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type:"article"
~isPartOf:"Annals of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"Portfolio performance"
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Welt
Portfolio selection
247
Portfolio-Management
247
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67
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67
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Caporin, Massimiliano
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Annals of finance
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
277
Journal of banking & finance
273
European journal of operational research : EJOR
265
Finance research letters
185
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
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International journal of theoretical and applied finance
145
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121
The review of financial studies
111
Journal of financial economics
108
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106
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Applied economics letters
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Financial markets and portfolio management
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The journal of investing : JOI
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
141
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21
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
22
Equilibrium mean-variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
Guan, Guohui
;
Hu, Xiang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225737
Saved in:
23
Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
Saved in:
24
A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning
Chen, Wei
;
Zhang, Haoyu
;
Jia, Lifen
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014225795
Saved in:
25
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
26
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
27
Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A.
- In:
Annals of finance
18
(
2022
)
4
,
pp. 457-483
Persistent link: https://www.econbiz.de/10013489455
Saved in:
28
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
29
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
30
Optimal investment and reinsurance policies for an insurer with ambiguity aversion
Liu, Bing
;
Meng, Hui
;
Zhou, Ming
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012667528
Saved in:
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