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  • Search: subject:"portfolio efficiency"
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Year of publication
Subject
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Portfolio-Management 28 Portfolio selection 27 Theorie 15 Theory 15 portfolio efficiency 14 Portfolio efficiency 13 Investmentfonds 8 Mathematical programming 8 Mathematische Optimierung 8 Data envelopment analysis 7 Investment Fund 7 Stochastic process 7 Stochastischer Prozess 7 Data-Envelopment-Analyse 6 Efficiency 6 Effizienz 6 Technical efficiency 6 Technische Effizienz 6 CAPM 5 Capital income 5 Kapitaleinkommen 5 stochastic dominance 5 Estimation 4 Foreign portfolio investment 4 Portfolio-Investition 4 Schätzung 4 asset pricing 4 Aktienmarkt 3 Anlageverhalten 3 Behavioural finance 3 Bootstrap approach 3 Bootstrap-Verfahren 3 Efficient market hypothesis 3 Effizienzmarkthypothese 3 Estimation theory 3 Financial investment 3 Housing and portfolio choice 3 Kapitalanlage 3 Risiko 3 Risk 3
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Online availability
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Undetermined 18 Free 14 CC license 1
Type of publication
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Article 33 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 25 Aufsatz in Zeitschrift 25 Working Paper 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 research-article 1
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Language
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English 35 Undetermined 8
Author
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Kopa, Miloš 6 Branda, Martin 3 Pelizzon, Loriana 3 Post, Thierry 3 Weber, Guglielmo 3 Babalos, Vassilios 2 Caporale, Guglielmo Maria 2 Dupačová, Jitka 2 Fang, Yi 2 Fletcher, Jonathan 2 Isiker, Murat 2 Kopa, Milos̆ 2 Liu, Wenbin 2 Philippas, Nikolaos 2 Rupprecht, Manuel 2 Tas, Oktay 2 Tichý, Tomáš 2 Tokmakcioglu, Kaya 2 Ugurlu, Umut 2 Xiao, Helu 2 Zhou, Zhongbao 2 Abate, Guido 1 Bodnar, Taras 1 Chow, K. Victor 1 Ciou, Pei-Shan 1 Ferreira, Nuno Barbosa 1 Ferson, Wayne E. 1 Firdauzi, Vivi 1 Galakis, John 1 Gozgor, Giray 1 Guo, Fusen 1 GÜRAN, Celal Barkan 1 Hardoroudi, Nasim Dehghan 1 Hsieh, Tsung-Yu 1 Kallio, Markku 1 Kan, Raymond 1 Klein, Rudolf F. 1 Kopam, Milos̆ 1 Lau, Chi Keung 1 Laurini, Márcio Poletti 1
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Institution
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Dipartimento di Economia, Università Ca' Foscari Venezia 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, College of Business and Economics 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 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. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
European journal of operational research : EJOR 3 International review of economics & finance : IREF 2 Omega : the international journal of management science 2 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 2 "Marco Fanno" Working Papers 1 4OR : a quarterly journal of operations research 1 Annals of Economics and Finance 1 Applied economics 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 DIW Discussion Papers 1 Discussion Papers of DIW Berlin 1 ERIM Report Series Research in Management 1 Emerging Markets Finance and Trade 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 European Journal of Operational Research 1 Financial markets and asset pricing 1 Financial markets and portfolio management 1 Folia oeconomica Stetinensia : FOS 1 Iktisat Isletme ve Finans 1 International Journal of Islamic and Middle Eastern Finance and Management 1 International journal of Islamic and Middle Eastern finance and management 1 International journal of behavioural accounting and finance : IJBAF 1 International journal of portfolio analysis and management : IJPAM 1 Journal of Risk and Financial Management 1 Journal of empirical finance 1 Journal of investment management : JOIM 1 Journal of risk and financial management : JRFM 1 MPRA Paper 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 OR spectrum : quantitative approaches in management 1 Operations research letters 1 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. 1 Research in international business and finance 1 Statistics & Risk Modeling 1 The European journal of finance 1 The empirical economics letters : a monthly international journal of economics 1 Working Papers / Department of Economics, College of Business and Economics 1 Working papers series in theoretical and applied economics 1
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Source
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ECONIS (ZBW) 27 RePEc 12 EconStor 2 Other ZBW resources 2
Showing 1 - 10 of 43
Cover Image
Exploring the diversification benefits of US international equity closed-end funds
Fletcher, Jonathan - In: Financial markets and portfolio management 36 (2022) 3, pp. 297-320
Persistent link: https://www.econbiz.de/10013431697
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Does financial advisors improve portfolio efficiency for individual investors? : evidence from large-scale microdata
Guo, Fusen; Li, Feng; Lu, Xiaomeng - In: International review of economics & finance : IREF 91 (2024), pp. 400-412
Persistent link: https://www.econbiz.de/10014492162
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Household wealth: Low-yielding and poorly structured?
Radke, Marc-Peter; Rupprecht, Manuel - In: Journal of Risk and Financial Management 14 (2021) 3, pp. 1-40
, overall real yields were significantly lower after 2008. Referring to portfolio efficiency, we find that current portfolios …
Persistent link: https://www.econbiz.de/10012611656
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Household wealth : low-yielding and poorly structured?
Radke, Marc Peter; Rupprecht, Manuel - In: Journal of risk and financial management : JRFM 14 (2021) 3/99, pp. 1-40
, overall real yields were significantly lower after 2008. Referring to portfolio efficiency, we find that current portfolios …
Persistent link: https://www.econbiz.de/10012484914
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Investor flow-chasing and price-performance puzzle : evidence from global infrastructure funds
Xu, Ruihui; Zhang, Xuliang; Gozgor, Giray; Lau, Chi Keung; … - In: Research in international business and finance 65 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014432627
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Portfolio efficiency tests with conditioning information : comparing GMM and GEL estimators
Vigo, Caio; Laurini, Márcio Poletti - 2020
Persistent link: https://www.econbiz.de/10012312843
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Estimation of portfolio efficiency in nonconvex settings : a free disposal hull estimator with non-increasing returns to scale
Xiao, Helu; Zhou, Zhongbao; Ren, Teng; Liu, Wenbin - In: Omega : the international journal of management science 111 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013271740
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Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach
Xiao, Helu; Ren, Tiantian; Zhou, Zhongbao; Liu, Wenbin - In: Omega : the international journal of management science 103 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012581724
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How does entrepreneurship influence the efficiency of household portfolios?
Li, Rui; Qian, Yanhong - In: The European journal of finance 27 (2021) 13, pp. 1282-1302
Persistent link: https://www.econbiz.de/10012653092
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International equity U.S. mutual funds and diversification benefits
Fletcher, Jonathan - In: International review of economics & finance : IREF 76 (2021), pp. 246-257
Persistent link: https://www.econbiz.de/10013175804
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