//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
~isPartOf:"The review of financial studies"
~isPartOf:"International review of financial analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
1,292
Theory
1,292
USA
268
United States
268
Börsenkurs
207
Share price
207
CAPM
184
Portfolio-Management
165
Capital income
148
Kapitaleinkommen
148
Volatility
117
Volatilität
117
Estimation
100
Schätzung
99
Risikoprämie
90
Risk premium
90
Risk
89
Risiko
86
Asymmetric information
78
Asymmetrische Information
78
Forecasting model
70
Prognoseverfahren
70
Anlageverhalten
69
Behavioural finance
69
Capital structure
68
Kapitalstruktur
68
Financial market
63
Finanzmarkt
63
Aktienmarkt
57
Stock market
57
Yield curve
56
Zinsstruktur
56
Securities trading
51
Wertpapierhandel
51
Liquidity
48
Derivat
47
Derivative
47
Führungskräfte
45
Liquidität
45
more ...
less ...
Online availability
All
Undetermined
67
Free
1
Type of publication
All
Article
165
Type of publication (narrower categories)
All
Article in journal
165
Aufsatz in Zeitschrift
165
Language
All
English
165
Author
All
Başak, Suleyman
5
Detemple, Jérôme B.
4
Dybvig, Philip H.
4
Liu, Jun
3
Lo, Andrew W.
3
Longstaff, Francis A.
3
MacKinlay, Archie Craig
3
Carpenter, Jennifer N.
2
Chabakauri, Georgy
2
Garlappi, Lorenzo
2
Grauer, Robert R.
2
Gray, Philip K.
2
Levy, Haim
2
Maenhout, Pascal J.
2
Martellini, Lionel
2
Nonejad, Nima
2
Santa-Clara, Pedro
2
Schroder, Mark D.
2
Shapiro, Alex
2
Sundaresan, Suresh M.
2
Timmermann, Allan
2
Zapatero, Fernando
2
Zhang, Harold H.
2
Zhang, Zhekai
2
Zhong, Angel
2
Acharya, Viral V.
1
Adegbite, Emmanuel
1
Agarwal, Vikas
1
Ahelegbey, Daniel Felix
1
Ai, Hengjie
1
An, Yunbi
1
Anderson, Ewan W.
1
Ang, Andrew
1
Ao, Mengmeng
1
Asgharian, Hossein
1
Athanasoulis, Stefano
1
Back, Kerry E.
1
Bakshi, Gurdip S.
1
Bams, Dennis
1
Baur, Dirk G.
1
more ...
less ...
Published in...
All
The review of financial studies
International review of financial analysis
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
239
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Journal of economic dynamics & control
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Finance research letters
148
International journal of theoretical and applied finance
145
Research paper series / Swiss Finance Institute
120
Quantitative finance
118
Journal of financial economics
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Management science : journal of the Institute for Operations Research and the Management Sciences
95
The journal of finance : the journal of the American Finance Association
95
Journal of empirical finance
91
Discussion paper / Centre for Economic Policy Research
85
Swiss Finance Institute Research Paper
83
Economic modelling
80
Economics letters
79
The European journal of finance
75
Mathematics and financial economics
71
International review of economics & finance : IREF
70
Computational economics
69
Mathematical methods of operations research
68
The journal of asset management
68
SpringerLink / Bücher
64
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Annals of finance
59
Journal of mathematical finance
57
Applied economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
165
Showing
1
-
50
of
165
Sort
Relevance
Date (newest first)
Date (oldest first)
1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation
Nisani, Doron
;
Shelef, Amit
;
Sonenshine, Ralph
;
David, Or
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492401
Saved in:
3
Non-standard errors in the cryptocurrency world
Fieberg, Christian
;
Günther, Steffen
;
Poddig, Thorsten
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492424
Saved in:
4
Stock price swings and fundamentals : the role of Knightian uncertainty
Mangee, Nicholas
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446941
Saved in:
5
Optimal trend-following with transaction costs
Zakamulin, Valeriy
;
Giner, Javier
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470604
Saved in:
6
Measuring minimum variance hedging effectiveness : traditional vs. sophisticated models
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
International review of financial analysis
87
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014460469
Saved in:
7
Factor investing and currency portfolio management
Li, Danyang
;
Zhang, Zhekai
;
Cerrato, Mario
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460489
Saved in:
8
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
9
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
10
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
11
Allocative efficiency of internal capital markets : evidence from equity carve-outs by diversified firms
Vitkova, Valeriya
;
Tian, Siyang
;
Sudarsanam, Sudi
- In:
International review of financial analysis
86
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248796
Saved in:
12
A non-probabilistic approach to efficient portfolios
Sekine, Eiko
;
Yamanaka, Kazuo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013461662
Saved in:
13
Asset pricing anomalies : liquidity risk hedgers or liquidity risk spreaders?
Virk, Nader Shahzad
;
Butt, Hilal Anwar
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013410674
Saved in:
14
Mutual fund performance persistence : factor models and portfolio size
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411047
Saved in:
15
Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nonejad, Nima
- In:
International review of financial analysis
83
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013455034
Saved in:
16
The pricing of volatility risk in the US equity market
Hitz, Lukas
;
Mustafi, Ismail H.
;
Zimmermann, Heinz
- In:
International review of financial analysis
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013349983
Saved in:
17
Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions
Diacogiannis, George P.
;
Ioannidis, Christos
- In:
International review of financial analysis
81
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013375389
Saved in:
18
Do we need higher-order comoments to enhance mean-variance portfolios? : evidence from a simplified jump process
Khashanah, Khaldoun
;
Simaan, Majeed
;
Simaan, Yusif E.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396207
Saved in:
19
Ambiguity and asset pricing : an empirical investigation for an emerging market
Sahin, Baki Cem
;
Danışoğlu, Seza
- In:
International review of financial analysis
84
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013472710
Saved in:
20
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
21
An equilibrium model of the term structures of bonds and equities
Takamizawa, Hideyuki
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472835
Saved in:
22
The reduced-rank beta in linear stochastic discount factor models
Sun, Yang
;
Zhang, Xuan
;
Zhang, Zhekai
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472971
Saved in:
23
Portfolio liquidity and security design with private information
DeMarzo, Peter M.
;
Frankel, David M.
;
Jin, Yu
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 5841-5885
Persistent link: https://www.econbiz.de/10012694508
Saved in:
24
Dynamic portfolio strategy by loss-averse fund managers facing performance-induced fund flows
Sheng, Jiliang
;
Xu, Si
;
An, Yunbi
;
Yang, Jun
- In:
International review of financial analysis
73
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012803449
Saved in:
25
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
26
How sub-optimal are age-based life-cycle investment products?
Khemka, Gaurav
;
Steffensen, Mogens
;
Warren, Geoff
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803606
Saved in:
27
VIX and liquidity premium
Bams, Dennis
;
Honarvar, Iman
- In:
International review of financial analysis
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803753
Saved in:
28
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
29
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
30
Trading off accuracy for speed : hedge funds' decision-making under uncertainty
Dragomirescu-Gaina, Catalin
;
Philippas, Dionisis
; …
- In:
International review of financial analysis
75
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804043
Saved in:
31
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
32
Does it pay to invest in environmental stocks?
Tzouvanas, Panagiotis
;
Mamatzakis, Emmanuel C.
- In:
International review of financial analysis
77
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012805897
Saved in:
33
On equity market inefficiency during the COVID-19 pandemic
Navratil, Robert
;
Taylor, Stephen
;
Večeř, Jan
- In:
International review of financial analysis
77
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805948
Saved in:
34
Asset insulators
Chodorow-Reich, Gabriel
;
Ghent, Andra C.
;
Haddad, Valentin
- In:
The review of financial studies
34
(
2021
)
3
,
pp. 1509-1539
Persistent link: https://www.econbiz.de/10012434849
Saved in:
35
Reduction of estimation risk in optimal portfolio choice using redundant constraints
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of financial analysis
78
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013255695
Saved in:
36
Value at risk, mispricing and expected returns
Yang, Baochen
;
Ma, Yao
- In:
International review of financial analysis
78
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013252729
Saved in:
37
Investing in gold : market timing or buy-and-hold?
Baur, Dirk G.
;
Dichtl, Hubert
;
Drobetz, Wolfgang
; …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012435721
Saved in:
38
Time series momentum and macroeconomic risk
Hutchinson, Mark
;
O'Brien, John
- In:
International review of financial analysis
69
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012316906
Saved in:
39
Optimal asset allocation using a combination of implied and historical information
Cheang, Chi Wan
;
Olmo, Jose
;
Ma, Tiejun
;
Sung, Ming-chien
; …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012299166
Saved in:
40
Constructing inverse factor volatility portfolios: a risk-based asset allocation for factor investing
Shimizu, Hidehiko
;
Shiohama, Takayuki
- In:
International review of financial analysis
68
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012300934
Saved in:
41
The cross-section of risk and returns
Daniel, Kent
;
Mota, Lira
;
Rottke, Simon
;
Santos, Tano
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 1927-1979
Persistent link: https://www.econbiz.de/10012244727
Saved in:
42
Transparency and talent allocation in money management
Gervais, Simon
;
Strobl, Günter
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3889-3924
Persistent link: https://www.econbiz.de/10012249757
Saved in:
43
Riding the bubble with convex incentives
Sotes-Paladino, Juan
;
Zapatero, Fernando
- In:
The review of financial studies
32
(
2019
)
4
,
pp. 1416-1456
Persistent link: https://www.econbiz.de/10012033708
Saved in:
44
Institutional investors and information acquisition : implications for asset prices and informational efficiency
Breugem, Matthijs
;
Buss, Adrian
- In:
The review of financial studies
32
(
2019
)
6
,
pp. 2260-2301
Persistent link: https://www.econbiz.de/10012033827
Saved in:
45
Social risk, fiscal risk, and the portfolio of government programs
Hanson, Samuel G.
;
Scharfstein, David
;
Sunderam, Adi
- In:
The review of financial studies
32
(
2019
)
6
,
pp. 2341-2382
Persistent link: https://www.econbiz.de/10012033832
Saved in:
46
Approaching mean-variance efficiency for large portfolios
Ao, Mengmeng
;
Li, Yingying
;
Zheng, Xinghua
- In:
The review of financial studies
32
(
2019
)
7
,
pp. 2890-2919
Persistent link: https://www.econbiz.de/10012033894
Saved in:
47
External equity financing shocks, financial flows, and asset prices
Belo, Frederico
;
Lin, Xiaoji
;
Fan, Yang
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3500-3543
Persistent link: https://www.econbiz.de/10012108122
Saved in:
48
Investment-related anomalies in Australia : evidence and explanations
Cao, Viet Nga
;
Gray, Philip K.
;
Zhong, Angel
- In:
International review of financial analysis
61
(
2019
),
pp. 97-109
Persistent link: https://www.econbiz.de/10012206943
Saved in:
49
Skewness risk premium : theory and empirical evidence
Lin, Yuehao
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
International review of financial analysis
63
(
2019
),
pp. 174-185
Persistent link: https://www.econbiz.de/10012207438
Saved in:
50
Review of new trends in the literature on factor models and mutual fund performance
Mateus, Irina Bezhentseva
;
Mateus, Cesario
;
Todorovic, …
- In:
International review of financial analysis
63
(
2019
),
pp. 344-354
Persistent link: https://www.econbiz.de/10012207515
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->