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Search: subject:"market portfolio"
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Subject
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Portfolio-Management
33
Portfolio selection
32
CAPM
27
market portfolio
26
Theorie
21
Theory
21
Market portfolio
15
Capital income
8
Kapitaleinkommen
8
Risiko
7
Risk
7
Asset pricing
5
Mathematical programming
5
Mathematische Optimierung
5
Beta risk
4
Betafaktor
4
Estimation
4
Hedging
4
Market Portfolio
4
Schätzung
4
growth optimal portfolio
4
size
4
Aktienmarkt
3
Anlageverhalten
3
Behavioural finance
3
Bias
3
Germany
3
Kapitalanlage
3
Risikoaversion
3
Risikoprämie
3
Risk aversion
3
Risk premium
3
Stochastic dominance
3
Stock market
3
Systematischer Fehler
3
capital asset pricing model
3
fair pricing
3
market portfolio efficiency
3
portfolio theory
3
stochastic dominance
3
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Undetermined
27
Free
22
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Article
48
Book / Working Paper
14
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Article in journal
31
Aufsatz in Zeitschrift
31
Article
2
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2
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2
Graue Literatur
2
Non-commercial literature
2
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1
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1
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English
40
Undetermined
21
German
1
Turkish
1
Author
All
Platen, Eckhard
4
Post, Thierry
3
Benbouziane, Mohamed
2
Dahou, Khadra
2
Desban, Marc
2
Diyarbakirlioglu, Erkin
2
Fang, Yi
2
Guermat, Cherif
2
Hacini, Ishaq
2
Kopa, Miloš
2
Lajili Jarjir, Souad
2
Nazarova, Varvara
2
Schmidt, Martin H.
2
Stehle, Richard
2
Urba´nski, Stanislaw
2
Zhao, Yonggan
2
Akansu, Ali N.
1
Auer, Benjamin R.
1
Bednarek, Ziemowit
1
Bilir, Hakan
1
Bin Hidthiir, Mohamad Helmi
1
Brotcorne, Luce
1
CIOCHINA, Iuliana
1
Chen, Tao
1
Chow, K. Victor
1
Courtault, Jean-Michel
1
DECUSEARA, Razvan
1
Delbaen, Freddy
1
Eibe Sørensen, Hans
1
Estévez, Pablo García
1
Fleisch, Michael
1
Ganesh R.
1
García Estévez, Pablo
1
HOARCA, Dorin
1
Hollstein, Fabian
1
Huang, Wenli
1
IORDACHE, Carmen
1
Kabanov, Yuri
1
Kaiser, Lars
1
Kamstra, Mark
1
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Institution
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Finance Discipline Group, Business School
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Cowles Foundation for Research in Economics, Yale University
1
Department of Economics, College of Business and Economics
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
School of Management, Yale University
1
Universität Mannheim
1
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Research Paper Series / Finance Discipline Group, Business School
4
Finance research letters
3
MPRA Paper
3
Cuadernos de Gestión
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Annals of Finance
1
Annals of finance
1
CoFE discussion papers
1
Cowles Foundation Discussion Papers
1
Credit and Capital Markets – Kredit und Kapital
1
Credit and capital markets : Kredit und Kapital
1
ERIM Report Series Research in Management
1
Economic Systems
1
Economic modelling
1
Economic systems
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Entrepreneurial business and economics review : EBER
1
Essays on Financial Analytics : Applications and Methods
1
European journal of operational research : EJOR
1
Finance : revue de l'Association Française de Finance
1
Finance and Stochastics
1
Folia oeconomica Stetinensia : FOS
1
Global business & economics review
1
International Journal of Business and Economic Sciences Applied Research (IJBESAR)
1
International Journal of Economic Sciences and Applied Research
1
International Marketing Review
1
International Review of Financial Analysis
1
International journal of business
1
International journal of economics and accounting : IJEA
1
International journal of finance & banking studies : JJFBS
1
International journal of finance & economics : IJFE
1
International journal of financial services management : IJFSM
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of investment management : JOIM
1
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ECONIS (ZBW)
35
RePEc
24
EconStor
2
Other ZBW resources
1
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1
Performance of negatively screened sustainable investments during crisis
Lin, Xiang
;
Swain, Ranjula Bali
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1226-1247
Persistent link: https://www.econbiz.de/10014535456
Saved in:
2
The impact of the war in Ukraine on the idiosyncratic risk and the market risk
Soliman, Alain
;
Le Saout, Erwan
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490425
Saved in:
3
Portfolio selection : from under-diversification to concentration
Xu, Jiawen
;
Li, Yixuan
;
Liu, Kai
;
Chen, Tao
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1539-1557
Persistent link: https://www.econbiz.de/10014253700
Saved in:
4
A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Venkataraman, Sree Vinutha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2683-2695
Persistent link: https://www.econbiz.de/10014327577
Saved in:
5
An answer to Roll's critique (1977) 45 years later
Desban, Marc
;
Diyarbakirlioglu, Erkin
;
Lajili Jarjir, Souad
- In:
Essays on Financial Analytics : Applications and Methods
,
(pp. 297-341)
.
2023
Persistent link: https://www.econbiz.de/10014338892
Saved in:
6
VaR model for managing market risk of portfolio
Pribadi, Firman
;
Surwanti, Arni
;
Shih, Wen-Chung
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 165-172)
.
2023
Persistent link: https://www.econbiz.de/10014462381
Saved in:
7
Managing the
market
portfolio
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Management science : journal of the Institute for …
69
(
2023
)
6
,
pp. 3675-3696
Persistent link: https://www.econbiz.de/10014305756
Saved in:
8
Multi-
market
portfolio
optimization with conditional value at risk
Nasini, Stefano
;
Labbé, Martine
;
Brotcorne, Luce
- In:
European journal of operational research : EJOR
300
(
2022
)
1
,
pp. 350-365
Persistent link: https://www.econbiz.de/10013173861
Saved in:
9
Asset pricing models with measurement error problems : a new framework with Compact Genetic Algorithms
Diyarbakirlioglu, Erkin
;
Desban, Marc
;
Lajili Jarjir, Souad
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 1-78
Persistent link: https://www.econbiz.de/10014253276
Saved in:
10
Appraisal of investors' confidence on portfolio investments
Ganesh R.
;
Thiyagarajan, S.
;
Naresh G.
- In:
International journal of financial services management …
11
(
2021
)
2
,
pp. 116-133
Persistent link: https://www.econbiz.de/10012940012
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