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~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~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
242
Portfolio-Management
242
Theorie
156
Theory
156
Stochastic process
46
Stochastischer Prozess
46
Risk
42
Risiko
40
Capital income
37
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37
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Option pricing theory
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Branger, Nicole
2
Zaremba, Adam
2
Bianchi, Michele Leonardo
1
Bianchi, Robert
1
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1
Chung, Munki
1
Dentcheva, Darinka
1
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1
Ding, Rui
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Leippold, Markus
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1
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Journal of economic dynamics & control
Quantitative finance
Finance research letters
44
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
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
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International journal of finance & economics : IJFE
9
Journal of econometrics
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
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ECONIS (ZBW)
29
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1
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:
2
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:
3
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:
4
Drawdown beta and portfolio optimization
Ding, Rui
;
Uryasev, Stan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906
Saved in:
5
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
6
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
7
Geometry of unconditionally efficient portfolios formed with conditioning information : the efficient semicircle
Siegel, Andrew F.
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 881-889
Persistent link: https://www.econbiz.de/10012515623
Saved in:
8
Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
Saved in:
9
An alternative nonparametric tail risk measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
Saved in:
10
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
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