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  • Search: subject_exact:"Portfolio-Selektion"
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Year of publication
Subjects
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Portfolio selection 14,641 Portfolio-Management 14,641 Theorie 6,011 Theory 6,010 USA 2,068 United States 2,058 Capital income 1,175 Kapitaleinkommen 1,175 Anlageverhalten 1,143 Behavioural finance 1,136 Kapitalanlage 1,087 Financial investment 1,044 CAPM 915 Deutschland 905 Germany 892 Risikomanagement 853 Welt 844 World 844 Investmentfonds 804 Investment Fund 795 Estimation 789 Schätzung 789 Risk management 780 Finanzanalyse 720 Risiko 709 Risk 699 Financial analysis 696 Risikomaß 628 Risk measure 627 Hedging 619 Börsenkurs 598 Share price 596 Kreditrisiko 556 Credit risk 549 Aktienmarkt 513 Stock market 504 Financial market 502 Finanzmarkt 502 Derivat 492 Derivative 492
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Online availability
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Free 2,013 Undetermined 335
Type of publication
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Article 8,276 Book / Working Paper 6,298 Journal 68
Type of publication (narrower categories)
All
Article in journal 6,779 Aufsatz in Zeitschriften 6,779 Graue Literatur 3,749 Non-commercial literature 3,749 Arbeitspapier 3,038 Working Paper 3,038 Article in book 1,428 Aufsatz im Buch 1,428 Thesis 1,184 Dissertation 1,183 Hochschulschrift 940 Collection of articles of several authors 419 Sammelwerk 419 Lehrbuch 369 Collection of articles written by one author 199 Sammlung 199 Bibliographie enthalten 175 Bibliography included 175 Handbook 134 Handbuch 134 Glossar enthalten 123 Glossary included 123 Case study 76 Fallstudie 76 Congress report 74 Kongressschrift 74 Survey 47 Übersichtsarbeit 47 Reprint 37 Aufsatzsammlung 32 Bibliographie 31 Kongress 29 Amtsdruckschrift 28 Government document 28 Mehrbändiges Werk 28 Multi-volume publication 28 CD-ROM, DVD 19 Accompanied by computer file 13 Elektronischer Datenträger als Beilage 13 Forschungsbericht 13
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Language
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English 12,157 German 2,075 French 176 Italian 67 Spanish 53 Polish 38 Dutch 24 Swedish 14 Hungarian 12 Russian 12 Portuguese 9 Danish 7 Finnish 6 Undetermined 6 Czech 3 Slovak 3 Bulgarian 2 Norwegian 2 Afrikaans 1 Arabic 1 Croatian 1 Serbian 1
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Persons
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Fabozzi, Frank J. 91 Maurer, Raimond 65 Platen, Eckhard 60 McAleer, Michael 45 Gollier, Christian 44 Campbell, John Y. 41 Uppal, Raman 40 Satchell, Stephen 38 Başak, Suleyman 35 Schenk-Hoppé, Klaus Reiner 34 Hens, Thorsten 32 Markowitz, Harry 31 Blake, David 30 Guidolin, Massimo 30 Korn, Ralf 29 Viceira, Luis M. 29 Albrecht, Peter 27 Račev, Svetlozar T. 27 Timmermann, Allan 27 Nijman, Theodore E. 26 Weber, Martin 26 Guiso, Luigi 25 Steiner, Manfred 25 Kraft, Holger 24 Mitchell, Olivia S. 24 Van Wincoop, Eric 24 Elton, Edwin J. 23 Vries, Casper G. de 23 Spremann, Klaus 22 Warnock, Francis E. 22 Zimmermann, Heinz 22 Artus, Patrick 21 Brandt, Michael W. 21 Cvitanić, Jakša 21 Gouriéroux, Christian 21 Gruber, Martin Jay 21 Gürtler, Marc 21 Levy, Haim 21 Prigent, Jean-Luc 21 Schmid, Wolfgang 21
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Institutions
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Institute of Finance and Accounting <London> 18 Frank J. Fabozzi Associates <New Hope, Pa.> 14 Rodney L. White Center for Financial Research 12 Fisher Investments Inc. <Woodside, Calif.> 11 Basel Committee on Banking Supervision 10 Center for Economic Research <Tilburg> 10 Universität Zürich / Institut für Schweizerisches Bankwesen 10 Ekonomiska forskningsinstitutet <Stockholm> 9 Pensions Institute 9 Université catholique de Louvain / Institut de Recherches Economiques et Sociales 9 Springer Fachmedien Wiesbaden GmbH 8 European University Institute / Department of Law 7 Federal Reserve Bank of St. Louis 6 International Center for Financial Asset Management and Engineering 6 Nationalekonomiska Institutionen <Lund> 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Association for Investment Management and Research 5 Association of European Operational Research Societies / Working Group on Financial Modelling 5 Københavns Universitet / Økonomisk Institut 5 University of Cambridge / Department of Applied Economics 5 CFA Institute <Charlottesville, Va.> 4 FinanzBuch Verlag 4 Institut für Weltwirtschaft 4 International Association for the Study of Insurance Economics 4 Judge Institute of Management Studies 4 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 4 University of Cambridge / Faculty of Economics 4 University of Canterbury / Dept. of Economics and Finance 4 University of Chicago / Center for Research in Security Prices 4 Zentrum für Europäische Wirtschaftsforschung 4 AMACOM 3 Bank für Internationalen Zahlungsausgleich 3 Bonn Graduate School of Economics 3 Chambre de commerce et d'industrie de Paris 3 Erasmus Research Institute of Management 3 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 3 Federal Reserve Bank of San Francisco 3 Institut for Finansiering <Frederiksberg> 3 Johns Hopkins University / Department of Economics 3 London School of Economics and Political Science 3
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Published in...
All
Working paper 370 Journal of banking & finance 239 The journal of finance : the journal of the American Finance Association 212 Discussion paper / Centre for Economic Policy Research 180 Discussion paper 155 Journal of economic dynamics & control 148 The review of financial studies 147 The journal of asset management 131 Mathematical finance : an international journal of mathematics, statistics and financial theory 126 Journal of financial and quantitative analysis : JFQA 108 Research paper series 105 Finance and stochastics 99 International journal of theoretical and applied finance 99 Journal of financial economics 84 Wiley finance series 75 Working papers 74 Applied financial economics 70 The journal of alternative investments 65 European journal of operational research : EJOR 64 Die Bank : Zeitschrift für Bankpolitik und Praxis 63 Journal of empirical finance 60 The European journal of finance 58 Management science : journal of the Institute for Operations Research and the Management Sciences 57 Finanzmarkt und Portfolio-Management 56 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 55 The journal of futures markets 55 The journal of portfolio management : a publication of Institutional Investor 54 Applied economics 53 Economics letters 51 International review of financial analysis 48 Europäische Hochschulschriften 45 Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis 45 Insurance 44 Journal of economic theory 44 Journal of international money and finance 44 Mathematical methods of operations research 44 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 44 Economic modelling 42 Gabler Edition Wissenschaft 42 Finance research letters 40
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Sources
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ECONIS (ZBW) 14,641 BASE 1
Showing 1 - 50 of 14,642
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Evaluation of dynamic technological developments by means of patent data
Ernst, Holger - 2018
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Portfolio optimization and mortgage choice
Nordfang, Maj-Britt; Steffensen, Mogens - In: Journal of risk and financial management : JRFM 10 (2017) 1, pp. 1-23
This paper studies the optimal mortgage choice of an investor in a simple bond market with a stochastic interest rate and access to term life insurance. The study is based on advances in stochastic control theory, which provides analytical solutions to portfolio problems with a stochastic...
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The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica; Caporin, Massimiliano; Panzica, Roberto … - 2017 - This version: October 2016
This paper extends the classic factor-based asset pricing model by including network linkages in linear factor models. We assume that the network linkages are exogenously provided. This extension of the model allows a better understanding of the causes of systematic risk and shows that (i)...
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Household portfolio choice, reference dependence, and the marriage market
Li, Wenchao; Song, Changcheng; Xu, Shu; Yi, Junjian - 2017
This paper bridges the financial market and the marriage market using a reference-dependent mechanism. Male-biased sex ratios induce families with sons to hold more risky assets, since competitive marital payment in a tight market raises the reference level of marriage expenditure for such...
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International illiquidity
Malkhozov, Aytek; Mueller, Philippe; Vedolin, Andrea; … - 2017
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Reversals in global market integration and funding liquidity
Akbari, Amir; Carrieri, Francesca; Malkhozov, Aytek - 2017
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A multi-criteria portfolio analysis of hedge fund strategies
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2017
This paper features a tri-criteria analysis of Eurekahedge fund data strategy index data. We use nine Eurekahedge equally weighted main strategy indices for the portfolio analysis. The tri-criteria analysis features three objectives: return, risk and dispersion of risk objectives in a...
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Location choice, portfolio choice
Branikas, Ioannis; Hong, Harrison G.; Xu, Jiangmin - 2017
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Genetic ability, wealth, and financial decision-making
Barth, Daniel; Papageorge, Nicholas W.; Thom, Kevin - 2017
Recent advances in behavioral genetics have enabled the discovery of genetic scores linked to a variety of economic outcomes, including education. We build on this progress to demonstrate that the same genetic variants that predict educational attainment independently predict household wealth in...
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Institutional investors and home bias in Europ's capital markets union
Darvas, Zsolt M.; Schoenmaker, Dirk - 2017
Integrated capital markets facilitate risk sharing across countries. Lower home bias in financial investments is an indicator of risk sharing. We highlight that existing indicators of equity home bias in the literature suffer from incomplete coverage because they consider only listed equities....
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Value investing : circle of competence in the Thai insurance industry
Nettayanun, Sampan - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 1, pp. 1-33
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Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe; Van Wincoop, Eric - 2017
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Comparative evaluation of fuzzy logic and genetic algorithms models for portfolio optimization
Soureh, Heidar Masoumi; Amanollahi, Gholamreza Farsad - In: Management science letters 7 (2017) 5, pp. 247-254
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Institutional investors and information acquisition : implications for asset prices and informational efficiency
Breugem, Matthijs; Buss, Adrian - 2017
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Dynamic dimension reduction for financial applications
Nasekin, Sergey - 2017
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Balance-sheet diversification in general equilibrium : identification and network effects
Heipertz, Jonas; Ouazad, Amine; Ranciere, Romain; … - 2017
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Investment innovation trends : factor-based investing
Centineo, Sanja; Centineo, Santo - In: Serbian journal of management : an international … 12 (2017) 1, pp. 65-75
This article shows that it can take a long period of time until research knowledge finds its application in practice and get disseminated as innovation trend. Factor-based investing is such an example. Having its developing roots in the nineties, it took more than two decades until this approach...
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Reducing IT costs and ensuring safe operation with application of portfolio management
Mozsár Kovácsné, Alice Lívia - In: Serbian journal of management : an international … 12 (2017) 1, pp. 143-155
Large companies need to give focus on their cost components related to their information technology. Business growths is supported by their IT and hundreds or thousands of applications worldwide. Top level management needs to focus more on their information strategy and the applications they...
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Pension fund's illiquid assets allocation under liquidity and capital constraints
Broeders, Dirk; Jansen, Kristy; Werker, Bas J. M. - 2017
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Portfolio concentration
Chammas, Ghassan Afif - 2017
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Risk management under Omega measure
Metel, Michael R.; Pirvu, Traian A.; Wong, Julian - In: Risks : open access journal 5 (2017) 2, pp. 1-14
We prove that the Omega measure, which considers all moments when assessing portfolio performance, is equivalent to the widely used Sharpe ratio under jointly elliptic distributions of returns. Portfolio optimization of the Sharpe ratio is then explored, with an active-set algorithm presented...
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Winter Saeculum
Mihalina, Emil; Krivicic, Ivan; Antunovic, Tihomir - In: UTMS journal of economics : international, … 8 (2017) 1, pp. 39-52
Accumulated imbalances in the economy and on the markets cause specific financial market dynamics that have formed characteristic patterns kept throughout long financial history. In 2008 Authors presented their expectations of key macroeconomic and selected asset class markets developments for...
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The 2017 Power Trading Agent Competition
Ketter, Wolfgang; Collins, John; Weerdt, Mathijs M. de - 2017
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Effects of gainsharing provisions on the selection of a discount rate for a defined benefit pension plan
Rietz, Robert J.; Cronick, Evan; Mathers, Shelb; … - In: Risks : open access journal 5 (2017) 2, pp. 1-10
This paper examines the effect of gainsharing provisions on the selection of a discount rate for a defined benefit pension plan. The paper uses a traditional actuarial approach of discounting liabilities using the expected return of the associated pension fund. A stochastic Excel model was...
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Essays on financial intermediation and political economy
Luo, Mancy - 2017
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Security investment, hacking, and information sharing between firms and between hackers
Hausken, Kjell - 2017
A four period game between two firms and two hackers is analyzed. The firms first defend and the hackers thereafter attack and share information. Each hacker seeks financial gain, beneficial information exchange, and reputation gain. The two hackers’ attacks and the firms’ defenses are...
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Macro-financial effects of portfolio flows : Malaysia's experience
Tng Boon Hwa; Raghavan, Mala; Huey, Teh Tian - 2017
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Local asset price dynamics and monetary policy in the Eurozone
Hau, Harald; Lai, Sandy - In: ifo DICE report 15 (2017) 1, pp. 14-16
With hindsight the debate over whether Europe constitutes an optimal currency area overlooked the elephant in the room. Following Robert Mundell’s considerations, the expert debate in the 1990s focused on the question of whether Europe’s capital and labor markets were sufficiently integrated...
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Mutual fund transparency and corporate myopia
Agarwal, Vikas; Vashishtha, R.; Venkatachalam, M. - 2017 - [vers. 08/2017]
Pressure from institutional money managers to generate profits in the short run is often blamed for corporate myopia. Theoretical research suggests that money managers' short term focus stems from their career concerns and greater fund transparency can amplify these concerns. Using a...
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The efficency of banks credit portfolio allocation, an application of kernel density estimation on a panel of Albanian banking system data
Tanku, Altin; Dushku, Elona; Ceca, Kliti - 2017
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Simplifying choices in defined contribution retirement plan design : a case study
Mitchell, Olivia S.; Keim, Donald B. - 2017
The growth and popularity of defined contribution pensions, along with the government's increasing attention to retirement plan costs and investment choices provided, make it important to understand how people select their retirement plan investments. This paper shows how employees in a large...
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Consumption-Portfolio Choice with Preferences for Cash
Kraft, Holger; Weiss, Farina - 2017 - This version: September 4, 2017
This paper studies a consumption-portfolio problem where money enters the agent's utility function. We solve the corresponding Hamilton-Jacobi-Bellman equation and provide closed-form solutions for the optimal consumption and portfolio strategy both in an infinite- and finite-horizon setting....
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Pricing sin stocks : ethical preference vs. risk aversion
Colonnello, Stefano; Curatola, Giuliano; Gioffré, … - 2017
We develop a model that reproduces the return and volatility spread between sin and non-sin stocks, where investors trade off dividends with the ethical assessment of companies. We relax the assumption of boycott behaviour and investigate the role played by the dividend share of sin stocks on...
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Do individual investors ignore transaction costs?
Anginer, Deniz; Han, Snow Xue; Yildizhan, Celim - 2017
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Portfolio liquidity and diversification : theory and evidence
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - 2017
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Pension funds, capital markets, and the power of diversification
Stewart, Fiona; Despalins, Romain; Remizova, Inna - 2017
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Pension funds and the impact of switching regulation on long-term investment
Pedraza Morales, Alvaro Enrique; Fuentes, Olga; Searle, … - 2017
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Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe; Van Wincoop, Eric - 2017
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Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe; Van Wincoop, Eric - 2017
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Ignorance, uncertainty, and strategic consumption-portfolio decisions
Nie, Jun; Luo, Yulei; Wang, Haijun - 2017
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Essays on factor investing and social trading
Schade, Jan-Philip - 2017
Die vorliegende Arbeit hat zwei wesentliche Ziele. Auf der einen Seite soll sie existierende Konzepte zum systematischen Faktorinvestieren erweitern, mögliche Problemstellungen aufdecken und Verbesserungen vorschlagen. Zweitens, untersucht diese Arbeit eine neue Form von FinTech Innovationen:...
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Trading with small nonlinear price impact : optimal execution and rebalancing of active investments
Cayé, Thomas - 2017
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Model uncertainty, ambiguity aversion, and market participation
Hirshleifer, David; Huang, Chong; Teoh, Siew Hong - 2017
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The cross-section of risk and return
Daniel, Kent; Mota, Lira; Rottke, Simon; Santos, Tano - 2017
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Der Momentum-Effekt und Momentum-Handelsstrategien : eine quantitative Analyse
Gränitz, Marko - 2016
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Advantage of filtering for portfolio optimization in financial markets with partial information
Ruderer, Leonie Maria - 2016
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Asymmetry and nonlinearity in forecasting multivariate stock market volatility
Heiden, Moritz Daniel - 2016
This cumulative dissertation studies various approaches to improve stock market volatility forecasts based on nonlinearity and asymmetric dependence modeling as well as new innovative data sources. Studying multivariate dependence patterns using a vine copula approach and incorporating Google...
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Essays on the interaction of investor clienteles and mutual fund behavior
Sorhage, Christoph - 2016
This thesis consists of three essays on the interaction of investor clienteles and mutual fund behavior. The first essay (Cici, Kempf, and Sorhage 2015, Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flowsʺ) adds to the literature on fund...
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Optimal investment strategies under affine Markov-switching models : theory, examples and implementation
Neykova, Daniela - 2016
This thesis deals with the portfolio optimization problem of an investor who aims to maximize the expected utility of her terminal wealth. The considered multidimensional asset price model incorporates several risk factors modeled both by diffusion processes and by a Markov chain. Based on the...
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Spectrally-corrected estimation for high-dimensional Markowitz mean-variance optimization
Bai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing Keung - 2016
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