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Search: subject:"modern portfolio theory"
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22,827
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Fabozzi, Frank J.
119
Satchell, Stephen
49
Wong, Wing Keung
47
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36
Korn, Ralf
35
Zagst, Rudi
35
Zaremba, Adam
35
Hammoudeh, Shawkat
34
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32
Martellini, Lionel
32
Prigent, Jean-Luc
32
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31
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31
Račev, Svetlozar T.
31
Guidolin, Massimo
30
Kang, Sang Hoon
30
Li, Duan
30
Platen, Eckhard
30
Tiwari, Aviral Kumar
29
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28
Lo, Andrew W.
28
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27
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Zhou, Guofu
26
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25
Scherer, Bernd
25
Young, Virginia R.
25
Hens, Thorsten
24
Jarrow, Robert A.
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Guerard, John Baynard
23
Kim, Woo Chang
23
Nguyen, Duc Khuong
23
Post, Thierry
23
Vanduffel, Steven
23
Ang, Andrew
22
Clare, Andrew D.
22
McAleer, Michael
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Centro Interdipartimentale di Studi Internazionali sull'Economia e lo Sviluppo <Rom>
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Private International Seminar Institutional Investment in Real Estate: Some International Comparisons <1993, Paris>
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Journal of banking & finance
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Finance research letters
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390
Insurance / Mathematics & economics
385
International review of financial analysis
284
Journal of financial economics
264
The journal of asset management
254
The journal of portfolio management : a publication of Institutional Investor
251
Journal of economic dynamics & control
247
The journal of finance : the journal of the American Finance Association
232
International journal of theoretical and applied finance
218
Applied economics
204
Journal of empirical finance
199
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Quantitative finance
194
The review of financial studies
191
Journal of financial and quantitative analysis : JFQA
178
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
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175
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174
The European journal of finance
170
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
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146
The journal of investing
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Economics letters
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Pacific-Basin finance journal
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The journal of wealth management
131
Applied economics letters
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Research in international business and finance
126
Journal of international financial markets, institutions & money
123
Computational economics
115
The journal of portfolio management : JPM
115
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
115
Journal of international money and finance
112
Applied financial economics
111
Financial markets and portfolio management
111
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ECONIS (ZBW)
22,831
RePEc
24
EconStor
9
Other ZBW resources
4
Showing
1
-
10
of
22,868
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relevance
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date (newest first)
date (oldest first)
1
Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine : a case study applied to the Turkish stock market
Gaggero, Giacomo
;
Giribone, Pier Giuseppe
;
Muselli, Marco
; …
- In:
Risk management magazine
19
(
2024
)
1
,
pp. 26-49
This study explores an innovative approach to portfolio optimization, bridging traditional
Modern
Portfolio
Theory
(MPT …
Persistent link: https://www.econbiz.de/10014555705
Saved in:
2
The performance of shrinkage estimator for stock portfolio selection in case of high dimensionality
Nhat Minh Nguyen
;
Nguyen Trung Duc
;
Thalassinos, Eleftherios
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
6
,
pp. 1-12
Harry Markowitz introduced the
Modern
Portfolio
Theory
(MPT) for the first time in 1952 which has been applied widely …
Persistent link: https://www.econbiz.de/10013273605
Saved in:
3
Strategic approach to investment portfolios through the prism of precious metals
Marinac, Martina
;
Vukoja, Marija
- In:
UTMS journal of economics / University of Tourism and …
13
(
2022
)
1
,
pp. 98-128
investment options, which is diversify of the investment portfolio; what is also what
modern
portfolio
theory
, or Markowitz …
Persistent link: https://www.econbiz.de/10013326410
Saved in:
4
Robo-advising : optimal investment with mismeasured and unstable risk preferences
Keffert, Henk
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 378-392
Persistent link: https://www.econbiz.de/10014562841
Saved in:
5
Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole
;
Mahayni, Antje
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 393-410
Persistent link: https://www.econbiz.de/10014562844
Saved in:
6
Skewness-seeking behavior and financial investments
Benuzzi, Matteo
;
Ploner, Matteo
- In:
Annals of finance
20
(
2024
)
1
,
pp. 129-165
Persistent link: https://www.econbiz.de/10014566400
Saved in:
7
A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014566418
Saved in:
8
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
9
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
10
Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals
Pohl, Erik
;
Geldermann, Jutta
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 386-395
Persistent link: https://www.econbiz.de/10014574046
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