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Year of publication
Subject
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Portfolio selection 39,770 Portfolio-Management 39,645 Theorie 17,007 Theory 17,001 Capital income 5,995 Kapitaleinkommen 5,995 Anlageverhalten 4,740 Behavioural finance 4,706 Risk 4,036 Risiko 4,022 CAPM 3,444 Investmentfonds 3,388 Investment Fund 3,359 Kapitalanlage 3,211 Risikomanagement 3,184 Financial investment 3,074 Risk management 3,010 USA 2,975 United States 2,941 Schätzung 2,595 Estimation 2,593 Welt 2,447 World 2,445 Risikomaß 2,427 Risk measure 2,418 Börsenkurs 2,288 Share price 2,280 Aktienmarkt 2,216 Stock market 2,184 Hedging 2,066 Volatilität 1,881 Volatility 1,873 Finanzanalyse 1,580 Kreditrisiko 1,578 Credit risk 1,550 Financial analysis 1,530 Mathematical programming 1,526 Mathematische Optimierung 1,526 Finanzmarkt 1,488 Financial market 1,487
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Online availability
All
Free 12,988 Undetermined 8,328
Type of publication
All
Article 20,976 Book / Working Paper 19,728 Journal 80 Other 4
Type of publication (narrower categories)
All
Article in journal 18,326 Aufsatz in Zeitschrift 18,326 Graue Literatur 5,912 Non-commercial literature 5,912 Working Paper 5,275 Arbeitspapier 5,238 Aufsatz im Buch 2,225 Book section 2,225 Hochschulschrift 1,606 Thesis 1,284 Collection of articles of several authors 511 Sammelwerk 511 Lehrbuch 443 Textbook 416 Collection of articles written by one author 255 Sammlung 255 Bibliografie enthalten 227 Bibliography included 227 Aufsatzsammlung 217 Ratgeber 161 Handbook 156 Handbuch 156 Dissertation u.a. Prüfungsschriften 152 Glossar enthalten 133 Glossary included 133 Guidebook 128 Konferenzschrift 114 Conference paper 113 Konferenzbeitrag 113 Case study 84 Fallstudie 84 Conference proceedings 82 Amtsdruckschrift 54 Government document 54 Systematic review 52 Übersichtsarbeit 52 Reprint 50 Bibliografie 36 Mehrbändiges Werk 29 Multi-volume publication 29
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Language
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English 37,382 German 2,609 Undetermined 384 French 185 Italian 67 Spanish 60 Polish 45 Dutch 25 Swedish 14 Hungarian 13 Russian 12 Portuguese 11 Danish 7 Finnish 6 Czech 3 Slovak 3 Arabic 2 Bulgarian 2 Norwegian 2 Romanian 2 Serbian 2 Afrikaans 1 Croatian 1
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Author
All
Fabozzi, Frank J. 228 Maurer, Raimond 120 Mitchell, Olivia S. 104 Platen, Eckhard 92 Guidolin, Massimo 89 Satchell, Stephen 75 McAleer, Michael 72 Campbell, John Y. 71 Hens, Thorsten 67 Lo, Andrew W. 67 Gollier, Christian 66 Ang, Andrew 64 Kraft, Holger 62 Uppal, Raman 62 Markowitz, Harry 54 Schenk-Hoppé, Klaus Reiner 54 Korn, Ralf 53 Wong, Wing Keung 53 Levy, Haim 52 Li, Duan 52 Blake, David 51 Bodie, Zvi 49 Weber, Martin 49 Elton, Edwin J. 48 Stambaugh, Robert F. 48 Viceira, Luis M. 48 Wermers, Russ 46 Gürtler, Marc 44 Lucas, André 44 Pedersen, Lasse Heje 44 Prigent, Jean-Luc 44 Post, Thierry 43 Zagst, Rudi 43 Kempf, Alexander 42 Račev, Svetlozar T. 42 Hammoudeh, Shawkat 41 Scherer, Bernd 41 Vanduffel, Steven 41 Zhou, Guofu 41 Başak, Suleyman 40
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Institution
All
National Bureau of Economic Research 512 Institut für Schweizerisches Bankwesen <Zürich> 28 Institute of Finance and Accounting <London> 19 National Centre of Competence in Research North South <Bern> 17 Frank J. Fabozzi Associates <New Hope, Pa.> 15 Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion 13 Springer Fachmedien Wiesbaden 13 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 13 Rodney L. White Center for Financial Research 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 Basel Committee on Banking Supervision 11 Fisher Investments Inc. <Woodside, Calif.> 11 OECD 11 Universität Zürich / Institut für Schweizerisches Bankwesen 11 World Bank 11 Center for Economic Research <Tilburg> 10 Frankfurt School of Finance & Management 10 International Center for Financial Asset Management and Engineering 10 Pensions Institute 10 Ekonomiska forskningsinstitutet <Stockholm> 9 Manchester Business School 9 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 9 CFA Institute <Charlottesville, Va.> 8 Erasmus Research Institute of Management 8 Center for Urban & Real Estate Management <Zürich> 7 European University Institute / Department of Law 7 FinanzBuch Verlag 7 Goethe-Universität Frankfurt am Main 7 Universität Mannheim 7 Association of European Operational Research Societies / Working Group on Financial Modelling 6 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. 6 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 6 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 6 Federal Reserve Bank of St. Louis 6 Institut für Finanzdienstleistungen Zug 6 Nationalekonomiska Institutionen <Lund> 6 Springer International Publishing 6 World Bank Group 6 Association for Investment Management and Research 5 Börsen-Buchverlag 5
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Published in...
All
Journal of banking & finance 550 NBER working paper series 508 Working paper / National Bureau of Economic Research, Inc. 459 Insurance / Mathematics & economics 368 European journal of operational research : EJOR 357 Finance research letters 269 The journal of asset management 255 The journal of portfolio management : a publication of Institutional Investor 253 NBER Working Paper 252 Journal of financial economics 251 Journal of economic dynamics & control 238 International review of financial analysis 227 The journal of finance : the journal of the American Finance Association 225 International journal of theoretical and applied finance 220 Research paper series / Swiss Finance Institute 211 Discussion paper / Centre for Economic Policy Research 209 Finance and stochastics 190 The review of financial studies 189 Applied economics 188 Management science : journal of the Institute for Operations Research and the Management Sciences 180 Journal of empirical finance 179 Mathematical finance : an international journal of mathematics, statistics and financial theory 177 Journal of financial and quantitative analysis : JFQA 174 Quantitative finance 160 The European journal of finance 155 Economic modelling 154 Journal of risk and financial management : JRFM 147 SpringerLink / Bücher 145 The journal of investing 140 Risks : open access journal 136 The North American journal of economics and finance : a journal of financial economics studies 136 Journal of investment management : JOIM 132 Economics letters 131 The journal of wealth management 131 Wiley finance series 125 International review of economics & finance : IREF 123 Applied economics letters 117 Working paper 112 Applied financial economics 111 Pacific-Basin finance journal 109
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Source
All
ECONIS (ZBW) 39,799 USB Cologne (EcoSocSci) 406 RePEc 348 USB Cologne (business full texts) 160 EconStor 59 BASE 15 Other ZBW resources 1
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Showing 1 - 10 of 40,788
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Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; … - 2022 - This version: January 2022
Multivariate GARCH models do not perform well in large dimensions due to the so-called curse of dimensionality. The recent DCC-NL model of Engle et al. (2019) is able to overcome this curse via nonlinear shrinkage estimation of the unconditional correlation matrix. In this paper, we show how...
Persistent link: https://www.econbiz.de/10013040932
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Mean-p portfolio selection and p-arbitrage for coherent risk measures
Herdegen, Martin; Khan, Nazem - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
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Markowitz portfolios under transaction costs
Ledoit, Olivier; Wolf, Michael - 2022
Markowitz portfolio selection is a cornerstone in finance, both in academia and in the industry. Most academic studies … transaction costs to be constant across stocks and (ii) ignoring them at the portfolio-selection state and simply paying them … (properly) at the portfolio-selection stage, net performance in terms of the Sharpe ratio increases, particularly so for high …
Persistent link: https://www.econbiz.de/10013440073
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Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022
Persistent link: https://www.econbiz.de/10013263291
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Bear beta or speculative beta? : reconciling the evidence on downside risk premium
In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 325-367
Persistent link: https://www.econbiz.de/10013543164
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Carbon dioxide as a risky asset
Bauer, Adam Michael; Proistosescu, Cristian; Wagner, Gernot - 2023
We develop a financial-economic model for carbon pricing with an explicit representation of decision making under risk and uncertainty that is consistent with the Intergovernmental Panel on Climate Change's sixth assessment report. We find that this approach provides economic support for the...
Persistent link: https://www.econbiz.de/10013549072
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The statistics of time varying cross-sectional information coefficients
Ding, Zhuanxin; Sun, Yixiao - In: The journal of asset management : a major new, … 24 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10013556592
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Market timing and predictability in FX markets
Maurer, Thomas; Tran, Ngoc-Khanh - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 223-246
Persistent link: https://www.econbiz.de/10013543159
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Test for trading costs effect in a portfolio selection problem with recursive utility
Carrasco, Marine; Koné, N’Golo - 2023
Persistent link: https://www.econbiz.de/10013499446
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Do pension funds reach for yield? : evidence from a new database
Konradt, Maximilian - 2023 - This version: February 1st, 2023
This paper investigates the financial risk-taking behavior of pension funds since 2000. I assemble a new database containing portfolio holdings of more than 100 pension funds from 14 advanced economies. The study reveals three key findings. First, I show that pension fund portfolios have become...
Persistent link: https://www.econbiz.de/10013540615
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