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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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CAPM
Portfolio selection
531
Portfolio-Management
531
Theorie
252
Theory
252
Capital income
136
Kapitaleinkommen
136
Risk
96
Risiko
92
Risikomaß
75
Risk measure
75
Anlageverhalten
70
Behavioural finance
70
Volatility
66
Volatilität
66
Risikomanagement
63
Risk management
63
Estimation
58
Schätzung
58
Stochastic process
53
Stochastischer Prozess
53
Hedging
48
Aktienmarkt
45
Stock market
45
Börsenkurs
40
Forecasting model
40
Mathematical programming
40
Mathematische Optimierung
40
Prognoseverfahren
40
Share price
40
Portfolio optimization
39
Virtual currency
37
Virtuelle Währung
37
Estimation theory
35
Schätztheorie
35
Welt
32
World
32
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30
Investmentfonds
30
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69
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69
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69
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Zaremba, Adam
4
Božović, Miloš
2
Csóka, Péter
2
Grobys, Klaus
2
Aharon, David Y.
1
Ali, Fahad
1
Anh Duy Nguyen
1
Annaert, Jan
1
Augustyniak, Maciej
1
Auret, C.
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Bassen, Alexander
1
Beaulieu, Marie-Claude
1
Bednarek, Ziemowit
1
Bellu, Mirko
1
Bianchi, Michele Leonardo
1
Buchner, Axel
1
Bégin, Jean-François
1
Chan, Thomas W. C.
1
Chen, Jingnan
1
Chen, Kexin
1
Chen, Min
1
Chen, Zhao
1
Chu, Amanda M. Y.
1
Chung, Chune Young
1
Chung, Munki
1
Conversano, Claudio
1
De Ceuster, Marc J.
1
Dentcheva, Darinka
1
Ding, Rui
1
Dobrynskaja, V. V.
1
Dokov, Steftcho
1
Dong, Juan
1
Dufour, Jean-Marie
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Feng, Long
1
Fernandes, Betina
1
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1
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Finance research letters
Journal of econometrics
Quantitative finance
Journal of banking & finance
37
Journal of empirical finance
37
Journal of financial economics
37
International review of financial analysis
29
International review of economics & finance : IREF
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics
17
Journal of international financial markets, institutions & money
16
The journal of asset management
16
Economic modelling
15
Pacific-Basin finance journal
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
European journal of operational research : EJOR
12
Mathematics and financial economics
11
Annals of finance
10
Applied economics letters
10
Journal of economic behavior & organization : JEBO
10
Journal of financial markets
10
Research in international business and finance
10
International journal of finance & economics : IJFE
9
The European journal of finance
9
The journal of portfolio management : JPM
9
Economics letters
8
Financial markets and portfolio management
8
Insurance / Mathematics & economics
8
International journal of financial engineering
8
Journal of financial and quantitative analysis : JFQA
8
The journal of asset management : a major new, international quarterly journal for the financial community
8
The journal of investing : JOI
8
Investment management and financial innovations
7
Journal of financial econometrics
7
Review of quantitative finance and accounting
7
European financial management : the journal of the European Financial Management Association
6
International journal of financial research
6
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ECONIS (ZBW)
69
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69
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1
The impact of the war in Ukraine on the idiosyncratic risk and the market risk
Soliman, Alain
;
Le Saout, Erwan
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490425
Saved in:
2
Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu
;
Lv, Zhiyu
;
Naeem, Muhammad Abubakr
;
Rauf, Abdul
- In:
Finance research letters
63
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
Saved in:
3
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
4
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:
5
Green revenues and stock returns : cross-market evidence
Bassen, Alexander
;
Shu, Hao
;
Tan, Weiqiang
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472040
Saved in:
6
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
7
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
8
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
9
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
10
Modified degree of operating leverage risk measure
Aharon, David Y.
;
Kroll, Yoram
;
Riff, Sivan
- In:
Finance research letters
51
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014291622
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