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type:"article"
~person:"Satchell, Stephen"
~person:"Zaremba, Adam"
~subject:"Portfolio selection"
~subject:"Risk"
~subject:"asset pricing"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
Risk
asset pricing
Portfolio-Management
85
Capital income
45
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45
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31
Estimation
29
Schätzung
29
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28
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28
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Satchell, Stephen
Zaremba, Adam
Fabozzi, Frank J.
119
Wong, Wing Keung
47
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36
Korn, Ralf
35
Zagst, Rudi
35
Hammoudeh, Shawkat
34
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32
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32
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32
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32
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31
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31
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31
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30
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30
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30
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29
Tiwari, Aviral Kumar
29
Lo, Andrew W.
28
Lee, Cheng F.
27
Levy, Haim
27
Mensi, Walid
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26
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25
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24
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24
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23
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23
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23
Kim, Woo Chang
23
Nguyen, Duc Khuong
23
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23
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22
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The journal of asset management
7
Finance research letters
5
Applied economics
4
Applied mathematical finance
4
Advances in portfolio construction and implementation
3
Financial analysts journal : FAJ
3
Quantitative finance
3
Economic modelling
2
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2
Forecasting expected returns in the financial markets
2
International journal of finance & banking studies : JJFBS
2
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2
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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1
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Optimizing optimization : the next generation of optimization applications and theory
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ECONIS (ZBW)
85
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85
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1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
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:
3
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:
4
Conviction, diversification or something else : constructing optimal portfolios with additional attributes
Ahmed, Muhammad Farid
;
Satchell, Stephen
- In:
Studies in economics and finance
41
(
2024
)
4
,
pp. 923-938
Persistent link: https://www.econbiz.de/10015050109
Saved in:
5
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:
6
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:
7
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:
8
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
9
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
10
Market segmentation and international diversification across country and industry portfolios
Umutlu, Mehmet
;
Yargı, Seher Gören
;
Zaremba, Adam
- In:
Research in international business and finance
65
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014434054
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