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~subject:"Portfolio selection"
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Portfolio selection
Börsenkurs
52,509
Share price
50,983
Volatility
40,916
Volatilität
40,648
Theorie
26,675
Theory
26,257
Kapitaleinkommen
20,879
Capital income
20,827
CAPM
19,020
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Schätzung
16,526
Estimation
16,190
USA
11,882
United States
11,586
Welt
8,628
World
8,486
Portfolio-Management
7,749
ARCH-Modell
7,026
ARCH model
6,941
Prognoseverfahren
6,775
Forecasting model
6,690
Virtuelle Währung
6,105
Anlageverhalten
6,062
Virtual currency
6,050
Behavioural finance
5,993
Ankündigungseffekt
5,990
Announcement effect
5,940
Wechselkurs
5,585
Risk
5,470
Exchange rate
5,466
Risiko
5,385
Finanzmarkt
5,300
Financial market
5,215
Risikoprämie
5,029
Optionspreistheorie
5,008
Risk premium
4,994
Option pricing theory
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Zeitreihenanalyse
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Fabozzi, Frank J.
51
Zaremba, Adam
36
Lo, Andrew W.
31
Platen, Eckhard
31
McAleer, Michael
29
Guidolin, Massimo
25
Uppal, Raman
25
Hammoudeh, Shawkat
24
Mensi, Walid
24
Ang, Andrew
22
Grobys, Klaus
22
Hens, Thorsten
21
Kelly, Bryan T.
21
Ferson, Wayne E.
20
Kang, Sang Hoon
20
Shleifer, Andrei
18
Malamud, Semyon
17
Moskowitz, Tobias J.
17
Tiwari, Aviral Kumar
17
Bossaerts, Peter L.
16
Campbell, John Y.
16
Caporale, Guglielmo Maria
16
Chang, Chia-Lin
16
Dumas, Bernard
16
Evstigneev, Igor V.
16
Lee, Cheng F.
16
Plastun, Alex
16
Bekaert, Geert
15
Caporin, Massimiliano
15
He, Xue-zhong
15
Jarrow, Robert A.
15
Kakushadze, Zura
15
Bali, Turan G.
14
Blitz, David
14
Bouri, Elie
14
Branger, Nicole
14
Escobar, Marcos
14
Harvey, Campbell R.
14
Satchell, Stephen
14
Stambaugh, Robert F.
14
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National Bureau of Economic Research
108
Institute of Finance and Accounting <London>
3
Springer Fachmedien Wiesbaden
3
Institut for Finansiering <Frederiksberg>
2
Institut für Weltwirtschaft
2
Nationalekonomiska Institutionen <Lund>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of California Los Angeles / Department of Economics
2
Universität Mannheim
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Association for Investment Management and Research
1
Australian National University / Faculty of Economics and Commerce
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Berliner Wissenschafts-Verlag
1
Bonn Graduate School of Economics
1
Centre for New and Emerging Markets <London>
1
Centro Studi Luca d'Agliano <Turin>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
David Eccles School of Business
1
Development Center for Finance <Quezon>
1
Ekonomiska Forskningsinstitutet
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Friedrich-Schiller-Universität Jena
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Gruppo IMI <Rom>
1
Institut für Bankwirtschaft <Sankt Gallen>
1
Institut für Höhere Studien
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institut für Wirtschaftswissenschaften <Wien>
1
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Finance research letters
165
Journal of banking & finance
124
NBER working paper series
106
International review of financial analysis
99
Journal of financial economics
92
Working paper / National Bureau of Economic Research, Inc.
89
Journal of empirical finance
85
NBER Working Paper
75
International review of economics & finance : IREF
68
The North American journal of economics and finance : a journal of financial economics studies
65
The journal of asset management
65
Applied economics
58
The review of financial studies
58
Journal of international financial markets, institutions & money
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Research in international business and finance
55
Research paper series / Swiss Finance Institute
54
The journal of finance : the journal of the American Finance Association
54
Journal of risk and financial management : JRFM
52
Pacific-Basin finance journal
47
The journal of portfolio management : a publication of Institutional Investor
47
Journal of economic dynamics & control
46
Applied economics letters
45
Economic modelling
45
Energy economics
43
Quantitative finance
42
Risks : open access journal
42
The European journal of finance
42
Investment management and financial innovations
41
Journal of investment management : JOIM
39
European journal of operational research : EJOR
38
Swiss Finance Institute Research Paper
38
International journal of theoretical and applied finance
37
Review of quantitative finance and accounting
36
Journal of financial and quantitative analysis : JFQA
35
Discussion papers / CEPR
34
Applied financial economics
33
Journal of financial markets
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Annals of finance
30
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ECONIS (ZBW)
7,702
RePEc
1
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1
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10
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7,703
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date (oldest first)
1
Cryptocurrencies
and momentum
Grobys, Klaus
;
Sapkota, Niranjan
- In:
Economics letters
180
(
2019
),
pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
Saved in:
2
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
3
Performance of crypto-Forex portfolios based on intraday data
Esparcia, Carlos
;
López, Raquel
- In:
Research in international business and finance
69
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015052354
Saved in:
4
The
volatility
effect in China
Blitz, David
;
Hanauer, Matthias
;
Vliet, Willem Nicolaas van
- In:
The journal of asset management : a major new, …
22
(
2021
)
5
,
pp. 338-349
Persistent link: https://www.econbiz.de/10012614829
Saved in:
5
Is idiosyncratic
volatility
priced in cryptocurrency markets?
Zhang, Wei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
Saved in:
6
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
7
Impact of size and volume on cryptocurrency momentum and reversal
Fičura, Milan
;
Panoš, Jiří
-
2023
Persistent link: https://www.econbiz.de/10014281589
Saved in:
8
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
9
On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
Han, Weihao
;
Newton, David P.
;
Platanakis, Emmanouil
; …
- In:
European financial management : the journal of the …
30
(
2024
)
3
,
pp. 1125-1164
Persistent link: https://www.econbiz.de/10014574015
Saved in:
10
High frequency multiscale relationships among major
cryptocurrencies
: portfolio management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Muhammad Shafiullah
; …
- In:
Financial innovation : FIN
7
(
2021
),
pp. 1-21
cryptocurrencies
, especially between Bitcoin, Ethereum, and Monero. The nonlinear Granger causality tests reveal dual causation between …
Persistent link: https://www.econbiz.de/10012705417
Saved in:
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