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  • Search: subject:"Portfolio Optimization"
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Year of publication
Subject
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Portfolio-Management 51,252 Portfolio selection 51,233 Theorie 22,090 Theory 22,074 Kapitaleinkommen 9,201 Capital income 9,200 Anlageverhalten 8,798 Behavioural finance 8,785 Risk 6,458 Risiko 6,406 Investmentfonds 5,458 Investment Fund 5,446 CAPM 4,737 Kapitalanlage 4,702 Risikomanagement 4,581 Financial investment 4,574 Risk management 4,457 Börsenkurs 3,674 Share price 3,667 Welt 3,539 World 3,539 Risikomaß 3,138 Risk measure 3,133 USA 2,951 Volatilität 2,937 Volatility 2,935 United States 2,918 Aktienmarkt 2,907 Estimation 2,900 Schätzung 2,898 Stock market 2,886 Hedging 2,622 Financial market 2,138 Finanzmarkt 2,136 Finanzanalyse 2,054 Financial analysis 2,017 Institutional investor 1,977 Institutioneller Investor 1,977 Mathematical programming 1,962 Mathematische Optimierung 1,962
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Online availability
All
Free 18,101 Undetermined 13,081 CC license 914
Type of publication
All
Article 27,733 Book / Working Paper 23,945 Journal 83 Other 3
Type of publication (narrower categories)
All
Article in journal 24,562 Aufsatz in Zeitschrift 24,562 Graue Literatur 6,918 Non-commercial literature 6,918 Working Paper 6,361 Arbeitspapier 6,318 Aufsatz im Buch 2,472 Book section 2,472 Hochschulschrift 1,582 Thesis 1,243 Collection of articles of several authors 507 Sammelwerk 507 Lehrbuch 437 Textbook 402 Aufsatzsammlung 273 Collection of articles written by one author 256 Sammlung 256 Bibliografie enthalten 214 Bibliography included 214 Ratgeber 159 Handbook 154 Handbuch 154 Conference paper 150 Konferenzbeitrag 150 Glossar enthalten 132 Glossary included 132 Guidebook 125 Konferenzschrift 121 Case study 88 Fallstudie 88 Conference proceedings 81 Article 61 Reprint 52 Systematic review 51 Übersichtsarbeit 51 Mikroform 42 Bibliografie 36 Amtsdruckschrift 32 Government document 32 Forschungsbericht 26
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Language
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English 48,699 German 2,301 Undetermined 350 French 182 Italian 67 Spanish 59 Polish 45 Dutch 25 Portuguese 15 Swedish 14 Hungarian 13 Russian 12 Danish 7 Finnish 7 Czech 3 Slovak 3 Arabic 2 Bulgarian 2 Norwegian 2 Serbian 2 Afrikaans 1 Croatian 1 Lithuanian 1 Romanian 1
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Author
All
Fabozzi, Frank J. 254 Maurer, Raimond 135 Mitchell, Olivia S. 125 Guidolin, Massimo 101 Platen, Eckhard 99 Zaremba, Adam 95 Satchell, Stephen 86 Campbell, John Y. 85 Lo, Andrew W. 82 Ang, Andrew 75 McAleer, Michael 75 Gollier, Christian 73 Uppal, Raman 69 Wong, Wing Keung 69 Hens, Thorsten 64 Korn, Ralf 64 Kraft, Holger 64 Markowitz, Harry 60 Stambaugh, Robert F. 60 Lee, Cheng F. 58 Weber, Martin 58 Wermers, Russ 58 Levy, Haim 57 Zagst, Rudi 57 Kelly, Bryan T. 56 Prigent, Jean-Luc 54 Bodie, Zvi 53 Post, Thierry 53 Viceira, Luis M. 53 Zhou, Guofu 52 Blake, David 51 Schenk-Hoppé, Klaus Reiner 51 Van Wincoop, Eric 50 Lucas, André 49 Härdle, Wolfgang 48 Račev, Svetlozar T. 48 Bali, Turan G. 47 Clare, Andrew D. 47 Hammoudeh, Shawkat 47 Li, Duan 47
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Institution
All
National Bureau of Economic Research 610 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 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 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Ekonomiska forskningsinstitutet <Stockholm> 9 Erasmus Research Institute of Management 9 European Innovation Council and SMEs Executive Agency 9 Pensions Institute 9 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 9 FinanzBuch Verlag 8 Goethe-Universität Frankfurt am Main 8 HAL 8 Society for Computational Economics - SCE 8 European University Institute / Department of Law 7 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 7 Friedrich-Schiller-Universität Jena 7 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 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 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 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
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Published in...
All
Journal of banking & finance 670 Finance research letters 644 NBER working paper series 606 Working paper / National Bureau of Economic Research, Inc. 481 European journal of operational research : EJOR 445 NBER Working Paper 441 Insurance / Mathematics & economics 419 International review of financial analysis 372 Journal of financial economics 338 The journal of portfolio management : a publication of Institutional Investor 291 Journal of economic dynamics & control 268 The journal of asset management 268 Management science : journal of the Institute for Operations Research and the Management Sciences 266 Research paper series / Swiss Finance Institute 262 Journal of empirical finance 255 International review of economics & finance : IREF 250 Applied economics 249 The journal of finance : the journal of the American Finance Association 246 International journal of theoretical and applied finance 235 Pacific-Basin finance journal 227 Quantitative finance 227 Discussion paper / Centre for Economic Policy Research 214 The European journal of finance 210 Finance and stochastics 209 Risks : open access journal 209 Economic modelling 201 The North American journal of economics and finance : a journal of financial economics studies 195 The review of financial studies 194 Economics letters 188 Journal of financial and quantitative analysis : JFQA 186 Research in international business and finance 186 SpringerLink / Bücher 183 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 172 Discussion papers / CEPR 171 The journal of investing 169 Swiss Finance Institute Research Paper 168 Journal of investment management : JOIM 162
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Source
All
ECONIS (ZBW) 51,245 RePEc 392 EconStor 105 Other ZBW resources 14 BASE 8
Showing 11 - 20 of 51,764
Cover Image
Smoothing out momentum and reversal
Chitsiripanich, Soros; Paolella, Marc S.; Polak, Pawel; … - 2024
Persistent link: https://www.econbiz.de/10015110735
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Competing in daily fantasy sports using generative models
Mlčoch, David; Hubáček, Ondřej - In: International transactions in operational research : a … 31 (2024) 3, pp. 1515-1532
Persistent link: https://www.econbiz.de/10014470559
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Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Havrylenko, Yevhen; Hinken, Maria; Zagst, Rudi - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 129-158
Persistent link: https://www.econbiz.de/10014485603
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An averaging framework for minimum-variance portfolios: optimal rules for combining portfolio weights
Füss, Roland; Glück, Thorsten; Koeppel, Christian; … - 2024
Persistent link: https://www.econbiz.de/10014485762
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Enhancing portfolio decarbonization through sensitivityVaR and distorted stochastic dominance
Rohmawati, Aniq; Neswan, Oki; Puspita, Dila; Syuhada, … - 2024
Scope 3 emissions-on portfolio optimization, focusing on key sectors like technology, energy, and consumer goods. The …
Persistent link: https://www.econbiz.de/10015135770
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Do jumps matter in discrete-time portfolio optimization?
Escobar, Marcos; Spies, Ben; Zagst, Rudi - In: Operations research perspectives 13 (2024), pp. 1-13
This paper studies a discrete-time portfolio optimization problem, wherein the underlying risky asset follows a Lévy …
Persistent link: https://www.econbiz.de/10015372635
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Portfolio optimization with artificial hummingbird algorithm for cement industry
Çimen, Murat - In: Istanbul business research 53 (2024) 3, pp. 351-378
Portfolio optimization, which is performed while investing in any asset, is an important issue for all investors and … years, was implemented for portfolio optimization by adapting it to Modern Portfolio Theory. Stocks have been selected as …
Persistent link: https://www.econbiz.de/10015411548
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Finding the optimal currency composition of foreign exchange reserves with a quantum computer
Veselý, Martin - 2023
Persistent link: https://www.econbiz.de/10014233983
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Investment opportunities in the energy market : what can be learnt from different energy sectors
Uddin, Mohammed Gazi Salah; Sahamkhadam, Maziar; Yahya, … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3611-3636
Persistent link: https://www.econbiz.de/10014429155
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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