G11 - Portfolio Choice; Investment Decisions
label: G11 - Portfoliowahl; Investitionsentscheidungen @de
label: Portfoliowahl @de
label: Investitionsentscheidungen @de
label: Portfolio Choice
label: Investment Decisions
broad match: V.05.04.01 Financial economics

Risk-return tradeoff
label: Risiko-Ertrags-Verhältnis @de
label: Risk-return relation
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Capital asset pricing model
type: Descriptor
type: Concept
label: CAPM-Kapitalmarktmodell @de
label: CAPM
label: Capital asset pricing
broader: V.05.04.01 Financial economics

Financial econometrics
label: Finanzmarktökonometrie @de
label: Finanzökonometrie @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

CCAPM
label: Consumption-based capital asset pricing model
label: Consumption-based CAPM
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Beta risk
label: Betafaktor @de
label: Beta-Faktor @de
label: Beta risk estimator
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Trading Volume
label: Bond Interest Rates
label: Preisbildung am Kapitalmarkt, Asset pricing @de
label: Anleihezinssatz @de
label: G12 - Preisbildung am Kapitalmarkt, Asset pricing; Handelsvolumen; Anleihezinssatz @de
label: Handelsvolumen @de
label: Asset Pricing
label: G12 - Asset Pricing; Trading Volume; Bond Interest Rates
broad match: V.05.04.01 Financial economics

Portfolio management
label: Portfolioanalyse @de
label: Portfolio-Theorie @de
label: Modern portfolio theory
label: Portfolio-Selektion @de
label: Portfolio-Management @de
label: Portfolio performance
label: Portfolio-Insurance @de
label: Markowitz-Theorie @de
label: Asset allocation
label: Optimal portfolio
label: Portfoliomanagement @de
label: Portfolio optimization
label: Portfolio planning
label: Portfolio selection
label: Portfolio choice
label: Portfolio insurance
broader: V.05.04.01 Financial economics
type: Concept
type: Descriptor

STW Thesaurus for Economics
label: Standard-Thesaurus Wirtschaft @de
type: Dataset
type: ConceptScheme

V.05.04.01 Financial economics
is part of: STW Thesaurus for Economics
narrower: Behavioural finance
narrower: SABR model
narrower: Arbitrage pricing
narrower: Arbitrage theory
narrower: Noise trading
narrower: Disposition effect
narrower: Efficient market hypothesis
narrower: Sharpe ratio
narrower: Capital structure theory
narrower: Portfolio management
narrower: Informational cascades
narrower: Term structure theory
narrower: Risk-return tradeoff
narrower: Option pricing theory
narrower: Financial economics
narrower: Equity risk premium
narrower: Bubbles
narrower: Financial econometrics
narrower: Fama-French factors
narrower: CCAPM
narrower: Asset pricing model
narrower: CIR process
narrower: Equity premium puzzle
narrower: Black-Scholes model
narrower: Financial management theory
narrower: Carhart model
narrower: Capital asset pricing model
narrower: Beta risk
narrower: Credit constraint
narrower: Event study
narrower: Volatility
narrower: Market microstructure
narrower: Calendar effect
broader: V.05.04 Financial markets
preferred label: V.05.04.01 Kapitalmarkttheorie @de
label: Financial economics
label: Kapitalmarkttheorie @de
has narrower match: Event Studies
has narrower match: G10 - General Financial Markets: General
has narrower match: G19 - General Financial Markets: Other
has narrower match: G13 - Contingent Pricing; Futures Pricing
has narrower match: Trading Volume
has narrower match: D84 - Expectations; Speculations
has narrower match: E44 - Financial Markets and the Macroeconomy
has narrower match: G11 - Portfolio Choice; Investment Decisions
has narrower match: G18 - General Financial Markets: Government Policy and Regulation
type: Concept
type: Thsys
notation: V.05.04.01
is in scheme: STW Thesaurus for Economics

CIR process
label: Mean reversion
label: Mean Reversion @de
label: Cox-Ingersoll-Ross model
label: Mean-reverting process
label: Vasicek model
label: Ornstein-Uhlenbeck process
broader: V.05.04.01 Financial economics
type: Concept
type: Descriptor

G18 - General Financial Markets: Government Policy and Regulation
label: G18 - Finanzwirtschaft: Regierungspolitik und Regulierung @de
label: General Financial Markets: Government Policy and Regulation
label: Finanzwirtschaft: Regierungspolitik und Regulierung @de
broad match: V.05.04.01 Financial economics

Option pricing theory
label: Optionspreistheorie @de
label: Contingent-claims approach
label: Optionspreismodell @de
label: Optionsbewertung @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Capital structure theory
preferred label: Kapitalstrukturtheorie @de
label: Pecking order theory
label: Optimaler Verschuldungsgrad @de
label: Irrelevanz der Kapitalstruktur @de
label: Modigliani-Miller-Theorem @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Noise trading
label: Noise Trading @de
label: Noise trader
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Equity risk premium
label: Equity risk
label: Equity premium
label: Risk premium
label: Risikoprämie @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Sharpe ratio
label: Sharpe Ratio @de
label: Sharpe-Maß @de
label: Reward-to-variability ratio
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

G13 - Contingent Pricing; Futures Pricing
label: G13 - Zustandsabhängige Bepreisung; Preisfindung von Terminkontrakten @de
label: Preisfindung von Terminkontrakten @de
label: Zustandsabhängige Bepreisung @de
label: Contingent Pricing
label: Futures Pricing
broad match: V.05.04.01 Financial economics

notation
definition: A notation, also known as classification code, is a string of characters such as "T58.5" or "303.4833" used to uniquely identify a concept within the scope of a given concept scheme.

Calendar effect
preferred label: Kalendereffekt @de
label: Calendar anomalies
label: Data-driven inference
label: Day-of-the-week effect
label: Day of the week effect
label: Weekend effect
label: Kalenderanomalien @de
broader: V.05.04.01 Financial economics
type: Concept
type: Descriptor

has narrower match
sub property of: has narrower
sub property of: mappingRelation
definition: skos:narrowMatch is used to state a hierarchical mapping link between two conceptual resources in different concept schemes.

Volatility
label: Volatilität @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Arbitrage pricing
preferred label: Arbitrage Pricing @de
label: Arbitrage-Preis-Theorie @de
label: Arbitrage pricing model
label: APT (Arbitrage Pricing Theory)
label: Arbitrage pricing theory
type: Concept
type: Descriptor
broader: V.05.04.01 Financial economics

Thsys
type: Class

preferred label
sub property of: label
definition: The preferred lexical label for a resource, in a given language.
comment: skos:prefLabel, skos:altLabel and skos:hiddenLabel are pairwise disjoint properties.
comment: The range of skos:prefLabel is the class of RDF plain literals.
comment: A resource has no more than one value of skos:prefLabel per language tag.

G19 - General Financial Markets: Other
label: G19 - Finanzwirtschaft: Sonstiges @de
label: General Financial Markets: Other
label: Finanzwirtschaft: Sonstiges @de
broad match: V.05.04.01 Financial economics

is in scheme
definition: Relates a resource (for example a concept) to a concept scheme in which it is included.

Carhart model
label: Carhart-Modell @de
label: Carhart four-factor model
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

V.05.04 Financial markets
type: Concept
type: Thsys
label: V.05.04 Finanzmärkte @de
label: Finanzmärkte @de
label: Financial markets
narrower: V.05.04.01 Financial economics
notation: V.05.04

Event Studies
label: Information and Market Efficiency
label: Fallstudien @de
label: G14 - Information und Markteffizienz; Fallstudien; Insiderhandel @de
label: Insider Trading
label: Insiderhandel @de
label: G14 - Information and Market Efficiency; Event Studies; Insider Trading
label: Information und Markteffizienz @de
broad match: V.05.04.01 Financial economics

Fama-French factors
label: Fama-French five-factor model
label: Fama and French three-factor model
label: Fama and French factors
label: Fama-French model
label: Fama-French 3-factor model
label: Fama-French-Modell @de
label: Fama-French three-factor model
type: Concept
type: Descriptor
broader: V.05.04.01 Financial economics

Financial management theory
label: Finanzierungstheorie @de
label: Theory of managerial finance
label: Finanzierungslehre @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Asset pricing model
label: Theorie des Kapitalmarktgleichgewichts @de
label: Kapitalmarkttheorie @de
label: Capital market theory
label: Kapitalmarktmodell @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

D84 - Expectations; Speculations
label: D84 - Erwartungen; Spekulation @de
label: Expectations
label: Speculations
label: Erwartungen @de
label: Spekulation @de
broad match: V.05.04.01 Financial economics

Bubbles
preferred label: Spekulationsblase @de
label: Speculative bubbles
label: Blasenwirtschaft @de
label: Spekulative Blasen @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Concept
type: Class

has broader
sub property of: broaderTransitive
definition: Relates a concept to a concept that is more general in meaning.
comment: Broader concepts are typically rendered as parents in a concept hierarchy (tree).

Financial economics
label: Finanzmarktforschung @de
label: Kapitalmarktforschung @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

has narrower
sub property of: narrowerTransitive
definition: Relates a concept to a concept that is more specific in meaning.
comment: Narrower concepts are typically rendered as children in a concept hierarchy (tree).

Informational cascades
label: Herd behaviour
label: Herd behavior
label: Herding
label: Keeping up with the Joneses
label: Herdenverhalten @de
label: Information cascades
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Arbitrage theory
label: Arbitragetheorie @de
label: Arbitrage
label: Arbitragegeschäft @de
type: Concept
type: Descriptor
broader: V.05.04.01 Financial economics

Market microstructure
label: Microstructure of markets
label: Marktmikrostrukturtheorie @de
label: Marktmikrostruktur @de
label: Mikrostrukturanalyse @de
type: Concept
type: Descriptor
broader: V.05.04.01 Financial economics

Behavioural finance
preferred label: Anlageverhalten @de
broader: V.05.04.01 Financial economics
label: Anlagestrategie @de
label: Technical trading rules
label: Verhaltenswissenschaftliche Kapitalmarktforschung @de
label: Finanzmarktanomalien @de
label: Anlegerverhalten @de
label: Börsenpsychologie @de
label: Behavioral finance
label: Trading psychology
label: Financial investment behaviour
label: Financial market anomalies
label: Anlageentscheidung @de
type: Descriptor
type: Concept

Credit constraint
label: Theory of credit rationing
label: Nonprice credit rationing
label: Credit rationing
label: Theorie der Kreditrationierung @de
label: Credit crunch
label: Kreditrationierung @de
label: Kreditklemme @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Disposition effect
label: Dispositionseffekt @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Event study
label: Ereignisstudie @de
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Term structure theory
label: Erwartungshypothese der Zinsstruktur @de
label: Fristigkeitsstruktur der Zinssätze @de
label: Zinsspread @de
label: Expectations hypothesis of the term structure
label: LIBOR-Markt-Modell @de
label: Term structure of interest rates
label: Zinsstrukturmodell @de
label: Zinsstruktur @de
label: Interest rate spread
label: Term structure model
label: Interest rate differential
label: Zinskurve @de
label: Zinsstrukturtheorie @de
label: Yield curve
label: Yield spread
label: Interest rate linkage
label: Zinsdifferenz @de
label: LIBOR market model
label: Internationaler Zinszusammenhang @de
label: Internationale Zinsdifferenz @de
label: Credit spread
label: Zinsstrukturkurve @de
label: BGM model
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

E44 - Financial Markets and the Macroeconomy
label: E44 - Finanzmärkte und Makroökonomie @de
label: Finanzmärkte und Makroökonomie @de
label: Financial Markets and the Macroeconomy
broad match: V.05.04.01 Financial economics

G10 - General Financial Markets: General
label: G10 - Finanzwirtschaft: Allgemeines @de
label: General Financial Markets: General
label: Finanzwirtschaft: Allgemeines @de
broad match: V.05.04.01 Financial economics

Equity premium puzzle
preferred label: Equity-Premium-Puzzle @de
label: Risikoprämien-Puzzle @de
label: Forward premium puzzle
label: Asset pricing puzzle
label: Risk-free rate puzzle
type: Concept
type: Descriptor
broader: V.05.04.01 Financial economics

SABR model
label: Stochastic volatility
label: Heston model
label: Stochastische Volatilität @de
label: Stochastic volatility model
broader: V.05.04.01 Financial economics
type: Concept
type: Descriptor

Black-Scholes model
label: Black-Scholes-Modell @de
label: Black-Scholes option pricing model
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics

Efficient market hypothesis
preferred label: Effizienzmarkthypothese @de
label: Markteffizienz @de
label: Effizienzmarktthese @de
label: Effizienzmarkttheorie @de
label: Market efficiency
type: Descriptor
type: Concept
broader: V.05.04.01 Financial economics