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  • Search: subject:"portfolio analysis"
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Year of publication
Subject
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portfolio analysis 95 Portfolio-Management 93 Portfolio selection 91 Portfolio analysis 84 Theorie 34 Theory 34 CAPM 16 Risiko 15 Risk management 15 Capital income 14 Kapitaleinkommen 14 Risk 14 Börsenkurs 13 Portfolio Analysis 13 Risikomanagement 12 Share price 11 Mathematical programming 10 Mathematische Optimierung 10 Anlageverhalten 9 Behavioural finance 9 Climate change 9 Corporate Social Responsibility 9 Nachhaltige Kapitalanlage 9 Stock market 9 Sustainable investment 9 Welt 9 World 9 Aktienmarkt 8 Asset pricing models 8 Korrelation 8 Risikomaß 8 Risk measure 8 Schätzung 8 Stochastic process 8 Stochastischer Prozess 8 Climate policy 7 Corporate social responsibility 7 Correlation 7 Estimation 7 Klimawandel 7
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Online availability
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Free 101 Undetermined 99 CC license 3
Type of publication
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Article 154 Book / Working Paper 67 Other 1
Type of publication (narrower categories)
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Article in journal 91 Aufsatz in Zeitschrift 91 Working Paper 14 Graue Literatur 13 Non-commercial literature 13 Arbeitspapier 9 Article 8 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 134 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 IMF Staff Country Reports 5 Energy economics 4 European journal of operational research : EJOR 4 Finance research letters 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 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 Research in international business and finance 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) 108 RePEc 93 EconStor 14 Other ZBW resources 5 BASE 2
Showing 1 - 10 of 222
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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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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/10015123026
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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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Factor selection and structural breaks
Chib, Siddhartha; Smith, Simon C. - 2024 - Draft: May 31, 2024
Persistent link: https://www.econbiz.de/10015055696
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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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Return and volatility connectedness between agricultural tokens and us equity sectors
Ali, Shoaib; Yousfi, Mohamed; Chughtai, Sumayya; Min … - In: Research in international business and finance 72 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015065749
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Risk quantization by magnitude and propensity
Faugeras, Olivier; Pagès, Gilles - In: Insurance : mathematics and economics 116 (2024), pp. 134-147
Persistent link: https://www.econbiz.de/10015066797
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A statistical learning approach to pasture, rangeland, forage (PRF) insurance coverage selection
Zapata, Samuel D.; Villavicencio, Xavier; Xicay, Anderson - In: Applied economic perspectives and policy 46 (2024) 4, pp. 1429-1449
Persistent link: https://www.econbiz.de/10015135227
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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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