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Search: subject:"Efficient frontier"
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Subject
All
efficient frontier
118
Portfolio selection
108
Portfolio-Management
105
Efficient frontier
97
Theorie
89
Theory
88
Mathematical programming
28
Mathematische Optimierung
28
Efficient Frontier
22
Technical efficiency
22
Technische Effizienz
22
CAPM
21
Data envelopment analysis
17
Data-Envelopment-Analyse
16
Risk
16
Stochastic process
16
Stochastischer Prozess
16
portfolio selection
15
Capital income
14
Kapitaleinkommen
14
Risiko
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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Undetermined
145
Free
81
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Article
227
Book / Working Paper
55
Other
1
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Article in journal
135
Aufsatz in Zeitschrift
135
Article
14
Working Paper
10
Arbeitspapier
5
Graue Literatur
5
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5
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2
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2
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1
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English
175
Undetermined
103
Spanish
2
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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
Economic modelling
4
European Journal of Operational Research
4
European journal of operational research : EJOR
4
Finance research letters
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)
143
RePEc
116
EconStor
19
BASE
3
Other ZBW resources
2
Showing
1
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10
of
283
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Harry Markowitz and the philosopher's stone
Sexauer, Stephen C.
;
Siegel, Laurence B.
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014576147
Saved in:
10
Robust traveling salesman problem with drone : balancing risk and makespan in contactless delivery
Zhao, Lei
;
Bi, Xinhua
;
Dong, Zhaohui
;
Xiao, Ni
;
Zhao, Anni
- In:
International transactions in operational research : a …
31
(
2024
)
1
,
pp. 167-191
Persistent link: https://www.econbiz.de/10014430469
Saved in:
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