EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Asset allocation"
Narrow search

Narrow search

Year of publication
Subject
All
Portfolio-Management 51,388 Portfolio selection 51,381 Theorie 22,138 Theory 22,131 Capital income 9,221 Kapitaleinkommen 9,221 Anlageverhalten 8,835 Behavioural finance 8,820 Risk 6,482 Risiko 6,432 Investmentfonds 5,472 Investment Fund 5,459 CAPM 4,749 Kapitalanlage 4,731 Risikomanagement 4,597 Financial investment 4,596 Risk management 4,463 Börsenkurs 3,687 Share price 3,679 Welt 3,554 World 3,554 Risikomaß 3,140 Risk measure 3,139 USA 2,958 Volatility 2,945 Volatilität 2,943 United States 2,925 Aktienmarkt 2,919 Estimation 2,908 Schätzung 2,904 Stock market 2,899 Hedging 2,626 Financial market 2,148 Finanzmarkt 2,146 Finanzanalyse 2,061 Financial analysis 2,024 Institutional investor 1,981 Institutioneller Investor 1,981 Mathematische Optimierung 1,968 Mathematical programming 1,967
more ... less ...
Online availability
All
Free 18,133 Undetermined 13,042 CC license 922
Type of publication
All
Article 27,708 Book / Working Paper 24,031 Journal 83 Other 7
Type of publication (narrower categories)
All
Article in journal 24,646 Aufsatz in Zeitschrift 24,646 Graue Literatur 6,932 Non-commercial literature 6,932 Working Paper 6,375 Arbeitspapier 6,333 Aufsatz im Buch 2,475 Book section 2,475 Hochschulschrift 1,583 Thesis 1,244 Collection of articles of several authors 507 Sammelwerk 507 Lehrbuch 437 Textbook 402 Aufsatzsammlung 275 Collection of articles written by one author 256 Sammlung 256 Bibliografie enthalten 214 Bibliography included 214 Ratgeber 159 Handbook 154 Handbuch 154 Conference paper 150 Konferenzbeitrag 150 Glossar enthalten 132 Glossary included 132 Guidebook 125 Konferenzschrift 121 Case study 88 Fallstudie 88 Conference proceedings 81 Reprint 52 Systematic review 51 Übersichtsarbeit 51 Mikroform 42 Bibliografie 36 Amtsdruckschrift 32 Government document 32 Article 28 Forschungsbericht 26
more ... less ...
Language
All
English 48,850 German 2,306 Undetermined 263 French 183 Italian 67 Spanish 59 Polish 43 Dutch 25 Swedish 14 Hungarian 13 Portuguese 12 Russian 12 Danish 7 Finnish 7 Czech 3 Slovak 3 Arabic 2 Bulgarian 2 Norwegian 2 Serbian 2 Afrikaans 1 Croatian 1 Lithuanian 1 Romanian 1
more ... less ...
Author
All
Fabozzi, Frank J. 251 Maurer, Raimond 139 Mitchell, Olivia S. 125 Guidolin, Massimo 102 Platen, Eckhard 96 Zaremba, Adam 95 Campbell, John Y. 88 Satchell, Stephen 86 Lo, Andrew W. 81 Ang, Andrew 75 McAleer, Michael 74 Gollier, Christian 73 Uppal, Raman 73 Wong, Wing Keung 67 Kraft, Holger 66 Hens, Thorsten 65 Markowitz, Harry 60 Stambaugh, Robert F. 60 Weber, Martin 60 Lee, Cheng F. 59 Wermers, Russ 58 Kelly, Bryan T. 56 Korn, Ralf 56 Levy, Haim 56 Blake, David 55 Lucas, André 54 Zhou, Guofu 54 Bodie, Zvi 53 Post, Thierry 53 Viceira, Luis M. 53 Prigent, Jean-Luc 52 Zagst, Rudi 52 Schenk-Hoppé, Klaus Reiner 51 Van Wincoop, Eric 50 Härdle, Wolfgang 48 Račev, Svetlozar T. 48 Bali, Turan G. 47 Clare, Andrew D. 47 Hammoudeh, Shawkat 47 Li, Duan 47
more ... less ...
Institution
All
National Bureau of Economic Research 610 OECD 35 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 22 Institute of Finance and Accounting <London> 20 Frank J. Fabozzi Associates <New Hope, Pa.> 15 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 14 World Bank 13 Rodney L. White Center for Financial Research 12 Springer Fachmedien Wiesbaden 12 Basel Committee on Banking Supervision 11 C.E.P.R. Discussion Papers 11 Fisher Investments Inc. <Woodside, Calif.> 11 World Bank Group 11 CFA Institute <Charlottesville, Va.> 10 Center for Economic Research <Tilburg> 10 International Center for Financial Asset Management and Engineering 10 Universität Zürich / Institut für Schweizerisches Bankwesen 10 Ekonomiska forskningsinstitutet <Stockholm> 9 Erasmus Research Institute of Management 9 European Innovation Council and SMEs Executive Agency 9 Pensions Institute 9 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 9 FinanzBuch Verlag 8 Goethe-Universität Frankfurt am Main 8 School of Management, Yale University 8 Université Paris-Dauphine (Paris IX) 8 Directorate for Financial, Fiscal and Enterprises Affairs, Organisation de Coopération et de Développement Économiques (OCDE) 7 European Central Bank 7 European University Institute / Department of Law 7 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 7 Friedrich-Schiller-Universität Jena 7 Swiss Finance Institute 7 Universität Mannheim 7 Centre for Economic Policy Research 6 Federal Reserve Bank of St. Louis 6 Institut für Finanzdienstleistungen Zug 6 Lunds Universitet / Nationalekonomiska Institutionen 6 Springer International Publishing 6 Association for Investment Management and Research 5 Association of European Operational Research Societies / Working Group on Financial Modelling 5
more ... less ...
Published in...
All
Journal of banking & finance 674 Finance research letters 667 NBER working paper series 606 Working paper / National Bureau of Economic Research, Inc. 481 European journal of operational research : EJOR 449 NBER Working Paper 441 Insurance / Mathematics & economics 419 International review of financial analysis 372 Journal of financial economics 340 The journal of portfolio management : a publication of Institutional Investor 291 Management science : journal of the Institute for Operations Research and the Management Sciences 270 Journal of economic dynamics & control 268 The journal of asset management 268 Research paper series / Swiss Finance Institute 262 Journal of empirical finance 255 Applied economics 250 International review of economics & finance : IREF 250 The journal of finance : the journal of the American Finance Association 249 International journal of theoretical and applied finance 234 Pacific-Basin finance journal 227 Quantitative finance 227 Discussion paper / Centre for Economic Policy Research 214 The European journal of finance 210 Finance and stochastics 209 Risks : open access journal 209 Economic modelling 201 The review of financial studies 196 The North American journal of economics and finance : a journal of financial economics studies 195 Economics letters 188 Journal of financial and quantitative analysis : JFQA 187 Research in international business and finance 186 SpringerLink / Bücher 183 Journal of international financial markets, institutions & money 179 Journal of risk and financial management : JRFM 179 Mathematical finance : an international journal of mathematics, statistics and financial theory 179 Discussion papers / CEPR 173 Applied economics letters 172 The journal of investing 169 Swiss Finance Institute Research Paper 168 Journal of investment management : JOIM 163
more ... less ...
Source
All
ECONIS (ZBW) 51,397 RePEc 309 EconStor 70 USB Cologne (EcoSocSci) 20 Other ZBW resources 20 BASE 13
Showing 1 - 50 of 51,829
Cover Image
Untangling illiquidity : optimal asset allocation with private asset classes
Dimitrov, Daniel - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193017
Saved in:
Cover Image
Determinants of asset allocation decisions of robo-advisors in the Asia-Pacific region
Lai, Thong Yan; Yee Peng Chow - In: International journal of business and systems research … 19 (2025) 1, pp. 23-53
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015375620
Saved in:
Cover Image
Estimating long-term expected returns
Ma, Rui; Marshall, Ben R.; Nguyen, Nhut; … - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 134-154
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195229
Saved in:
Cover Image
Investment portfolio allocation and insurance solvency : new evidence from insurance groups in the era of solvency II
Poufinas, Thomas; Siopi, Evangelia - In: Risks : open access journal 12 (2024) 12, pp. 1-33
This study examines the effect of the investment portfolio structure on insurers' solvency, as measured by the Solvency Capital Requirement ratio. An empirical sample of 88 EU-based insurance groups was analyzed to provide robust evidence of the portfolio's impact on the Solvency Capital...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015327695
Saved in:
Cover Image
Unpacking the ESG ratings : does one size fit all?
Billio, Monica; Fitzpatrick, Aoife Claire; Latino, Carmelo - 2024
In this study, we unpack the ESG ratings of four prominent agencies in Europe and find that (i) each single E, S, G pillar explains the overall ESG score differently, (ii) there is a low co-movement between the three E, S, G pillars and (iii) there are specific ESG Key Performance Indicators...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480908
Saved in:
Cover Image
Centrality-based equal risk contribution portfolio
Patki, Shreya; Kwon, Roy H.; Lawryshyn, Yuri - In: Risks : open access journal 12 (2024) 1, pp. 1-17
This article combines the traditional definition of portfolio risk with minimum-spanning-tree-based "interconnectedness risk" to improve equal risk contribution portfolio performance. We use betweenness centrality to measure an asset's importance in a market graph (network). After filtering the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480924
Saved in:
Cover Image
The role of longevity-indexed bond in risk management of aggregated defined benefit pension scheme
Zhang, Xiaoyi; Li, Yanan; Guo, Junyi - In: Risks : open access journal 12 (2024) 3, pp. 1-17
Defined benefit (DB) pension plans are a primary type of pension schemes with the sponsor assuming most of the risks. Longevity-indexed bonds have been used to hedge or transfer risks in pension plans. Our objective is to study an aggregated DB pension plan's optimal risk management problem...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497428
Saved in:
Cover Image
A dynamic analysis of the impact of household portfolio allocation decisions on the demand for life insurance
Wang, Ning; Deng, Yiling; Wu, Ruohan - In: Financial services review 32 (2024) 1, pp. 1-28
Prior research on the demand for life insurance in household portfolio holdings has not made a clear distinction between portfolio shifts resulting from active allocation decisions and those resulting from passive acceptance. Our study examines the relationship between household portfolio...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014516153
Saved in:
Cover Image
Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine : a case study applied to the Turkish stock market
Gaggero, Giacomo; Giribone, Pier Giuseppe; Muselli, Marco; … - In: Risk management magazine 19 (2024) 1, pp. 26-49
This study explores an innovative approach to portfolio optimization, bridging traditional Modern Portfolio Theory (MPT) with advanced Machine Learning techniques. We start by recognizing the significance of Markowitz's model in MPT and quickly proceed to focus on the Hierarchical Risk Parity...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014555705
Saved in:
Cover Image
Connectedness with commodities in emerging markets : ESG leaders vs. conventional indexes
De Boyrie, Maria E.; Pavlova, Ivelina - In: Research in international business and finance 71 (2024), pp. 1-22
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015061758
Saved in:
Cover Image
Reinforcement learning and portfolio allocation : challenging traditional allocation methods?
Lavko, Matus Jan; Klein, Tony; Walther, Thomas - 2023
We test the out-of-sample trading performance of model-free reinforcement learning (RL) agents and compare them with the performance of equally-weighted portfolios and traditional mean-variance (MV) optimization benchmarks. By dividing European and U.S. indices constituents into factor datasets,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014326023
Saved in:
Cover Image
Asset allocation with recursive parameter updating and macroeconomic regime identifiers
Goodarzi, Milad; Meinerding, Christoph - 2023 - December 12, 2022
This article studies long-horizon dynamic asset allocation strategies with recursive parameter updating. The parameter estimates for the regime-switching dynamics vary as more and more datapoints are observed and the sample size increases. In such a setting, the globally optimal portfolio...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014227601
Saved in:
Cover Image
Dividend restrictions and search for income
Cáceres, Esther; Lamas, Matías - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014419471
Saved in:
Cover Image
Student Real Estate Investment Funds
Kelly, Jacob; Letdin, Mariya - In: Journal of real estate practice and education : a … 27 (2025) 1, pp. 1-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190577
Saved in:
Cover Image
The performance of ESG portfolios : evidence from the Chinese market under COVID-19
Wang, Shaolin; Cheng, Ho Cheung; Wang, Jianli; Yick, Ho Yin - In: Economic modelling 143 (2025), pp. 1-10
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193393
Saved in:
Cover Image
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios - 2025
We develop and implement methods for determining whether relaxing sparsity constraints on portfolios improves the investment opportunity set for risk-averse investors. We formulate a new estimation procedure for sparse second-order stochastic spanning based on a greedy algorithm and Linear...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194210
Saved in:
Cover Image
Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics
Arvanitis, Stelios - 2025
The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194229
Saved in:
Cover Image
Investor clientele and intraday patterns in the cross section of stock returns
Chen, Jian; Haboub, Ahmad; Khan, Ali; Mahmud, Syed - In: Review of quantitative finance and accounting 64 (2025) 2, pp. 757-797
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194606
Saved in:
Cover Image
From pandemics to portfolios : long-term impacts of the 2009 H1N1 outbreak on household investment choices
Guo, Naijia; Leung, Ka Yui; Zhang, Shumeng - 2025 - This version: February 1, 2025
This study examines how experiencing a pandemic affects household investment behaviors. By leveraging cross-state variations in the H1N1 mortality rate in 2009, our difference-in-differences analysis reveals interesting findings. Although the pandemic does not significantly affect stock market...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195276
Saved in:
Cover Image
Organizational selection of innovation
Böttcher, Lucas; Klingebiel, Ronald - In: Organization science 36 (2025) 1, pp. 387-410
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195714
Saved in:
Cover Image
Determining drivers of private equity return with computational approaches
Lamothe Fernández, Prosper; García-Argüelles, Eduardo; … - In: Computational economics 65 (2025) 1, pp. 483-505
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195776
Saved in:
Cover Image
Mapping Returns of Private Equity Investments in Emerging Markets
Mölders, Florian; Salgado, Edgar - 2025
This paper fills a gap in research on private equity investments in emerging markets and developing economies. It provides descriptive evidence and examines the distribution of returns across sectors such as finance, technology, and resource-intensive industries like mining, where significant...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015198170
Saved in:
Cover Image
Are cryptocurrencies priced in the cross-section? : a portfolio approach
Assamoi, Vincent K.; Ekponon, Adelphe; Guo, Zihan - In: Finance research letters 71 (2025), pp. 1-11
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015198260
Saved in:
Cover Image
Climate-linked bonds
Broeders, Dirk; Dimitrov, Daniel; Verhoeven, Niek - 2025
Climate-linked bonds, issued by governments and supranational organizations, are pivotal in advancing towards a net-zero economy. These bonds adjust their payoffs based on climate variables such as average temperature and greenhouse gas emissions, providing investors a hedge against long-term...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015181854
Saved in:
Cover Image
Engineered living materials : pathfinder portfolio
European Innovation Council and SMEs Executive Agency - 2025
For the Engineered Living Materials (ELMs) portfolio to be productive, the Programme Manager for Health & Biotech designed and developed a Strategy Plan (SP) together with representatives from the portfolio projects as well as oversee the implementation of portfolio activities set in the SP.
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015323210
Saved in:
Cover Image
The first is free : do employee stocks incentivize stock market participation?
Nielsson, Ulf; Press, Oliver-Alexander - In: The European journal of finance 31 (2025) 1, pp. 1-13
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015323745
Saved in:
Cover Image
Engineered living materials : pathfinder portfolio
European Innovation Council and SMEs Executive Agency - 2025
For the Engineered Living Materials (ELMs) portfolio to be productive, the Programme Manager for Health & Biotech designed and developed a Strategy Plan (SP) together with representatives from the portfolio projects as well as oversee the implementation of portfolio activities set in the SP.
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015323856
Saved in:
Cover Image
Chinese household finance impacted by climate change : evidence from stock investment
Chen, Yanyun; Liu, XiangYu; Yao, Ziyan; Tang, Xiaoping - In: International review of economics & finance : IREF 97 (2025), pp. 1-16
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324135
Saved in:
Cover Image
Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru; Yoshiba, Toshinao - In: International review of economics & finance : IREF 97 (2025), pp. 1-19
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324226
Saved in:
Cover Image
Analysis of the impact of macroeconomic factors on cryptocurrency returns : based on quantile regression study
Lin, Minghui; Liu, Ye; Sheng, Vincent Ng Kim - In: International review of economics & finance : IREF 97 (2025), pp. 1-9
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324359
Saved in:
Cover Image
Sustainability and private investors
Buchanan, Bonnie; Silvola, Hanna; Vähämaa, Emilia - In: The European journal of finance 31 (2025) 2, pp. 174-201
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324773
Saved in:
Cover Image
Portfolio optimization beyond utility maximization : the case of driftless markets
Večeř, Jan; Richard, Mark; Taylor, Stephen - In: The European journal of finance 31 (2025) 3, pp. 318-347
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325194
Saved in:
Cover Image
Portfolio choice with narrow framing and loss aversion : a simplified approach
Grant, Andrew; Kwon, Oh Kang; Satchell, Stephen - In: The European journal of finance 31 (2025) 4, pp. 451-476
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325202
Saved in:
Cover Image
A Bayesian stochastic discount factor for the cross-section of individual equity options
Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025 - This version: April 23, 2024
We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies and portfolios. We document that the SDF is dense...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015204018
Saved in:
Cover Image
Twitter-based attention and the cross-section of cryptocurrency returns
Maître, Arnaud T.; Pugachyov, Nikolay; Weigert, Florian - 2025
This paper investigates how investors' abnormal attention affects the cross-section of cryptocurrency returns in the period from 2018 to 2022. We capture abnormal attention using the (log) number of Twitter posts on individual cryptocurrencies on the current day minus a 30-day average. Our...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015204021
Saved in:
Cover Image
Do risk preferences drive momentum in cryptocurrencies?
Proelss, Juliane; Schweizer, Denis; Buchwalter, Bastien - In: Finance research letters 73 (2025), pp. 1-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211092
Saved in:
Cover Image
Research portfolios of universities : searching for opportunities and collaboration partners
Morceiro, Paulo César; Boschma, Ron; Balland, Pierre-Alex - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211435
Saved in:
Cover Image
"Good" inflation, "bad" inflation : implications for risky asset prices
Bonelli, Diego; Palazzo, Berardino; Yamarthy, Ram S. - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015271346
Saved in:
Cover Image
Carbon risk and equity prices
Enders, Arthur; Lontzek, Thomas; Schmedders, Karl; … - In: The financial review : the official publication of the … 60 (2025) 1, pp. 13-32
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015166629
Saved in:
Cover Image
The U.S. Dollar and variance risk premia imbalances
Kjær, Mads Markvart; Posselt, Anders Merrild - In: The financial review : the official publication of the … 60 (2025) 1, pp. 173-200
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015166669
Saved in:
Cover Image
Portfolio Inertia and Expected Excess Returns in Currency Markets : Evidence from Advanced Economies
Bakker, Bas - 2025
The economic literature has long attributed non-zero expected excess returns in currency markets to time-varying risk premiums demanded by risk-averse investors. This paper, building on Bacchetta and van Wincoop's (2021) portfolio balance framework, shows that such returns can also arise when...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015328145
Saved in:
Cover Image
Are women more risk averse? : A sequel
Giannikos, Christos; Korkou, Efstathia D. - In: Risks : open access journal 13 (2025) 1, pp. 1-15
This paper reexamines the question of gender differences in financial relative risk aversion using updated methods and data. Specifically, the paper revisits the 1998 work "Are women more risk averse?" by Jianakoplos and Bernasek, suggests refinements in their model in relation to the database...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015331238
Saved in:
Cover Image
What 200 years of data tell us about the predictive variance of long-term bonds?
Della Corte, Pasquale; Gao, Can; Preve, Daniel P.A.; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329995
Saved in:
Cover Image
The implications of CIP deviations for international capital flows
Kubitza, Christian; Sigaux, Jean-David; Vandeweyer, Quentin - 2025
We study the implications of deviations from covered interest rate parity for international capital flows using novel data covering euro-area derivatives and securities holdings. Consistent with a dynamic model of currency risk hedging, we document that investors' holdings of USD bonds decrease...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330343
Saved in:
Cover Image
On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
Babaei, Esmaeil - In: Mathematical methods of operations research : ZOR 101 (2025) 1, pp. 29-50
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015331075
Saved in:
Cover Image
Hybrid ML models for volatility prediction in financial risk management
Kumar, Satish; Rao, Amar; Dhochak, Monika - In: International review of economics & finance : IREF 98 (2025), pp. 1-18
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015331616
Saved in:
Cover Image
ESG as risk factor
Dobrick, Juris; Klein, Christian; Zwergel, Bernhard - In: The journal of asset management : a major new, … 26 (2025) 1, pp. 44-70
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015331026
Saved in:
Cover Image
The components of tracking error, interim trading and mutual fund performance
Matallín-Sáez, Juan Carlos; Mingo-López, Diego Víctor de - In: International review of economics & finance : IREF 98 (2025), pp. 1-13
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330738
Saved in:
Cover Image
Liquidity spillover and investment strategy construction among Chinese green financial markets
Gao, Yang; Zhou, Yueyi; Zhao, Wandi - In: International review of economics & finance : IREF 98 (2025), pp. 1-43
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330659
Saved in:
Cover Image
Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan : evidence from a country with religious bans on lotteries and substantive institutional investor participation
Khurram, Muhammad Usman; Ali, Fahad; Ülkü, Numan - In: International review of economics & finance : IREF 98 (2025), pp. 1-22
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330660
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...