//--> //--> //--> //-->
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
~subject:"Portfolio selection"
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
Does the inclusion of exposure...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Polen
67,325
Portfolio-Management
44,351
Volatility
41,108
Volatilität
40,839
Poland
34,786
Theorie
30,348
Theory
29,880
Kapitaleinkommen
13,294
Capital income
13,256
Schätzung
12,080
Börsenkurs
11,971
Share price
11,804
Estimation
11,785
Welt
8,906
World
8,752
Aktienmarkt
8,359
Stock market
8,252
USA
8,084
United States
7,780
Risk
7,129
Risiko
7,100
Diversification
6,934
ARCH-Modell
6,866
ARCH model
6,795
Anlageverhalten
6,589
Behavioural finance
6,481
Diversifikation
6,445
Deutschland
5,277
CAPM
5,213
Wechselkurs
5,187
Prognoseverfahren
5,145
Stochastischer Prozess
5,121
Forecasting model
5,077
Exchange rate
5,057
Stochastic process
5,043
Optionspreistheorie
4,847
Option pricing theory
4,762
EU-Staaten
4,483
EU countries
4,378
more ...
less ...
Online availability
All
Free
14,536
Undetermined
10,323
Type of publication
All
Article
23,349
Book / Working Paper
20,577
Journal
79
Other
1
Type of publication (narrower categories)
All
Article in journal
20,664
Aufsatz in Zeitschrift
20,664
Graue Literatur
6,286
Non-commercial literature
6,286
Working Paper
5,661
Arbeitspapier
5,657
Aufsatz im Buch
2,333
Book section
2,333
Hochschulschrift
1,542
Thesis
1,235
Collection of articles of several authors
495
Sammelwerk
495
Lehrbuch
433
Textbook
402
Collection of articles written by one author
253
Sammlung
253
Aufsatzsammlung
241
Bibliografie enthalten
214
Bibliography included
214
Ratgeber
159
Handbook
153
Handbuch
153
Glossar enthalten
132
Glossary included
132
Guidebook
125
Conference paper
124
Konferenzbeitrag
124
Konferenzschrift
113
Case study
85
Fallstudie
85
Conference proceedings
80
Systematic review
51
Übersichtsarbeit
51
Reprint
50
Bibliografie
36
Amtsdruckschrift
32
Government document
32
Mehrbändiges Werk
28
Mikroform
28
Multi-volume publication
28
more ...
less ...
Language
All
English
41,221
German
2,272
French
182
Undetermined
109
Italian
67
Spanish
57
Polish
43
Dutch
25
Swedish
14
Hungarian
13
Russian
12
Portuguese
11
Danish
7
Finnish
7
Czech
3
Slovak
3
Arabic
2
Bulgarian
2
Norwegian
2
Serbian
2
Afrikaans
1
Croatian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
226
Maurer, Raimond
118
Mitchell, Olivia S.
114
Guidolin, Massimo
93
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
78
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
70
Gollier, Christian
69
Kraft, Holger
64
Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Wong, Wing Keung
56
Zaremba, Adam
54
Bodie, Zvi
53
Viceira, Luis M.
53
Li, Duan
52
Markowitz, Harry
51
Stambaugh, Robert F.
51
Blake, David
50
Levy, Haim
50
Schenk-Hoppé, Klaus Reiner
50
Weber, Martin
49
Kelly, Bryan T.
47
Lee, Cheng F.
47
Post, Thierry
47
Wermers, Russ
47
Pedersen, Lasse Heje
46
Prigent, Jean-Luc
46
Zhou, Guofu
46
Lucas, André
45
Vanduffel, Steven
44
Zagst, Rudi
44
Poterba, James M.
43
Hammoudeh, Shawkat
42
Warnock, Francis E.
42
Račev, Svetlozar T.
41
more ...
less ...
Institution
All
National Bureau of Economic Research
544
OECD
22
Institute of Finance and Accounting <London>
19
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Rodney L. White Center for Financial Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Springer Fachmedien Wiesbaden
12
World Bank
12
Basel Committee on Banking Supervision
11
Fisher Investments Inc. <Woodside, Calif.>
11
Center for Economic Research <Tilburg>
10
International Center for Financial Asset Management and Engineering
10
Pensions Institute
10
Universität Zürich / Institut für Schweizerisches Bankwesen
10
CFA Institute <Charlottesville, Va.>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Erasmus Research Institute of Management
8
FinanzBuch Verlag
8
European University Institute / Department of Law
7
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
7
Goethe-Universität Frankfurt am Main
7
Universität Mannheim
7
World Bank Group
7
Federal Reserve Bank of St. Louis
6
Friedrich-Schiller-Universität Jena
6
Institut für Finanzdienstleistungen Zug
6
Nationalekonomiska Institutionen <Lund>
6
Springer International Publishing
6
Association for Investment Management and Research
5
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Börsen-Buchverlag
5
Federal Reserve System / Division of Research and Statistics
5
Institut für Weltwirtschaft
5
International Association for the Study of Insurance Economics
5
International Finance Corporation
5
Judge Institute of Management Studies
5
Københavns Universitet / Økonomisk Institut
5
University of Cambridge / Department of Applied Economics
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
more ...
less ...
Published in...
All
Journal of banking & finance
571
NBER working paper series
540
Finance research letters
476
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
406
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
278
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
207
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Quantitative finance
203
Journal of empirical finance
199
Finance and stochastics
196
The review of financial studies
192
Risks : open access journal
180
Journal of financial and quantitative analysis : JFQA
179
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
The European journal of finance
174
SpringerLink / Bücher
173
The North American journal of economics and finance : a journal of financial economics studies
159
Economics letters
157
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
148
Research in international business and finance
148
The journal of investing
140
Pacific-Basin finance journal
135
Applied economics letters
133
Working paper
132
The journal of wealth management
131
more ...
less ...
Source
All
ECONIS (ZBW)
43,877
RePEc
110
EconStor
11
Other ZBW resources
4
BASE
3
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
44,006
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does the inclusion of exposure to
volatility
into diversified portfolio improve the investment results? : portfolio construction from the perspective of a Polish investor
Latoszek, Michał
;
Ślepaczuk, Robert
- In:
Economics and business review
6/20
(
2020
)
1
,
pp. 46-81
Persistent link: https://www.econbiz.de/10012550231
Saved in:
2
Mitigating estimation risk in asset allocation : diagonal models versus 1/N
diversification
Stivers, Christopher T.
;
Sun, Licheng
- In:
The financial review : the official publication of the …
51
(
2016
)
3
,
pp. 403-433
Persistent link: https://www.econbiz.de/10011550915
Saved in:
3
Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Litterman, mean-variance, and naïve
diversification
approaches
Bessler, Wolfgang
;
Opfer, Heiko
;
Wolff, Dominik
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011736211
Saved in:
4
Naïve versus mean-variance
diversification
in Indian capital markets
Gupta, Mohit
;
Aggarwal, Navdeep
- In:
Asia-Pacific journal of management research and …
11
(
2015
)
3
,
pp. 198-204
Persistent link: https://www.econbiz.de/10011392084
Saved in:
5
Risk decomposition, estimation error, and naïve
diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
6
Factor tracking : a new smart beta strategy that outperforms naïve
diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
7
Optimal vs naïve
diversification
in cryptocurrencies
Platanakis, Emmanouil
;
Sutcliffe, Charles M. S.
; …
- In:
Economics letters
171
(
2018
),
pp. 93-96
Persistent link: https://www.econbiz.de/10012021860
Saved in:
8
Naïve
diversification
in thematic investing : heuristics for the core satellite investor
Methling, Florian
;
Nitzsch, Rüdiger von
- In:
The journal of asset management
20
(
2019
)
7
,
pp. 568-580
Persistent link: https://www.econbiz.de/10012155321
Saved in:
9
Mean-variance combining rules that outperform naïve
diversification
Benjlijel, Bacem
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014234353
Saved in:
10
Lessons from naïve
diversification
about the risk-reward trade-off
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013413455
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->