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Economic Literature (JEL) codes Top JEL G: Financial EconomicsG1: General Financial MarketsG11: Portfolio Choice; Investment Decisions
2009 Fund-of-funds construction by statistical multiple testing methods by Michael Wolf & Dan Wunderli [Downloadable!] 2009 Volatilitätseffekte am US-amerikanischen Häusermarkt by Schindler, Felix [Downloadable!] 2009 Long-term benefits from investing in international real estate by Schindler, Felix [Downloadable!] 2009 Modellierung des Kreditrisikos im Portfoliofall by Cremers, Heinz & Walzner, Jens [Downloadable!] 2009 Staatsfonds - neue Akteure an den Finanzmärkten? by Schalast, Christoph & Tiemann, Marcel & Tuppi, Pascal [Downloadable!] 2009 Empirische Analyse der Drawdowns von Dach-Hedgefonds by Heidorn, Thomas & Kaiser, Dieter G. & Roder, Christoph [Downloadable!] 2009 The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany by Fecht, Falko & Wedow, Michael [Downloadable!] 2009 Income diversification in the German banking industry by Busch, Ramona & Kick, Thomas [Downloadable!] 2009 Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators by Uhlenbrock, Birgit [Downloadable!] 2009 Dominating estimators for the global minimum variance portfolio by Frahm, Gabriel & Memmel, Christoph [Downloadable!] 2009 Marriage and Other Risky Assets: A Portfolio Approach by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli [Downloadable!] 2009 Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices by Robert Ślepaczuk & Grzegorz Zakrzewski [Downloadable!] 2009 Mutual funds flows and the "Sheriff of Nottingham" effect by Lucia Milone & Paolo Pellizzari [Downloadable!] 2009 Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement by Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen [Downloadable!] 2009 Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior by Enrico G. De Giorgi [Downloadable!] 2009 Portfolio Selection with Narrow Framing: Probability Weighting Matters by Enrico G. De Giorgi & Shane Legg [Downloadable!] 2009 A Satisficing Alternative to Prospect Theory by David B. Brown & Enrico G. De Giorgi & Melvyn Sim [Downloadable!] 2009 The Time-Varying Systematic Risk of Carry Trade Strategies by Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen [Downloadable!] 2009 Pension funds. asset allocation and participant age: a test of the life-cycle model by Jacob A. Bikker & Dirk W.G.A. Broeders & Eduard Ponds & David Hollanders [Downloadable!] 2009 Pension fund sophistication and investment policy by Jan de Dreu & Jacob A. Bikker [Downloadable!] 2009 Understanding Portfolio Efficiency with Conditioning Information by Francisco Peñaranda [Downloadable!] 2009 Credit Risk, Default Loss, and the Economics of Bankruptcy by John F. Crean [Downloadable!] 2009 Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? by Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen [Downloadable!] 2009 Inflation-hedging portfolios in Different Regimes by Marie Brière & Ombretta Signori [Downloadable!] 2009 Decision time in Belgium: an experiment as to how business angels evaluate investment opportunities by Joël Ludvigsen [Downloadable!] 2009 Nice guys with cold feet: The cost of responsible investing in the bond markets by Bastien Drut [Downloadable!] 2009 Sovereign Bonds and Socially Responsible Investment by Bastien Drut [Downloadable!] 2009 The Revenge of Purchasing Power Parity on Carry Trades during Crises by Marie Brière & Bastien Drut [Downloadable!] 2009 Valuing Homeownership by Khalid Sekkat & Ariane Szafarz [Downloadable!] 2009 Stockholding: From Participation to Location and to Participation Spillovers by Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos [Downloadable!] 2009 Household Economic Decisions under the Shadow of Terrorism by Dimitrios Christelis & Dimitris Georgarakos [Downloadable!] 2009 A Behavioral Portfolio Analysis of Retirement Portfolios by Nico Singer [Downloadable!] 2009 Trading Frequency and Volatility Clustering by Yi Xue & Ramazan Gencay [Downloadable!] 2009 Hierarchical Information and the Rate of Information Diffusion by Yi Xue & Ramazan Gencay [Downloadable!] 2009 Drivers of Fund Performance: A Panel Data Analysis by Franz Fuerst & George Matysiak [Downloadable!] 2009 Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy by Franz Fuerst & Gianluca Marcato [Downloadable!] 2009 On the economic benefit of utility based estimation of a volatility model by Adam Clements & Annastiina Silvennoinen [Downloadable!] 2009 Disposition in the Carbon Market and Institutional Constraints by Leon Vinokur [Downloadable!] 2009 Issues on Hedge Effectiveness Testing by Bunea-Bontaş, Cristina Aurora & Petre, Mihaela Cosmina & Culiţă, Gica [Downloadable!] 2009 What determines IPO underpricing ? Evidence from a frontier market by Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila [Downloadable!] 2009 How to adapt to changing markets: experience and personality in a repeated investment game by Hopfensitz, Astrid & Wranik, Tanja [Downloadable!] 2009 Generalized Marginal Risk by Keel, Simon & Ardia, David [Downloadable!] 2009 Characteristics of Japan’s Commodities Index and its Correlation with Stock Index by Yamori, Nobuyoshi [Downloadable!] 2009 Stochastic Dominance in Stock Market Special Days by Lonjid, Iveel [Downloadable!] 2009 Disparity, Shortfall, and Twice-Endogenous HARA Utility by Walker, Todd & Haley, M. Ryan & McGee, M. Kevin [Downloadable!] 2009 Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation by Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi [Downloadable!] 2009 Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik by Deetz, Marcus & Poddig, Thorsten & Varmaz, Armin [Downloadable!] 2009 Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback by Hopfensitz, Astrid [Downloadable!] 2009 Behavior of Investors on a Multi-Asset Market by Steinbacher, Matjaz [Downloadable!] 2009 US Industry-Level Returns and Oil Prices by Fan, Qinbin & Jahan-Parvar, Mohammad R. [Downloadable!] 2009 Static Portfolio Choice under Cumulative Prospect Theory by Bernard, Carole & Ghossoub, Mario [Downloadable!] 2009 Asset-Liability Management under time-varying Investment Opportunities by Ferstl, Robert & Weissensteiner, Alex [Downloadable!] 2009 Value-at-Risk versus Non-Value-at-Risk Traders by Steinbacher, Matjaz [Downloadable!] 2009 The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios by Giofré, Maela M. [Downloadable!] 2009 What is the “value” of value-at-risk in a simulated portfolio decision-making game? by Steinbacher, Matjaz [Downloadable!] 2009 When risk weights increase the risk: some concerns for capital regulation by Varsanyi, Zoltan [Downloadable!] 2009 Acceptable Risk in a Portfolio Analysis by Steinbacher, Matjaz [Downloadable!] 2009 Knowledge, Preferences and Shocks in Portfolio Analysis by Steinbacher, Matjaz [Downloadable!] 2009 The Role of Liquidity Individuals in the Decision-Making by Steinbacher, Matjaz [Downloadable!] 2009 Comparing and selecting performance measures for ranking assets by Massimiliano Caporin & Francesco Lisi [Downloadable!] 2009 Structured Multivariate Volatility Models by Massimiliano Caporin & Paolo Paruolo [Downloadable!] 2009 Asset markets can achieve efficiency in the directed search framework by Shoko Morimoto [Downloadable!] 2009 Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market by Masato Ubukata [Downloadable!] 2009 Policy Evaluation of Public Insurance Institutions from the view points of flow of funds by Manabe Masashi [Downloadable!] 2009 Investment Risk and Pensions: Impact on Individual Retirement Incomes and Government Budgets by Edward R. Whitehouse & Anna Christina d'Addio & Andrew Reilly [Downloadable!] 2009 Investment Risk and Pensions: Measuring Uncertainty in Returns by Anna Christina d'Addio & José Seisdedos & Edward R. Whitehouse [Downloadable!] 2009 Investment Regulations and Defined Contribution Pensions by Pablo Antolín & Sandra Blome & David Karim & Stéphanie Payet & Gerhard Scheuenstuhl & Juan Yermo [Downloadable!] 2009 Private Pensions and Policy Responses to the Financial and Economic Crisis by Pablo Antolín & Fiona Stewart [Downloadable!] 2009 Discounting and Patience in Optimal Stopping and Control Problems by John K. -H Quah & Bruno Strulovici [Downloadable!] 2009 Can Owning a Home Hedge the Risk of Moving? by Todd M. Sinai & Nicholas S. Souleles [Downloadable!] 2009 On the Scholes Liquidation Problem by David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo [Downloadable!] 2009 Risk Aversion and Clientele Effects by Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov [Downloadable!] 2009 Mutual Fund Tax Clienteles by Clemens Sialm & Laura Starks [Downloadable!] 2009 Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets by Motohiro Yogo [Downloadable!] 2009 The Determinants of Stock and Bond Return Comovements by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!] 2009 Costly Portfolio Adjustment by Yosef Bonaparte & Russell Cooper [Downloadable!] 2009 Dynamic Trading with Predictable Returns and Transaction Costs by Nicolae B. Garleanu & Lasse H. Pedersen [Downloadable!] 2009 Market Selection by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield [Downloadable!] 2009 Default, Framing and Spillover Effects: The Case of Lifecycle Funds in 401(k) Plans by Olivia S. Mitchell & Gary R. Mottola & Stephen P. Utkus & Takeshi Yamaguchi [Downloadable!] 2009 Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts by Jingjing Chai & Wolfram Horneff & Raimond Maurer & Olivia S. Mitchell [Downloadable!] 2009 Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry by Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan [Downloadable!] 2009 Inflation and the Stock Market:Understanding the "Fed Model" by Geert Bekaert & Eric Engstrom [Downloadable!] 2009 Optimal Inattention to the Stock Market with Information Costs and Transactions Costs by Andrew B. Abel & Janice C. Eberly & Stavros Panageas [Downloadable!] 2009 Risk Shifting and Mutual Fund Performance by Jennifer Huang & Clemens Sialm & Hanjiang Zhang [Downloadable!] 2009 CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence by Zhi Da & Re-Jin Guo & Ravi Jagannathan [Downloadable!] 2009 How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices? by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian [Downloadable!] 2009 Entrepreneurial Finance and Non-diversifiable Risk by Hui Chen & Jianjun Miao & Neng Wang [Downloadable!] 2009 Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? by Ulrike Malmendier & Stefan Nagel [Downloadable!] 2009 Are Stocks Really Less Volatile in the Long Run? by Lubos Pastor & Robert F. Stambaugh [Downloadable!] 2009 International Portfolio Allocation under Model Uncertainty by Pierpaolo Benigno & Salvatore Nisticò [Downloadable!] 2009 Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds by John Y. Campbell & Adi Sunderam & Luis M. Viceira [Downloadable!] 2009 Measuring the Financial Sophistication of Households by Laurent E. Calvet & John Y. Campbell & Paolo Sodini [Downloadable!] 2009 A New Example of a Closed Form Mean-Variance Representation by Keith R. McLaren [Downloadable!] 2009 Predicting Stock Returns in a Cross-Section : Do Individual Firm Characteristics Matter ? by Kateryna Shapovalova & Alexander Subbotin [Downloadable!] 2009 A Risk Management Approach for Portfolio Insurance Strategies by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent [Downloadable!] 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ? by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet [Downloadable!] 2009 Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk by Costanza Torricelli [Downloadable!] 2009 Differential Evolution and Combinatorial Search for Constrained Index Tracking by Thiemo Krink & Stefan Mittnik & Sandra Paterlini [Downloadable!] 2009 Marriage and Other Risky Assets: A Portfolio Approach by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli [Downloadable!] 2009 New Evidence on Taxes and Portfolio Choice by Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon [Downloadable!] 2009 New Evidence on Taxes and Portfolio Choice by Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon [Downloadable!] 2009 Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche by Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou [Downloadable!] 2009 Detecting Regime Shifts in Corporate Credit Spreads by Georges Dionne & Pascal François & Olfa Maalaoui [Downloadable!] 2009 Robust Equilibrium Yield Curves by Isaac Kleshchelski & Nicolas Vincent [Downloadable!] 2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis by Rousova, Linda [Downloadable!] 2009 Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs by Scholz, Julia 2009 Building an Artificial Stock Market Populated by Reinforcement-Learning Agents by Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas [Downloadable!] 2009 Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach by Tomas Ramanauskas [Downloadable!] 2009 Symmetric vs. Downside Risk: Does It Matter for Portfolio Choice? by Olga Bourachnikova & Nurmukhammad Yusupov [Downloadable!] 2009 Following LeRoy and Werner (2001), we propose a definition of effectively complete asset markets in a model with multiple goods and multiple periods, and establish the first and second welfare theorems in such markets. As applications of the first welfare theorem, we derive the sunspot irrelevance theorem of Mas-Colell (1992), and extend the no-retrade theorem of Judd, Kubler, and Schmedders (2003) and Kubler and Schmedders (2003) to the case where the asset prices need not be time-invariant Markov processes by Chiaki Hara [Downloadable!] 2009 Fundamental Uncertainty, Portfolio Choice, and Liquidity Preference Theory by Markus Pasche [Downloadable!] 2009 Social Identity, Competition, and Finance: A Laboratory Experiment by Stefan Bauernschuster & Oliver Falck & Niels Daniel Grosse [Downloadable!] 2009 Efficient Probit Estimation with Partially Missing Covariates by Conniffe, Denis & O'Neill, Donal [Downloadable!] 2009 Marriage and Other Risky Assets: A Portfolio Approach by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza [Downloadable!] 2009 Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz by Henry Dannenberg [Downloadable!] 2009 Skewness preferences and asset selection: An experimental study by Tobias Bruenner & Rene Levinský & Jianying Qiu [Downloadable!] 2009 New evidence on taxes and portfolio choice by Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon [Downloadable!] 2009 Portfolio Selection in Multidimensional General and Partial Moment Space by Walter Briec & Kristiaan Kerstens [Downloadable!] 2009 Rational Overconfidence and Social Security by Carsten Krabbe Nielsen [Downloadable!] 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions by Chirok Han & Jin Seo Cho & Peter C. B. Phillips [Downloadable!] 2009 A Puzzle in SRI - Stakeholders in the Mist by Jos Leys & Wim Van Opstal & Caroline Gijselinckx [Downloadable!] 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci [Downloadable!] 2009 Measuring the effects of geographical distance on stock market correlation by Stefanie Eckel & Gunter Löffler & Alina Maurer & Volker Schmidt [Downloadable!] 2009 Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality by Thomas Post [Downloadable!] 2009 Combination of multivariate volatility forecasts by Alessandra Amendola & Giuseppe Storti [Downloadable!] 2009 Economic Implications of Extreme and Rare Events by Chollete, Loran & Jaffee, Dwight 2009 Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period by Naes, Randi & Ødegaard, Bernt Arne [Downloadable!] 2009 Dynamics in Systematic Liquidity by Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Nilsson, Birger [Downloadable!] 2009 Climate Risk And Farming Systems In Rural Cameroon by Witt, Rudolf & Waibel, Hermann [Downloadable!] 2009 Portfolio diversification: an experimental study by Zulia Gubaydullina & Markus Spiwoks [Downloadable!] 2009 Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model by Edwin Le Heron [Downloadable!] 2009 Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years by Giulio Cifarelli & Giovanna Paladino [Downloadable!] 2009 Investment, Income, and Incompleteness by Björn Bick & Holger Kraft & Claus Munk [Downloadable!] 2009 Optimal Housing, Consumption, and Investment Decisions Over the Life-Cycle by Holger Kraft & Claus Munk [Downloadable!] 2009 How unobservable Bond Positions in Retirement Accounts affect Asset Allocation by Marcel Marekwica & Raimond Maurer [Downloadable!] 2009 The Investment Strategies of Sovereign Wealth Funds by Josh Lerner & Shai Bernstein & Antoinette Schoar [Downloadable!] 2009 Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy by Andreas Ziegler & Timo Busch & Volker H. Hoffmann [Downloadable!] 2009 Predicting Betas: Two new methods by Mª Victoria Esteban González & Fernando Tusell Palmer [Downloadable!] 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907 by Benjamin Chabot & Christopher J. Kurz [Downloadable!] 2009 Corporate Equality and Equity Prices: Doing Well While Doing Good? by Shihe Fu & Liwei Shan [Downloadable!] 2009 Default Risk, Idiosyncratic Coskewness and Equity Returns by Chabi-Yo, Fousseni & Yang, Jun [Downloadable!] 2009 The opportunity cost of capital of US buyouts by Groh, Alexander P. & Gottschalg, Oliver [Downloadable!] 2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière by Salem Boubakri [Downloadable!] 2009 Medias Bias in Financial Newspapers: Evidence from Early 20th Century France by Vincent Bignon & Antonio Miscio [Downloadable!] 2009 The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis by Michel Aglietta & Ludovic Moreau & Adrian Roche [Downloadable!] 2009 Sovereign Bonds and Socially Responsible Investment by Bastien Drut [Downloadable!] 2009 Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice by Arie Kapteyn & Federica Teppa [Downloadable!] 2009 Weather and Financial Risk-Taking: Is Happiness the Channel? by Cahit Guven [Downloadable!] 2009 Testing for Convergence in Stock Markets: A Non-linear Factor Approach by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin [Downloadable!] 2009 Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men? by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer [Downloadable!] 2009 Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men? by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer [Downloadable!] 2009 Weather and Financial Risk-Taking: Is Happiness the Channel? by Cahit Guven [Downloadable!] 2009 Risk Attitude and Investment Decisions across European Countries: Are Women More Conservative Investors Than Men? by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer [Downloadable!] 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek [Downloadable!] 2009 Robust Optimization of the Equity Momentum Strategy by Arco van Oord & Martin Martens & Herman K. van Dijk [Downloadable!] 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities by Jin Seo Cho & Chirok Han & Peter C.B. Phillips [Downloadable!] 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions by Chirok Han & Jin Seo Cho & Peter C.B. Phillips [Downloadable!] 2009 Detecting the Presence of Informed Price Trading Via Structural Break Tests by Jose Olmo & Keith Pilbeam & William Pouliot [Downloadable!] 2009 Estimation of tail thickness parameters from GJR-GARCH models by Emma M. Iglesias & Oliver Linton [Downloadable!] 2009 Two-sided career concern and financial equilibrium by Yolanda Portilla [Downloadable!] 2009 Compatibility between pricing rules and risk measures: The CCVaR by Alejandro Balbás & Raquel Balbás [Downloadable!] 2009 Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano [Downloadable!] 2009 The Exchange Rate Effect of Multi-Currency Risk Arbitrage by Hau, Harald [Downloadable!] 2009 The Time-Varying Systematic Risk of Carry Trade Strategies by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul [Downloadable!] 2009 Dynamic Mean-Variance Asset Allocation by Basak, Suleyman & Chabakauri, Georgy [Downloadable!] 2009 Portfolio Inertia and Stock Market Fluctuations by Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michalis [Downloadable!] 2009 Limits of Limits of Arbitrage: Theory and Evidence by Hombert, Johan & Thesmar, David [Downloadable!] 2009 Are Stocks Really Less Volatile in the Long Run? by Pástor, Luboš & Stambaugh, Robert F [Downloadable!] 2009 Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications by Liu, Jun & Timmermann, Allan G [Downloadable!] 2009 Marriage and Other Risky Assets: A Portfolio Approach by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza [Downloadable!] 2009 Incomplete-Market Equilibria Solved Recursively on an Event Tree by Dumas, Bernard J & Lyasoff, Andrew [Downloadable!] 2009 Health and (other) Asset Holdings by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour [Downloadable!] 2009 Variance Covariance Orders and Median Preserving by Semyon MALAMUD & Fabio TROJANI [Downloadable!] 2009 The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading by Ramazan GENCA & Rajna GIBSON & Yi XUE [Downloadable!] 2009 Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables by Camilo SERRANO & Martin HOESLI [Downloadable!] 2009 An Empirical Analysis of Alternative Portfolio Selection Criteria by Manfred GILLI & Enrico SCHUMANN [Downloadable!] 2009 Stockholding: From Participation to Location and to Participation Spillovers by Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos [Downloadable!] 2009 Lessons of the Financial Crisis for the Design of National Pension Systems by Gary Burtless [Downloadable!] 2009 Assets Returns Volatility and Investment Horizon: The French Case by Frédérique Bec & Christian Gollier [Downloadable!] 2009 Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement by Frédérique Bec & Christian Gollier [Downloadable!] 2009 Application of Stochastic Optimal Control to Financial Market Debt Crises by Jerome L. Stein [Downloadable!] 2009 Size and Value Efects in the Visegrad Countries by Magdalena Morgese Borys & Petr Zemcik [Downloadable!] 2009 An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics) by Rodolfo Apreda [Downloadable!] 2009 The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence by Li, GuangJie [Downloadable!] 2009 Admissible strategies in semimartingale portfolio selection by Sara Biagini & Ales Cerny [Downloadable!] 2009 Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes by Elena Vigna [Downloadable!] 2009 Dividend Taxes and International Portfolio Choice by Mihir A. Desai & Dhammika Dharmapala [Downloadable!] 2009 Entrepreneurial Finance and Non-diversifiable Risk by Hui Chen & Jianjun Miao & Neng Wang [Downloadable!] 2009 The Valuation Channel of External Adjustment by Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci [Downloadable!] 2009 Optimal Portfolio Allocation under Asset and Surplus VaR Constraints by Monfort, A. [Downloadable!] 2009 A sequential modelling of the VaR by Alain Monfort. [Downloadable!] 2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations by Jose Gonzalo Rangel & Robert F. Engle [Downloadable!] 2009 Assessing the risk-return trade-off in loans portfolios by Javier Mencía [Downloadable!] 2009 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation by Javier Mencía & Enrique Sentana [Downloadable!] 2009 Why don't Asians invest in Asia:The determinants of cross-border portfolio holdings by Alicia García-Herrero & Philip Woolbridge & Doo Yong Yang [Downloadable!] 2009 Buy-and-Hold Strategies and Comonotonic Approximations by J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de Barcelona) & S. Vanduffel (Katholieke Universiteit Leuven) [Downloadable!] 2009 Means-Tested Income Support, Portfolio Choice And Decumulation In Retirement by Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen [Downloadable!] 2009 The Time-Varying Systematic Risk of Carry Trade Strategies by Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind [Downloadable!] 2009 Testing Conditional Factor Models by Dennis Kristensen & Andrew Ang [Downloadable!] 2009 The Performance of Actively and Passively Managed Swiss Equity Funds by Manuel Ammann & Michael Steiner 2009 The Neglect of Correlation in Allocation Decisions by Ido Kallir & Doron Sonsino 2009 The relations between incomes flows, expences flows, result flows– flows of cash, flows of money, cash – flow in the process of the accesion the complementary founds (EFARD) by NECULAI Cristina [Downloadable!] 2009 Investment opportunities in infrastructure regardless of financial crisis by ILIE Georgeta [Downloadable!] 2009 Modern methods for hedging the market risk by MIHAILESCU Laurentiu & POPA Gabriela [Downloadable!] 2009 Capital investments in options contracts and straddle contracts by BOTEZATU Mihai [Downloadable!] 2009 Romanian entrepreneurial environment, key aspect in investment decision by NICOLESCU Ciprian & CEPTUREANU Eduard [Downloadable!] 2009 The importance of investment decision in enterprise management by CUCU Virginia [Downloadable!] 2009 Comparable investment capital by Mihai BOTEZATU [Downloadable!] 2009 The promotion of renewable energy sources: European experiences and steps forward by Andreea ZAMFIR [Downloadable!] 2009 Are Capital Markets Integrated? A Test of Information Transmission within the European Union by Horobet, Alexandra & Lupu, Radu [Downloadable!] 2009 Corporate Strategy And Financial Theory by Jan Vlachý [Downloadable!] 2009 The Empirical Study of Equity Long Only Hedge Funds Performance in 2007 - 2008 by Izabela Pruchnicka-Grabias [Downloadable!] 2009 Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği by Gökçe AKSOY & Onur OLGUN 2009 Modelización de las expectativas y estrategias de inversión en mercados de opciones by Begoña Font Belaire [Downloadable!] 2009 Opportunity Cost, Excess Profit, and Counterfactual Conditionals by Carlo Alberto Magni [Downloadable!] 2009 Desempeño operacional posterior a la oferta pública inicial de acciones de las empresas chilenas by González, Marcelo & Farías, Pablo 2009 Los mercados de las rentas vitalicias en Chile. Competencia, regulación, ¿y miopía? by Walker, Eduardo 2009 Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004 by Michailidis, G. [Downloadable!] 2009 Private Households Display Strong Aversion to Investment Risk by Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan [Downloadable!] 2009 Vermögensstrukturen im Lebenszyklus: immer noch große Unterschiede zwischen Ost- und Westdeutschland by Richard Ochmann & Viktor Steiner [Downloadable!] 2009 Hedge fund and market risk: new concepts and models, beyond VaR by Maria Debora Braga [Downloadable!] 2009 Analysis And Modelation Of The Consumer’S Behaviour Of Financial Products On The Romanian Capital Market by Assist. Ph.D Dalia Simion & Assist. Ph.D Daniel Toba & Ph.D Student Danut Barbu [Downloadable!] 2008 Loss Given Default - Modelle zur Schätzung von Recovery Rates by Böttger, Marc & Guthoff, Anja & Heidorn, Thomas [Downloadable!] 2008 Pension Benefit Insurance and Pension Plan Portfolio Choice by Thomas Crossley & Mario Jametti [Downloadable!] 2008 Agricultural Arbitrage and Risk Preferences by Jeffrey LaFrance & Rulon Pope & Richard Just [Downloadable!] 2008 Causes, consequences, and cures of myopic loss aversion - An experimental investigation by Gerlinde Fellner & Matthias Sutter [Downloadable!] 2008 The Effect of Marital Status and Children on Savings and Portfolio Choice by David Love [Downloadable!] 2008 Does Health Affect Portfolio Choice? by David Love & Paul A. Smith [Downloadable!] 2008 Pension Funds And Capital Market Development:How Much Bang For The Buck? by Raddatz, Claudio & Schmukler, Sergio L. [Downloadable!] 2008 Tracking error with minimum guarantee constraints by Diana Barro & Elio Canestrelli [Downloadable!] 2008 Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience by Ron Bird & Lorenzo Casavecchia [Downloadable!] 2008 Trader personality and trading performance. A framework and financial market experiment by Arjen van Witteloostuijn & Katrin Muehlfeld [Downloadable!] 2008 Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2008 Commodity Speculation and Commodity Investment by Christopher L. Gilbert [Downloadable!] 2008 Minsky’s Upward Instability: the Not-Too-Keynesian Optimism of a Financial Cassandra by Elisabetta De Antoni [Downloadable!] 2008 The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data by Jordi Mondria & Thomas Wu & Yi Zhang [Downloadable!] 2008 Momentum and Contrarian Stock-Market Indices by Jon Eggins & Robert J. Hill [Downloadable!] 2008 Scope of Electricity Efficiency Improvement in Switzerland until 2035 by Boris Krey [Downloadable!] 2008 Efficient Electricity Portfolios for the United States and Switzerland: An Investor View by Boris Krey & Peter Zweifel [Downloadable!] 2008 Volatility Exposure for Strategic Asset Allocation by Marie Brière & Alexandre Burgues & Ombretta Signori [Downloadable!] 2008 Sector Classification through non-Gaussian Similarity by Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte [Downloadable!] 2008 No contagion,only globalization and flight to quality by Marie Brière & Ariane Chapelle & Ariane Szafarz [Downloadable!] 2008 Does Weather Matter? by Jian Hu [Downloadable!] 2008 ICT Investment and Productivity: A Provincial Perspective by Andrew Sharpe & Jean-François Arsenault [Downloadable!] 2008 The Canada-US ICT Investment Gap: An Update by Andrew Sharpe & Jean-François Arsenault [Downloadable!] 2008 Time-Varying Incentives in the Mutual Fund Industry by Anthony Tay & Jacques Olivier [Downloadable!] 2008 Debt and Health by Pamela Lenton & Paul Mosley [Downloadable!] 2008 Why is it so Hard to Value Intangibles? Evidence from Investments in High-Technology Start-Ups by GAVIN C REID & JULIA A SMITH [Downloadable!] 2008 On the Qualitative Effect of Volatility and Duration on Prices of Asian Options by Peter Carr & Christian-Oliver Ewald & Yajun Xiao [Downloadable!] 2008 On estimating the conditional expected shortfall by Franco Peracchi & Andrei V. Tanase [Downloadable!] 2008 Momentum in Australian Stock Returns: An Update by A. S. Hurn & V.Pavlov [Downloadable!] 2008 A Non-Random Walk down Canary Wharf by Canegrati, Emanuele [Downloadable!] 2008 How “Point Blindness” Dilutes the Value of Stock Market Reports by Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin [Downloadable!] 2008 How “Point Blindness” Dilutes the Value of Stock Market Reports by Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin [Downloadable!] 2008 A Short Note on the Infinite Decision Puzzle by Garcia-Fronti, Javier [Downloadable!] 2008 Moral Behavior in Stock Markets: Islamic finance and socially responsible investment by Pitluck, Aaron Z. [Downloadable!] 2008 The Economics of Financial Derivative Instruments by NWAOBI, GODWIN C [Downloadable!] 2008 Psychological and environmental determinants of myopic loss aversion by Hopfensitz, Astrid & Wranik, Tanja [Downloadable!] 2008 Gambling Preference and the New Year Effect of Assets with Lottery Features by Doran, James & Jiang, Danling & Peterson, David [Downloadable!] 2008 Investment Model Uncertainty and Fair Pricing by Los, Cornelis A. & Tungsong, Satjaporn [Downloadable!] 2008 Nucleus accumbens activation mediates the influence of reward cues on financial risk-taking by Knutson, Brian & Wimmer, G. Elliott & Kuhnen, Camelia & Winkielman, Piotr [Downloadable!] 2008 Analysis into IPO underpricing and clustering in Hong Kong equity market by Qiao, Yongyuan [Downloadable!] 2008 Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market by Repkine, Alexandre [Downloadable!] 2008 Determinants of Corporate Investment: Post Liberalization Panel Data Evidence from Indian Firms by Bhattacharyya, Surajit [Downloadable!] 2008 Financial Liberalization, Private Investment and Portfolio Choice: Financialization of Real Sectors in Emerging Markets by Demir, Firat [Downloadable!] 2008 Market Bubbles and Chrashes by Kaizoji, Taisei & Sornette, Didier [Downloadable!] 2008 Bias in foreign equity portfolios: households versus professional investors by Giofré, Maela/M. [Downloadable!] 2008 Convergence of EMU Equity Portfolios by Giofré, Maela/M. [Downloadable!] 2008 EMU Effects on Stock Markets: From Home Bias to Euro Bias by Giofré, Maela/M. [Downloadable!] 2008 A Fuzzy Pay-off Method for Real Option Valuation by Collan, Mikael & Fullér, Robert & József, Mezei [Downloadable!] 2008 Optimizing models of a stock portfolio issued by Financial Investment Companies by Corduneanu , Carmen & Turcas, Daniela [Downloadable!] 2008 Trust and Loss Aversion in Romanian Capital Market by Alexandru, Ciprian Antoniade [Downloadable!] 2008 Information Exchange and the Limits of Arbitrage by Gray, Wesley [Downloadable!] 2008 Fundamental Value Investors: Characteristics and Performance by Gray, Wesley & Kern, Andrew [Downloadable!] 2008 The optimal liquidity principle with restricted borrowing by Mierzejewski, Fernando [Downloadable!] 2008 Global Asset Return in Pension Funds: a dynamical risk analysis by Sergio, Bianchi & Alessandro, Trudda [Downloadable!] 2008 Information Exchange and the Limits of Arbitrage by Gray, Wesley [Downloadable!] 2008 Real Options: Applications in Public Economics by Lawrence, Craig & Thomas, Mathew [Downloadable!] 2008 Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence by Constantinides, George M. & Jackwerth, Jens Carsten & Czerwonko, Michal & Perrakis, Stylianos [Downloadable!] 2008 Decreasing negative the delivery risk influence on the recepient's firm value: Portfolio approach by Michalski, Grzegorz [Downloadable!] 2008 Reforma da Administração Pública: Antes e Depois da Democracia by Martins, J. Albuquerque [Downloadable!] 2008 Grid-enabled estimation of structural economic models by Zhorin, Victor & Stef-Praun, Tiberiu [Downloadable!] 2008 In Search of Market Index Leaders: Evidence from World Financial Markets by Canegrati, Emanuele [Downloadable!] 2008 A Note on the Two-fund Separation Theorem by Wenzelburger, Jan [Downloadable!] 2008 Genetic Determinants of Financial Risk Taking by Kuhnen, Camelia M. & Chiao, Joan Y. [Downloadable!] 2008 Projekty informačních systémů v podnicích a jejich realizace by Vymětal, Dominik [Downloadable!] 2008 Splitting Up Value: A Critical Review of Residual Income Theories by Carlo Alberto, Magni [Downloadable!] 2008 The Influence of Affect on Beliefs, Preferences and Financial Decisions by Kuhnen, Camelia & Knutson, Brian [Downloadable!] 2008 Testing the CAPM: Evidences from Italian Equity Markets by Canegrati, Emanuele [Downloadable!] 2008 Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection by Herwany, Aldrin & Febrian, Erie [Downloadable!] 2008 International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region by Balli, Faruk & Louis, Rosmy J. & Osman, Mohammad [Downloadable!] 2008 The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange by Attiya Y. Javid & Eatzaz Ahmad [Downloadable!] 2008 Volatility Threshold Dynamic Conditional Correlations: An International Analysis by Maria Kasch & Massimiliano Caporin [Downloadable!] 2008 The Optimal Mix Between Funded and Unfunded Pensions Systems When People Care About Relative Consumption by Markus Knell [Downloadable!] 2008 Who Saw Sovereign Debt Crises Coming? by Sebastián Nieto Parra [Downloadable!] 2008 Ageing and the payout phase of pensions, annuities and financial markets by Pablo Antolín [Downloadable!] 2008 Forms of Benefit Payment at Retirement by Pablo Antolín & Colin Pugh & Fiona Stewart [Downloadable!] 2008 Policy Options for the Payout Phase by Pablo Antolín [Downloadable!] 2008 National Annuity Markets: Features and Implications by Rob Rusconi [Downloadable!] 2008 Pension Fund Performance by Pablo Antolín [Downloadable!] 2008 Incomplete-Market Equilibria Solved Recursively on an Event Tree by Bernard Dumas & Andrew Lyasoff [Downloadable!] 2008 Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds by Zhi Da & Pengjie Gao & Ravi Jagannathan [Downloadable!] 2008 Individual Investor Mutual-Fund Flows by Zoran Ivkovich & Scott Weisbenner [Downloadable!] 2008 Emerging Market Currency Excess Returns by Stephen Gilmore & Fumio Hayashi [Downloadable!] 2008 Impossible Frontiers by Thomas J. Brennan & Andrew W. Lo [Downloadable!] 2008 What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data by Amir E. Khandani & Andrew W. Lo [Downloadable!] 2008 Realization Utility by Nicholas C. Barberis & Wei Xiong [Downloadable!] 2008 Competitive Lending with Partial Knowledge of Loan Repayment by William A. Brock & Charles F. Manski [Downloadable!] 2008 Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers by Momtchil Pojarliev & Richard M. Levich [Downloadable!] 2008 Intermediated Quantities and Returns by Rajnish Mehra & Facundo Piguillem & Edward C. Prescott [Downloadable!] 2008 The Intergenerational Transfer of Public Pension Promises by Robert Novy-Marx & Joshua D. Rauh [Downloadable!] 2008 Secrets of the Academy: The Drivers of University Endowment Success by Josh Lerner & Antoinette Schoar & Jialan Wang [Downloadable!] 2008 Asset Management, Human Capital, and the Market for Risky Assets by Isaac Ehrlich & William A. Hamlen Jr. & Yong Yin [Downloadable!] 2008 Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints by Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla [Downloadable!] 2008 The Investment Behavior of Buyout Funds: Theory and Evidence by Alexander Ljungqvist & Matthew Richardson & Daniel Wolfenzon [Downloadable!] 2008 Fight or Flight? Portfolio Rebalancing by Individual Investors by Laurent E. Calvet & John Y. Campbell & Paolo Sodini [Downloadable!] 2008 Global Portfolio Rebalancing Under the Microscope by Harald Hau & Hélène Rey [Downloadable!] 2008 Inexperienced Investors and Bubbles by Robin Greenwood & Stefan Nagel [Downloadable!] 2008 Life-cycle Investing and Leverage: Buying Stock on Margin Can Reduce Retirement Risk by Ian Ayres & Barry J. Nalebuff [Downloadable!] 2008 Hedge Fund Contagion and Liquidity by Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz [Downloadable!] 2008 Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts by Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos [Downloadable!] 2008 Private Sunspots and Idiosyncratic Investor Sentiment by George-Marios Angeletos [Downloadable!] 2008 Liquidity and Market Crashes by Jennifer Huang & Jiang Wang [Downloadable!] 2008 How are Preferences Revealed? by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian [Downloadable!] 2008 Sell Side School Ties by Lauren Cohen & Andrea Frazzini & Christopher Malloy [Downloadable!] 2008 Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds by Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira [Downloadable!] 2008 Do Funds-of-Funds Deserve Their Fees-on-Fees? by Andrew Ang & Matthew Rhodes-Kropf & Rui Zhao [Downloadable!] 2008 Information Acquisition and Under-Diversification by Stijn Van Nieuwerburgh & Laura Veldkamp [Downloadable!] 2008 Taxes and Mutual Fund Inflows Around Distribution Dates by Woodrow T. Johnson & James M. Poterba [Downloadable!] 2008 Consumption and Portfolio Choice with Option-Implied State Prices by Yacine Aït-Sahalia & Michael W. Brandt [Downloadable!] 2008 Predictive Systems: Living with Imperfect Predictors by Lubos Pastor & Robert F. Stambaugh [Downloadable!] 2008 Why Don't People Insure Late Life Consumption: A Framing Explanation of the Under-Annuitization Puzzle by Jeffrey R. Brown & Jeffrey R. Kling & Sendhil Mullainathan & Marian V. Wrobel [Downloadable!] 2008 Liquidity, Institutional Quality and the Composition of International Equity Outflows by Itay Goldstein & Assaf Razin & Hui Tong [Downloadable!] 2008 Extension of random matrix theory to the L-moments for robust portfolio allocation by Ghislain Yanou [Downloadable!] 2008 Efficient frontier for robust higher-order moment portfolio selection by Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin [Downloadable!] 2008 Differential Evolution for Multiobjective Portfolio Optimization by Thiemo Krink & Sandra Paterlini [Downloadable!] 2008 Differential Evolution for Multiobjective Portfolio Optimization by Thiemo Krink & Sandra Paterlini [Downloadable!] 2008 Marriage and Other Risky Assets: A Portfolio Approach by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli [Downloadable!] 2008 Pension Benefit Insurance and Pension Plan Portfolio Choice by Thomas Crossley & Mario Jametti [Downloadable!] 2008 Pension Benefit Insurance and Pension Plan Portfolio Choice by Thomas Crossley & Mario Jametti [Downloadable!] 2008 An Efficient Estimator for Dealing with Missing Data on Explanatory Variables in a Probit Choice Model by Denis Conniffe & Donal O’Neill [Downloadable!] 2008 FDI and FPI - Strategic Complements? by Barbara Pfeffer [Downloadable!] 2008 Trade and the External Wealth of Nations by André Lemelin [Downloadable!] 2008 Pension Benefit Insurance and Pension Plan Portfolio Choice by Thomas Crossley & Mario Jametti [Downloadable!] 2008 The Demand for Enhanced Annuities by Schuhmacher, Petra [Downloadable!] 2008 Einflussfaktoren auf den Credit Spread von Unternehmensanleihen by Gann, Philipp & Laut, Amelie [Downloadable!] 2008 On companies' microeconomic behavior : profit rate versus economic profit by MESNARD, Louis de [Downloadable!] 2008 Capital Protected Notes for Loss Averse Investors : A Counterintuitive Result by Patrick Roger [Downloadable!] 2008 Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem by Chiaki Hara & James Huang & Christoph Kuzmics [Downloadable!] 2008 A Mean-Variance Explanation of FDI Flows to Developing Countries by Eva Rytter Sunesen [Downloadable!] 2008 A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets by Claas Prelle & Albrecht Irle [Downloadable!] 2008 Do investors optimize, follow heuristics, or listen to experts? by Thomas Gehrig & Werner Güth & Rene Levinsky & Vera Popova [Downloadable!] 2008 Causes, consequences, and cures of myopic loss aversion - An experimental investigation by Gerlinde Fellner & Matthias Sutter [Downloadable!] 2008 Belief Elicitation in Experiments: Is there a Hedging Problem? by Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo [Downloadable!] 2008 Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions by Campos, Nauro F. & Leite Barbosa, Renata [Downloadable!] 2008 The Asset Portfolios of Native-Born and Foreign-Born Households by Cobb-Clark, Deborah & Hildebrand, Vincent A. [Downloadable!] 2008 Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35 by Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro [Downloadable!] 2008 Explorations in the economics of intertemporal asset transfer in Roman Palestine by P.V. Viswanath [Downloadable!] 2008 Spurious Regressions in Technical Trading: Momentum or Contrarian? by Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura [Downloadable!] 2008 Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator by Olivier Brandouy & Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne [Downloadable!] 2008 Exponential Utility Maximization under Partial Information by Michael Mania & Marina Santacroce [Downloadable!] 2008 Realized portfolio selection in the euro area by Claudio Morana [Downloadable!] 2008 Fachliche Zusammensetzung von Bildungsportfolios: Empirische Analyse eines Risk-Return Trade-Offs by Anke Hammen [Downloadable!] 2008 Testing directional forecast value in the presence of serial correlation by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2008 The Impact of Individual Investment Behavior for Retirement Welfare: Evidence from the United States and Germany by Thomas Post & Helmut Gründl & Joan Schmit & Anja Zimmer [Downloadable!] 2008 Recursive Portfolio Selection with Decision Trees by Anton Andriyashin & Wolfgang Härdle & Roman Timofeev [Downloadable!] 2008 Predicting Stock Market Returns by Combining Forecasts by Laurence Fung & Ip-wing Yu [Downloadable!] 2008 Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem by Hara, Chiaki & Huang, James & Kuzmics, Christoph [Downloadable!] 2008 Liquidity on the Scandinavian Order-driven Stock Exchanges by Söderberg, Jonas [Downloadable!] 2008 Test of the Gaussian Copula on the Swedish Stock Market by Söderberg, Jonas [Downloadable!] 2008 Social Interaction Effects and Choice Under Uncertainty. An Experimental Study by Cooper, David & Rege, Mari [Downloadable!] 2008 Is Online Trading Gambling with Peanuts? by Anderson, Anders [Downloadable!] 2008 An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient by Ekern, Steinar [Downloadable!] 2008 Is Financial Risk-Taking Behavior Genetically Transmitted? by Cesarini, David & Johannesson, Magnus & Lichtenstein, Paul & Sandewall, Örjan & Wallace, Björn 2008 A choice experiment on coca cropping by Ibanez, Marcela & Carlsson, Fredrik [Downloadable!] 2008 Financial Risk Aversion and Household Asset Diversification by Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas [Downloadable!] 2008 Along but beyond mean-variance: Utility maximization in a semimartingale model by Huhtala, Heli [Downloadable!] 2008 Global and Regional Links between Stock Markets - the Case of Russia and China by Kozluk, Tomasz [Downloadable!] 2008 Leveraged Carry Trade Portfolios by Zsolt Darvas [Downloadable!] 2008 The Capital Asset Pricing Model: An Application on the Efficiency of Financing Higher Public Education in Egypt by Nevine Mokhtar Eid [Downloadable!] 2008 The Capital Asset Pricing Model: An Application on the Efficiency of Financing Higher Public Education in Egypt by Nevine Mokhtar Eid [Downloadable!] 2008 Oil price Dynamics and Speculation. A Multivariate Financial Approach by Giulio Cifarelli & Giovanna Paladino [Downloadable!] 2008 Wealth, Industry and the Transition to Entrepreneurship by Berna Demiralp & Johanna Francis [Downloadable!] 2008 Combining Multiple Criterion Systems for Improving Portfolio Performance by H. D. Vinod & D. F. Hsu & Y. Tian [Downloadable!] 2008 How Investors Face Financial Risk Loss Aversion and Wealth Allocation by Erick Rengifo & Emanuela Trifan [Downloadable!] 2008 Structural positions and risk budgeting - Quantifying the impact of structural positions and deriving implications for active portfolio management by Ulf Herold & Raimond Maurer [Downloadable!] 2008 Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities by Wolfram Horneff & Raimond Maurer & Michael Stamos [Downloadable!] 2008 The home bias of the poor: terms of trade effects and portfolios across the wealth distribution by Tobias Broer [Downloadable!] 2008 Optimal Time to Sell in Real Estate Portfolio Management by Fabrice Barthélémy & Jean-Luc Prigent [Downloadable!] 2008 Assets returns volatility and investment horizon: The French case by Frédérique Bec & Christian Gollier [Downloadable!] 2008 Are anomalies still anomalous? An examination of momentum strategies in four financial markets by Wang, Daxue [Downloadable!] 2008 The European venture capital and private equity country attractiveness index(es) by Groh, Alexander P. & Liechtenstein, Heinrich & Lieser, Karsten [Downloadable!] 2008 International allocation determinants of institutional investments in venture capital and private equity limited partnerships by Groh, Alexander P. & Liechtenstein, Heinrich & Canela, Miguel A. [Downloadable!] 2008 Individual investors and volatility by Foucault, Thierry & Themar, David & Sraer, David [Downloadable!] 2008 Business and politics: how political beliefs influence volume and performance of leveraged buyouts by Gottschalg, Oliver [Downloadable!] 2008 Asset Prices and Assymetries in the Fed's Interest Rate Rule : a Financial Approach by Romaniuk, Katarzyna & Vranceanu, Radu [Downloadable!] 2008 No contagion, only globalization and flight to quality by Marie Brière & Ariane Chapelle & Ariane Szafarz [Downloadable!] 2008 A Reappraisal of the Allocation Puzzle through the Portfolio Approach by Kenza Benhima [Downloadable!] 2008 Optimal life cycle investment with pay-as-you-go pension schemes: a portfolio approach by Willem Heeringa [Downloadable!] 2008 The Private Equity Premium Puzzle Revisited: New Evidence on the Role of Heterogeneous Risk Attitudes by Frank M. Fossen [Downloadable!] 2008 Financial Risk Aversion and Household Asset Diversification by Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan [Downloadable!] 2008 Financial Risk Aversion and Household Asset Diversification by Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan [Downloadable!] 2008 Investment, Resolution of Risk, and the Role of Affect by Frans van Winden & Michal Krawczyk & Astrid Hopfensitz [Downloadable!] 2008 Venture Capital and Sequential Investments by Dirk Bergemann & Ulrich Hege & Liang Peng [Downloadable!] 2008 Venture Capital and Sequential Investments by Dirk Bergemann & Ulrich Hege & Liang Peng [Downloadable!] 2008 Venture Capital and Sequential Investments by Dirk Bergemann & Ulrich Hege & Liang Peng [Downloadable!] 2008 The Virtues and Vices of Equilibrium and the Future of Financial Economics by J. Doyne Farmer & John Geanakoplos [Downloadable!] 2008 Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates by Ricardo Josa-Fombedilla & Juan Pablo Rincon-Zapatero [Downloadable!] 2008 The value of coskewness in evaluating mutual funds by David Moreno & Rosa Rodriguez [Downloadable!] 2008 Capital requirements: Are they the best solution? by Alejandro Balbas [Downloadable!] 2008 Wealth management - Investments in non financial assets. Technical and organizational aspects by Lippi Andrea [Downloadable!] 2008 Learning, Ambiguity and Life-cycle Portfolio Allocation by Claudio Campanale [Downloadable!] 2008 Information Asymmetries and Foreign Equity Portfolios: Households versus Financial Investors by Maela Giofré [Downloadable!] 2008 Individual Investors and Volatility by Foucault, Thierry & Sraer, David & Thesmar, David [Downloadable!] 2008 Time-Varying Incentives in the Mutual Fund Industry by Olivier, Jacques & Tay, Anthony [Downloadable!] 2008 The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium by Ramadorai, Tarun [Downloadable!] 2008 Relative Factor Endowments and International Portfolio Choice by Cuñat, Alejandro & Fons-Rosen, Christian [Downloadable!] 2008 Investment, Resolution of Risk, and the Role of Affect by Hopfensitz, Astrid & Krawczyk, Michal & van Winden, Frans A.A.M. [Downloadable!] 2008 Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions by Barbosa, Renata Leite & Campos, Nauro F [Downloadable!] 2008 Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence by Grüner, Hans Peter [Downloadable!] 2008 Home Bias at the Fund Level by Hau, Harald & Rey, Hélène [Downloadable!] 2008 Clustering Mutual Funds by Return and Risk Levels by F. Lisi & Edoardo Otranto [Downloadable!] 2008 Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models by M. Bigeco & E. Grosso & Edoardo Otranto [Downloadable!] 2008 The Econometrics Of Mean-Variance Efficiency Tests: A Survey by Enrique Sentana [Downloadable!] 2008 A Comparison Of Mean-Variance Efficiency Tests by Enrique Sentana & Dante Amegual [Downloadable!] 2008 Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation by Enrique Sentana & Javier Mencía [Downloadable!] 2008 Market Selection of Constant Proportions Investment Strategies in Continuous Time by Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE [Downloadable!] 2008 Bubbles and multiplicity of equilibria under portfolio constraints by Julien Hugonnier [Downloadable!] 2008 Mutual Fund Competition in the Presence of Dynamic Flows by Michèle Breton & Julien Hugonnier & Tarek Masmoudi [Downloadable!] 2008 Evolutionary Finance by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] 2008 Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias by Eric Jondeau [Downloadable!] 2008 Value-at-Risk and Expected Shortfall for Rare Events by Stefan Mittnik & Tina Yener [Downloadable!] 2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets by Markus Haas & Stefan Mittnik [Downloadable!] 2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets by Markus Haas & Stefan Mittnik [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Pension Benefit Insurance and Pension Plan Portfolio Choice by Thomas Crossley & Mario Jametti [Downloadable!] 2008 Optimal Asset Allocation with Factor Models for Large Portfolios by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2008 Property Insurance, Portfolio Selection and their Interdependence by Fwu-Ranq Chang [Downloadable!] 2008 Relative Factor Endowments and International Portfolio Choice by Alejandro Cuñat & Christian Fons-Rosen [Downloadable!] 2008 Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange by Wong, Woon K & Tan, Dijun & Tian, Yixiang [Downloadable!] 2008 Risk Measurement and Management in a Crisis-Prone World by Wong, Woon K & Copeland, Laurence [Downloadable!] 2008 On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility by Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini [Downloadable!] 2008 Choosing the Optimal Annuitization Time Post Retirement by Russell Gerrard & Bjarne Højgaard & Elena Vigna [Downloadable!] 2008 Model Averaging in Risk Management with an Application to Futures Markets by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P. [Downloadable!] 2008 Time-series predictability in the disaster model by François Gourio [Downloadable!] 2008 Dynamic Asset Allocation with Ambiguous Return Predictability by Hui Chen & Nengjiu Ju & Jianjun Miao [Downloadable!] 2008 New Evidence on Outlet Substitution Effects in Consumer Price Index Data by John S. Greenlees & Robert McClelland [Downloadable!] 2008 Encouraging Participation in 401(k) Plans: Reconsidering the Employer Match by Keenan Dworak-Fisher [Downloadable!] 2008 An Analytical Approach to Merton’s Rational Option Pricing Theory by Rocío Elizondo & Pablo Padilla [Downloadable!] 2008 This paper assesses the performance of Mexican pension funds (AFORES) by using an asset pricing model that includes macroeconomic factors and benchmark portfolios to explain returns. We apply a bootstrap statistical technique to obtain the cross-sectional distribution of performance measures (alphas) across all pension funds. This is done to determine whether a pension fund manager adds value to the portfolio before commissions charges, or if the performance observed, after controlling for the relevant factors, is simply explained by luck. Moreover, by comparing pension fund alphas to the distributions of alphas corresponding to lower rankings, we can find out if a particular fund statistically distinguishes itself from others. Our results provide evidence that pension funds managers do not add value to the portfolio and that funds are not distinguishable from each other by Arnulfo Rodríguez & Gerardo Zúñiga & Pedro N. Rodríguez [Downloadable!] 2008 Portfolio Selection with Monotone Mean-Variance Preferences by Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga [Downloadable!] 2008 How to interpret the CPIS data on the distribution of foreign portfolio assets in the presence of sizeable cross-border positions in mutual funds. Evidence for Italy and the main euro-area countries by Alberto Felettigh & Paola Monti [Downloadable!] 2008 On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk by Fousseni Chabi-Yo & Eric Ghysels & Eric Renault [Downloadable!] 2008 The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen by Corinne Winters [Downloadable!] 2008 Financial Constraints and the Cash-Holding Behaviour of Canadian Firms by Darcey McVanel & Nikita Perevalov [Downloadable!] 2008 The Asset Portfolios of Native-born and Foreign-born Households by Deborah A. Cobb-Clark & Vincent A. Hildebrand [Downloadable!] 2008 Developing Countries Spreading Covariant Risk Into International Risk Markets: Subsidised Catastrophe Bonds Or Reinsurance, Or Disaster Assistance? by Tse-Ling Teh & Alan Martina [Downloadable!] 2008 Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution by Thomas Q. Pedersen [Downloadable!] 2008 Modelling and Forecasting Multivariate Realized Volatility by Roxana Chiriac & Valeri Voev [Downloadable!] 2008 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model by Tom Engsted & Thomas Q. Pedersen [Downloadable!] 2008 Asset Management in Volatile Markets by Peter R. Haiss & Bernhard Sammer & Martin Gartner & Otto Loistl & Stephan Zellner & Christine Zinner & Robert C. 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Attanasio & Monica Paiella [Downloadable!] 2007 Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing by Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault [Downloadable!] 2007 The relationship of capitalization period length with market portfolio composition and betas by Jordi Esteve Comas & Didac Ramirez Sarrio [Downloadable!] 2007 Socially Responsible Investment and Pro-social Change by Martha Starr [Downloadable!] 2007 Relative Risk Aversion And The Transmission Of Financial Crises by Melisso Boschi & Aditya Goenka [Downloadable!] 2007 Are Economists More Likely to Hold Stocks? by Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid [Downloadable!] 2007 Introduction to Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently by Riccardo Rebonato [Downloadable!] 2007 Two-fund separation in dynamic general equilibrium by Schmedders, Karl [Downloadable!] 2007 Life Cycle Portfolio Choice: A Swiss Perspective by Florian Zainhofer [Downloadable!] 2007 Portofolio Managament Approach in Trade Credit Decision Making by Michalski, Grzegorz [Downloadable!] 2007 Asset Pricing with Idiosyncratic Risk and Overlapping Generations by Kjetil Storesletten & Chris Telmer & Amir Yaron [Downloadable!] 2007 Uninsured Idiosyncratic Investment Risk and Aggregate Saving by George-Marios Angeletos [Downloadable!] 2007 Increasing Returns to Savings and Wealth Inequality by Claudio Campanale [Downloadable!] 2007 Decision Making Clusters in Retirement Savings: Preliminary Findings by Marilyn Clark-Murphy & Craig P. Speelman 2007 El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral by Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa [Downloadable!] 2007 Mexican ADRs in the 90s: as good as expected? by Francois Boye [Downloadable!] 2007 Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama by Turhan KORKMAZ & Emrah İsmail ÇELİK 2007 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española by Helena Chuliá & Hipòlit Torró [Downloadable!] 2007 Stock Market Participation: New Empirical Evidence from Italian Households'Behavior by Attilio Gardini & Alessandro Magi 2007 Immunization Strategy In A Fuzzy Environment by Terceño Gómez, A. & Brotons Martínez, J. M. & Fernández Bariviera, A. 2007 Marginal Conditional Stochastic Dominance Between Value and Growth by K. Victor Chow, Bih-Shuang Huang, Ou Hu [Downloadable!] 2007 Análisis de las capacidades de sincronización con el mercado y selección de valores de los gestores de fondos de inversión españoles en condiciones económicas variables by Ferruz Agudo, Luis & Vargas Magallón, María 2007 Un árbol de expansión mínima en la Bolsa Mexicana de Valores by Linda Margarita Medina Herrera & Ricardo Mansilla C. 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Paolella [Downloadable!] 2006 Intergenerational Risk Sharing by Means of Pay-as-you-go Programs – an Investigation of Alternative Mechanisms by Øystein Thøgersen [Downloadable!] 2006 “Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View by Ken Sennewald & Klaus Wälde [Downloadable!] 2006 Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization by Elena Yusupova [Downloadable!] 2006 Subsidiarity portfolios and separation compacts to enhance the governance of state-owned banks by Rodolfo Apreda [Downloadable!] 2006 Ambiguity in Asset Markets: Theory and Experiment by Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame [Downloadable!] 2006 Is Locking Domestic Funds into the Local Market Beneficial? 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Chumacero 2006 Análisis del origen de los beneficios del momentum en el mercado de valores español by Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso [Downloadable!] 2006 Portfolio Theory and Portfolio Management: a Synthetic View by Dipasri Ghosh, Dilip K. Ghosh [Downloadable!] 2006 International Portfolio Formation, Skewness & the Role of Gold by Brian M Lucey, Valerio Poti, Edel Tully [Downloadable!] 2006 A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English) by Edward J. 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A tentative answer based on individual bank loan portfolios by Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel [Downloadable!] 2005 The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation by Memmel, Christoph & Wehn, Carsten [Downloadable!] 2005 Firm-level evidence on international stock market comovement by Brooks, Robin & Del Negro, Marco [Downloadable!] 2005 International diversification at home and abroad by Cai, Fang & Warnock, Francis E. [Downloadable!] 2005 The Performance of Real Estate Portfolios: A Simulation Approach by WILLIAM N. GOETZMANN & JEFFREY D. FISHER [Downloadable!] 2005 Why Do Individual Investors Hold Under-Diversified Portfolios? by WILLIAM N. GOETZMANN & ALOK KUMAR [Downloadable!] 2005 Portfolio Diversification, Proximity Investment and City Agglomeration by WILLIAM N. GOETZMANN & MASSIMO MASSA & ANDREI SIMONOV [Downloadable!] 2005 History and the Equity Risk Premium by William N. 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Ng [Downloadable!] 2005 Social security and entrepreneurial activity by Thomas Steinberger [Downloadable!] 2005 The Effectiveness of Margin Requirements: Agent-Based Modeling Approach by Yi-Feng Tzeng & Chung-Yi Yang & Chia-Hsuan Yeh 2005 Time Series Properties Under Price Limits by Chia-Hsuan Yeh 2005 Housing Wealth and Mortgage Contracts by Joseph B. Nichols [Downloadable!] 2005 The Use of Downside Risk Measures in Portfolio Construction and Evaluation by Dr. Brian J. Jacobsen [Downloadable!] 2005 International Capital Flows in a World of Greater Financial Integration by Viktoria Hnatkovska & Martin Evans [Downloadable!] 2005 Portfolio Choice and Permanent Income by Stanley Zin & Thomas Tallarini 2005 A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem by Simon Lysbjerg Hansen [Downloadable!] 2005 Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches by M. Gilli & I. Roko 2005 Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence by Mark E. Wohar & David E. Rapach [Downloadable!] 2005 Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision by David Goldbaum & Bruce Mizrach [Downloadable!] 2005 Uninsured Idiosyncratic Production Risk With Borrowing Constraints by Francisco Covas 2005 Intertemporal Asset Allocation with Inflation-Indexed Bonds by C. Chiarella & C. Hsiao 2005 Multi-period CAPM with Heterogeneous Agents by Hendri Adriaens & Bertrand Melenberg [Downloadable!] 2005 Evolutionary Portfolio Selection with Liquidity Shocks by Enrico De Giorgi 2005 Amplification and Asymmetry in Crashes and Frenzies by Han N. Ozsoylev [Downloadable!] 2005 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays by Giuseppe Garofalo & Alessandro Sansone [Downloadable!] 2005 The Intriguing Nexus between Corruption and Capital Account Restrictions by Lars Siemers & Axel Dreher [Downloadable!] 2005 Ambiguity, Information Quality and Asset Pricing by Larry Epstein & Martin Schneider [Downloadable!] 2005 Information Immobility and the Home Bias Puzzle by Laura Veldkamp & Stijn Van Nieuwerburgh [Downloadable!] 2005 Information Acquisition and Portfolio Underdiversification by Laura Veldkamp & Stijn Van Nieuwerburgh [Downloadable!] 2005 Asset Trading Volume in a Production Economy by Thomas Hintermaier & Emilio Espino [Downloadable!] 2005 Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises by Dirk Krueger & Karsten Jeske [Downloadable!] 2005 Consumption Commitments: Neoclassical Foundations for Habit Formation by Adam Szeidl & Raj Chetty [Downloadable!] 2005 Predicting Agency Rating Migrations with Spread Implied Ratings by Jianming Kou & Dr Simone Varotto [Downloadable!] 2005 Firm Value and the mis-use of the CAPM for valuation and decision making by Magni, Carlo Alberto [Downloadable!] 2005 Firm Value and the mis-use of the CAPM for valuation and decision making by Magni, Carlo Alberto [Downloadable!] 2005 Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I by Magni, Carlo Alberto [Downloadable!] 2005 Theoretical Flaws In The Use Of The Capm For Investment Decisions by Magni, Carlo Alberto [Downloadable!] 2005 The performance evaluation of hedge funds: a comparison of different approaches using European data by Carretta, Alessandro & Mattarocci, Gianluca [Downloadable!] 2005 Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market by Carretta, Alessandro & Mattarocci, Gianluca [Downloadable!] 2005 Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile by Castaneda, Pablo [Downloadable!] 2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation by Ilmolelian, Peter [Downloadable!] 2005 On decomposing net final values: EVA, SVA, and shadow project by Magni, Carlo Alberto [Downloadable!] 2005 Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes by Francois-Éric Racicot & Raymond Théoret [Downloadable!] 2005 The Small Saving Tax Exemption and Japanese Household Asset Allocation Behavior: Impact of the 1988 and 2006 Revisions (in Japanese) by Shizuka Sekita [Downloadable!] 2005 Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic by Florin Bilbiie [Downloadable!] 2005 International Stock Return Comovements by Geert Bekaert & Robert J. 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Stein [Downloadable!] 2005 Optimal Trading Strategy and Supply/Demand Dynamics by Anna Obizhaeva & Jiang Wang [Downloadable!] 2005 Investor Competence, Trading Frequency, and Home Bias by John R. Graham & Campbell R. Harvey & Hai Huang [Downloadable!] 2005 The Tactical and Strategic Value of Commodity Futures by Claude B. Erb & Campbell R. Harvey [Downloadable!] 2005 Uninsured Idiosyncratic Investment Risk by George-Marios Angeletos [Downloadable!] 2005 Junior is Rich: Bequests as Consumption by George M. Constantinides & John B. Donaldson & Rajnish Mehra [Downloadable!] 2005 Bank Trading Risk and Systemic Risk by Philippe Jorion [Downloadable!] 2005 Weak and Semi-Strong Form Stock Return Predictability Revisited by Wayne E. Ferson & Andrea Heuson & Tie Su [Downloadable!] 2005 Mimicking Portfolios with Conditioning Information by Wayne E. Ferson & Andrew F. 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Balvers & Yangru Wu [Downloadable!] 2005 Myopic Loss Aversion, the Equity Premium Puzzle, and GARCH by Ågren, Martin [Downloadable!] 2005 Does Prospect Theory Explain the Disposition Effect? by Hens, Thorsten & Vlcek, Martin [Downloadable!] 2005 Globally Evolutionarily Stable Portfolio Rules by Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner [Downloadable!] 2005 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy by Lundtofte, Frederik [Downloadable!] 2005 Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden by Daunfeldt, Sven-Olov [Downloadable!] 2005 The Dark Side of Wage Indexed Pensions by Carlsson, Evert & Erlandzon, Karl [Downloadable!] 2005 Financial Accelerator Effects in the Balance Sheets of Czech Firms by Roman Horváth [Downloadable!] 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas by Laurent BARRAS & Olivier SCAILLET & Russ WERMERS [Downloadable!] 2005 Testing for Stochastic Dominance Efficiency by Olivier Scaillet & Nikolas Topaloglou [Downloadable!] 2005 International Conditional Asset Allocation under Real Time Uncertrainty by Laruent Barras [Downloadable!] 2005 Robust Mean-Variance Portfolio Selection by Cédric Perret-Gentil & Maria-Pia Victoria-Feser [Downloadable!] 2005 Trading Volumes in Dynamically Efficient Markets by Tony Berrada & Julien Hugonnier & Marcel Rindisbacher [Downloadable!] 2005 Growth Options in General Equilibrium: Some Asset Pricing Implications by Julien Hugonnier & Erwan Morellec & Suresh Sundaresan [Downloadable!] 2005 Direct Preference Wealth in Aggregate Household Portfolios by Pascal St-Amour [Downloadable!] 2005 Immunization Using a Parametric Model of the Term Structure by Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva [Downloadable!] 2005 Causes, consequences, and cures of myopic loss aversion - An experimental investigation by Gerlinde Fellner & Matthias Sutter [Downloadable!] 2005 Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines by Nava Ashraf & Dean S. Karlan & Wesley Yin [Downloadable!] 2005 Application of investment models in foreign exchange reserve management in Eesti Pank by Andres Vesilind & Toivo Kuus [Downloadable!] 2005 Delegated portfolio management: a survey of the theoretical literature by Livio Stracca [Downloadable!] 2005 Cross-border diversification in bank asset portfolios by Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard [Downloadable!] 2005 Geographic versus industry diversification - constraints matter by Paul Ehling & Sofia Brito Ramos [Downloadable!] 2005 Wealth and asset price effects on economic activity by Filippo Altissimo & Evaggelia Georgiou & Teresa Sastre & Maria Teresa Valderrama & Gabriel Sterne & Marc Stocker & Mark Weth & Karl Whelan & Alpo Willman [Downloadable!] 2005 Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk? by Pierre-Guillaume Méon & Laurent Weill [Downloadable!] 2005 Correlated Trading and Returns by Daniel Dorn & Gur Huberman & Paul Sengmueller [Downloadable!] 2005 Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs by Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis [Downloadable!] 2005 Stock market optimism and participation cost: a mean-variance estimation by Monica Paiella & Andrea Tiseno [Downloadable!] 2005 Risk-return preferences in the pension domain: are people able to choose? by Maarten van Rooij & Clemens Kool & Henriëtte Prast [Downloadable!] 2005 Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use? by Michiel de Pooter & Martin Martens & Dick van Dijk [Downloadable!] 2005 Testing for mean-coherent regular risk spanning by Melenberg, Bertrand & Polbennikov, Simon [Downloadable!] 2005 Labor income and the demand for long-term bonds by Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M. [Downloadable!] 2005 Stock price reactions to short-lived public information: the case of betting odds by Palomino, Frederic & Renneboog, L.D.R. & Zhang, Chendi [Downloadable!] 2005 Asset allocation in the euro-zone: industry or country based? by Eiling, Esther & Gerad, Bruno & Roon, Frans de [Downloadable!] 2005 Mean-coherent risk and mean-variance approaches in portfolio selection : an empirical comparison by Polbennikov, Simon & Melenberg, Bertrand [Downloadable!] 2005 The impact of overnight periods on option pricing by Boes, Mark-Jan & Drost, Feike C. & Werker, Bas J.M. [Downloadable!] 2005 Investment Choice in the Swedish Premium Pension Plan by Marten Palme & Annika Sunden & Paul Soderlind [Downloadable!] 2005 Advertising and Portfolio Choice by Henrik Cronqvist [Downloadable!] 2005 Investing for the Long-Run in European Real Estate. 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Timing of Mutual Fund Investors by Braverman, Oded & Kandel, Shmuel & Wohl, Avi [Downloadable!] 2005 Risk Management with Benchmarking by Basak, Suleyman & Shapiro, Alex & Teplá, Lucie [Downloadable!] 2005 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations by Mencía, Javier & Sentana, Enrique [Downloadable!] 2005 Performance Measurement with Loss Aversion by Gemmill, Gordon T & Hwang, Soosung & Salmon, Mark [Downloadable!] 2005 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach by Garlappi, Lorenzo & Uppal, Raman & Wang, Tan [Downloadable!] 2005 The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets by Cerny, Ales & Miles, David K & Schmidt, Lubomir [Downloadable!] 2005 How Inefficient is the 1/N Asset-Allocation Strategy? by DeMiguel, Victor & Garlappi, Lorenzo & Uppal, Raman [Downloadable!] 2005 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach by Garlappi, Lorenzo & Uppal, Raman & Wang, Tan [Downloadable!] 2005 The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility by Bhamra, Harjoat S. & Uppal, Raman [Downloadable!] 2005 Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management by Basak, Suleyman & Pavlova, Anna & Shapiro, Alex [Downloadable!] 2005 Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence by Gomes, Francisco J & Michaelides, Alexander [Downloadable!] 2005 Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts by Gomes, Francisco J & Michaelides, Alexander & Polkovnichenko, Valery [Downloadable!] 2005 Liquidity Risk, Leverage and Long-Run IPO Returns by Eckbo, B Espen & Norli, Øyvind [Downloadable!] 2005 Monetary Policy Uncertainty and the Stock Market by Locarno, Alberto & Massa, Massimo [Downloadable!] 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas by Laurent BARRAS & Olivier SCAILLET & Russ WERMERS [Downloadable!] 2005 Portfolio Choice with Loss Aversion, Asymmetric Risk-Taking Behavior and Segregation of Riskless Opportunities by Martin Vlcek [Downloadable!] 2005 Do Consumers Choose the Right Credit Contracts? by Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles [Downloadable!] 2005 Credit Card Debt Puzzles by Michael Halisassos & Michael Reiter [Downloadable!] 2005 Equity Culture and the Distribution of Wealth by Yannis Bilias & Dimitris Georgarakos & Michael Haliassos [Downloadable!] 2005 Optimal Portfolio Management for Individual Pension Plans by Christian Gollier [Downloadable!] 2005 Speculation and Survival in Financial Markets by Eugen Kovac [Downloadable!] 2005 A Rank Approach to Equity Forecast Construction by Satchell, S.E. & Wright, S.M. [Downloadable!] 2005 Copula Based Monte Carlo Integration in Financial Problems by Sancetta, A. [Downloadable!] 2005 Home bias and stock market development. The Polish experience by Anna Zalewska [Downloadable!] 2005 The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions by Ai Deng & Pierre Perron [Downloadable!] 2005 Home Production, Market Production and the Gender Wage Gap: Incentives and Expectations by Claudia Olivetti & Stefania Albanesi [Downloadable!] 2005 Investment, Consumption and Hedging under Incomplete Markets by Junjian Miao & Neng Wang [Downloadable!] 2005 Causes, consequences, and cures of myopic loss aversion - An experimental investigation by Gerlinde Fellner & Matthias Sutter [Downloadable!] 2005 Portfolio choice when managers control returns by Egil Matsen [Downloadable!] 2005 L’impact des chocs boursiers sur le crédit en France depuis le milieu des années quatre-vingt-dix by Baude, J. [Downloadable!] 2005 Maxmin Portfolio Choice by Marco Taboga [Downloadable!] 2005 Uninsured Idiosyncratic Production Risk with Borrowing Constraints by Francisco Covas [Downloadable!] 2005 The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments by Fousseni Chabi-Yo & René Garcia & Eric Renault [Downloadable!] 2005 Exact Properties of Measures of Optimal Investment for Institutional Investors by John Knight & Stephen Satchell [Downloadable!] 2005 Relative Performance Evaluation Contracts and Asset Market Equilibrium by Sandeep Kapur & Allan Timmermann [Downloadable!] 2005 The optimal behaviour of firms facing stochastic costs by Rosella Nicolini & Francesco Menoncin [Downloadable!] 2005 Do More Economists HOld Stocks? by Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid [Downloadable!] 2005 Eigenschaften von Verwaltungsräten und Unternehmensperformance by Manuel Ammann & Markus Leuenberger & Heinrich von Wyss [Downloadable!] 2005 Twenty Years of International Diversification from a German Perspective by Wolfgang Gerke & Ferdinand Mager & Alexander Röhrs [Downloadable!] 2005 Choosing Business Risk Measures by Popescu, Nela 2005 Are Style Factors exclusive, exhaustive and independent in Spanish Domestic Equity Funds?/¿Son los factores de estilo exclusivos, exhaustivos e independientes en los fondos de inversión españoles de renta variable macional? by FERRUZ AGUDO, LUIS & VICENTE GIMENO, LUIS A. [Downloadable!] 2005 La selección de carteras mediante programación por metas lexicográficas entera: una aplicación al mercado continuo español/Integer lexicographic goal programming for portfolio selection: an application to the spanish permanent market by PADILLA GARRIDO, NURIA & GUERRERO CASAS, FLOR MARÍA [Downloadable!] 2005 A Stochastic Dominance Approach to Spanning. With an Application to the January Effect/Una aproximación mediante la metodología del dominio estocástico al fenómeno del SPANNING. Una aplicación al efecto enero by POST, THIERRY [Downloadable!] 2005 Auswirkungen von Erbschaften und Schenkungen auf die Vermögensbildung privater Personen und Haushalte, Eine empirische Analyse auf der Basis des Sozio-oekonomischen Panels by Peter Westerheide 2005 More Households in the Stock Market Through Privatizations? Evidence from Italy by Giovanni Ferri & Cecilia Frale & Ottavio Ricchi [Downloadable!] 2005 The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies by Arun J. Prakash, Suchismita Mishra, Dispari Ghosh [Downloadable!] 2005 The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences by Helena Horská [Downloadable!] 2005 Robust Portfolio Choices and Asset Holdings by Giannis Vardas & Anastasios Xepapadeas 2005 Life-cycle asset accumulation and allocation in Canada by Kevin Milligan [Downloadable!] 2005 An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes by Hakan Berument & Yilmaz Akdi & Cemal Atakan [Downloadable!] 2005 A Modigliani-Miller Theory of Altruistic Corporate Social Responsibility by Joshua Graff Zivin & Arthur Small [Downloadable!] 2005 Risk and Career Choice by Raven E. Saks & Stephen H. Shore [Downloadable!] 2005 Currency choice in international bond issuance by Benjamin H Cohen [Downloadable!] 2005 Time-varying exposures and leverage in hedge funds by Patrick McGuire & Eli Remolona & Kostas Tsatsaronis [Downloadable!] 2005 Are Empowerment and Education Enough? Underdiversification in 401(k) Plans by James J. Choi & David Laibson & Brigitte C. Madrian [Downloadable!] 2005 Necessity and Prerequisites for the Debt Market Development in Bulgaria by Alipi Alipiev [Downloadable!] 2004 Underdiversification in Private Companies : Required Returns and Incentive Effects by Müller, Elisabeth [Downloadable!] 2004 Auswirkungen von Erbschaften und Schenkungen auf die Vermögensbildung privater Personen und Haushalte : Eine ökonometrische Analyse auf der Basis des Sozio-oekonomischen Panels by Westerheide, Peter [Downloadable!] 2004 Equity Portfolio Diversification by William N. Goetzmann & Alok Kumar [Downloadable!] 2004 Stock Price Volatility in a Multiple Security Overlapping by N/A [Downloadable!] 2004 Institutional Determinants of International Equity Portfolios - A Country-Level Analysis by Barbara Berkel [Downloadable!] 2004 Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events by Alexander Harin [Downloadable!] 2004 Managerial Incentives and Financial Contagion by Sujit Chakravorti & Subir Lall [Downloadable!] 2004 A Unified Approach to Portfolio Optimization with Linear Transaction Costs by Valeri Zakamouline [Downloadable!] 2004 Spillovers across High Yield Markets by Julius Moschitz [Downloadable!] 2004 Data Mining Sobre El Beta En España by Fernando Rubio [Downloadable!] 2004 Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data by Don U.A. Galagedera & Elizabeth A. Maharaj [Downloadable!] 2004 Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries by CORNELIS A. LOS [Downloadable!] 2004 Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution by CORNELIS A. LOS [Downloadable!] 2004 Relative Performance Evaluation Contracts and Asset Market Equilibrium by Sandeep Kapur & Allan Timmermann [Downloadable!] 2004 A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis by Don U.A. Galagedera [Downloadable!] 2004 Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities by Don U.A. Galagedera & Roland Shami [Downloadable!] 2004 Hedge Fund Performance and Persistence in Bull and Bear Markets by Capocci Daniel & Corhay Albert & Hübner Georges [Downloadable!] 2004 Optimal Convergence Trading by Vladislav KArgin [Downloadable!] 2004 Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking by D. Colwell & Nadima El-Hassan & Oh-Kang Kwon [Downloadable!] 2004 A multifactor model of stock returns with endogenous regime switching by Patrick Coggi & Bogdan Manescu [Downloadable!] 2004 Risk-return preferences in the pension domain: are people able to choose? by Maarten C.J. van Rooij & Clemens J.M. Kool & Henriette M. Prast [Downloadable!] 2004 House ownership and taxes by Torfinn Harding, Haakon O. Aa. Solheim og Andreas Benedictow [Downloadable!] 2004 Asset Return Correlation in Basel II: Implications for Credit Risk Management by Marie-Paule Laurent [Downloadable!] 2004 The Distribution of Gains from Access to Stocks by Yannis Bilias & Michael Haliassos [Downloadable!] 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming by Carl Chiarella & Chih-ying Hsiao 2004 Robust investment policies with bound forecasts by Nalan Gulpinar & Berc Rustem 2004 Valuation of American Continuous-Installment Options by Pierangelo Ciurlia & Ilir Roko [Downloadable!] 2004 A Strategy for Including Odd and Even-Numbered Higher Moments in Portfolio Selection by Renato G. Flores Jr & Gustavo M. de Athayde 2004 Discussing the Survivability Issue in Agent-Based Artificial Stock Market by Ya-Chi Huang & Shu-Heng Chen 2004 Portfolio choice, life-cycle and idiosyncratic income risk : the semi-external habit formation approach by Thomas Weitzenblum & Philippe Bernard 2004 Extending the CAPM model by Hendri Adriaens & Bas Donkers [Downloadable!] 2004 On the performance of efficient portfolios by Jan Wenzelburger & Volker Boehm 2004 Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization by D. Widijanto & S. Nagornii 2004 Statistical Evidences for the Influence of GP's Representation on Forecasting by Chia-Hsuan Yeh 2004 A Time Series Analysis of Financial Fragility in the UK Banking System by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos [Downloadable!] 2004 Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision by David Goldbaum & Bruce Mizrach 2004 Ambiguity, Information Quality and Asset Pricing by Larry Epstein & Martin Schneider [Downloadable!] 2004 Accounting for the Rise in Consumer Bankruptcies in the U.S. and Canada by Igor Livshits & Jim MacGee 2004 Learning and the Return to Private Equity by Claudio Campanale [Downloadable!] 2004 Consumption Commitments and Asset Prices by Adam Szeidl & Raj Chetty [Downloadable!] 2004 Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises by Dirk Krueger & Karsten Jeske 2004 A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds by Carol Alexander & Anca Dimitriu [Downloadable!] 2004 The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations by Carol Alexander & Anca Dimitriu [Downloadable!] 2004 Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets by Anthony Richards [Downloadable!] 2004 The Impact of Superannuation on Household Saving by Ellis Connolly & Marion Kohler [Downloadable!] 2004 Pricing of Equities in China: Evidence from the Shanghai Stock Exchange by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2004 Equity Premium: - Does it exist? Evidence from Germany and United Kingdom by Michael E. Drew & Mirela Mallin & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2004 Is the Currency Risk Priced in Equity Markets? by Francesco Giurda & Elias Tzavalis [Downloadable!] 2004 Consumption Risk and the Cross-Section of Expected Returns by Jonathan A. Parker & Christian Julliard [Downloadable!] 2004 Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling by Ji, Tingting [Downloadable!] 2004 Essays on consumer portfolio choice and credit risk by Ji, Tingting [Downloadable!] 2004 A Simple Model of Robust Portfolio Selection by Taboga, Marco [Downloadable!] 2004 Self-Interest on Mutual Fund Management: Evidence from the Portuguese Market by Carlos Alves & Victor Mendes [Downloadable!] 2004 Is the Risk Profile of Australian Superannuation Funds Changing? by Darren Massey 2004 Currency Substitution, portfolio Diversification and Money Demand by Miguel Lebre de Freitas [Downloadable!] 2004 Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice by Anthony W. Lynch & Sinan Tan [Downloadable!] 2004 Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs by Anthony W. Lynch & Sinan Tan [Downloadable!] 2004 Consumption Commitments: Neoclassical Foundations for Habit Formation by Raj Chetty & Adam Szeidl [Downloadable!] 2004 Life-Cycle Asset Accumulation and Allocation in Canada by Kevin Milligan [Downloadable!] 2004 Dynamic Trading Strategies and Portfolio Choice by Ravi Bansal & Magnus Dahlquist & Campbell R. Harvey [Downloadable!] 2004 Portfolio Concentration and the Performance of Individual Investors by Zoran Ivkovich & Clemens Sialm & Scott Weisbenner [Downloadable!] 2004 Facts and Fantasies about Commodity Futures by Gary Gorton & K. Geert Rouwenhorst [Downloadable!] 2004 A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1 by Gopal K. Basak & Ravi Jagannathan & Tongshu Ma [Downloadable!] 2004 Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices by Zoran Ivkovich & Scott Weisbenner [Downloadable!] 2004 401(k) Matching Contributions in Company Stock: Costs and Benefits for Firms and Workers by Jeffrey R. Brown & Nellie Liang & Scott Weisbenner [Downloadable!] 2004 Portfolio Diversification and City Agglomeration by William N. Goetzmann & Massimo Massa & Andrei Simonov [Downloadable!] 2004 Unlocking Housing Equity in Japan by Olivia S. Mitchell & John Piggott [Downloadable!] 2004 The Geography of Stock Market Participation: The Influence of Communities and Local Firms by Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner [Downloadable!] 2004 Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data by Don U.A. Galagedera & Elizabeth A. Maharaj [Downloadable!] 2004 On the exact minimum variance hedge of an un- certain quantity with flexibility by Sévi, B. [Downloadable!] 2004 Institutional Determinants of International Equity Portfolios - A Country-Level Analysis by Barbara Berkel [Downloadable!] 2004 Life-cycle Asset Accumulation and Allocation in Canada by Kevin Milligan [Downloadable!] 2004 Precautionary Wealth and Portfolio Allocation: Evidence from Canadian Microdata by Sule Alan [Downloadable!] 2004 The Wealth of Mexican Americans by Deborah A. Cobb-Clark & Vincent Hildebrand [Downloadable!] 2004 The effect of the Euro on country versus industry portfolio diversification by Thomas Flavin [Downloadable!] 2004 Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors by Kaïs Dachraoui & Georges Dionne [Downloadable!] 2004 Unternehmensbewertung mit dem Nachsteuer-CAPM? by Wiese, Jörg [Downloadable!] 2004 Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management by Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER [Downloadable!] 2004 Survival of the Fittest on Wall Street by Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] 2004 GEM-PIA: A Real-Financial General Equilibrium Model for Poverty Impact Analysis — Technical Description by Manfred Wiebelt [Downloadable!] 2004 The Wealth of Mexican Americans by Cobb-Clark, Deborah A. & Hildebrand, Vincent [Downloadable!] 2004 Beneficios Del Momentum En El Mercado Español: ¿Incorrecta Especificacion De Los Modelos De Valoración O Irracionalidad De Los Inversores? by Carlos Forner & Joaquín Marhuenda [Downloadable!] 2004 Ignorance, Fixed Costs, and the Stock-Market Participation Puzzle by Alberto Naudon & Matías Tapia & Felipe Zurita [Downloadable!] 2004 Dynamic Trading Strategies and Portfolio Choice by Bansal, Ravi & Dahlquist, Magnus & Harvey, Campbell R. [Downloadable!] 2004 All Guts, No Glory: Trading and Diversification among Online Investors by Anderson, Anders E.S. [Downloadable!] 2004 Hedging, Familiarity and Portfolio Choice by Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 One for the Gain, Three for the Loss by Anderson, Anders E. S. [Downloadable!] 2004 Information Costs and Mutual Fund Flows by Engström, Stefan & Westerberg, Anna [Downloadable!] 2004 Investment Strategies, Fund Performance and Portfolio Characteristics by Engström, Stefan [Downloadable!] 2004 Does Active Portfolio Management Create Value? An Evaluation of Fund Managers' Decisions by Engström, Stefan [Downloadable!] 2004 Uncertainty Aversion, Robust Control and Asset Holdings by Anastasios Xepapadeas & Giannis Vardas [Downloadable!] 2004 Do Privatizations Boost Household Shareholding? Evidence from Italy by Ottavio Ricchi & Adolfo Di Carluccio & Cecilia Frale [Downloadable!] 2004 Investment under Uncertainty and Incomplete Markets by Julien Hugonnier & Erwan Morellec [Downloadable!] 2004 Omega Portfolio Construction with Johnson Distributions by Alexander Passow [Downloadable!] 2004 Geographic Versus Industry Diversification: Contraints Matter by Paul EHLING & Sofia B. RAMOS [Downloadable!] 2004 International Dynamic Asset Allocation and the Effect of the Exchange Rate by Kristien Smedts [Downloadable!] 2004 Illusion of control as a source of poor diversification: An experimental approach by Gerlinde Fellner [Downloadable!] 2004 Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management by Alex Shapiro & Suleyman Basak & Anna Pavlova [Downloadable!] 2004 Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership by Paul Ehling 2004 A Life-cycle Model with Housing, Portfolio Allocation, and Mortgage Financing by Joseph Nichols [Downloadable!] 2004 The Equity Premium and the Baby Boom by Robin Brooks [Downloadable!] 2004 Optimum Consumption and Portfolio Allocations under Incomplete Information by Herve Roche [Downloadable!] 2004 Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias by Carlos Viana de Carvalho & Kevin Amonlirdviman [Downloadable!] 2004 Currency Substitution, Portfolio Diversification and Money Demand by Miguel Lebre de Freitas [Downloadable!] 2004 Ignorance, Fixed Costs, and the Stock Market Participation Puzzle by Alberto Naudon & MatÃas Tapia [Downloadable!] 2004 Stock market optimism and participation cost: a mean-variance estimation by Monica Paiella & Andrea Tiseno [Downloadable!] 2004 Portafolios ÓPtimos Para Los Nuevos Sistemas De Pensiones De Paãses Emergentes by Eduardo Walker [Downloadable!] 2004 Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions by Rustam Ibragimov [Downloadable!] 2004 The Markovian Dynamics of "Smart Money" by J-H Steffi Yang [Downloadable!] 2004 International capital flows and transmission of financial crises by Aditya Goenka & Melisso Boschi [Downloadable!] 2004 Learning the CAPM through Bubbles by Haim Kedar-Levy [Downloadable!] 2004 The Spirit of Capitalism and International Risk Sharing by Timothy K. Chue [Downloadable!] 2004 Uncertainty in Second Moments: Implications for Portfolio Allocation by David Daewhan Cho [Downloadable!] 2004 Uncertainty in Second Moments: Implications for Portfolio Allocation by David Daewhan Cho [Downloadable!] 2004 The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners by Eduardo D. Roca & Abdulnasser Hatemi-J 2004 Annuitization and Asset Allocation with HARA Utlity by Geoffrey Kingston & Susan Thorp 2004 Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index by Jonathan Dark 2004 That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds by Susan Thorp [Downloadable!] 2004 Diversification in euro area stock markets: country versus industry by Gerard A. Moerman [Downloadable!] 2004 Sources of gains from international portfolio diversification by Campa, Jose M. & Fernandes, Nuno [Downloadable!] 2004 Index Fundamentalism Revisited by Tower, Edward & Reinker, Kenneth S. [Downloadable!] 2004 On the estimation error in mean-variance efficient portfolio weights by Roon, F.A. de [Downloadable!] 2004 Uncertainty Aversion and Robust Portfolio Choices by Giannis Vardas & Anastasios Xepapadeas [Downloadable!] 2004 Uncertainty Aversion, Robust Control and Asset Holdings by Giannis Vardas & Anastasios Xepapadeas [Downloadable!] 2004 How Does Marriage Affect the Allocation of Assets in Women's Defined Contribution Plans? by Angela C. Lyons & Tansel Yilmazer [Downloadable!] 2004 Mutual Funds and the Market for Liquidity by Massa, Massimo & Phalippou, Ludovic [Downloadable!] 2004 History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices by Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 Hedging, Familiarity and Portfolio Choice by Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 Mutual Fund Competition and Stock Market Liquidity by Massa, Massimo [Downloadable!] 2004 Portfolio Diversification, Proximity Investment and City Agglomeration by Goetzmann, William & Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 On the Role of Arbitrageurs in Rational Markets by Basak, Suleyman & Croitoru, Benjamin [Downloadable!] 2004 Optimal Expectation by Brunnermeier, Markus K & Parker, Jonathan A [Downloadable!] 2004 Estimates of Personal Sector Wealth for South Africa by Aron, Janine & Muellbauer, John [Downloadable!] 2004 International Portfolio Holdings and Swiss Franc Asset Returns by Kugler, Peter & Weder di Mauro, Beatrice [Downloadable!] 2004 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach by Peñaranda, Francisco & Sentana, Enrique [Downloadable!] 2004 Country and Industry Dynamics in Stock Returns by Catão, Luis A. V. & Timmermann, Allan G [Downloadable!] 2004 The Impact of Globalization on the Equity Cost of Capital by Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard [Downloadable!] 2004 Overconfidence and Delegated Portfolio Management by Palomino, Frédéric & Sadrieh, Abdolkarim [Downloadable!] 2004 Are Vector Autoregressions And Accurate Model For Dynamic Asset Allocation? by Francisco Peñaranda [Downloadable!] 2004 Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2004 Ratchet vs Blasé Investors and Asset Markets by Pascal St-Amour [Downloadable!] 2004 Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations by Daniel Schmidt [Downloadable!] 2004 Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 Enhancing corporate governance with one-and two-tiered convertible preferred stock by Rodolfo Apreda [Downloadable!] 2004 Portfolio Selection with Monotone Mean-Variance Preferences by Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga [Downloadable!] 2004 Continuous Cumulative Prospect Theory and Individual Asset Allocation by Davies, G.B. & Satchell, S.E. [Downloadable!] 2004 Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules by Hara, C. & Christoph Kuzmics [Downloadable!] 2004 Cross-Border Diversification in Bank Asset Portfolios by Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard [Downloadable!] 2004 CDO rating methodology: Some thoughts on model risk and its implications by Ingo Fender & John Kiff [Downloadable!] 2004 The Demand for Money in a Stochastic Environment by Joseph Atta-Mensah [Downloadable!] 2004 Commodity-Linked Bonds: A Potential Means for Less-Developed Countries to Raise Foreign Capital by Joseph Atta-Mensah [Downloadable!] 2004 Wealth Holdings and Portfolio Allocation of Older Couples: The Role of Spouses’ Marital History by Aydogan Ulker [Downloadable!] 2004 Schumpeterian Dynamics and Financial Market Anomalies by Thomas Grebel & Horst Hanusch & Esther Merey [Downloadable!] 2004 International Portfolio Holdings and Swiss Franc Asset Returns by Peter Kugler & Beatrice Weder [Downloadable!] 2004 The Impact of FDI on Economic Growth under Foreign Trade Regimes: A Case Study of Pakistan by Zeshan Atique & Mohsin Hasnain Ahmad & Usman Azhar [Downloadable!] 2004 Saving-investment Behaviour in Pakistan: An Empirical Investigation by Shahbaz Nasir & Mahmood Khalid [Downloadable!] 2004 The Determinants of Foreign Direct Investment in Pakistan by Anjum Aqeel & Mohammed Nishat [Downloadable!] 2004 The Welfare Effects of the Reagan Deficits: A Portfolio Choice Approach by Michael Ben-Gad [Downloadable!] 2004 Un análisis univariante y multivariante de la diversificación de carteras bajo heterocedasticidad condicionada/Univariate and Multivariate Analysis of The Diversification of Portfolios Under Conditional Heteroscedasticity by AFONSO RODRÍGUEZ, J. A. & BRUNO PÉREZ, N. A. & J.GINER RUBIO [Downloadable!] 2004 Optimal Timing in Trading Japanese Equity Mutual Funds: Theory and Evidence by Tanaka, Hiroatsu & Baba, Naohiko [Downloadable!] 2004 Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas by José Carlos Ramirez Sánchez [Downloadable!] 2004 Using A Fuzzy Sets Approach To Select A Portfolio Of Greek Government Bonds by Michalopoulos, Michael & Thomaidis, Nikolaos S. & Dounias, George D. & Zopounidis, Constantin 2004 A Downside Risk Approach For The Portfolio Selection Problem With Fuzzy Returns by León, Teresa & Liern, Vicente & Marco, Paulina & Vicente Segura, José & Vercher, Enriqueta 2004 Parametric and Non-Parametric Analysis of Performance Persistence in Spanish Investment Funds by Luis Ferruz, José L. Sarto, Maria Vargas [Downloadable!] 2004 Canadian Mutual Fund Flows and Capital Market Movements by Roger B. Atindéhou, Jean-Pierre Gueyié [Downloadable!] 2004 Parametric and Non-Parametric Measures of Volatility : Risk Estimation via the Gini Decompostion and Comparison with the Value-at-Risk by Stéphane MUssard, Virginie Terraza [Downloadable!] 2004 The Effects of Decision Flexibility in the Hierarchical Investment Decision Process by Winfried Hallerbach, Haikun Ning, Jaap Spronk [Downloadable!] 2004 Márgenes con spread intraclase para el mercado mexicano de derivados by Díaz-Tinoco, Jaime & Venegas-Martínez, Francisco 2004 Stock Market Efficiency Withstands another Challenge: Solving the “Sell in May/Buy after Halloween” Puzzle by Edwin D Maberly & Raylene M Pierce [Downloadable!] 2004 Direct sale of information when precision is unobservable by Saltuk Ozerturk [Downloadable!] 2004 Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability by Christian Gollier [Downloadable!] 2004 Foreign Portfolio Investment Improves Performance: Evidence from the Czech Republic by Andrew Weiss & Georgiy A. Nikitin [Downloadable!] 2004 Quasi-geometric discounting: A closed-form solution under the exponential utility function by Lilia Maliar & Serguei Maliar [Downloadable!] 2004 Bonds Portfolio Management: Analysis and Application of the Model of Multiperiod Immunization by Ivan Popchev & Irina Radeva [Downloadable!] 2003 Socially Responsible Investments in Germany, Switzerland and the United States : An Analysis of Investment Funds and Indices by Schröder, Michael [Downloadable!] 2003 Incentive Fees: erfolgsabhängige Vergütungsmodelle deutscher Publikumsfonds by Kluß, Norbert & König, Markus & Cremers, Heinz [Downloadable!] 2003 Diversification Decisions of Individual Investors and Asset Prices by Alok Kumar & William N. Goetzmann [Downloadable!] 2003 An Economic Measure of Diversification Benefits by Lingfeng Li [Downloadable!] 2003 The international diversification puzzle is not worse than you think by Christian Julliard [Downloadable!] 2003 American Option Pricing with Transaction Costs by Valeri Zakamouline [Downloadable!] 2003 European Option Pricing and Hedging with both Fixed and Proportional Transaction Costs by Valeri Zakamouline [Downloadable!] 2003 Portfolio Management for a Random Field of Bond Returns by Vladislav Kargin [Downloadable!] 2003 Are Momentum Profits Robust to Trading Costs? by Robert A. Korajczyk & Ronnie Sadka 2003 Utility Maximization in Imperfected Markets by Long Nguyen-Thanh [Downloadable!] 2003 The Intriguing Nexus Between Corruption and Capital Account Restrictions by Axel Dreher & Lars-H.R. Siemers [Downloadable!] 2003 The Asset Market Game by Carlos Alós-Ferrer & Ana B. Ania [Downloadable!] 2003 Implications of Dynamic Trading for Insurance Markets by José Penalva [Downloadable!] 2003 Keeping Up with the Joneses: An International Asset Pricing Model by Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero [Downloadable!] 2003 Honey, I Shrunk the Sample Covariance Matrix by Olivier Ledoit & Michael Wolf [Downloadable!] 2003 A Portfolio Analysis of Industrial Structure by Frank Barry & Colm Kearney [Downloadable!] 2003 Asset return correlation: The case of automotive lease portfolios by Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit [Downloadable!] 2003 L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille by Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz [Downloadable!] 2003 The effect of earnings release for Belgian listed companies by Marie-Paule Laurent [Downloadable!] 2003 Indices as diversification instruments in Europe by Marie-Paule Laurent [Downloadable!] 2003 Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Artificial Stock Market by Ya-Chi Huang & Shu-Heng Chen 2003 On a CAPM monitoring based on the EWMA process control by Bakhodir A Ergashev [Downloadable!] 2003 Security Prices as Probabilities by Christopher Rude 2003 How does the spirit of capitalism affect stock market prices in a small-open economy by Turalay Kenc & Sel Dibooglu 2003 A Theory of Exchange Rates and the Term Structure of Interest Rates by Hyoung-Seok Lim & Masao Ogaki [Downloadable!] 2003 Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding by Carol Alexander & Anca Dimitriu [Downloadable!] 2003 Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency by Carol Alexander & Anca Dimitriu [Downloadable!] 2003 Risk, return and portfolio diversification in major painting markets: The application of conventional financial analysis to unconventional investments by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Is Idiosyncratic Volatility Priced? Evidence from the Shanghai Stock Exchange by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2003 Optimal f and Portfolio Return Optimisation in US Futures Markets by John Anderson & Robert W Faff [Downloadable!] 2003 Consumption Risk And Expected Stock Returns by Jonathan A. Parker [Downloadable!] 2003 Opções reais: tipologias e sua avaliação by Gomes Santana Félix, Elisabete [Downloadable!] 2003 Opportunity cost, excess profit and counterfactual conditionals by Magni, Carlo Alberto [Downloadable!] 2003 Evaluating Portfolio Policies: A Duality Approach by Martin B. Haugh & Leonid Kogan & Jiang Wang [Downloadable!] 2003 The Value of a Statistical Life and the Coefficient of Relative Risk Aversion by Louis Kaplow [Downloadable!] 2003 The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein [Downloadable!] 2003 Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments by Scott Weisbenner & Zoran Ivkovich [Downloadable!] 2003 Consumption Risk and Expected Stock Returns by Jonathan A. Parker [Downloadable!] 2003 Consumption Risk and Cross-Sectional Returns by Jonathan A. Parker & Christian Julliard [Downloadable!] 2003 The Equity Premium: Why is it a Puzzle? by Rajnish Mehra [Downloadable!] 2003 Portfolio Choice and Health Status by Harvey S. Rosen & Stephen Wu [Downloadable!] 2003 Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance by Wayne E. Ferson [Downloadable!] 2003 How do Regimes Affect Asset Allocation? by Andrew Ang & Geert Bekaert [Downloadable!] 2003 A Monte Carlo Investigation of Some Tests for Stochastic Dominance by Y.K. Tse & Xibin Zhang [Downloadable!] 2003 Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities by Don U.A. Galagedera & Roland Shami [Downloadable!] 2003 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? by Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman [Downloadable!] 2003 Y a-t-il une théorie des marchés financiers ? by Jean-Pierre Galavielle [Downloadable!] 2003 Modelling Household's Savings and Dwellings Investment - a Portfolio Choice Approach by Gábor Vadas [Downloadable!] 2003 The Wealth and Asset Holdings of U.S.-Born and Foreign-Born Households: Evidence from SIPP Data by Deborah A. Cobb-Clark & Vincent Hildebrand [Downloadable!] 2003 How Does Civil War Affect the Magnitude of Capital Flight? Evidence from Israel during the Intifada by David Fielding [Downloadable!] 2003 Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk by Pierre-Guillaume Méon & Laurent Weill [Downloadable!] 2003 Volatility-induced Growth in Financial Markets by Igor Evstigneev & Klaus Reiner Schenk-Hoppé [Downloadable!] 2003 Evolutionary Stable Stock Markets by Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] 2003 Evolutionary Stability of Portfolio Rules in Incomplete Markets by Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] 2003 El Efecto Momentum En El Mercado Español De Acciones by Carlos Forner & Joaquín Marhuenda [Downloadable!] 2003 The Neoclassical Growth Model With Heterogenous Quasi-Geometric Consumers by Lilia Maliar & Serguei Maliar [Downloadable!] 2003 The wealth and asset holdings of U.S.-born and foreign-born households: Evidence from SIPP data by Cobb-Clark, Deborah A. & Hildebrand, Vincent [Downloadable!] 2003 Diversité des sources d'incertitude et accumulation de capital humain sur le cycle de vie by Saïd Hanchane & David Touahri [Downloadable!] 2003 East Asian Equity Markets, Financial Crises, and the Japanese Currency by Y.L. Cheung & Y.W. Cheung & K.C. Ng [Downloadable!] 2003 The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion by Bengtsson, Christoffer [Downloadable!] 2003 Is Momentum Due to Data-Snooping? by Ericsson, Johan & González, Andrés [Downloadable!] 2003 Which individuals make active investment decisions in the new Swedish pension system? by Engström, Stefan & Westerberg, Anna 2003 Investor Protection and the Demand for Equity by Giannetti, Mariassunta & Koskinen, Yrjö [Downloadable!] 2003 The rigidity bias by Herrala, Risto [Downloadable!] 2003 Quantitative Selection of Long-Short Hedge Funds by Kaifeng CHEN & Alexander PASSOW [Downloadable!] 2003 Maximum Drawdown and the Allocation to Real Estate by Foort HAMELINK & Martin HOESLI [Downloadable!] 2003 Geographical versus Industrial Diversification: A Mean Variance Spanning Approach by Paul EHLING & Sofia B. RAMOS [Downloadable!] 2003 Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases by Paolo Battocchio & Francesco Menoncin & Olivier Scaillet [Downloadable!] 2003 What Factors Determine International Real Estate Security Returns? by Foort HAMELINK & Martin HOESLI [Downloadable!] 2003 Stock Exchange Competition in a Simple Model of Capital Market Equilibrium by Sofia B. RAMOS & Ernst-Ludwig VON THADDEN [Downloadable!] 2003 Sovereign Debt Contract and Optimal Consumption-Investment Strategies by Andriy DEMCHUK, [Downloadable!] 2003 Mortality Risk and Real Optimal Asset Allocation for Pension Funds by Francesco Menoncin & Olivier Scaillet [Downloadable!] 2003 Economic Implications of Bull and Bear Regimes in UK Stock Returns by Guidolin, Massimo & Allan Timmermann [Downloadable!] 2003 Risky Asset Ownership Decisions by the Elderly in the UK: Evidence from the Retirement Survey by Georgarakos, Dimitris [Downloadable!] 2003 International Risk Sharing and Bank Runs by Proto, Eugene [Downloadable!] 2003 Index Fundamentalism Revisited by Reinker, Kenneth S. & Tower, Edward [Downloadable!] 2003 Optimal Investment Policies for Defined Benefit Pension Funds by A.H. Siegmann [Downloadable!] 2003 Optimal Investment Policies for Defined Benefit Pension Funds by Arjen Siegmann [Downloadable!] 2003 A Reality Check on Hedge Funds Returns by Posthuma, Nolke & Sluis, Pieter Jelle van der [Downloadable!] 2003 Market timing: a decomposition of mutual fund returns by Swinkels, L.A.P. & Sluis, van der P.J. & Verbeek, M.J.C.M [Downloadable!] 2003 Strategic and tactical allocation to commodities for retirement savings schemes by Nijman, T. & Swinkels, L. [Downloadable!] 2003 Economic hedging portfolios by Werker, B.J.M. & Goorbergh, R.W.J. van den & Roon, de F.A. [Downloadable!] 2003 Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income by Francesco, MENONCIN [Downloadable!] 2003 Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases by Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET [Downloadable!] 2003 Relative Performance Evaluation Contracts and Asset Market Equilibrium by Kapur, Sandeep & Timmermann, Allan G [Downloadable!] 2003 Investor Protection and Equity-Holdings: An Explanation of Two Puzzles? by Giannetti, Mariassunta & Koskinen, Yrjö [Downloadable!] 2003 Model Uncertainty, Thick Modelling and the Predictability of Stock Returns by Aiolfi, Marco & Favero, Carlo A [Downloadable!] 2003 Are Household Portfolios Efficient? An Analysis Conditional on Housing by Pelizzon, Loriana & Weber, Guglielmo [Downloadable!] 2003 Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk by Gomes, Francisco J & Michaelides, Alexander [Downloadable!] 2003 Which Investors Fear Expropriation? Evidence from Investors' Stock Picking by Giannetti, Mariassunta & Simonov, Andrei [Downloadable!] 2003 Heterogeneity of Investors and Asset Pricing in a Risk-Value World by Franke, Günter & Weber, Martin [Downloadable!] 2003 Portfolio Choice with Illiquid Assets by Koren, Miklós & Szeidl, Adam [Downloadable!] 2003 Asset Pricing with Liquidity Risk by Acharya, Viral V & Pedersen, Lasse Heje [Downloadable!] 2003 Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market by Alexis Derviz [Downloadable!] 2003 Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments by Peter Bossaerts & Charles Plott & William R. Zame [Downloadable!] 2003 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy by Frederik Lundtofte [Downloadable!] 2003 Simple and enlarged separation portfolios. On their Use when Arbitraging and Synthesizing Securities by Rodolfo Apreda [Downloadable!] 2003 A Loss Aversion Performance Measure by Farah, N. & Satchell, S.E. [Downloadable!] 2003 Endogenous Correlation by Yang, J-H.S. & Satchell, S.E. [Downloadable!] 2003 Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses by Sancetta, A. & Satchell, S.E. [Downloadable!] 2003 Demographic Change and the UK Savings Rate by David Demery & Nigel Duck [Downloadable!] 2003 The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates by Thanasis N. Christodoulopoulos & Ioulia Grigoratou [Downloadable!] 2003 House prices and rents: an equilibrium asset pricing approach by Juan Ayuso & Fernando Restoy [Downloadable!] 2003 Collateral and Credit Supply by Joseph Atta-Mensah [Downloadable!] 2003 Evaluación de fondos de inversión garantizados por medio de portfolio insurance by Silvia Bou [Downloadable!] 2003 GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica by Giulio PALOMBA [Downloadable!] 2003 Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run by Olivier de La Grandville 2003 Exponential growth of fixed-mix strategies in stationary asset markets by Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé [Downloadable!] 2003 Dividing gains between a client and her agent by Jianming Xia [Downloadable!] 2003 A large deviations approach to optimal long term investment by Huyên Pham [Downloadable!] 2003 Momentum and Turnover: Evidence from the German Stock Market by Markus Glaser & Martin Weber [Downloadable!] 2003 Delineating Efficient Portfolios And Forecasting The Conditional Variance: The Case Of The Bucharest Stock Exchange by Darasteanu, Catalin Cristian 2003 Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk by Francisco Gomes & Alexander Michaelides [Downloadable!] 2003 Confidence in Domestic Money and Currency Substitution by Ajay Tandon & Yong Wang [Downloadable!] 2003 Extreme Value Theory and Value at Risk by Viviana Fernandez [Downloadable!] 2003 Corrientes internacionales de capital e inversión extranjera de cartera. El caso de México, 1989-1999 by Márquez Pozos, Jorge Miguel & Islas Camargo, Alejandro & Venegas-Martínez, Francisco 2003 Importance of the market portfolio description in the assessment of a sample of Spanish investment funds through the Jensen’s Alpha by Belén Vallejo Alonso [Downloadable!] 2003 L'integration europeenne a-t-elle permis une diversification des risques macroeconomiques ? by Pierre-Guillaume Meon & Laurent Weill [Downloadable!] 2003 Common factors in emerging market spreads by Patrick McGuire & Martijn A Schrijvers [Downloadable!] 2003 The credit spread puzzle by Jeffery D Amato & Eli M Remolona [Downloadable!] 2003 Conditions for existence of optimal biactive portfolio by Rossen Nikolaev [Downloadable!] 2002 Behavior and Performance of Investment Newsletters Analysts by Vicente Pascual Pons-Sanz & Alok Kumar [Downloadable!] 2002 The Local Bias of Individual Investors by Ning Zhu [Downloadable!] 2002 Do Winners Repeat with Style? by Amita K. Patel & Roger G. Ibbotson [Downloadable!] 2002 An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios by Enrico De Giorgi [Downloadable!] 2002 Substituting a Substitute Currency – The Case of Estonia by Kari Heimonen [Downloadable!] 2002 Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo by Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski [Downloadable!] 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature by Rafiqul Bhuyan [Downloadable!] 2002 Stochastic Dominance Portfolio Analysis of Forestry Assets by V.-P. Heikkinen & & Timo Kuosmanen [Downloadable!] 2002 Het integraal kwantificeren van valutarisico’s by Ralph de Haas [Downloadable!] 2002 Optimization of Risk Exposure by Alexei Gretchikha [Downloadable!] 2002 A Discrete Choice Analysis of the Household Shares of Risky Assets by Graciela Sanromán [Downloadable!] 2002 Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis by WenShwo Fang & Stephen M. Miller [Downloadable!] 2002 Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management by Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner [Downloadable!] 2002 Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios by Frank Schlottmann & Detlef Seese [Downloadable!] 2002 The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors? by Sebastien Page & Anne-Sophie Vanroyen 2002 Household Risk Management and Optimal Mortgage Choice by John Campbell & Joao F. Cocco 2002 Co-existence of Credit Card Debt with Liquid and Retirement Assets: Two Puzzles or None? by Michael Haliassos & Michael Reiter 2002 Information, Trading, and the Pricing of Risky Financial Securities: by Christopher Rude [Downloadable!] 2002 The Value of Asset Allocation Advice - Evidence of The Economist’s Quarterly Portfolio Poll by J. ANNAERT & J.K. DE CEUSTER & W. VAN HYFTE [Downloadable!] 2002 Learning Under Ambiguity by Larry Epstein & Martin Schneider [Downloadable!] 2002 The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies by Carol Alexandra & Anca Dimitriu [Downloadable!] 2002 Subjective Measures of Risk Aversion and Portfolio Choice by Arie Kapteyn & Federica Teppa [Downloadable!] 2002 Idiosyncratic Volatility: Evidence from Asia by Michael Drew & Madhu Veeraraghavan [Downloadable!] 2002 Optimal Expectations by Markus K. Brunnermeier & Jonathan A. Parker [Downloadable!] 2002 Auctions and the Price of Art by Kathryn Graddy & Orley Ashenfelter [Downloadable!] 2002 Mutual Fund Performance with Learning Across Funds by Christopher S. Jones & Jay Shanken [Downloadable!] 2002 Borrowing Costs and the Demand for Equity Over the Life Cycle by Steven J. Davis & Felix Kubler & Paul Willen [Downloadable!] 2002 Information Content of Equity Analyst Reports by Paul Asquith & Michael B. Mikhail & Andrea S. Au [Downloadable!] 2002 A Survey of Behavioral Finance by Nicholas Barberis & Richard Thaler [Downloadable!] 2002 Investor Behavior and the Purchase of Company Stock in 401(k) Plans - The Importance of Plan Design by Nellie Liang & Scott Weisbenner [Downloadable!] 2002 Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals by Kenneth A. Froot & Tarun Ramadorai [Downloadable!] 2002 Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals by Kenneth A. Froot & Tarun Ramadorai [Downloadable!] 2002 Daily Cross-Border Equity Flows: Pushed or Pulled? by John M. Griffin & Federico Nardari & Rene M. Stulz [Downloadable!] 2002 Are Financial Assets Priced Locally or Globally? by G. Andrew Karolyi & Rene M. Stulz [Downloadable!] 2002 Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? by Matthias Kahl & Jun Liu & Francis A. Longstaff [Downloadable!] 2002 Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps by Ravi Jagannathan & Tongshu Ma [Downloadable!] 2002 Comovement by Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler [Downloadable!] 2002 Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures by Annette Vissing-Jorgensen [Downloadable!] 2002 The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle? by Tobias J. Moskowitz & Annette Vissing-Jorgensen [Downloadable!] 2002 Le risque pays : approche conceptuelle et approche pratique by Stéphanie Gautrieaud [Downloadable!] 2002 International Portfolio Choice in an Overlapping Generations Model with Transactions Costs by Carmichael, Benoît & Coën, Alain [Downloadable!] 2002 Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis by David Hojman & Robert F. K. Wynn 2002 Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk by Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] 2002 Market Selection and Survival of Investment Strategies by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] 2002 Shall We Tax the Risk Premium? by Dirk Schindler & Bodo Hilgers [Downloadable!] 2002 The impact of delivery risk on optimal production and futures hedging by Axel F. A. Adam-Müller & Kit Pong Wong [Downloadable!] 2002 The Wealth and Asset Holdings of U.S.-Born and Foreign-Born Households: Evidence from SIPP Data by Cobb-Clark, Deborah A. & Hildebrand, Vincent [Downloadable!] 2002 Modelos De Duración Y Gestión Del Riesgo De Interés: ¿Un Problema De Dimensión? by Gloria M. Soto Pacheco [Downloadable!] 2002 La Inmunización Financiera: Evaluación De Diferentes Estructuras De Cartera by Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa [Downloadable!] 2002 Occupational Choice and the Private Equity Premium Puzzle by Hintermaier, Thomas & Steinberger, Thomas [Downloadable!] 2002 Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns by Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola [Downloadable!] 2002 Corporate Governance and the Home Bias by Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan [Downloadable!] 2002 Which Investors Fear Expropriation? by Giannetti, Mariassunta & Simonov, Andrei [Downloadable!] 2002 What Factors Determine International Real Estate Security Returns? by Hamelink, Foort & Hoesli, Martin [Downloadable!] 2002 Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon by Graflund, Andreas & Nilsson, Birger 2002 Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index by Bechmann, Ken L. [Downloadable!] 2002 Conditional Dependency of Financial Series: The Copula-GARCH Model by Eric Jondeau & Michael Rockinger [Downloadable!] 2002 Dynamic Allocation of Treasury and Corporate Bond Portfolios by Roger Walder [Downloadable!] 2002 A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities by Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI [Downloadable!] 2002 Optimal Investment With Default Risk by Yuanfeng Hou & Xiangrong Jin [Downloadable!] 2002 Portfolio Optimization with Concave Transaction Costs by Andriy Demchuk [Downloadable!] 2002 Pricing kernels and dynamic portfolios by HENROTTE, Philippe [Downloadable!] 2002 Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula by Reinker, Kenneth S. & Tower, Edward [Downloadable!] 2002 Portfolio Management by Dutch Households: an Analysis on the Basis of Basis of Survey by W.A. van den End & J.I. Kakes & M.C.J. van Rooij & A.C.J. Stokman [Downloadable!] 2002 Portfolio management by Dutch households: an analysis on the basis of a survey by W.A. van den End & J.I. Kakes & M.C.J. van Rooij & A.C.J. Stokman [Downloadable!] 2002 Explaining Hedge Fund Investment Styles by Loss Aversion by Arjen Siegmann & André Lucas [Downloadable!] 2002 Do countries or industries explain momentum in Europe? by Nijman, T. & Swinkels, L. & Verbeek, M. [Downloadable!] 2002 The dynamics of the impact of past performance on mutual fund flows by Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M. [Downloadable!] 2002 Robust one period option modelling by Lutgens, F. & Sturm, J. [Downloadable!] 2002 Survival, look-ahead bias and the persistence in hedge fund performance by Baquero, G. & Horst, J. ter & Verbeek, M. [Downloadable!] 2002 Subjective measures of risk aversion and portfolio choice by Kapteyn, A. & Teppa, F. [Downloadable!] 2002 Equilibrium asset pricing with time-varying pessimism by Sbuelz, A. & Trojani, F. [Downloadable!] 2002 CrŽdit interentreprises et risque de systme by Alexis DIRER [Downloadable!] 2002 Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution by Francesco, MENONCIN [Downloadable!] 2002 Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution by Francesco, MENONCIN [Downloadable!] 2002 How the Financial ManagersÕ Remuneration Can Affect the Optimal Portfolio Composition ? by Francesco MENONCIN [Downloadable!] 2002 Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation by Paolo BATTOCCHIO & Francesco MENONCIN [Downloadable!] 2002 Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan by Paolo BATTOCCHIO [Downloadable!] 2002 Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan by Paolo Battocchio & Francesco Menoncin [Downloadable!] 2002 Relative Performance, Risk and Entry in the Mutual Fund Industry by Lóránth, Gyöngyi & Sciubba, Emanuela [Downloadable!] 2002 The Portfolio Implications of Home Ownership by de Roon, Frans & Eichholtz, Piet & Koedijk, Kees [Downloadable!] 2002 A Model of Credit Risk, Optimal Policies and Asset Prices by Basak, Suleyman & Shapiro, Alex [Downloadable!] 2002 Art Auctions: A Survey of Empirical Studies by Ashenfelter, Orley C & Graddy, Kathryn [Downloadable!] 2002 Momentum and Turnover: Evidence from the German Stock Market by Glaser, Markus & Weber, Martin [Downloadable!] 2002 Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies by Kogan, Leonid & Uppal, Raman [Downloadable!] 2002 Systemic Risk and International Portfolio Choice by Das, Sanjiv Ranjan & Uppal, Raman [Downloadable!] 2002 Model Misspecification and Under-Diversification by Uppal, Raman & Wang, Tan [Downloadable!] 2002 Should Smart Investors Buy Funds with High Returns in the Past? by Palomino, Frédéric & Uhlig, Harald [Downloadable!] 2002 Evaluating Style Analysis by de Roon, Frans & Nijman, Theo E & ter Horst, Jenke [Downloadable!] 2002 Increased Correlation in Bear markets: A Downside Risk Perspective by Campbell, Rachel & Koedijk, Kees & Kofman, Paul [Downloadable!] 2002 Macroeconomic Influences on Optimal Asset Allocation by Flavin, Thomas & Wickens, Michael R [Downloadable!] 2002 Skill Signaling, Prospect Theory, and Regret Theory by Rick Harbaugh [Downloadable!] 2002 Species Preservation and Biodiversity Value: A Real Options Approach by Ilhem Kassar & Pierre Lasserre [Downloadable!] 2002 Financial Asset Returns, Market Timing, and Volatility Dynamics by Peter Christoffersen & Francis X. Diebold [Downloadable!] 2002 Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis by Catherine L. Mann & Ellen E. Meade [Downloadable!] 2002 New Test Statistics for Market Timing with Application to Emerging markets by A. Sancetta & Satchell, S.E. [Downloadable!] 2002 Mean-Variance Hedging under Additional Market Information by Frank Thierbach [Downloadable!] 2002 Optimal Supervisory Policies and Depositor-Preferences Laws by Pagès, H. & Santos, J. [Downloadable!] 2002 Asset Allocation in Transition Economies by Jondeau, E. & Rockinger, M. [Downloadable!] 2002 Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno by Pablo Marshall & Eduardo Walker [Downloadable!] 2002 Worst case model risk management by Denis Talay & Ziyu Zheng [Downloadable!] 2002 Utility maximization on the real line under proportional transaction costs by Bruno Bouchard [Downloadable!] 2002 Convex measures of risk and trading constraints by Hans Föllmer & Alexander Schied [Downloadable!] 2002 No-arbitrage criteria for financial markets with efficient friction by (**), Christophe Stricker & (*), Miklós Rásonyi & Yuri Kabanov [Downloadable!] 2002 An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index by Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder [Downloadable!] 2002 Performance en la gestión de carteras en contexto de la Teoría de la Utilidad en presencia de riesgo by FERRUZ AGUDO, L. & SARTO MARZAL, J.L. [Downloadable!] 2002 On the Endogeneity of the Mean-Variance Efficient Frontier by R. A. Somerville & Paul G. J. O’Connell [Downloadable!] 2002 Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress by Yamai, Yasuhiro & Yoshiba, Toshinao [Downloadable!] 2002 Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization by Yamai, Yasuhiro & Yoshiba, Toshinao [Downloadable!] 2002 On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall by Yamai, Yasuhiro & Yoshiba, Toshinao [Downloadable!] 2002 On The Treatment Of Uncertainty In Portfolio Selection by J. Ortí, Francesc & Sáez, José & Terceño, Antonio 2002 The Markowitz model for portfolio selection by Alaitz Mendizábal Zubeldia & Luis M. Miera Zabalza & Marian Zubia Zubiaurre [Downloadable!] 2002 Canadian consumption and portfolio shares by Michel Normandin & Pascal St-Amour [Downloadable!] 2002 Adam Smith et la Banque Libre by Laurent Le Maux 2002 Risk Evaluation in Multiactive Portfolio of Shares by Rossen Nikolaev [Downloadable!] 2001 Investment Behaviour of German Equity Fund Managers by Arnswald, Torsten [Downloadable!] 2001 Dynamic Trading Policies With Price Impact by Harry Mamaysky & Hua He [Downloadable!] 2001 Equity Portfolio Diversification by Alok Kumar & William N. Goetzmann [Downloadable!] 2001 Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999 by Jack Clark Francis & Roger G. Ibbotson [Downloadable!] 2001 Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors by William N. Goetzmann & Massimo Massa [Downloadable!] 2001 Does Asset Allocation Policy Explain 40, 90, 100 Percent of Performance? by Roger G. Ibbotson & Paul D. Kaplan [Downloadable!] 2001 A Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors by Alok Kumar & Ravi Dhar [Downloadable!] 2001 Duration, Convexity and Higher Order Hedging (Revisited) by Andrew Mark Jeffrey [Downloadable!] 2001 The Determinants of Cross-Border Equity Flows: The Geography of=20 Information by Richard Portes & =20 H=E9l=E8ne Rey [Downloadable!] 2001 Computing Equilibria in Finance Economies by P.J.J. Herings & F. Kubler [Downloadable!] 2001 International Portfolio Investment: Theory, Evidence, and Institutional Framework by Sohnke M. Bartram & Gunter Dufey [Downloadable!] 2001 Stochastic Dominance Efficiency Tests under Diversification by Timo Kuosmanen [Downloadable!] 2001 A Temporary Equilibrium Model of Asset Pricing by George Vachadze [Downloadable!] 2001 A Short-Horizon Model of Asset Pricing: Equilibrium Analysis by George Vachadze [Downloadable!] 2001 Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities by Norbert Jobst & Stavros A. Zenios [Downloadable!] 2001 The Effect of Taxes on Portfolio Choice: Evidence from Panel Data Spanning the Tax Reform Act of 1986 by Jon Bakija [Downloadable!] 2001 A Subsampling Approach to Estimating the Distribution of Diversing Statistics with Application to Assessing Financial Market Risks by Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White [Downloadable!] 2001 Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portofolio Selection by Olivier Ledoit & Michael Wolf [Downloadable!] 2001 Flexible Multivariate GARCH Modeling with an Application to International Stock Markets by Olivier Ledoit & Pedro Santa Clara & Michael Wolf [Downloadable!] 2001 Threshold Accepting for Index Tracking by Manfred Gilli and Evis Kellezi 2001 Risk Neutral Forecasting by Spyros Skouras [Downloadable!] 2001 A Non-Stationary Asset Pricing Model under Heterogeneous Expectations by Carl Chiarella and Xue-Zhong He 2001 Finding a maximum skewness portfolio by Gustavo Athayde and Renato Flores 2001 Intergenerational Risk Sharing and Asset Returns by Vassil A. Konstantinov 2001 Calibration and Computation of Household Portfolio Models by Michael Haliassos and Alexander Michaelides [Downloadable!] 2001 Revolvers for Self-Control by Carol C. Bertaut and Michael Haliassos 2001 On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms by Christian Keber, Dietmar G. Maringer 2001 Return-based Style Analysis with Time-varying Exposures by Laurens Swinkels, Pieter Jelle VanDerSluis 2001 Financial Risk Management in the Danish Mortgage Market by Soren S. Nielsen, Rolf Poulsen 2001 International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle? by Alexander Michaelides 2001 Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion by Alexander Michaelides 2001 Parallelization and Performance of Portfolio Choice Models by A. Abdelkhalek, A. Bilas and A. Michaelides [Downloadable!] 2001 A Two-Person Dynamic Equilibrium under Ambiguity by Larry G. Epstein & JianJun Miao [Downloadable!] 2001 Technical Appendix to Efficient Timing of Retirement by Geoffrey H. Kingston [Downloadable!] 2001 Cointegration and Asset Allocation: A New Fund Strategy by Carol Alexander & Ian Giblin & Wayne Weddington III [Downloadable!] 2001 Valore Aggiunto Sistemico: un'alternativa all'EVA quale indice di sovraprofitto periodale by Magni, Carlo Alberto [Downloadable!] 2001 Investor Psychology and Asset Pricing by Hirshleifer, David [Downloadable!] 2001 Herd Behavior and Cascading in Capital Markets: A Review and Synthesis by Hirshleifer, David & Teoh, Siew Hong [Downloadable!] 2001 Arbitrage and Optimal Portfolio Choice with Financial Constraints by Helmut Elsinger & Martin Summer [Downloadable!] 2001 On Asymmetric Information across Countries and the Home-Bias Puzzel by Egil Matsen [Downloadable!] 2001 Corporate Governance and the Home Bias by Lee Pinkowitz & Rene M. Stulz & Rohan Williamson [Downloadable!] 2001 Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield by Jay Shanken & Ane Tamayo [Downloadable!] 2001 Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies by Leonid Kogan & Raman Uppal [Downloadable!] 2001 Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model by Andrew W. Lo & Jiang Wang [Downloadable!] 2001 Social Interaction and Stock-Market Participation by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein [Downloadable!] 2001 Taxation and Portfolio Structure: Issues and Implications by James M. Poterba [Downloadable!] 2001 The Declining U.S. Equity Premium by Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina [Downloadable!] 2001 Variable Selection for Portfolio Choice by Yacine Ait-Sahalia & Michael W. Brandt [Downloadable!] 2001 Generalized Cash Flow Taxation by Alan A. Auerbach & David F. Bradford [Downloadable!] 2001 Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors? by Hyuk Choe & Bong-Chan Kho & Rene M. Stulz [Downloadable!] 2001 A Risk Management Approach to Optimal Asset Allocation by Thomas J. Flavin & Michael R. Wickens [Downloadable!] 2001 Financial Liberalisation and the South Korean Financial Crisis: Some Qualitative Evidence by Kevin Amess & Panicos Demetriades [Downloadable!] 2001 Portfolio Diversification: Alive and well in Euroland ! by Kpate ADJAOUTE & Jean-Pierre DANTHINE [Downloadable!] 2001 Undiversifiable Returns in a CAPM Economy by Peghe Braila & Claude Wampach [Downloadable!] 2001 Heterogeneity of Investors and Asset Pricing in a Risk-Value World by Günter Franke & Martin Weber [Downloadable!] 2001 What to Do if Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management by Axel F. A. Adam-Müller [Downloadable!] 2001 Legal Restrictions on Portfolio Holdings: Some Empirical Results by Hlouskova, Jaroslava & Lee, Gabriel S. [Downloadable!] 2001 Income variance dynamics and heterogenity by Costas Meghir & Luigi Pistaferri [Downloadable!] 2001 Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data by Andersson, Björn [Downloadable!] 2001 Foreigners´ Trading and Price Effects Across Firms by Dahlquist, Magnus & Robertsson, Göran [Downloadable!] 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios by Graflund, Andreas [Downloadable!] 2001 Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection by Amilon, Henrik [Downloadable!] 2001 Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg by Jensen, Bjarne Astrup [Downloadable!] 2001 Should new or rapidly growing banks have more equity? by Niinimäki, Juha-Pekka [Downloadable!] 2001 Portfolio Allocation Over the Life Cycle: Evidence from Swedish Household Data by Andersson, B. 2001 The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management by Zheng, H. & Thomas, L.C. & Allen, D.E. 2001 Designing Social Security - A Portfolio Choice Approach by Matsen, E. & Thogersen, O. 2001 How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods by Barras, L. & Isakov, D. 2001 Portfolio Diversification: Alive and well In Euroland by Adjaoute, K. & Danthine, J.P. 2001 Stochastic Dominance and Optimal Portfolio by Dachraoui, K. & Dionne, G. 2001 Le Benchmarking Immobilier un outil de gestion de performant by Bender, A. & Hoesli, M. 2001 How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods by Barras, L. & Isakov, D. 2001 Infinite Portfolios by LeRoy, S.F. 2001 Should New or Rapidly Growing Banks have More Equity? by Niinimaki, J.-P. 2001 Conditional Dependency of Financial Series: An Application of Copulas by Rockinger, M. & Jondeau, E. 2001 A Multiple Factor Model for European Stocks by Thomas G. Stephan & Raimond Maurer & Martin Dürr [Downloadable!] 2001 Optimal Dynamic rading Strategies with Risk Limits by Domenico Cuoco & Hua He & Sergei Issaenko [Downloadable!] 2001 How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods by Laurent BARRAS, & Dušan ISAKOV [Downloadable!] 2001 Portfolio Diversification: Alive and Well in Euroland! by Kpaté ADJAOUTE & Jean-Pierre DANTHINE [Downloadable!] 2001 Illusion of Expertise in Portfolio Decisions - An Experimental Approach - by Gerlinde Fellner & Werner Güth & Boris Maciejovsky [Downloadable!] 2001 Portfolio allocation in transition economies by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2001 Dynamic mean-variance analysis by HENROTTE, Philippe [Downloadable!] 2001 Conditional dependency of financial series : an application of copulas by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2001 New Extreme-Value Dependance Measures and Finance Applications by POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan [Downloadable!] 2001 Rethinking the strategy of Amazon.com by Heng, Michael S.H. [Downloadable!] 2001 Stock Selection Strategies in Emerging Markets by Jaap van der Hart & Erica Slagter & Dick van Dijk [Downloadable!] 2001 Return-based style analysis with time-varying exposures by Swinkels, L. & Sluis, P.J. van der [Downloadable!] 2001 On the empirical evidence of mutual fund strategic risk taking by Goriaev, A.P. & Nijman, T.E. & Werker, B. [Downloadable!] 2001 Comportement des groupes dÕinvestissement face ˆ une incertitude sur lÕenvironnement by Johanna ETNER & Pierre-AndrŽ JOUVET [Downloadable!] 2001 How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution by Francesco MENONCIN [Downloadable!] 2001 Optimal Portfolio Rules for an Integrated Stock Bond Portfolio by MENONCIN, Francesco [Downloadable!] 2001 Portfolio Diversification: Alive and Well in Euroland! by Adjaoute, Kpate & Danthine, Jean-Pierre [Downloadable!] 2001 International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle by Michaelides, Alexander [Downloadable!] 2001 Foreigners Trading and Price Effects Across Firms by Dahlquist, Magnus & Robertsson, Göran [Downloadable!] 2001 Mean Variance Portfolio Allocation with a Value at Risk Constraint by Sentana, Enrique [Downloadable!] 2001 EMU and Portfolio Diversification Opportunities by Adjaoute, Kpate & Danthine, Jean-Pierre [Downloadable!] 2001 Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion by Michaelides, Alexander [Downloadable!] 2001 Portfolio Choice and Liquidity Constraints by Haliassos, Michalis & Michaelides, Alexander [Downloadable!] 2001 Mutual Fund Tournament: Risk Taking Incentives Induced By Ranking Objectives by Goriaev, Alexei P. & Palomino, Frédéric & Prat, Andrea [Downloadable!] 2001 New Extreme-Value Dependence Measures and Finance Applications by Poon, Ser-Huang & Rockinger, Michael & Tawn, Jonathan [Downloadable!] 2001 Derivatives Do Affect Mutual Funds Returns : How and When? by Charles Cao & Eric Ghysels & Frank Hatheway [Downloadable!] 2001 Let's Get "Real" about Using Economic Data by Peter Christoffersen & Eric Ghysels & Norman R. Swanson [Downloadable!] 2001 Overconfidence in Investment Decisions: An Experimental Approach by Dittrich, Dennis & Gueth, Werner & Maciejovsky, Boris [Downloadable!] 2001 Illusion of Expertise in Portfolio Decisions -- An Experimental Approach by Fellner, Gerlinde & Gueth, Werner & Maciejovsky, Boris [Downloadable!] 2001 Generalized Cash Flow Taxation by Alan Auerbach & David Bradford [Downloadable!] 2001 Arbitraging mispriced assets with separation portfolios to lessen total risk by Rodolfo Apreda [Downloadable!] 2001 FJP: Entre los aportantes y la inversión real by Ricardo Schefer [Downloadable!] 2001 Economic Development as a Matter of Political Geography by Pablo Druck & Jorge M. Streb [Downloadable!] 2001 Bernstein Approximations to the Copula Function and Portfolio Optimization by A. Sancetta & Satchell, S.E. [Downloadable!] 2001 The impact of the euro on Europe's financial markets by Gabriele Galati & Kostas Tsatsaronis [Downloadable!] 2001 Conditional Dependency of Financial Series: An Application of Copulas by Rockinger, M. & Jondeau, E. [Downloadable!] 2001 Limited Financial Market Participation: A Transaction Cost-Based Explanation by Monica Paiella [Downloadable!] 2001 Value at risk: teoría y aplicaciones by Christian A.Johnson [Downloadable!] 2001 Political uncertainty and economic underdevelopment by Jorge M.Streb [Downloadable!] 2001 symposium articles : Computable general equilibrium with financial markets by Felix Kubler [Downloadable!] 2001 symposium articles : Monopolistic security design in finance economies by Karl Schmedders [Downloadable!] 2001 Minimax and minimal distance martingale measures and their relationship to portfolio optimization by Thomas Goll & Ludger Rüschendorf [Downloadable!] 2001 Equity portfolios generated by functions of ranked market weights by Robert Fernholz [Downloadable!] 2001 Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution by Kristin Reikvam & Fred Espen Benth & Kenneth Hvistendahl Karlsen [Downloadable!] 2001 A note on calculating the optimal risky portfolio by Reha H. Tütüncü [Downloadable!] 2001 Discrete time hedging errors for options with irregular payoffs by Emmanuel Temam & Emmanuel Gobet [Downloadable!] 2001 Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach by Kristin Reikvam & Fred Espen Benth & Kenneth Hvistendahl Karlsen [Downloadable!] 2001 Utility maximization in incomplete markets with random endowment by (**), Hui Wang & Jaksa Cvitanic & (*), Walter Schachermayer [Downloadable!] 2001 The relaxed investor and parameter uncertainty by L.C.G. Rogers [Downloadable!] 2001 Optimal investment in derivative securities by Dilip B. Madan & Xing Jin & Peter Carr [Downloadable!] 2001 Conditional value-at-risk: Aspects of modeling and estimation by Len Umantsev & Victor Chernozhukov [Downloadable!] 2001 Insurance with Frequency Trading: A Dynamic Analysis of Efficient Insurance Markets by Jose S. Penalva Zuasti [Downloadable!] 2001 Influencia de la estructura heterocedástica en la diversificación de carteras de acciones by AFONSO RODRÍGUEZ, Julio Angel & BRUNO PÉREZ, Néstor Amadeo [Downloadable!] 2001 Does Active Management Pay in Italy? A Study of Mutual Fund Performance in the Period 1989-1999 by Giovanni Radicella [Downloadable!] 2001 Qualitative/Quantitative Financial Analysis by Flores, Juan & González, Federico & Flores, Beatriz 2001 Home Bias in Portfolios and Taxation of Asset Income by Roger Hall Gordon & Vitor Gaspar [Downloadable!] 2000 Rebels, Conformists, Contrarians And Momentum Traders by Evan Geov Gatev & Stephen A. Ross [Downloadable!] 2000 Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing by Anil Bangia & Francis X. Diebold & Til Schuermann [Downloadable!] 2000 Full Insurance, Asymmetric Information and Genetic Testing by José Penalva [Downloadable!] 2000 Insurance with Frequent Trading: A Dynamic Analysis of Efficient Insurance Markets by José Penalva [Downloadable!] 2000 Portfolio Choice in the Presence of Personal Illiquid Projects by Miquel Faig & Pauline Shum [Downloadable!] 2000 Ambiguity, risk and asset returns in continuous time by Zengjing Chen & Larry G. Epstein [Downloadable!] 2000 Scomposizione di sovraprofitti: Economic Value Added e Valore Aggiunto Sistemico by Magni, Carlo Alberto [Downloadable!] 2000 Irr, Roe and Npv: Formal and Conceptual Convergences in a Systemic Approach by Magni, Carlo Alberto [Downloadable!] 2000 Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value by Magni, Carlo Alberto [Downloadable!] 2000 Systemic Value Added, Residual Income and Decomposition of a Cash Flow Stream by Magni, Carlo Alberto [Downloadable!] 2000 On the Survival of Overconfident Traders in a Competitive Securities Market by Hirshleifer, David & Luo, Guo Ying [Downloadable!] 2000 Designing Social Security – A Portfolio Choice Approach by Egil Matsen & Øystein Thøgersen [Downloadable!] 2000 Style Investing by Nicholas Barberis & Andrei Shleifer [Downloadable!] 2000 Asset Location for Retirement Savers by James M. Poterba & John B. Shoven & Clemens Sialm [Downloadable!] 2000 Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice by Steven J. Davis & Paul Willen [Downloadable!] 2000 Evaluating and Investing in Equity Mutual Funds by Lubos Pastor & Robert F. Stambaugh [Downloadable!] 2000 The Equity Premium and Structural Breaks by Lubos Pastor & Robert F. Stambaugh [Downloadable!] 2000 Do After-Tax Returns Affect Mutual Fund Inflows? by Daniel Bergstresser & James Poterba [Downloadable!] 2000 Capital Gains Realizations of the Rich and Sophisticated by Alan J. Auerbach & Jonathan M. Siegel [Downloadable!] 2000 Global Asset Allocation with Time-varying Risk by Thomas J. Flavin & Michael R. Wickens [Downloadable!] 2000 Costly Information, Diversification, and International Mutual Fund Performance by Engström, Stefan 2000 On The Predictability Of The Danish Equity Premium by Olesen, Jan Overgaard & Risager, Ole [Downloadable!] 2000 Stocks Hedge Against Inflation In The Long Run: Evidence From A Coin- Tegration Analysis For Denmark by Olesen, Jan Overgaard [Downloadable!] 2000 Paying for minimum interest rate guarantees: Who should compensate who? by Jensen, Bjarne Astrup & Sørensen, Carsten [Downloadable!] 2000 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden by Berg, L. 2000 Macroeconomic Implications of Switching the Social Security Trust Fund Towards a Greater Investment in Equities by Pestieau, P. & Possen, U.M. 2000 Exponential Hedging and Pricing under Proportional Transaction Costs by Bouchard, B. 2000 A Stability Result for the HARA Class with Stochastic Interest Rates by Grasselli, M. 2000 Sensitivity Analysis of Values at Risk by Gourieroux, C. & Laurent, J.P. & Scaillet, O. 2000 Investing Retirement Wealth: a Life-Cycle Model by Campbell, J.Y. & Cocco, J.F. & Gomes, F.J. & Maenhout, P.J. 2000 Optimal Financial Portfolio and Dependence of Risky Assets by Dachraoui, K. & Dionne, G. 2000 The Empirical Measure of Information Problems with Emphasis on Insurance Fraud by Dionne, G. 2000 Robust Portfolio Selection by Victoria-Feser, M.-P. 2000 On the Information Content of Futures Prices, Application to LME Nonferrous Metal Futures by MARTINOT, N. & Lesourd, J.-B. & Morard, B. 2000 The Share Price Effects of Dividend Taxes and Tax Imputation Credits by Harris, T.S. & Glenn Hubbard, R. & Kemsley, D. 2000 Factor Representing Portfolios in Large Asset Markets by Sentana, E. 2000 The Stable non-Gaussian Asset Allocation: A Comparison with the Classical Gaussian Approach by Tokat, Y. & Rachev, S.T. & Schwartz, E. 2000 Les consequences destabilisatrices de la gestion indicielle by Artus, P. 2000 Looking for Arbitrage by Flam, S.D. 2000 Reaching Equilibrium in the Capital Asset Pricing Model by Flam, S.D. 2000 Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives by Bertrand, P. & lesne, J.-P. & Prigent, J.-L. 2000 EMU and Portfolio Diversification Opportunities by Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE [Downloadable!] 2000 A Heuristic Approach to Portfolio Optimization by Manfred Gilli & Evis Këllezi [Downloadable!] 2000 On the Instability of Variance Decompositions of the Real Exchange Rate Across Exchange- Rate-Regimes: Evidence from Mexico and the United States by Mendoza, Enrique G. [Downloadable!] 2000 Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies by Liang Zou [Downloadable!] 2000 Adding Risks: Some General Results about Time Diversification by Kin Lam & Liang Zou [Downloadable!] 2000 Analytic Decision Rules for Financial Stochastic Programs by Arjen H. Siegmann & André Lucas [Downloadable!] 2000 Mutual fund tournament : risk taking incentives induced by ranking objectives by Goriaev, A. & Palomino, F. & Prat, A. [Downloadable!] 2000 Decentralized international risk sharing and governmental moral hazard by Wagner, W. [Downloadable!] 2000 The economic value of predicting stock index returns and volatility by Marquering, W. & Verbeek, M. [Downloadable!] 2000 Incorporating estimation risk in portfolio choice by Horst, J.R. ter & Roon, F.A. de & Werker, B.J.M. [Downloadable!] 2000 Evaluating style analysis by Roon.F.A. de, & Nijman, T.E. & Horst, J.R. ter [Downloadable!] 2000 From boom til bust by A. Berkelaar & R. Kouwenberg [Downloadable!] 2000 Optimal portfolio choice under loss aversion by A. Berkelaar & R. Kouwenberg [Downloadable!] 2000 Social Security Investment in Equities in an Economy with Short-Term Production and Land by Peter Diamond & John Geanakoplos [Downloadable!] 2000 The Euro and International Capital Markets by Detken, Carsten & Hartmann, Philipp [Downloadable!] 2000 A Monte-Carlo Method for Optimal Portfolios by Jérôme B. Detemple & René Garcia & Marcel Rindisbacher [Downloadable!] 2000 The Optimal Taxation of Dividends in a Small Open Economy by Clemens Fuest & Bernd Huber [Downloadable!] 2000 Investment Intelligence from Insider Trading by H. Nejat Seyhun 2000 research articles : How helpful is a long memory on financial markets? by Sandra GØth & Sven Ludwig [Downloadable!] 2000 exposita notes : A martingale characterization of equilibrium asset price processes by A. Lazrak & J.P. DÊcamps [Downloadable!] 2000 Risk sensitive asset management with transaction costs by Stanley R. Pliska & Tomasz R. Bielecki [Downloadable!] 2000 Efficient Timing of Retirement by Geoffrey H. Kingston [Downloadable!] 2000 Portfolio Diversification, Leverage, and Financial Contagion by Garry J. Schinasi & R. Todd Smith [Downloadable!] 2000 Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s by Friedrich Schmid & Mark Trede [Downloadable!] 2000 Portfolio Diversification, Leverage, and Financial Contagion by Garry J. Schinasi & R. Todd Smith [Downloadable!] 2000 A Simplified Method for Calculating the Credit Risk of Lending Portfolios by Ieda, Akira & Marumo, Kohei & Yoshiba, Toshinao [Downloadable!] 2000 Stabilization Dynamics and Non Bank Financial Intermediaries by Ranjanendra Narayan Nag 1999 Institutional investment in Central and Eastern Europe : investment criteria of Western portfolio managers by Köke, Jens F. [Downloadable!] 1999 250 Analysten, 1 Portfolio? : Eine ökonometrische Analyse von Empfehlungen zur Gestaltung eines Vermögensportfolios zur Altersvorsorge by Dornau, Robert & Szczesny, Andrea [Downloadable!] 1999 Behavior Of Momentum Following And Contrarian Market Timers by Alok Kumar [Downloadable!] 1999 Equity Allocation and Portfolio Selection in Insurance: A simplified Portfolio Model by Erik Taflin [Downloadable!] 1999 Don’t Put All Your Eggs in One Basket? Diversification and Specialization in Lending by Andrew Winton [Downloadable!] 1999 Equilibrium with divergence of opinion by Miller, Edward M. [Downloadable!] 1999 Estimating Correlated Diffusions by Jones, R.A. 1999 Nondegenerate Intervals of No-Trade Prices for Risk-averse Traders by Weinrich, Gerd [Downloadable!] 1999 Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income by Luis M. Viceira [Downloadable!] 1999 Taxation and Household Portfolio Composition: U.S. Evidence from the 1980s and 1990s by James M. Poterba & Andrew Samwick [Downloadable!] 1999 Comparing Asset Pricing Models: An Investment Perspective by Lubos Pastor & Robert F. Stambaugh [Downloadable!] 1999 On Mutual Fund Investment Styles by Louis K.C. Chan & Hsiu-Lang Chen & Josef Lakonishok [Downloadable!] 1999 Asset Location in Tax-Deferred and Conventional Savings Accounts by John B. Shoven & Clemens Sialm [Downloadable!] 1999 Bayesian Performance Evaluation by Klaas Baks & Andrew Metrick & Jessica Wachter [Downloadable!] 1999 On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model by Louis K.C. Chan & Jason Karceski & Josef Lakonishok [Downloadable!] 1999 Asset Allocation and Risk Allocation: Can Social Security Improve Its Future Solvency Problem by Investing in Private Securities? by Thomas E. MaCurdy & John B. Shoven [Downloadable!] 1999 The Location and Allocation of Assets in Pension and Conventional Savings Accounts by John B. Shoven [Downloadable!] 1999 Hedging Price Risk When Real Wealth Matters by Axel F. A. Adam-Müller [Downloadable!] 1999 The Effects of Risk Aversion and Age on Investments in New Firms by Forsfält, Tomas [Downloadable!] 1999 Performance and Characteristics of Swedish Mutual Funds by Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul 1999 Svenska hushållens sparande och skuldsättning - ett konsumentbeteendeperspektiv by Flink, Helena & Gunnarsson, Jonas & Wahlund, Richard [Downloadable!] 1999 Horizon Risk and Asset Pricing by Hubner, G. 1999 Estimating Correlated Diffusions by Jones, R.A. 1999 Estimating Correlated Diffusions by Jones, R.A. 1999 Delegated Portfolio Management, No Churning, and Relative Performance-Based Incentive/Sorting Schemes by Bhattacharya, S. 1999 Asset Princing Models: Implications for Expected Returns and Portfolio Selection by MacKinlay, A.C. & Pastor, L. 1999 General Equilibrium of FDinancial Markets: An Introduction by Florenzano, M. 1999 General Equilibrium of FDinancial Markets: An Introduction by Florenzano, M. 1999 Direct Characterization of the Value of Super-Replication under Stochastic Volatility and Portfolio Constraints by Touzi, N. 1999 Direct Characterization of the Value of Super-Replication under Stochastic Volatility and Portfolio Constraints by Touzi, N. 1999 Valuation and Asset Pricing in Infinite Horizon Sequential Markets with Portfolio Constraints by Huang, K.X. 1999 Nonlinear Innovations and Impulse Responses by Gourieroux, C. & Jasiak, J. 1999 The Profits to Insider Trading: a Performance-Evaluation Perspective by Jeng, L.A. & Metrick, A. & Zeckhauser, R. 1999 How do Illiquid Assets Improce Portfolio Performance? The Case of Bordeaux Wine by Mougeot, N. & Perignon, C. 1999 Simulated Annealing for Complex Portfolio Selection Problems by Crama, Y. & Schyns, M. 1999 Investing in a Real World with Mean-Reverting Inflation by Berkelaar, A. & Kouwenberg, R. 1999 Retirement Saving with Contribution Payments and Labor Income as a Benchmark for Investments by Berkelaar, A. & Kouwenberg, R. 1999 A Time Homogeneous Stationary Equilibrium Model of Asset Pricing with Heterogeneous Agents by Vachadze, G. 1999 Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth? by Liew, J. & Vassalou, M. 1999 Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth? by Liew, J. & Vassalou, M. 1999 Equilibre financier entre les Etats-Unis et le Japon: la theorie est-elle confirmee par les faits? by Artus, P. 1999 Quels effets sur l'Europe d'une deformation des portefeuilles des investisseurs asiatiques en faveur de l'Euro et au detriment du Dollar? le role de la reaction de la Banque centrale europeenne by Artus, P. 1999 Peut-on expliquer les rachats d'actions finances par emission de dette? by Artus, P. 1999 Pourquoi le rendement moyen des actifs risques est-il trop faible? Le role de la concurrence entre les fonds d'investissement by Artus, P. 1999 L'alteration prudente des probabilites comme solution a l'enigme de la prime de risque by Chauveau, T. & Nalpas, N. 1999 Tail behavior of credit loss distributions by Lucas, Andr‚ & Straetmans, Stefan & Klaassen, Pieter [Downloadable!] 1999 A primal-dual decompsition-based interior point approach to two-stage stochastic linear programming by Berkelaar, Arjan & Dert, Cees & Oldenkamp, Bart [Downloadable!] 1999 Decomposing Portfolio Value-at-Risk: A General Analysis by Winfried G. Hallerbach [Downloadable!] 1999 The robustness of the capm : a computational approach by Herings, P.J.J. & Kubler, F. [Downloadable!] 1999 Investing in a real world with mean-reverting inflation by A.B. Berkelaar & R. Kouwenberg [Downloadable!] 1999 Retirement saving with contribution payments and labor income as a benchmark for investments by A.B. Berkelaar & R. Kouwenberg [Downloadable!] 1999 A primal-dual decomposition based interior point approach to two-stage stochastic linear programming by AB Berkelaar & CL Dert & KPB Oldenkamp & S Zhang [Downloadable!] 1999 Sensitivity Analysis of Values at Risk by GouriŽroux, Christian & Laurent, J.P. & Scaillet, Olivier [Downloadable!] 1999 Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth by Liew, Jimmy & Vassalou, Maria [Downloadable!] 1999 Performance and Characteristics of Swedish Mutual Funds 1993-97 by Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul [Downloadable!] 1999 Least Squares Predictions and Mean-Variance Analysis by Sentana, Enrique [Downloadable!] 1999 Risk Taking and Optimal Contracts for Money Managers by Palomino, Frédéric & Prat, Andrea [Downloadable!] 1999 Can Domestic Liabilities Explain the Home Bias in UK Investment Portfolios? by David Chaundy [Downloadable!] 1999 The Evolution of Portfolio Rules and the Capital Asset Pricing Model by Sciubba, E. [Downloadable!] 1999 Minimum-Cost Portfolio Insurance by C. D. Aliprantis & D. Brown & J. Werner 1999 Portfolio Allocation of Precautionary Assets: Panel Evidence for the United States by Atreya Chakraborty & Mark Kazarosian [Downloadable!] 1999 Portfolio Behaviour of Islamic Banks: A Case Study for Iran, 1984-1994 by Kagigi, K.A. & Ford, J.L. & Cadle, P.J. & Makiyan, S.N. 1999 Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data over the Last Century by Fabio Panetta & Roberto Violi [Downloadable!] 1999 On dynamic measures of risk by Ioannis Karatzas & Jaksa Cvitanic [Downloadable!] 1999 Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark by Sid Browne [Downloadable!] 1999 Dynamic programming and mean-variance hedging by HuyËn Pham & Jean Paul Laurent [Downloadable!] 1999 A closed-form solution to the problem of super-replication under transaction costs by HuyËn Pham & Nizar Touzi & Jaksa Cvitanic [Downloadable!] 1999 Risk Management for Equity Portfolios of Japanese Banks by Ieda, Akira & Ohba, Toshikazu [Downloadable!] 1998 Local Return Factors and Turnover in Emerging Stock Markets by K. Geert Rouwenhorst [Downloadable!] 1998 The Role of Beta and Size in the Cross-section of European Stock Returns by K. Geert Rouwenhorst & Steve L. Heston & Roberto E. Wessels [Downloadable!] 1998 Clustering Methods for Real Estate Portfolios by William N. Goetzmann & Susan M. Wachter [Downloadable!] 1998 Portfolio Performance Measurement: Theory and Applications by Peter J. Knez & Zhiwu Chen [Downloadable!] 1998 European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing? by K. Geert Rouwenhorst [Downloadable!] 1998 Borrowing Constraints, Portfolio Choice, and Precautionary by Michael Haliassos & Christis Hassapis [Downloadable!] 1998 Country Funds and Asymmetric Information by Jeffrey A. Frankel & Sergio L. Schmukler [Downloadable!] 1998 A Model of Financial Fragility by Roger Lagunoff & Stacey L. Schreft [Downloadable!] 1998 The Markov Chain Approximation Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem by Claus Munk [Downloadable!] 1998 A Simple Model of Multiple Equilibria Based on Risk by James S. Costain [Downloadable!] 1998 Borrowing Constraints, Portfolio Choice, and Precautionary Motives: Theoretical Predictions and Empirical Complications by Michael Haliassos & Christis Hassapis [Downloadable!] 1998 Systematic Risk Characteristics of Corporate Equity by Geoffrey Shuetrim [Downloadable!] 1998 Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality by Lei, V. & Noussair, C. & Plott, C.R. 1998 Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values by Noussair, C. & Robin, S. & Ruffieux, B. 1998 Multinationals and the Gains from International Diversification by Patrick F. Rowland & Linda L. Tesar [Downloadable!] 1998 Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997 by Hyuk Choe & Bong-Chan Kho & Rene M. Stulz [Downloadable!] 1998 International Portfolio Diversification and Labor/Leisure Choice by Urban J. Jermann [Downloadable!] 1998 The Relation between Financial and Housing Wealth of Dutch Households by Hochguertel, Stefan & van Soest, Arthur [Downloadable!] 1998 The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection by Dionne, G. & Gourieroux, C. & Vanasse, C. 1998 International Portfolio Diversification and Endogenous Labour Supply Choice by Jermann, U.J. 1998 Explaining Home Bias in Equities and Consumption by Lewis, K.K. 1998 Using Genetic Algorithms to Find Technical Trading Rules by Allen, F. & Karjalainen, R. 1998 Optimal Consumption of a Divisible Durable Good by Cuoco, D. & Liu, H. 1998 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection by MacKinlay, A.C. & Pastor, L. 1998 Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing by Grundy, B.D. & Martin, J.S. 1998 An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks by Keim, D.B. 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market by Trzpiot, G. 1998 Continuous Time Equilibrium Pricing of Nonredundant Assets by Jouini, E. & Napp, C. 1998 How Are Large Institutions Different from Other Investors? Why Do These Differences Matter? by Gompers, P.A. & Metrick, A. 1998 Stability of Risk Premia in the Italian Stock Market by Mazzariello, G. & Roma, A. 1998 Reaction tardive et non precoce des investisseurs: le role des couts d'ajustement des porte-feuilles et de l'effet des choix des investisseurs sur l'equilibre by Artus, P. 1998 Comprendre les effets de la crise asiatique sur les marches financiers avec un modele de choix de portefeuille international by Artus, P. 1998 Les choix patrimoniaux des menages francais: analyse et evaluation retrospective des demandes d'actifs financiers en valeur mobiliere 1978-1994 by Njoya, I. 1998 Looking for Arbitrage by Flam, S.D. 1998 Style, Fees and Performance of Italian Equity Funds by Cesari, R. & Panetta, F. 1998 On the inefficiency of portfolio insurance and caveats to the mean/downside-risk framework by Lucas, Andr‚ & Dert, Cees L. [Downloadable!] 1998 Style analysis and performance evaluation of Dutch mutual funds by Horst, J.R. ter & Nijman, T.E. & Roon, F.A. de [Downloadable!] 1998 Performance Measures for Dynamic Portfolio Management by Nielsen, Lars Tyge & Vassalou, Maria [Downloadable!] 1998 Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? by Lettau, Martin [Downloadable!] 1998 Statistical Properties of the Sample Semi-variance, with Applications to Emerging Markets' Data by Bond, Shaun A & Satchell, Stephen E 1998 Utility Functions with Parameters Depending on Initial Wealth by Pedersen, Christian C & Satchell, Stephen E 1998 exposita notes : by Piero Gottardi & JÊrÆme B. Detemple [Downloadable!] 1998 Tamaño de los Fondos de Pensiones en Chile y su Desempeño Financiero by Patricio Arrau & Rómulo Chumacero [Downloadable!] 1998 Macro-Economic Effects of Stabilisation under Financial Repression by Rajanendra Narayan Nag & Mallinath Mukhopadhyay 1997 PSA Duration: Conquering the Prepayment Risk of Mortgage Portfolios by Boleslav Gulko [Downloadable!] 1997 Stock Price Volatility in a Multiple Security Overlapping by Matthew I. Spiegel [Downloadable!] 1997 Non-expected Utility, Saving, and Portfolios by Michael Haliassos & Christis Hassapis [Downloadable!] 1997 Optimal Consumption/Investment Policies with Undiversifiable Income Risk and Borrowing Constraints by Claus Munk [Downloadable!] 1997 Insurance with Frequent Trading by José Penalva [Downloadable!] 1997 Risk Management under a Two-Factor Model of the Term Structure of Interest Rates by Manuel Moreno [Downloadable!] 1997 Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability by Melanie Cao 1997 Household Portfolio Allocation Over the Life Cycle by James M. Poterba & Andrew A. Samwick [Downloadable!] 1997 Analyzing Investments Whose Histories Differ in Length by Robert F. Stambaugh [Downloadable!] 1997 Re-emerging Markets by William N. Goetzmann & Philippe Jorion [Downloadable!] 1997 A Century of Global Stock Markets by William N. Goetzmann & Philippe Jorion [Downloadable!] 1997 A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies by Willem H. Buiter & Ricardo Lago & Helene Rey [Downloadable!] 1997 Horizon Length and Portfolio Risk by Christian Gollier & Richard J. Zeckhauser [Downloadable!] 1997 Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market by Bonomo, M. & Garcia, R. 1997 Evaluating Portfolio Performance with Stochastic Discount Factors by Dahlquist, Magnus & Söderlind, Paul 1997 The Pricing of Human Capital and Financial Assets by Palacios-Huerta, I. 1997 The Numeraire Portfolio Approach in Bond Portfolio Performance Evaluation by Kang, J. 1997 Strategic Uniformed Traders by Augier, L. & Mokrane, M. 1997 Increases in Risk and Optimal Portfolio by Dionne, G. & Gagnon, F. & Dachraoui, K. 1997 Free Cash Flow, Optimal Contracting, and Takeovers by Goldman, E & Jones & C-S & Kaniel, R 1997 Choix d'investissement dans un modele a generations imbriquees avec incertitude et pollution by Etner, J. & Jouvet, P.-A, 1997 The Portfolio Composition of Households : A Scoring Analysis from French Data by Gourieroux, C & Tiomo, A & Trognon, A 1997 Price Functionals with Bid-Ask Spreads: An Axiomatic Approach by Jouini, E. 1997 The Informational Content of Household Decisions by Dionne, G. & Gourieroux, C. & Vanasse, C. 1997 Towards an Effective Regulatory and Supervisory Framework for Latin America by Rojas-Suarez, L & Weisbrod, S-R 1997 Changing in Risk and Risk Taking: A Survey by Eeckhoudt,L. & Gollier, C. 1997 Technology, Transactions Costs, and Investor Welfare: Is a Motley Fool Born Every Minute? by Stout, L.A. 1997 Improving Portfolio Performance with Option Strategies: Evidence from Switzerland by Isakov, D. & Morard, B. 1997 The COncept of Financial Flexibility: A Note by Bancel, F. & Richard, A. 1997 Revisiting the Basics of Return and Risk in Equilibrium by Ohlson, J.A. 1997 Sensitivity of VAR Measures to Different Risk Models by Drudi, F. & Generale, A. & Majnoni, G. 1997 Rational Herd Behavior and the Globalization of Securities Markets by Calvo, Guillermo A. & Mendoza, Enrique [Downloadable!] 1997 A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior by Lucas, Andr‚ [Downloadable!] 1997 Discretized reality and spurious profits in stochastic programming models for asset/liability management by Klaassen, Pieter [Downloadable!] 1997 Solving stochastic programming models for asset/liability management using iterative disaggregation by Klaassen, Pieter [Downloadable!] 1997 Precautionary motives and portfolio decisions by Hochguertel, S. [Downloadable!] 1997 A New Index of Belgian Shares by Anderson, Ronald & Reinard, Davy & Scaillet, Olivier [Downloadable!] 1997 Evaluating Portfolio Performance with Stochastic Discount Factors by Dahlquist, Magnus & Söderlind, Paul [Downloadable!] 1997 Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments by Nielsen, Lars Tyge & Vassalou, Maria [Downloadable!] 1997 Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-making and Performance by Buiter, Willem H & Lago, Ricardo & Rey, Hélène [Downloadable!] 1997 A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies by Buiter, Willem H & Lago, Ricardo & Rey, Hélène [Downloadable!] 1997 Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets by Jérôme B. Detemple & Piero Gottardi [Downloadable!] 1997 Eficacia financiera aplicada en gestión de carteras y necesidad de nuevos índices de performance by Luis Ferruz Agudo & José Luis Sarto Marzal [Downloadable!] 1996 Stock Price Volatility in a Multiple Security Overlapping Generations Model by Matthew Spiegel [Downloadable!] 1996 Improving Value-At-Risk Estimates By Combining Kernel Estimation With Historical Simulation by J. S. Butler & Barry Schachter [Downloadable!] 1996 Precautionary Portfolio Behavior from a Life-Cycle Perspective by Carol C. Bertaut & Michael Haliassos [Downloadable!] 1996 Irreversible, Unobservable, Costly Investment in the Presence of Rivals by Carolyn Pitchik [Downloadable!] 1996 The Investment Choices of Voucher Holders and Their Impact on Privarizad Firm Performance by Katz, B.G. & Owen, J. 1996 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns by Kent Daniel & Sheridan Titman [Downloadable!] 1996 Actifs financiers et theorie de la consommation by Allard, M. & Bronsard, C. & Gourieroux, C. 1996 Arbitrage-Based Pricing when Volatility is Stochastic by Bossaerts, P. & Ghysels, E. & Gourieroux, C. 1996 Stochastic Volatility by Ghysels, E. & Harvey, A. & Renault, E. 1996 Actifs financiers et theorie de la consommation by Allard, M. & Bronsard, C. & Gourieroux, C. [Downloadable!] 1996 Arbitrage-Based Pricing when Volatility is Stochastic by Bossaerts, P. & Ghysels, E. & Gourieroux, C. [Downloadable!] 1996 Stochastic Volatility by Ghysels, E. & Harvey, A. & Renault, E. [Downloadable!] 1996 Do Analystz' Reports Generate Trade for Their Firms? Evidence from the Toronto Stock Exchange by Irvine, P.J.A. 1996 A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets by Dionne, G. & Gollier, C. 1996 Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders by Agrawal, A. & Knoeber, C.R. 1996 Analyzing Investments Whose Histories Differ in Length by Stambaugh, R-F 1996 Optimal Consumption Choices for a "Large" Investor by Cuoco, D. & Cvitanic, J. 1996 The Analysis of VAR, Deltas and State Prices: A New Approach by Grundy, B.D. & Wiener, Z. 1996 A Note on Private Sector Asset Portfolios in Developing Economies: Econometric Estimates from the Kenyan Economy by Adam, C.S. 1996 Optimal Portfolio Selection and Financial Planning by Purcal, S.T. 1996 Actifs financiers et theorie de la consommation by Allard, M. & Bronsard, C. & Gourieroux, C. 1996 Option Pricing Under Transaction Costs: A Martingale Approach by Koehl, P.F. & Pham, H. & Touzi, N. 1996 Arbitrage-Based Pricing When Volatility is Stochastic by Bossaerts, P. & Ghysels, E. & Gourieroux, C. 1996 Intra-Day Market Activity by Gourieroux, C. & Jasiak, J. & Le Fol, G. 1996 A Dynamic Model of the Liquidity Premium by Koehl, P.F. 1996 La sous-evaluation des actions a bons de souscription d'actions a l'emission en France by Chollet, P. & Ginglinger, E. 1996 Actifs Financiers et Theorie de la Consommation by Allard, M. & Bronsard, C. & Gourieroux, C. 1996 Investment Flexibility and the Acceptance of Risk by Gollier, C. & Lindsey, J. & Zeckhauser, R. 1996 A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets by Dionne, G. & Gollier, C. 1996 The Short Term Inflation Hedging Characteristics of UK Real Estate by Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N. 1996 The Spatial Dimensions of the Investment preformance of UK Commercial Property by Hoesli, M. & Lizieri, C. & Macgregor, B. 1996 Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK by Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B. 1996 Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities by Cornu, P. & Pintado, X. 1996 Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique by Moussu, C. & Thibierge, C. 1996 Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments by Nielsen, L-T & Vassalou, M 1996 Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management by Browne, S. 1996 Testing the CCAPM on Spanish Data: A New Approach by Rubio, E.M. 1996 Transaction Costs and Convergence to an Internationally Diversified Portfolio by Rowland, P.F. 1996 Crise financiere, strategie d'investissement dans les pays a risque, comportement des investisseurs by Artus, P. 1996 Gestion quantitative active : introduction de contraintes probabilistes by Connort, X. & Astus, P. & Sassenou, N. 1996 A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs by Garvey, G.T. & Grant, S. & King, S.P. 1996 Call Features and Term to Maturity of Callable Foreign Bonds by Hooper, V. & Pointon, J. 1996 Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection by Hurson, C. & Zopounidis, C. 1996 Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions by Hurson, C. & Zopounidis, C. 1996 Mean-downside risk versus mean-variance efficient asset class allocations in relation to the investment horizon by Brouwer, F. & Ruiter, A.J.C. de [Downloadable!] 1996 The relation between financial and housing wealth of Dutch households by Hochguertel, S. & Soest, A. van [Downloadable!] 1996 Portfolio Dominance and Optimality in Infinite Security Markets by Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner 1996 Investment - Vol. 1: Capital Theory and Investment Behavior by Dale W. Jorgenson 1995 On the Impact of Leverage Constraints on Asset Prices and Trading Volume by José M. Marín & Jacques P. Olivier [Downloadable!] 1995 Endogenous Mortgage Choice, Borrowing Constraints and the Tenure Decision by William C. LaFayette & Donald R. Haurin & Patric H. Hendershott [Downloadable!] 1995 Debt Usage and Mortgage Choice: Sensitivity to Default Insurance Costs by Patric H. Hendershott & William C. LaFayette [Downloadable!] 1995 The International Diversification Puzzle is Worse Than You Think by Marianne Baxter & Urban J. Jermann [Downloadable!] 1995 On the Predictability of Stock Returns: An Asset-Allocation Perspective by Shmuel Kandel & Robert F. Stambaugh [Downloadable!] 1995 Taxation and Risk Taking: A General Equilibrium Perspective by Louis Kaplow [Downloadable!] 1995 Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy by Renström, Thomas I. & Roszbach, Kasper [Downloadable!] 1995 Tax Reform, Consumption and Asset Structure by Agell, J. & Berg, L. & Edin, P.A. 1995 Patrimoine et actifs financiers en 1992 by Arrondel, L. 1995 Investment Opportunities, Short Sales Constraints and Arbitrage Opportunity by Carassus, L. & Jouini, E. 1995 Incomplete markets, Transaction Costs and Liquidity Effects by Jouini, E. & Koehl, P.F. & Touzi, N. 1995 Mixed Risk Aversion by Caballe, J. & Pomansky, A. 1995 Do Managed Futures Make Good Investments? by Edwards, F.R. & Park, J.M. 1995 Mutual Funds and Financial Stability by Edwards, F.R. 1995 Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World by Heal, G. 1995 Tests of Alternative International Asset Pricing Models by Vassalou, M. 1995 The Return on Investment from Proportional Portfolio Strategies by Browne, S. 1995 Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin by Browne, S. 1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques by Avouyi-Dovi, S. & Caulet, R. 1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie I: breve synthese de la theorie by Avouyi-Dovi, S. & Caulet, R. 1995 Choix d'investissement dans un modele a generations imbriquees avec incertitude et pollution by Etner, J. & Jouvet, P.-A. 1995 Altruism and Determinacy of Equilibria in Overlapping Generations Models with Externalities by Venditti, A. 1995 Discrete Time Option Pricing with Bid-Ask Spreads by Kast, R. & Lapied, A. 1995 Household Portfolio Allocation in the Netherlands : Saving Accounts versus Stocks and Bonds by Hochguertel, S. & Alessie, R. & Soest, A. van [Downloadable!] 1995 Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds by Frydman, R. & Pistor, K. & Rapaczynski, A. [Downloadable!] 1995 Endogenous Short Sale Constraint, Stock Prices and Output Cycles by Zhang, H.H. 1995 Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis by Zhang, H.H. 1995 Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model by Wang, C. 1995 Anomalies de marché et sélection des titres au Canada by Richard Guay & Jean-François L'Her & Jean-Marc Suret [Downloadable!] 1995 Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions by Kovenock, D. & Phillips, G.M. 1995 Short-Term Foreign Assets and Portfolio Risk by Arthur J. Raymond [Downloadable!] 1994 An Asset Allocation Puzzle by Niko Canner & N. Gregory Mankiw & David N. Weil [Downloadable!] 1994 A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables by Bernard Dumas [Downloadable!] 1994 Income Risk, Borrowing Constraints and Portfolio Choice by Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele [Downloadable!] 1994 On the Approximation of Random Variables by Stochastic Integrals with Respect to Semimartingales by Christopeit, Norbert 1993 The World Price of Foreign Exchange Risk by Bernard Dumas & Bruno Solnik [Downloadable!] 1993 The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market by Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues [Downloadable!] 1993 Progressivity of Capital Gains Taxation with Optimal Portfolio Selection by Michael Haliassos & Andrew B. Lyon [Downloadable!] 1993 Asset Bubbles, Pay-As-You-Go Systems and Dynamic Efficiency by Günther Lang 1992 Interest income evasion in a two-country model by Tillmann,Georg 1991 On the Internationalization of Portfolios by William C. Brainard & James Tobin [Downloadable!] 1991 Index-Based Futures and Options Markets in Real Estate by Karl E. Case & Robert J. Shiller & Allan N. Weiss [Downloadable!] 1990 Equilibrium Asset Prices and Savings of Heterogeneous Agents in the Presence of Incomplete Markets and Portfolio Constraints by Albert Marcet & Kenneth J. Singleton [Downloadable!] 1990 The Pricing Mechanism of Primary Commodities since the 1970s by Kuchiki, Akifumi [Downloadable!] 1988 Household Composition and Labor Demand: A Test of Rural Labor by Dwayne Benjamin [Downloadable!] 1986 An Introduction to Risk and Return from Common Stocks, 2nd Edition by Richard A. Brealey 1985 A quantifying method of microinvestment optimum by Albu, Lucian-Liviu & Camasoiu, Ion & Georgescu, George [Downloadable!] Market Power, Survival and Accuracy of Predictions in Financial Markets by Patrick Leoni [Downloadable!] Evolutionary Portfolio Selection with Liquidity Shocks by Enrico De Giorgi [Downloadable!] Competitive Nash Equilibria and Two Period Fund Separation by Thorsten Hens & Stefan Reimann & Bodo Vogt [Downloadable!] Evolutionary Stable Stock Markets by Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? by Haim Levy & Enrico De Giorgi & Thorsten Hens [Downloadable!] Prospect Theory and the CAPM: A contradiction or coexistence? by Haim Levy & Enrico De Giorgi & Thorsten Hens [Downloadable!] Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk by Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index by Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder [Downloadable!] A Note on Portfolio Selection under Various Risk Measures by Enrico De Giorgi [Downloadable!] Reward-Risk Portfolio Selection and Stochastic Dominance by Enrico De Giorgi [Downloadable!] Market Selection and Survival of Investment Strategies by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] From Rags to Riches: On Constant Proportions Investment Strategies by Igor V. Evstigneev & Klaus Rainer Schenk-Hoppé [Downloadable!] Market Selection of Financial Trading Strategies: Global Stability by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!] Evolution of Portfolio Rules in Incomplete Markets by Thorsten Hens & Klaus Schenk-Hoppé [Downloadable!] Convergence of EMU Equity Portfolios by Maela Giofre [Downloadable!] Optimizing Measures of Risk: A Simplex-like Algorithm by Alejandro Balbás & Raquel Balbás & Silvia Mayoral [Downloadable!] The building blocks of complexity: a unified criterion and selected applications in risk management by D. Seese & F. Schlottmann [Downloadable!] Media, Limited Attention and the Propensity of Individuals to Buy Stocks by Leif Brandes & Katja Rost [Downloadable!] Causes, consequences, and cures of myopic loss aversion - An experimental investigation by Gerlinde Fellner & Matthias Sutter [Downloadable!] South-South FDI vs North-South FDI: A Comparative Analysis in the Context of India by Subhasis Bera & Shikha Gupta [Downloadable!] Overconfidence in Investment Decisions: An Experimental Approach by Dennis Dittrich & Werner Güth & Boris Maciejovsky [Downloadable!] Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral [Downloadable!] Endogenous completeness of diffusion driven equilibrium markets by Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ [Downloadable!] Growing wealth with fixed-mix strategies by Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE [Downloadable!] Equilibrium Driven by Discounted Dividend Volatility by Jaksa CVITANIC & Semyon MALAMUD [Downloadable!] Survival and Evolutionary Stability of the Kelly Rule by Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPE [Downloadable!] Linkages Between Direct and Securitized Real Estate by Elias OIKARINEN & Martin HOESLI & Camilo SERRANO [Downloadable!] Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets by Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame [Downloadable!] A Satiscing Alternative to Prospect Theory by David B. BROWN & Enrico G. DE GIORGI & Melvyn SIM [Downloadable!] Investors’ Misperception: A Hidden Source of High Markups in the Mutual Fund Industry by Shengsui HU & Yannick MALEVERGNE & Didier SORNETTE [Downloadable!] Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds by Jaksa CVITANIC & Semyon MALAMUD [Downloadable!] Incomplete-Market Equilibria Solved Recursively on an Event Tree by Bernard DUMAS & Andrew LYASOFF [Downloadable!] What do frictions mean for Q-theory testing? by Maria Cecilia BUSTAMANTE [Downloadable!] Strategies of Survival in Dynamic Asset Market Games by Rabah AMIR & Igor V. EVSTIGNEEV & Le XU [Downloadable!] Global Securitized Real Estate Benchmarks and Performance by Camilo SERRANO & Martin HOESLI [Downloadable!] Hedge fund alphas: do they reflect managerial skills or mere compensation for liquidity risk bearing? by Rajna GIBSON & Songtao WANG [Downloadable!] Constructing Long/Short Portfolios with the Omega ratio by Manfred GILLI & Enrico SCHUMANN & Giacomo DI TOLLO & Gerda CABEJ [Downloadable!] Look-Ahead Benchmark Biasin Portfolio Performance Evaluation by Gilles DANIEL & Didier SORNETTE & Peter WOHRMANN [Downloadable!] Bond Ladders and Optimal Portfolios by Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS [Downloadable!] Asset Market Games of Survival by Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE [Downloadable!] From Discrete to Continuous Time Evolutionary Finance Models by Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE [Downloadable!] Distributed Optimisation of a Portfolio's Omega by Manfred Gilli & Enrico Schumann [Downloadable!] Anomalous Returns in a Neural Network Equity-Ranking Predictor by J.B. Satinover & D. Sornette [Downloadable!] Arbitrage in Stationary Markets by Igor Evstigneev & Dhruv Kapoor [Downloadable!] A Data-Driven Optimization Heuristic for Downside Risk Minimization by Manfred Gilli & Evis Këllezi & Hilda Hysi [Downloadable!] Arbitrage,bubbles and valuation by Werner,Jan Derivative Markets' Impact on Colombian Monetary Policy by Esteban Gómez & Diego Vásquez & Camilo Zea [Downloadable!] Learning, Ambiguity and Life-Cycle Portfolio Allocation by Claudio Campanale [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
