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Search: subject:"Efficient Frontier"
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Subject
All
efficient frontier
119
Portfolio selection
110
Portfolio-Management
107
Efficient frontier
99
Theorie
91
Theory
90
Mathematical programming
28
Mathematische Optimierung
28
Efficient Frontier
23
Technical efficiency
23
Technische Effizienz
23
CAPM
21
Data envelopment analysis
18
Risk
18
Data-Envelopment-Analyse
17
Risiko
16
Stochastic process
16
Stochastischer Prozess
16
portfolio selection
15
Capital income
14
Kapitaleinkommen
14
Portfolio optimization
12
shortage function
11
Efficiency
10
Effizienz
9
Sharpe ratio
9
risk aversion
9
Hedging
8
Risikomaß
8
Risk measure
8
Dynamic programming
7
Volatility
7
mean-variance
7
Aktienmarkt
6
Markov chain
6
Markov-Kette
6
Optimal portfolio
6
Portfolio
6
Stock market
6
Volatilität
6
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All
Undetermined
148
Free
83
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All
Article
232
Book / Working Paper
55
Other
1
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All
Article in journal
139
Aufsatz in Zeitschrift
139
Article
14
Working Paper
10
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
2
Book section
2
Thesis
1
research-article
1
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Language
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English
180
Undetermined
103
Spanish
2
German
1
Italian
1
Portuguese
1
Author
All
Kerstens, Kristiaan
11
Briec, Walter
9
Bodnar, Taras
6
Maier-Paape, Stanislaus
6
Zhu, Qiji Jim
6
Christiansen, Charlotte
5
Schmid, Wolfgang
5
Shen, Yang
5
Van de Woestyne, Ignace
5
Vigna, Elena
5
Yao, Haixiang
5
Chen, Ping
4
Guo, Wenjing
4
Sun, Zhongyang
4
Van Vuuren, Gary
4
Xu, Chengming
4
Asutay, Mehmet
3
Battaglia, Francesca
3
Bradfield, D. J.
3
Liang, Liang
3
Mansur Masih
3
Nielsen, Helena Skyt
3
Obiyathulla Ismath Bacha
3
Sampagnaro, Gabriele
3
Scherer, William T.
3
Schmidt, Daniel
3
Simar, Léopold
3
Vanhems, Anne
3
Zeng, Yan
3
Alaoui, Abdelkader O. el
2
Ang, Sheng
2
Arend, Richard J.
2
Aryanezhad, M. B.
2
Bai, Lihua
2
Baresa, Suzana
2
Best, Michael J.
2
Betancourt Bejarano, Katherine
2
Bogdan, Sinisa
2
Brandtner, Mario
2
Burkett, Matthew W.
2
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Institution
All
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
4
IÉSEG School of Management, Université Catholique de Lille
4
Collegio Carlo Alberto, Università degli Studi di Torino
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Financial Studies
2
Department Volkswirtschaftlehre, Universität Bern
2
Institutionen för Nationalekonomi, Umeå Universitet
2
Agricultural and Applied Economics Association - AAEA
1
Australian Agricultural and Resource Economics Society - AARES
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
1
Centro de Estudios Andaluces, Government of Andalusia
1
Departament d'Empresa, Facultat d'Economia i Empresa
1
Departamento de Métodos Cuantitativos y Teoría Económica, Facultad de Ciencias Económicas y Empresariales
1
Department of Economics, Florida International University
1
Department of Management Science, Management School
1
EconWPA
1
Economics Department, Queen's University
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Finance Discipline Group, Business School
1
HAL
1
HEC Paris (École des Hautes Études Commerciales)
1
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Institute for Financial Research (SIFR)
1
Institute for the Study of Labor (IZA)
1
MASTER CONSULTORES
1
Nationalökonomisk Institut, Institut for Økonomi
1
School of Economics and Finance, Business School
1
School of Economics and Management, University of Aarhus
1
Society for Computational Economics - SCE
1
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Published in...
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Computational Statistics
9
Mathematical Methods of Operations Research
9
Risks
6
Risks : open access journal
6
European journal of operational research : EJOR
5
Finance research letters
5
Economic modelling
4
European Journal of Operational Research
4
Operations research letters
4
Working Papers / Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
4
Working Papers / IÉSEG School of Management, Université Catholique de Lille
4
Carlo Alberto Notebooks
3
Computational economics
3
Insurance / Mathematics & economics
3
Insurance: Mathematics and Economics
3
International review of financial analysis
3
Journal of investment management : JOIM
3
Journal of the Operational Research Society : OR
3
MPRA Paper
3
Mathematical methods of operations research
3
Annals of finance
2
CFS Working Paper Series
2
Cogent Economics & Finance
2
Cogent economics & finance
2
Computational Economics
2
Diskussionsschriften
2
INFOR : information systems and operational research
2
INFORMS journal on computing : JOC
2
IZA Discussion Papers
2
International Journal of Financial Services Management
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International transactions in operational research : a journal of the International Federation of Operational Research Societies
2
Journal of Productivity Analysis
2
Journal of financial economics
2
Journal of mathematical finance
2
Management Science
2
Modern economy
2
Omega : the international journal of management science
2
Research in international business and finance
2
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
2
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Source
All
ECONIS (ZBW)
147
RePEc
116
EconStor
19
BASE
3
Other ZBW resources
3
Showing
1
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10
of
288
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date (oldest first)
1
The impact of corporate sustainability performance on advertising efficiency
Weinmayer, Karl
;
Garaus, Marion
;
Wagner, Udo
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
1
,
pp. 175-209
Persistent link: https://www.econbiz.de/10014519168
Saved in:
2
Dominant smart contracts based on major bargaining solutions
Fadafan, Elmira Mohammadhosseini
;
Vetschera, Rudolf
- In:
Group decision and negotiation
33
(
2024
)
2
,
pp. 327-350
Persistent link: https://www.econbiz.de/10015045909
Saved in:
3
The ESG-
efficient
frontier
under ESG rating uncertainty
Chibane, Messaoud
;
Joubrel, Mathieu
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062288
Saved in:
4
Asset allocation using a Markov process of clustered
efficient
frontier
coefficients states
Alexander, Nolan
;
Scherer, William T.
;
Thompson, Jamey
- In:
The Journal of finance and data science : JFDS
9
(
2023
),
pp. 1-21
We propose a novel asset allocation model using a Markov process of states defined by clustered
efficient
frontier
…
Persistent link: https://www.econbiz.de/10014514020
Saved in:
5
Sensitivity to measurement errors of the distance to the
efficient
frontier
Briere, Marie
;
Simar, Léopold
;
Szafarz, Ariane
; …
-
2023
Persistent link: https://www.econbiz.de/10014279640
Saved in:
6
A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization
Krejić, N.
;
Krulikovski, E. H. M.
;
Raydan, Marcos
- In:
Operations research forum
4
(
2023
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014388587
Saved in:
7
Metal price behaviour during recent crises : COVID-19 and the Russia-Ukraine conflict
Van der Nest, Matthew
;
Van Vuuren, Gary
- In:
Journal of economic and financial sciences : JEF
16
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013531912
Saved in:
8
Expected mean return : standard deviation
efficient
frontier
approximation with low-cardinality portfolios in the presence of the risk-free asset
Juszczuk, Przemysław
;
Kaliszewski, Ignacy
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2395-2414
Persistent link: https://www.econbiz.de/10014259184
Saved in:
9
Profilo rendimento-rischio di fondi comuni di investimento : il caso EURIZON CAPITAL S.G.R. S.p.A.
Rossi, Francesco
;
Gaioni, Francesco
-
2022
Persistent link: https://www.econbiz.de/10013347541
Saved in:
10
Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions
Diacogiannis, George P.
;
Ioannidis, Christos
- In:
International review of financial analysis
81
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013375389
Saved in:
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