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~accessRights:"restricted"
~isPartOf:"Journal of international financial markets, institutions & money"
~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
252
Portfolio-Management
252
Theorie
134
Theory
134
Capital income
57
Kapitaleinkommen
57
Risiko
42
Risikomaß
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Bekaert, Geert
1
Bianchi, Michele Leonardo
1
Bornholt, Graham
1
Buchner, Axel
1
Buncic, Daniel
1
Byrne, Joseph P.
1
Chen, Rongxin
1
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1
Chung, Munki
1
De Santis, Roberto A.
1
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1
Ding, Rui
1
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1
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1
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Journal of international financial markets, institutions & money
Quantitative finance
Finance research letters
49
Journal of banking & finance
37
Journal of empirical finance
37
Journal of financial economics
37
International review of financial analysis
30
International review of economics & finance : IREF
29
Management science : journal of the Institute for Operations Research and the Management Sciences
26
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics
17
The journal of asset management
16
Economic modelling
15
Pacific-Basin finance journal
15
Journal of economic dynamics & control
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
Applied economics letters
11
Journal of financial markets
11
Mathematics and financial economics
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International journal of finance & economics : IJFE
10
Journal of economic behavior & organization : JEBO
10
Research in international business and finance
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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
European financial management : the journal of the European Financial Management Association
7
Financial analysts journal : FAJ
7
Investment management and financial innovations
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Journal of financial econometrics
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Review of quantitative finance and accounting
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ECONIS (ZBW)
33
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1
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10
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33
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1
A novel integration of the Fama-French and Black-Litterman models to enhance
portfolio
management
Ko, Hyungjin
;
Son, Bumho
;
Lee, Jaewook
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
Saved in:
2
Someone like you : lottery-like preference and the cross-section of expected returns in the cryptocurrency market
Zhao, Xiaojuan
;
Wang, Ye
;
Liu, Weiyi
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014494879
Saved in:
3
Mean-variance portfolio with wealth and volatility dependent risk aversion
Liu, Shican
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 735-751
Persistent link: https://www.econbiz.de/10015050791
Saved in:
4
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:
5
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:
6
Exploring style herding by mutual funds
Santi, Caterina
;
Zwinkels, Remco C. J.
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014433226
Saved in:
7
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
8
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:
9
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:
10
Understanding idiosyncratic momentum in the Chinese stock market
Lin, Qi
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412807
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