi, Kaveh 10 Fortin, Ines 9 Hlouskova, Jaroslava 9 Corradin, Stefano 7 Huizinga, Harry 7 Laeven, Luc 7 Mitchell, Olivia S. 7 Timmer, Yannick 7 Betermier, Sebastien 6 Silvennoinen, Annastiina 6 Sodini, Paolo 6 Basten, Christoph 5 Cai, Fang 5 Calvet, Laurent E. 5 Chatterjee, Swarn 5 Clements, Adam 5 Diebold, Francis X. 5 Fagereng, Andreas 5 Gropp, Reint 5 Medeiros, Marcelo C. 5 Telle, Kjetil 5 Warnock, Francis E. 5 Cerny, Ales 4 Elkamhia, Redouane 4 Favero, Carlo A. 4 Gollier, Christian 4 Miles, David K 4 Muermann, Alexander 4 Mumtaz, Muhammad Zubair 4 Oikarinen, Elias 4 Paiella, Monica 4 Palmer, Lance 4 Roffia, Barbara 4 Schanbacher, Peter 4 Stefanova, Denitsa 4 Tsigaris, Panagiotis Demetrios 4 Van Wincoop, Eric 4
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Institution
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C.E.P.R. Discussion Papers 11 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 National Centre for Econometric Research (NCER) 6 Banca d'Italia 4 Center for Financial Studies 4 Econometric Society 3 Department of Economics, National University of Ireland 2 European Central Bank 2 Institute for International Integration Studies (IIIS), Trinity College Dublin 2 Tilburg University, Center for Economic Research 2 Tinbergen Instituut 2 CESifo 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centro Ricerche Nord Sud (CRENoS) 1 Centro Studi di Economia e Finanza (CSEF) 1 Crawford School of Public Policy, Australian National University 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, Boston College 1 Department of Economics, McMaster University 1 Department of Economics, Oxford University 1 Department of Economics, University of Pennsylvania 1 Deutsche Bundesbank 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 ESRC Centre for Business Research 1 EconWPA 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Facoltà di Economia, Università degli Studi dell'Insubria 1 HEC Paris (École des Hautes Études Commerciales) 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut für Weltwirtschaft (IfW) 1 Institute for the Study of Labor (IZA) 1 Institutionen för Nationalekonomi, Umeå Universitet 1 International Centre for Economic Research (ICER) 1 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 1 Networks Financial Institute, Scott College of Business 1 Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics 1
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Published in...
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CEPR Discussion Papers 12 Quantitative finance 9 Finance research letters 8 MPRA Paper 8 CFS Working Paper Series 6 International review of financial analysis 6 NCER Working Paper Series 6 Discussion paper / Tinbergen Institute 5 IZA Discussion Papers 5 Insurance 5 Tinbergen Institute Discussion Paper 5 CFS working paper series 4 European journal of operational research : EJOR 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Journal of econometrics 4 Research paper series / Swiss Finance Institute 4 Temi di discussione (Economic working papers) 4 Annals of financial economics 3 CFS Working Paper 3 Discussion paper series 3 Discussion papers / CEPR 3 ECB Working Paper 3 International journal of theoretical and applied finance 3 Journal of banking & finance 3 Journal of empirical finance 3 Journal of money, credit and banking : JMCB 3 SAFE working paper 3 The North American journal of economics and finance : a journal of financial economics studies 3 Tinbergen Institute Discussion Papers 3 Working Paper 3 Working paper series 3 Working papers 3 Agricultural Finance Review 2 Annals of economics and finance 2 Applied economics 2 Applied economics letters 2 Australian Journal of Management 2 CESifo Working Paper 2 CESifo working papers 2 Discussion Paper / Tilburg University, Center for Economic Research 2
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Source
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ECONIS (ZBW) 235 RePEc 131 EconStor 46 Other ZBW resources 6 BASE 3
Showing 1 - 10 of 421
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Tokenized gold in crypto markets : tracking accuracy and portfolio performance
Ashfaq, Muhammad; Pfeifer, Maximilian; Gürpinar, Tan; … - In: FinTech 5 (2026) 1, pp. 1-13
This paper examines the relationship between traditional gold (XAU) and its tokenized counterparts (PAXG and XAUT), providing an empirical assessment of how digital representations of real-world assets align with their underlying benchmarks. Using multi-year time series data, the study evaluates...
Persistent link: https://www.econbiz.de/10015628496
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Reconceptualizing central bank transparency : a multidimensional index and its implications for international equity portfolio allocation
Bhiri, Sana; BenMabrouk, Houda - In: International Journal of Financial Studies : open … 14 (2026) 3, pp. 1-25
This paper examines the influence of Monetary Policy Transparency on Foreign Equity Portfolio Allocation by addressing …, the findings highlight multidimensional transparency as a key determinant of Foreign Equity Portfolio Allocation … foreign equity portfolio allocation. …
Persistent link: https://www.econbiz.de/10015643313
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Estimation of high-dimensional volatility matrices with dynamic conditional correlation-embedded mixed factor structures
Dai, Runyu; Matsuda, Yasumasa - 2026
Persistent link: https://www.econbiz.de/10015641735
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A hybrid genetic algorithm with learning-to-rank-to-optimization for US equity portfolio construction
Kottas, Ferdinantos - In: International Journal of Financial Studies : open … 14 (2026) 4, pp. 1-46
This study develops and evaluates an equity selection pipeline that converts quarterly fundamentals into a monthly frequency, constructs profitability, leverage, liquidity, and growth characteristics, and learns a linear ranking model via a genetic algorithm (GA). The GA is trained to maximize...
Persistent link: https://www.econbiz.de/10015652184
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Are there other fish in the sea? : exploring the hedge, diversifier and safe-haven features of ESG investments
Pedini, Luca; Severini, Sabrina - In: Studies in economics and finance 42 (2025) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10015199632
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A sparse approximate factor model for high-dimensional covariance matrix estimation and portfolio selection
Daniele, Maurizio; Pohlmeier, Winfried; Zagidullina, Aygul - In: Journal of financial econometrics 23 (2025) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10015339161
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Household portfolios and monetary policy
Alzuabi, Raslan; Brown, Sarah; Kontonikas, Alexandros; … - In: International journal of finance & economics : IJFE 30 (2025) 4, pp. 4358-4377
Persistent link: https://www.econbiz.de/10015482782
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Navigating risk in crypto markets : connectedness and strategic allocation
Naifar, Nader - In: Risks : open access journal 13 (2025) 8, pp. 1-17
This study examined the dynamic interconnectedness and portfolio implications within the cryptocurrency ecosystem, focusing on five representative digital assets across the core functional categories: Layer 1 cryptocurrencies (Bitcoin (BTC) and Ethereum (ETH)), decentralized finance (Uniswap...
Persistent link: https://www.econbiz.de/10015449016
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Portfolio selection under systemic risk
Lin, Weidong; Olmo, Jose; Taamouti, Abderrahim - In: Journal of money, credit and banking : JMCB 57 (2025) 4, pp. 905-949
Persistent link: https://www.econbiz.de/10015471208
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Making GenAI smarter : evidence from a portfolio allocation experiment
Hornuf, Lars; Streich, David J.; Töllich, Niklas - 2025
implications of providing various types of domain-specific information to LLMs in a simple portfolio allocation task. We compare …
Persistent link: https://www.econbiz.de/10015396914
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