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  • Search: subject:"naive diversification"
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Year of publication
Subject
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Portfolio-Management 33 Portfolio selection 32 Diversification 26 Diversifikation 26 Naive diversification 23 Theorie 16 Theory 15 Anlageverhalten 11 Behavioural finance 11 naïve diversification 11 Capital income 8 Financial investment 8 Kapitalanlage 8 Kapitaleinkommen 8 Portfolio optimization 7 naive diversification 7 Asset allocation 6 Covariance matrix estimation 6 James-Stein estimation 6 Naïve diversification 6 Volatility 6 Volatilität 6 Sharpe ratio 5 CAPM 4 Markowitz 4 Out-of-sample performance 4 Risiko 4 Risikomaß 4 Risk 4 Risk measure 4 Shrinkage estimator 4 portfolio optimization 4 Certainty equivalent 3 Estimation 3 Foreign portfolio investment 3 Minimum-variance portfolio 3 Portfolio choice 3 Portfolio-Investition 3 Schätztheorie 3 Schätzung 3
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Online availability
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Undetermined 24 Free 19 CC license 1
Type of publication
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Article 35 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 30 Aufsatz in Zeitschrift 30 Working Paper 6 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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English 42 Undetermined 7
Author
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Frahm, Gabriel 11 Memmel, Christoph 6 Haensly, Paul J. 3 Wickern, Tobias 3 Wiechers, Christof 3 Arnaut-Berilo, Almira 2 Battiston, Stefano 2 Bevanda, Lea-Marija 2 Gerrans, Paul 2 Latoszek, Michał 2 Platanakis, Emmanouil 2 Platen, Eckhard 2 Rendek, Renata 2 Sutcliffe, Charles M. S. 2 Tasca, Paolo 2 Yap, Ghialy 2 Zaimović, Azra 2 Ślepaczuk, Robert 2 Abdallah, Mustafa 1 Aggarwal, Navdeep 1 An, Yunbi 1 Auer, Benjamin R. 1 Bagchi, Saurabh 1 Ben Abdelaziz, Fouad 1 Benjlijel, Bacem 1 Bessler, Wolfgang 1 Bird, Ron 1 Brauneis, Alexander 1 Cason, Timothy N. 1 Chibane, Messaoud 1 Cirulli, Antonello 1 Daugherty, Mary Schmid 1 Deghi, Andrea 1 Dertwinkel-Kalt, Markus 1 Du, Jiangze 1 Fernandes, Daniel 1 Fügener, Andreas 1 Gelmini, Matteo 1 Gupta, Mohit 1 Haley, M. Ryan 1
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Institution
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Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 3 HAL 2 Deutsche Bundesbank 1 Finance Discipline Group, Business School 1 London School of Economics (LSE) 1
Published in...
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Discussion Papers in Econometrics and Statistics 3 Discussion Papers in Statistics and Econometrics 3 Economics letters 3 Finance research letters 3 Economic modelling 2 Post-Print / HAL 2 The North American journal of economics and finance : a journal of financial economics studies 2 AStA Advances in Statistical Analysis 1 Advances in financial education : journal of the Financial Education Association 1 Annals of finance 1 Asia-Pacific journal of management research and innovation : APJMRI 1 Business Systems Research (BSR) 1 Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy 1 Discussion Paper Series 2 1 Discussion Paper Series 2: Banking and Financial Studies 1 Economics and business review 1 European journal of operational research : EJOR 1 Experimental economics : a journal of the Economic Science Association 1 International economics : the quarterly journal in international economics founded in 1980 by the CEPII 1 International journal of financial engineering 1 International journal of research in marketing : IJRM ; official journal of the European Marketing Academy 1 Investment management and financial innovations 1 Journal of asset management 1 Journal of business economics : JBE 1 Journal of economic dynamics & control 1 Journal of international financial markets, institutions & money 1 LSE Research Online Documents on Economics 1 Management Science 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Manufacturing & service operations management : M & SOM 1 Pacific-Basin Finance Journal 1 Pacific-Basin finance journal 1 Research Paper Series / Finance Discipline Group, Business School 1 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 1 The European journal of finance 1 The financial review : the official publication of the Eastern Finance Association 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working papers 1
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Source
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ECONIS (ZBW) 33 RePEc 11 EconStor 5
Showing 1 - 10 of 49
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Project portfolio selection with strategic buckets : the role of naïve diversification
Fügener, Andreas; Schiffels, Sebastian; Thonemann, Ulrich - In: Manufacturing & service operations management : M & SOM 27 (2025) 4, pp. 1242-1257
Persistent link: https://www.econbiz.de/10015433263
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Outperforming equal weighting
Cirulli, Antonello; Walker, Patrick S. - In: Economics letters 255 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015471320
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The equally weighted portfolio still remains a challenging benchmark
Gelmini, Matteo; Uberti, Pierpaolo - In: International economics : the quarterly journal in … 179 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015101599
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Salient cues and complexity
Dertwinkel-Kalt, Markus; Köster, Mats - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 428-469
Persistent link: https://www.econbiz.de/10015409717
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Mean-variance combining rules that outperform naïve diversification
Benjlijel, Bacem - In: International journal of financial engineering 9 (2022) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10014234353
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Performance of value and growth stocks in the aftermath of the global financial crisis
Bevanda, Lea-Marija; Zaimović, Azra; Arnaut-Berilo, Almira - In: Business Systems Research (BSR) 12 (2021) 2, pp. 268-283
performance of stock portfolios, which are created based on the naïve diversification rule and random weighting approach …
Persistent link: https://www.econbiz.de/10015408709
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Cover Image
Performance of value and growth stocks in the aftermath of the global financial crisis
Bevanda, Lea-Marija; Zaimović, Azra; Arnaut-Berilo, Almira - In: Business systems research : a system view accross … 12 (2021) 2, pp. 268-283
performance of stock portfolios, which are created based on the naïve diversification rule and random weighting approach …
Persistent link: https://www.econbiz.de/10013325400
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Cover Image
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad; Chibane, Messaoud - In: Economic modelling 122 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
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Does the inclusion of exposure to volatility into diversified portfolio improve the investment results?: portfolio construction from the perspective of a Polish investor
Latoszek, Michał; Ślepaczuk, Robert - 2019
Persistent link: https://www.econbiz.de/10012196568
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Network defense and behavioral biases : an experimental study
Woods, Daniel; Abdallah, Mustafa; Bagchi, Saurabh; … - In: Experimental economics : a journal of the Economic … 25 (2022) 1, pp. 254-286
Persistent link: https://www.econbiz.de/10012817411
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