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  • Search: subject:"Portfolio analysis"
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Year of publication
Subject
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Portfolio-Management 99 portfolio analysis 98 Portfolio selection 97 Portfolio analysis 88 Theorie 36 Theory 36 CAPM 16 Capital income 16 Kapitaleinkommen 16 Risiko 16 Börsenkurs 15 Risk 15 Risk management 15 Portfolio Analysis 13 Share price 13 Risikomanagement 12 Anlageverhalten 10 Behavioural finance 10 Mathematical programming 10 Mathematische Optimierung 10 Nachhaltige Kapitalanlage 10 Stock market 10 Sustainable investment 10 Welt 10 World 10 Aktienmarkt 9 Climate change 9 Corporate Social Responsibility 9 Korrelation 9 Schätzung 9 Asset pricing models 8 Correlation 8 Estimation 8 Risikomaß 8 Risk measure 8 Stochastic process 8 Stochastischer Prozess 8 Climate policy 7 Corporate social responsibility 7 Klimawandel 7
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Online availability
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Free 106 Undetermined 103 CC license 6
Type of publication
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Article 162 Book / Working Paper 68 Other 1
Type of publication (narrower categories)
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Article in journal 98 Aufsatz in Zeitschrift 98 Working Paper 14 Graue Literatur 13 Non-commercial literature 13 Arbeitspapier 9 Article 9 research-article 4 Aufsatzsammlung 2 Hochschulschrift 2 Online-Ressource 1 Research Report 1 Thesis 1
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Language
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English 143 Undetermined 88 German 1
Author
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Ziegler, Andreas 8 Allen, David E. 4 Busch, Timo 4 Mollet, Janick Christian 4 Steinbacher, Matjaz 4 Hoffmann, Volker H. 3 MacGill, Iain F. 3 Nalley, Lawton Lanier 3 Post, Thierry 3 Schmid, Wolfgang 3 Vithayasrichareon, Peerapat 3 Abdi, Farshid 2 Abolmakarem, Shaghayegh 2 Ali, Shoaib 2 Arvanitis, Stelios 2 Asseldonk, Marcel A.P.M. Van 2 Azar, Samih Antoine 2 Bank, Semra 2 Barkley, Andrew P. 2 Bernardini, Enrico 2 Bodnar, Taras 2 Chib, Siddhartha 2 Deshkovski, A. 2 Dornan, Matthew 2 Doukas, Haris 2 Dzeshkovskaia, A. 2 Eckel, Stefanie 2 Fanari, Marco 2 Figueiredo, Rosa 2 Flier, Kees Van Der 2 Foscolo, Enrico 2 Franco Ramos, Danilo Guimarães 2 Frota, Yuri 2 Gao, Jiti 2 Garcia Pena, Marina 2 Glensk, Barbara 2 Graves, Philip E. 2 Gruis, Vincent 2 Grzegorz, Michalski 2 Hignight, Jeffrey A. 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 International Monetary Fund 5 International Monetary Fund (IMF) 5 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 3 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 3 European Association of Agricultural Economists - EAAE 2 Inter-American Development Bank 2 Southern Agricultural Economics Association - SAEA 2 Associazione Italiana di Economia Agraria e Applicata - AIEAA 1 Australian Agricultural and Resource Economics Society - AARES 1 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 Department of Economics, University of Peloponnese 1 Finance Discipline Group, Business School 1 Henley Business School, University of Reading 1 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 1 Institute for International Integration Studies (IIIS), Trinity College Dublin 1 MASTER CONSULTORES 1 Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition 1 School of Economics, University College Dublin 1 Science and Technology Policy Research (SPRU), School of Business, Management and Economics 1 Socio-Economic Marine Research Unit, National University of Ireland 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Universität Mannheim 1 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 1 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 1
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Published in...
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MPRA Paper 8 Energy economics 5 Finance research letters 5 IMF Staff Country Reports 5 European journal of operational research : EJOR 4 Quantitative Finance 4 ERIM Report Series Research in Management 3 Management Science 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 3 Research in international business and finance 3 Annals of Finance 2 Energy 2 Energy Economics 2 Energy Policy 2 Folia oeconomica Stetinensia : FOS 2 Global finance journal 2 IDB Publications (Working Papers) 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 International review of economics & finance : IREF 2 Journal of Agricultural and Applied Economics 2 Journal of Agricultural and Resource Economics 2 Metrika 2 South East European Journal of Economics and Business 2 Swiss Finance Institute Research Paper Series 2 101st Seminar, July 5-6, 2007, Berlin Germany 1 108th Seminar, February 8-9, 2008, Warsaw, Poland 1 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 1 2011 Conference (55th), February 8-11, 2011, Melbourne, Australia 1 2014 Third Congress, June 25-27, 2014, Alghero, Italy 1 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 1 AStA Advances in Statistical Analysis 1 Acta Oeconomica Pragensia 1 Acta scientiarum polonorum / Oeconomia : czasopismo naukowe założone w 2001 roku przez polskie uczelnie rolnicze 1 Agricultural and Food Economics 1 Agricultural and Food Economics : AFE 1 American journal of agricultural economics 1 Annals of finance 1 Análisis económico 1 Applied Energy 1
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Source
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ECONIS (ZBW) 116 RePEc 93 EconStor 15 Other ZBW resources 5 BASE 2
Showing 1 - 10 of 231
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Empirical analysis of the dogs of the dow trading strategy : Polish evidence
Ziarko-Siwek, Urszula - In: Contemporary economics 20 (2026) 1, pp. 112-134
This study examines how effective the Dogs of the Dow (DoD) investment strategy, popular in the USA, was for the Polish blue-chip stock market between 2002-2023. This strategy involves investing the same amount of funds each year in shares of ten companies called Dogs of Dow with the highest...
Persistent link: https://www.econbiz.de/10015625934
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Empirical analysis of the dogs of the dow trading strategy: Polish evidence
Ziarko-Siwek, Urszula - In: Contemporary Economics 20 (2026) 1, pp. 112-134
This study examines how effective the Dogs of the Dow (DoD) investment strategy, popular in the USA, was for the Polish blue-chip stock market between 2002-2023. This strategy involves investing the same amount of funds each year in shares of ten companies called Dogs of Dow with the highest...
Persistent link: https://www.econbiz.de/10015634204
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Analyzing airline fleet resilience using the disruption funnel framework
Elhamy, H. A.; Eltawil, A. B. - In: Logistics 9 (2025) 1, pp. 1-23
Background: Defining the optimal fleet portfolio is a crucial process in airline planning. The published efforts in literature provide ways to anticipate the disruption effects on the passenger demand; however, the proposed solution in this paper provides visibility on the impact of sustainable...
Persistent link: https://www.econbiz.de/10015337476
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Mean-variance portfolio optimization using jackknife empirical likelihood estimation of tail conditional variance
Nargunam, Rupel; Sudheesh, K. K. - 2025
Persistent link: https://www.econbiz.de/10015437097
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Real-world asset tokens and commodities : static and dynamic linkages
Tiwari, Aviral Kumar; Abdullah, Mohammad; Sarker, … - In: China Accounting and Finance Review 27 (2025) 5, pp. 759-788
transmitted. Portfolio analysis underscores potential diversification opportunities between RWAs and commodities, offering …
Persistent link: https://www.econbiz.de/10015551344
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The international retirement savings dilemma : insights from U.S. IRAs with global relevance
Porter, Brian E. - In: Research papers in economics and finance : REF 9 (2025) 1, pp. 167-186
This study evaluates the long-term financial outcomes of Roth and traditional IRAs, with their different tax advantages. Global applicability to countries with similar types of retirement plans is emphasized. A full factorial simulation assessed 54 unique combinations of IRA type, investment...
Persistent link: https://www.econbiz.de/10015559995
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A partial correlation-based connectedness approach : extreme dependence among commodities and portfolio implications
Shahzad, Syed Jawad Hussain; Bouri, Elie; Karim, Sitara; … - In: Energy economics 144 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015590190
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Can Chinese investors manage climate risk domestically and globally?
Liu, Yike; Xu, Zihan; Xing, Xiaoyun; Zhu, Yuxuan - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015271315
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A portfolio perspective on euro area bank profitability using stress test data
Mirza, Harun; Salleo, Carmelo; Trachana, Zoe - 2024
This study assesses euro area banks' profitability using granular stress test data from three EU-wide exercises, coordinated by the European Banking Authority, that took place in 2016, 2018, and 2021. We propose a credit portfolio-level risk-adjusted return on assets for the euro area as a whole...
Persistent link: https://www.econbiz.de/10015061511
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What if expected outcomes are not the most likely outcomes? : four basic case studies which give pause for thought
Anderson, Gordon - 2024
Persistent link: https://www.econbiz.de/10015064602
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