//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Capital market returns"
~subject:"Liquidity"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital market returns
Liquidity
Portfolio selection
304
Portfolio-Management
304
Theorie
124
Theory
124
USA
95
United States
95
Capital income
71
Kapitaleinkommen
71
Börsenkurs
52
Share price
52
Anlageverhalten
50
Behavioural finance
50
CAPM
44
Investment Fund
35
Investmentfonds
35
Estimation
29
Schätzung
29
Institutional investor
17
Institutioneller Investor
17
Risiko
17
Risk
17
Transaction costs
15
Transaktionskosten
15
Welt
15
World
15
Volatility
14
Volatilität
14
Financial investment
13
Kapitalanlage
13
Kapitalmarktrendite
13
Risikoprämie
12
Risk premium
12
Hedging
11
Aktienmarkt
10
Securities trading
10
Stock market
10
Wertpapierhandel
10
Forecasting model
9
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Amihud, Yakov
1
Avramov, Doron
1
Bhootra, Ajay
1
Bogousslavsky, Vincent
1
Boyer, Brian H.
1
Broman, Markus S.
1
Buraschi, Andrea
1
Choi, Darwin
1
Ciccotello, Conrad S.
1
Domowitz, Ian
1
Ehsani, Sina
1
Green, Tracy Clifton
1
Greene, Jason T.
1
Hansch, Oliver
1
Hauser, Shmuel
1
Henry, Tyler R.
1
Hore, Satadru
1
Jame, Russell
1
Jang, Bong-gyu
1
Jenkinson, Tim
1
Johannes, Michael
1
Jones, Howard
1
Kahraman, Bige
1
Kedar-Levy, Haim
1
Kim, Soonho
1
Koijen, Ralph S. J.
1
Koo, Hyeng-keun
1
Korteweg, Arthur
1
Koski, Jennifer L.
1
Kosowski, Robert L.
1
Li, Yan
1
Ling, Leng
1
Linnainmaa, Juhani
1
Liu, Hong
1
Loewenstein, Mark A.
1
Lynch, Anthony W.
1
Marshall, Ben R.
1
Martinez, Jose Vicente
1
Mukherjee, Abhiroop
1
Na, Haejung
1
more ...
less ...
Published in...
All
Journal of financial markets
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
22
Journal of financial and quantitative analysis : JFQA
21
Finance research letters
20
Journal of financial economics
20
NBER working paper series
18
SpringerLink / Bücher
17
Working paper / National Bureau of Economic Research, Inc.
16
NBER Working Paper
15
Springer eBook Collection
15
International review of financial analysis
14
Discussion paper / Centre for Economic Policy Research
13
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The review of financial studies
12
International review of economics & finance : IREF
9
Journal of economic dynamics & control
9
Working paper / Centre for Financial Research
9
Pacific-Basin finance journal
8
Review of asset pricing studies
8
Working papers on finance
8
Discussion papers / CEPR
7
Journal of international financial markets, institutions & money
7
Journal of investment management : JOIM
7
International review of finance
6
Journal of empirical finance
6
Journal of risk
6
Mathematics and financial economics
6
Research paper series / Swiss Finance Institute
6
Springer eBook Collection / Economics and Finance
6
Applied economics
5
Discussion paper
5
Economic modelling
5
FRB International Finance Discussion Paper
5
Finance and stochastics
5
International finance discussion papers
5
Journal of financial stability
5
Research in international business and finance
5
Review of finance : journal of the European Finance Association
5
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
2
Factor momentum and the momentum factor
Ehsani, Sina
;
Linnainmaa, Juhani
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1877-1919
Persistent link: https://www.econbiz.de/10013279780
Saved in:
3
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
4
Higher-moment liquidity risks and the cross-section of stock returns
Kim, Soonho
;
Na, Haejung
- In:
Journal of financial markets
38
(
2018
),
pp. 39-59
Persistent link: https://www.econbiz.de/10012001138
Saved in:
5
Liquidity might come at cost : the role of heterogeneous preferences
Hauser, Shmuel
;
Kedar-Levy, Haim
- In:
Journal of financial markets
39
(
2018
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012001870
Saved in:
6
Cross-sectional factor dynamics and momentum returns
Avramov, Doron
;
Hore, Satadru
- In:
Journal of financial markets
32
(
2017
),
pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
Saved in:
7
Ex-dividend profitability and institutional trading skill
Henry, Tyler R.
;
Koski, Jennifer L.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 461-494
Persistent link: https://www.econbiz.de/10011738419
Saved in:
8
Picking winners? : investment consultants' recommendations of fund managers
Jenkinson, Tim
;
Jones, Howard
;
Martinez, Jose Vicente
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2333-2370
Persistent link: https://www.econbiz.de/10011562357
Saved in:
9
Liquidity, style investing and excess comovement of exchange-traded fund returns
Broman, Markus S.
- In:
Journal of financial markets
30
(
2016
),
pp. 27-53
Persistent link: https://www.econbiz.de/10011722252
Saved in:
10
Learning about mutual fund managers
Choi, Darwin
;
Kahraman, Bige
;
Mukherjee, Abhiroop
- In:
The journal of finance : the journal of the American …
71
(
2016
)
6
,
pp. 2809-2860
Persistent link: https://www.econbiz.de/10011738213
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->