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  • Search: subject_exact:"Portfolio selection
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Year of publication
Subject
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Portfolio selection 261 Portfolio-Management 261 Portfolio 157 portfolio 138 Theorie 104 Theory 104 Capital income 77 Kapitaleinkommen 77 Risk 42 Aktienmarkt 37 Stock market 37 Risiko 35 Börsenkurs 32 Share price 32 Volatility 32 Volatilität 32 Anlageverhalten 31 Behavioural finance 31 Financial investment 28 Kapitalanlage 28 CAPM 26 Welt 26 World 26 Foreign portfolio investment 24 Portfolio-Investition 24 Risikomanagement 24 Risk management 24 Correlation 20 Diversification 20 Korrelation 20 Risikomaß 20 Risk measure 20 Estimation 18 Schätzung 18 Hedging 17 Stochastic process 17 Stochastischer Prozess 17 risk 16 Diversifikation 15 diversification 15
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Online availability
All
Undetermined 155 Free 84 CC license 21
Type of publication
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Article 267 Book / Working Paper 28 Other 1
Type of publication (narrower categories)
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Article in journal 244 Aufsatz in Zeitschrift 244 Graue Literatur 15 Non-commercial literature 15 Working Paper 14 Arbeitspapier 13 Article 3 Aufsatz im Buch 3 Book section 3 Conference paper 1 Konferenzbeitrag 1 Thesis 1 research-article 1
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Language
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English 269 Undetermined 24 Spanish 3
Author
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Wang, Yudong 6 Liu, Li 5 Narayan, Paresh Kumar 5 Alghalith, Moawia 4 Dinh Hoang Bach Phan 4 Narayan, Seema 4 Abakah, Emmanuel Joel Aikins 3 Baumöhl, Eduard 3 Lyócsa, Štefan 3 Pan, Zhiyuan 3 Rutkauskas, Aleksandras Vytautas 3 Stasytytė, Viktorija 3 Wu, Chongfeng 3 Abdullah, Mohammad 2 Almeida, António Manuel Martins de 2 Alvarez Carrillo, Pavel A. 2 Banihashemi, Shokoofeh 2 Belderbos, René 2 Birkan, Elif 2 Chopra, Monika 2 Danko, Jakub 2 Deng, Xue 2 Dorsey, Terry 2 Dupuy, Philippe 2 García-Cañedo, Alma Iliana 2 Garrod, Brian 2 Geng, Fengting 2 Horváth, Matúš 2 Kakushadze, Zura 2 Kaya, Halil D. 2 Kayal, Parthajit 2 Korkmaz, Turhan 2 Kundu, Amit 2 Kwok, Julia S. 2 Li, Ting 2 Li, Xin 2 López-Parra, Pavel 2 Ma, Feng 2 Mallory, Mindy L. 2 Masset, Philippe 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Financial Studies 1 Central Bank of Malta 1 Deutsche Bundesbank 1 Geneva School of Economics and Management, Université de Genève 1 IÉSEG School of Management, Université Catholique de Lille 1 London School of Economics (LSE) 1 Southern Agricultural Economics Association - SAEA 1
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Published in...
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Energy economics 9 Finance research letters 7 Management science : journal of the Institute for Operations Research and the Management Sciences 7 International journal of economics and finance 6 International review of financial analysis 5 Investment management and financial innovations 5 Computational economics 4 Economic modelling 4 International journal of financial research 4 International review of economics & finance : IREF 4 Journal of risk and financial management : JRFM 4 Pacific-Basin finance journal 4 Applied economics 3 Applied economics letters 3 Cogent economics & finance 3 Financial services review : the journal of individual financial management 3 International journal of economics and financial issues : IJEFI 3 International journal of financial engineering 3 Journal of asset management 3 Journal of banking & finance 3 Journal of risk 3 MPRA Paper 3 The North American journal of economics and finance : a journal of financial economics studies 3 Theoretical economics letters 3 Acta Universitatis Danubius / Oeconomica 2 Annals of finance 2 Annals of financial economics 2 Economia internazionale 2 European journal of operational research : EJOR 2 Global finance journal 2 Insurance 2 Islamic economic studies 2 Istanbul Stock Exchange Review 2 Journal of business economics and management 2 Journal of international business and economics : JIBE 2 Journal of international financial markets, institutions & money 2 Journal of mathematical finance 2 MSI 2 Multinational finance journal 2 Operations research 2
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Source
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ECONIS (ZBW) 264 RePEc 25 EconStor 4 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 296
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Modeling dynamic higher-order comoments for portfolio selection based on copula approach
Wang, Yanfeng; Ke, Rui; Yang, Dong - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10015271380
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Exploration of salience theory to deep learning : evidence from Chinese new energy market high-frequency trading
Zhu, Qing; Du, Jinhong; Li, Yuze - In: Data science and management : DSM 8 (2025) 3, pp. 296-309
Salience theory has been proposed as a new stock trading strategy. To assess the validity of this proposal, a complex decision trading system was constructed based on salience theory, a variational mode decomposition (VMD) model, a bidirectional gated recurrent unit (BiGRU) model, and...
Persistent link: https://www.econbiz.de/10015550286
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The investment performance of classical Swedish painters
Eriksen, Steffen; Parkhomenko, Maryana; De Ridder, Adri; … - 2025
Persistent link: https://www.econbiz.de/10015417632
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Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market
Amponsah, Dan Owusu; Abdullah, Mohammad; Abakah, … - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015359788
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Carrying the (paper) burden : a portfolio view of systemic risk and optimal bank size
Bos, Jaap W. B.; Lamers, Martien; Peyrache, Antonio; … - In: Journal of the Operational Research Society 76 (2025) 4, pp. 607-616
Persistent link: https://www.econbiz.de/10015330426
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Low beta anomaly in some European emerging markets
Mogilski, Mateusz; Winkler-Drews, Tadeusz - In: Journal of banking and financial economics 23 (2025) 2, pp. 19-41
The aim of the study was to identify the low beta anomaly and analyse the causes of its occurrence in five European emerging markets that were components of the MSCI Emerging Markets Europe index in the period 2010-2019. It was hypothesized that the determinants of the low beta anomaly in the...
Persistent link: https://www.econbiz.de/10015447056
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Selection of markets for textile export using the adequate portfolio
Stasytytė, Viktorija; Rutkauskas, Aleksandras Vytautas; … - In: Management : journal of contemporary management issues 26 (2021) 2, pp. 255-276
Persistent link: https://www.econbiz.de/10013502500
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Project portfolio selection under uncertainty : a DEA methodology using predicted and actual frontiers
Hassan, Ahmad; Cook, Wade D. - In: Journal of management research 12 (2020) 3, pp. 58-71
Persistent link: https://www.econbiz.de/10012267293
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Distributed leadership and the shaping of infrastructure project portfolios
Woodier, Daniel; Thuesen, Christian - In: Project leadership and society 5 (2024), pp. 1-11
Important socio-technical changes are increasingly being implemented through major programmes or portfolios of projects (Maylor et al., 2006). These interventions, while necessary for modernisation and the green transition, cause short-term disruption which generates discord and opposition...
Persistent link: https://www.econbiz.de/10015415865
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Dissecting the risk-taking channel of monetary policy: a new approach and evidence from Peru
Pozo, Jorge; Rojas, Youel - 2024
Persistent link: https://www.econbiz.de/10015165355
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