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type:"article"
~person:"Korn, Ralf"
~person:"Nguyen, Duc Khuong"
~person:"Zaremba, Adam"
~subject:"Kapitalanlage"
~subject:"Portfolio selection"
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Search: subject_exact:"Portfolio performance"
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Kapitalanlage
Portfolio selection
Portfolio-Management
93
Capital income
40
Kapitaleinkommen
40
Theorie
39
Theory
39
CAPM
28
Estimation
28
Schätzung
28
Aktienmarkt
18
Stock market
18
Forecasting model
15
Prognoseverfahren
15
Welt
14
World
14
Börsenkurs
13
Share price
13
Risiko
12
Risk
12
Risikomaß
11
Risk measure
11
Capital market returns
9
Kapitalmarktrendite
9
Risikoprämie
9
Risk premium
9
Mathematical programming
8
Mathematische Optimierung
8
Return predictability
8
Asset pricing
7
Financial crisis
7
Finanzkrise
7
International financial market
7
Internationaler Finanzmarkt
7
Commodity derivative
6
Financial investment
6
Hedging
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Rohstoffderivat
6
Anlageverhalten
5
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5
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89
Aufsatz in Zeitschrift
89
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4
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4
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English
93
Author
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Korn, Ralf
Nguyen, Duc Khuong
Zaremba, Adam
Fabozzi, Frank J.
119
Satchell, Stephen
50
Wong, Wing Keung
47
Maurer, Raimond
36
Zagst, Rudi
35
Hammoudeh, Shawkat
34
Escobar, Marcos
32
Kang, Sang Hoon
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Auer, Benjamin R.
31
Markowitz, Harry
31
Račev, Svetlozar T.
31
Guidolin, Massimo
30
Li, Duan
30
Platen, Eckhard
30
Kraft, Holger
29
Tiwari, Aviral Kumar
29
Lo, Andrew W.
28
Lee, Cheng F.
27
Levy, Haim
27
Mensi, Walid
27
Gollier, Christian
26
Zhou, Guofu
26
Scherer, Bernd
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Hens, Thorsten
24
Jarrow, Robert A.
24
Post, Thierry
24
Faff, Robert W.
23
Gallagher, David R.
23
Guerard, John Baynard
23
Kim, Woo Chang
23
Vanduffel, Steven
23
Ang, Andrew
22
Clare, Andrew D.
22
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International journal of theoretical and applied finance
7
Economic modelling
6
Finance research letters
5
Mathematical methods of operations research
5
Applied economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Economic research
2
Emerging markets review
2
Insurance / Mathematics & economics
2
International journal of finance & banking studies : JJFBS
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
OR spectrum : quantitative approaches in management
2
Research in international business and finance
2
Risks : open access journal
2
The journal of investing : JOI
2
Advances in risk management
1
Analytical models for financial modeling and risk management
1
Application of operations research to financial markets
1
Applied mathematical finance
1
Computational Management Science : CMS
1
Computational economics
1
Contemporary economics
1
E-Finanse : finansowy kwartalnik internetowy
1
Energy economics
1
Energy policy
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
European journal of operational research : EJOR
1
Finance a úvěr
1
Finance and stochastics
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
IMA journal of management mathematics
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of finance & economics : IJFE
1
International journal of management and economics
1
International journal of theoretical and applied finance : IJTAF
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
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ECONIS (ZBW)
93
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1
On the role of commodity futures in portfolio diversification
Hooi Hooi Lean
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2374-2394
Persistent link: https://www.econbiz.de/10014259167
Saved in:
2
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
3
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
4
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:
5
Beyond traditional financial asset classes : the demand for infrastructure in a multi-period asset allocation framework
Umar, Zaghum
;
Zaremba, Adam
;
Gull, Ammar Ali
;
Sokolova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2581-2592
Persistent link: https://www.econbiz.de/10014635143
Saved in:
6
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
Saved in:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
9
Political risk and portfolio performance : implications for Shariah-compliant investors
Raza, Muhammad Wajid
;
Suleman, Muhammad Tahir
;
Zaremba, Adam
- In:
International journal of Islamic and Middle Eastern …
16
(
2023
)
5
,
pp. 996-1008
Persistent link: https://www.econbiz.de/10014340024
Saved in:
10
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
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