//--> //--> //--> //-->
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
person:"Weber, Martin"
~person:"Baele, Lieven"
~person:"Zhou, Guofu"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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:"Modern portfolio theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
44
Portfolio-Management
44
Capital income
16
Kapitaleinkommen
16
Theorie
16
Theory
16
Anlageverhalten
8
Behavioural finance
8
Financial investment
8
Forecasting model
8
Kapitalanlage
8
Prognoseverfahren
8
CAPM
7
Bayes-Statistik
6
Bayesian inference
6
Estimation
6
Schätzung
6
USA
6
United States
6
Risk
5
Aktienmarkt
4
Financial analysis
4
Finanzanalyse
4
Risiko
4
Stock market
4
Time series analysis
4
Welt
4
World
4
Zeitreihenanalyse
4
Aktie
3
Correlation
3
Deutschland
3
Diversification
3
Diversifikation
3
Experiment
3
Germany
3
Korrelation
3
Share
3
Asset allocation
2
Börsenkurs
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
44
Systematic review
1
Übersichtsarbeit
1
Language
All
English
40
German
4
Author
All
Weber, Martin
Baele, Lieven
Zhou, Guofu
Fabozzi, Frank J.
76
Wong, Wing Keung
47
Satchell, Stephen
37
Zaremba, Adam
34
Hammoudeh, Shawkat
33
Korn, Ralf
33
Auer, Benjamin R.
31
Escobar, Marcos
31
Zagst, Rudi
31
Kang, Sang Hoon
30
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Martellini, Lionel
28
Levy, Haim
27
Tiwari, Aviral Kumar
27
Lo, Andrew W.
26
Maurer, Raimond
25
Mensi, Walid
25
Young, Virginia R.
25
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Post, Thierry
23
Scherer, Bernd
23
Vanduffel, Steven
23
Clare, Andrew D.
22
Markowitz, Harry
22
McAleer, Michael
22
Wong, Hoi Ying
22
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
Gollier, Christian
20
more ...
less ...
Published in...
All
Journal of financial economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of financial and quantitative analysis : JFQA
3
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
3
Journal of banking & finance
2
Journal of empirical finance
2
Journal of financial markets
2
The review of financial studies
2
Annals of economics and finance
1
Annals of operations research
1
Annual review of financial economics
1
China finance review international
1
European financial management : the journal of the European Financial Management Association
1
Experimental economics : a journal of the Economic Science Association
1
Financial analysts' journal : FAJ
1
Financial markets and portfolio management
1
German economic review
1
International Journal of Portfolio Analysis and Management
1
Japan and the world economy : international journal of theory and policy
1
Journal of derivatives & hedge funds
1
Journal of economic behavior & organization : JEBO
1
Kredit und Kapital
1
Review of world economics
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
How to alleviate correlation neglect in investment decisions
Laudenbach, Christine
;
Ungeheuer, Michael
;
Weber, Martin
- In:
Management science : journal of the Institute for …
69
(
2023
)
6
,
pp. 3400-3414
Persistent link: https://www.econbiz.de/10014305668
Saved in:
3
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
4
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
5
Volatility-managed portfolio : does it really work?
Liu, Fang
;
Tang, Xiaoxiao
;
Zhou, Guofu
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012433114
Saved in:
6
Focusing on volatility information instead of portfolio weights as an aid to investor decisions
Ehm, Christian
;
Laudenbach, Christine
;
Weber, Martin
- In:
Experimental economics : a journal of the Economic …
21
(
2018
)
2
,
pp. 457-480
Persistent link: https://www.econbiz.de/10011941945
Saved in:
7
Modeling non-normality using multivariate t : implications for asset pricing
Kan, Raymond
;
Zhou, Guofu
- In:
China finance review international
7
(
2017
)
1
,
pp. 2-32
Persistent link: https://www.econbiz.de/10011797735
Saved in:
8
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
9
On the determinants of pairs trading profitability
Jacobs, Heiko
;
Weber, Martin
- In:
Journal of financial markets
23
(
2015
),
pp. 75-97
Persistent link: https://www.econbiz.de/10011377498
Saved in:
10
Model uncertainty and systematic risk in US banking
Baele, Lieven
;
De Bruyckere, Valerie
;
De Jonghe, Olivier
; …
- In:
Journal of banking & finance
53
(
2015
),
pp. 49-66
Persistent link: https://www.econbiz.de/10011377693
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->