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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions
Most recent items first, undated at the end.
  • 2014 Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
    by Goodness C. Aye & Frederick W. Deale & Rangan Gupta
  • 2014 When is it Better to Wait for a New Version? Optimal Replacement of an Emerging Technology under Uncertainty
    by Chronopoulos, Michail & Siddiqui, Afzal
  • 2014 Need for Speed? Exchange Latency and Liquidity
    by Albert J. Menkveld & and Marius A. Zoican
  • 2014 Need for Speed? Exchange Latency and Liquidity
    by Albert J. Menkveld & and
  • 2014 Common Risk Factors in Equity Markets
    by Victoria Atanasov
  • 2014 Risk Measurement and Risk Modelling using Applications of Vine Copulas
    by David E. Allen & Michael McAleer & Abhay K. Singh
  • 2014 Optimal Hedging with the Vector Autoregressive Model
    by Lukasz Gatarek & Søren Johansen
  • 2014 Determining the Maximum Number of Uncorrelated Strategies in a Global Portfolio
    by Boon, Ling-Ni & Ielpo, Florian
  • 2014 Does Regulation Matter? Riskiness and Procyclicality of Pension Asset Allocation
    by Brière, Marie & Boon, Ling-Ni & Rigot, Sandra
  • 2014 Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index
    by De Winne, Rudy & Gresse, Carole & Platten, Isabelle
  • 2014 Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth
    by Brière, Marie & Bodie, Zvi
  • 2014 Equity portfolio insurance against a benchmark: Setting, replication and optimality
    by Bahaji, Hamza
  • 2014 Subjective Image of the Forthcoming — How FX Market Participants Construct Their Prospects on the Nearest Future
    by V. Evstigneev.
  • 2014 Standardisation in the Retail Banking Sector Designing Functions for an Individualised Asset Allocation Advisory
    by Marcus Kaiser & Hans Ulrich Buhl & Stefan Volkert & Veronica Winkler
  • 2014 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks
    by Olivier Ledoit & Michael Wolf
  • 2014 Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure
    by Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher
  • 2014 Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings
    by Lang, Gunnar & Shen, Yu & Xu, Xian
  • 2014 Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis
    by Becker, Gideon & Dimpfl, Thomas
  • 2014 Does product familiarity matter for participation?
    by Fuchs-Schündeln, Nicola & Haliassos, Michael
  • 2014 Incompatible European partners? Cultural predispositions and household financial behavior
    by Haliassos, Michalis & Jansson, Thomas & Karabulut, Yigitcan
  • 2014 Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
    by Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas
  • 2014 Critical illness insurance in life cycle portfolio problems
    by Schendel, Lorenz S.
  • 2014 Consumption-investment problems with stochastic mortality risk
    by Schendel, Lorenz S.
  • 2014 Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
    by Buss, Adrian & Uppal, Raman & Vilkov, Grigory
  • 2014 Life insurance demand under health shock risk
    by Kraft, Holger & Schendel, Lorenz S. & Steffensen, Mogens
  • 2014 Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment
    by Körner, Finn Marten & Trautwein, Hans-Michael
  • 2014 Who are the value and growth investors?
    by Betermier, Sebastien & Calvet, Laurent E. & Sodini, Paolo
  • 2014 Forward-looking measures of higher-order dependencies with an application to portfolio selection
    by Brinkmann, Felix & Kempf, Alexander & Korn, Olaf
  • 2014 Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows
    by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph
  • 2014 Portfolio optimization using forward-looking information
    by Kempf, Alexander & Korn, Olaf & Saßning, Sven
  • 2014 Window dressing in mutual funds
    by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng
  • 2014 Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios
    by Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus
  • 2014 Análisis del comportamiento imitador intradía en el mercado de valores español durante el periodo de crisis 2008-2009
    by Alicia Marín Solano & Sandra Ferreruela Garcés
  • 2014 When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas
  • 2014 Life cycle responses to health insurance status
    by Pelgrin, F.; & St-Amour, P.;
  • 2014 Repeat Sales Methods for Growing Cities and Short Horizons
    by Karl L. Guntermann & Crocker Liu & Adam Nowak
  • 2014 A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
    by Katrin Rabitsch & Serhiy Stepanchuk
  • 2014 International Portfolios: A Comparison of Solution Methods
    by Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov
  • 2014 Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
    by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik
  • 2014 Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection
    by Florian Mueller
  • 2014 Heterogeneous Expectations in Asset Pricing:Empirical Evidence from the S&P500
    by Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels
  • 2014 Risk Measurement and risk modelling using applications of Vine Copulas
    by David E. Allen & Michael McAleer & Abhay K. Singh
  • 2014 A Stochastic Dominance Approach to Financial Risk Management Strategies
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral
  • 2014 The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market
    by John Cotter & Niall O'Sullivan & Francesco Rossi
  • 2014 Gamma discounters are short-termist
    by Gollier, Christian
  • 2014 Determinants of Bond Flows to Emerging Markets: How Do They Change Over Time?
    by Yasemin Erduman & Neslihan Kaya
  • 2014 Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
    by Gozde Gurgun & Ibrahim Unalmis
  • 2014 Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory
    by Filippo Brutti & Philip Ulrich Sauré
  • 2014 Advertising Arbitrage
    by Sergei Kovbasyuk & Marco Pagano
  • 2014 How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?
    by Ralf Bergheim & Jürgen Ernstberger & Michael W.M. Roos
  • 2014 Crystallization – the Hidden Dimension of Hedge Funds' Fee Structure
    by G. ELAUT & M. FRÖMMEL & J. SJÖDIN
  • 2014 Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas
    by Popov, Maxim & Madlener, Reinhard
  • 2014 Equity Home Bias, Financial Integration, and Regulatory Reforms: Implications for Emerging Asia
    by Park, Cyn-Young & Mercado, Jr., Rogelio V.
  • 2014 Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
    by Jiahan Li & Ilias Tsiakas & Wei Wang
  • 2014 Eficiencia financiera en los portafolios de inversión de las AFP en el Perú: Un enfoque robusto de Multifondos
    by Mendoza, Rodrigo
  • 2014 Home Price Beliefs in Australia
    by Callan Windsor & Gianni La Cava & James Hansen
  • 2014 Multi-jumps
    by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto
  • 2014 International portfolio allocation with European fixed-income funds: What scope for Italian funds?
    by Zagaglia, Paolo
  • 2014 Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo
    by Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco
  • 2014 Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
    by Ilhan, Bilal & Masih, Mansur
  • 2014 Investment Decisions: Are we fully-Rational?
    by Pereira Reichhardt, Joaquín & Iqbal, Tabassum
  • 2014 The Checks of Czechs: Optimizing the Debt Portfolio of the Czech Government
    by Melecky, Ales & Melecky, Martin
  • 2014 Analysis of deviance in household financial portfolio choice: evidence from Spain
    by Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia
  • 2014 Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
    by Mokhtar, Maznita & Masih, Mansur
  • 2014 The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis
    by Abu Bakar, Norhidayah & Masih, Abul Mansur M.
  • 2014 Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model
    by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M.
  • 2014 Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
    by Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur
  • 2014 Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities
    by Kamil, Nazrol & Bacha, Obiyadulla & Masih, Mansur
  • 2014 The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity
    by Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin
  • 2014 Can Analysts Predict Rallies Better Than Crashes?
    by Medovikov, Ivan
  • 2014 Properties of time averages in a risk management simulation
    by Bell, Peter Newton
  • 2014 Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
    by Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav
  • 2014 Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period
    by Chang, Bisharat & Iqbal, Javed
  • 2014 Inequalities in the Financial Inclusion in Sri Lanka: An Assessment of the Functional Financial Literacy
    by Heenkkenda, Shirantha
  • 2014 Optimal Use of Put Options in a Stock Portfolio
    by Peter N, Bell
  • 2014 Dynamic Spillover Effects in Futures Markets
    by Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos
  • 2014 Financial Literacy and Savings Account Returns
    by Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman
  • 2014 Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence
    by Pierucci, Eleonora & Pericoli, Filippo & Ventura, Luigi
  • 2014 Pricing Default Risk: The Good, The Bad, and The Anomaly
    by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra
  • 2014 Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing
  • 2014 Global Style Portfolios Based on Country Indices
    by Angelidis, Timotheos & Tessaromatis, Nikolaos
  • 2014 Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Forgive, or Award, Your Debtor? - A Barrier Option Approach
    by Sun, David & Chow, Da-Ching
  • 2014 Analysis of European Equity Funds Preferences for Stock Characteristics
    by Carlos F. Alves & João Vaz Nunes & Ana Paula Serra
  • 2014 Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms
    by Rubina Shaheen & Attiya Yasmin Javid
  • 2014 Banks as Secret Keepers
    by Tri Vi Dang & Gary Gorton & Beng Holmstrom & Guillermo Ordonez
  • 2014 Investment under Threat of Disaster
    by Thomas Gries & Natasa Bilkic
  • 2014 The Elephant in the Ground: Managing oil and sovereign wealth
    by Ton van den Bremer & Frederick van der Ploeg & Samuel Wills
  • 2014 Foreign currency borrowing and knowledge about exchange rate risk
    by Elisabeth Beckmann & Helmut Stix
  • 2014 Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013
    by Oliver D. Bunn & Robert J. Shiller
  • 2014 Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy
    by YiLi Chien & Harold L. Cole & Hanno Lustig
  • 2014 The Shorting Premium and Asset Pricing Anomalies
    by Itamar Drechsler & Qingyi Freda Drechsler
  • 2014 Banks as Secret Keepers
    by Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordonez
  • 2014 Investor Sophistication and Capital Income Inequality
    by Marcin Kacperczyk & Jaromir B. Nosal & Luminita Stevens
  • 2014 Information Aggregation in a DSGE Model
    by Tarek A. Hassan & Thomas M. Mertens
  • 2014 Capital Gains Lock-In and Governance Choices
    by Stephen G. Dimmock & William C. Gerken & Zoran Ivković & Scott J. Weisbenner
  • 2014 No-Bubble Condition: Model-free Tests in Housing Markets
    by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
  • 2014 Matching Capital and Labor
    by Jonathan B. Berk & Jules H. van Binsbergen & Binying Liu
  • 2014 Very Long-Run Discount Rates
    by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
  • 2014 Investment Noise and Trends
    by Robert F. Stambaugh
  • 2014 Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
    by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish
  • 2014 Uncovered Equity Parity and Rebalancing in International Portfolios
    by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan
  • 2014 Maturity Rationing and Collective Short-Termism
    by Konstantin Milbradt & Martin Oehmke
  • 2014 Liquidity Risk and the Dynamics of Arbitrage Capital
    by Péter Kondor & Dimitri Vayanos
  • 2014 Retirement Security in an Aging Society
    by James M. Poterba
  • 2014 Foreign Ownership of U.S. Safe Assets: Good or Bad?
    by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh
  • 2014 International Liquidity and Exchange Rate Dynamics
    by Xavier Gabaix & Matteo Maggiori
  • 2014 When Real Estate is the Only Game in Town
    by Hyun-Soo Choi & Harrison Hong & Jeffrey Kubik & Jeffrey P. Thompson
  • 2014 Impact of information cost and switching of trading strategies in an artificial stock market
    by Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu
  • 2014 The impact of skill and management structure on Serie A Clubs’ performance
    by Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni
  • 2014 Water, Food, Energy: Searching for the Economic Nexus
    by Massimo PERI & Daniela VANDONE & Lucia BALDI
  • 2014 Household Risk Taking after the Financial Crisis
    by Necker, Sarah & Ziegelmeyer, Michael
  • 2014 Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
    by Georges Dionne & Maria Pacurar & Xiaozhou Zhou
  • 2014 Investigating Multiple Changes in Persistence in International Yields
    by Simeon Coleman & Kavita Sirichand
  • 2014 Partial Stochastic Dominance
    by Takashi Kamihigashi & Kevin REFFETT & Kevin REFFETT
  • 2014 Partial Stochastic Dominance
    by Takashi Kamihigashi & John Stachurski
  • 2014 The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect
    by Urs Fischbacher & Gerson Hoffmann & Simeon Schudy
  • 2014 Financial Literacy and Its Consequences in the Emerging Middle Class
    by Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff
  • 2014 Recall Searching with and without Recall
    by Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh
  • 2014 On the robustness of persistence in mutual fund performance
    by Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina
  • 2014 Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is There a Role for Policy?
    by Doorley, Karina & Sierminska, Eva
  • 2014 Circumstantial Risk: Impact of Future Tax Evasion and Labor Supply Opportunities on Risk Exposure
    by Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher
  • 2014 Bank asset reallocation and sovereign debt
    by Michele Fratianni & Francesco Marchionne
  • 2014 A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market
    by Pyo, Dong-Jin
  • 2014 Sovereign credit ratings, market volatility, and financial gains
    by António Afonso & Pedro Gomes & Abderrahim Taamouti
  • 2014 Dependence of stock and commodity futures markets in China: implications for portfolio investment
    by Shawkat Hammoudeh & Duc Khuong Nguyen & Juan Carlos Reboredo & Xiaoqian Wen
  • 2014 Financial Linkages between U.S. Sector Credit Default Swaps Markets
    by Mohamed Arouri & Shawkat Hammoudeh & Fredj Jawadi & Duc Khuong Nguyen
  • 2014 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    by Mehmet Balcılar & Rıza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen
  • 2014 Corporate Investment Choice and Exchange Option between Production Functions
    by Olfa Bouasker & Jean-Luc Prigent
  • 2014 Kappa Performance Measures with Johnson Distributions
    by Naceur Naguez & Jean-Luc Prigent
  • 2014 Constant Proportion Portfolio Insurance Effectiveness with Transaction Costs
    by Farid Mkaouar & Jean-Luc Prigent
  • 2014 Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia
    by Khaled GUESMI & Ilyes ABID & Olfa KAABIA
  • 2014 Regional Stock Market Integration in Singapore: A Multivariate Analysis
    by Frédéric TEULON & Khaled GUESMI & Selim MANKAI
  • 2014 A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    by RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN
  • 2014 Predicting and Capitalizing on Stock Market Bears in the U.S
    by Bertrand Candelon & Jameel Ahmed & Stefan Straetmans
  • 2014 Partial Stochastic Dominance
    by Takashi Kamihigashi & John Stachurski
  • 2014 The Impact of Financial Crisis on Islamic and Conventional Indices of the GCC Countries
    by Hela Miniaoui & Hameedah Sayani & Anissa Chaibi
  • 2014 Robust Portfolio Protection: A Scenarios-Based Approach
    by Selim Mankaï & Khaled Guesmi
  • 2014 The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration
    by Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar
  • 2014 Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance
    by Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut
  • 2014 On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)
    by Philippe Bertrand & Jean-luc Prigent
  • 2014 Optimal Positioning in Financial Derivatives under Mixture Distributions
    by R. Hentati-Kaffel & J.L. Prigent
  • 2014 Equilibrium of Financial Derivative Markets under Portfolio Insurance Constraints
    by Philippe Bertrand & Jean-luc Prigent
  • 2014 Dynamic Portfolio Insurance Strategies: Risk Management under Johnson Distributions
    by Naceur Naguez & Jean-Luc Prigent
  • 2014 Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation
    by Farid Mkouar & Jean-Luc Prigent
  • 2014 Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis
    by Hooi Hooi Lean & Duc Khuong Nguyen
  • 2014 Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets
    by Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong
  • 2014 A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent
  • 2014 Equity Market Integration and Currency Risk: Empirical Evidence for Indonesia
    by Khaled Guesmi & Frédéric Teulon
  • 2014 Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective
    by Imen Zgueb Rejichi & Chaker Aloui & Duc Khuong Nguyen
  • 2014 Behavioral determinants of home bias - theory and experiment
    by Dennis Dlugosch & Kristian Horn & Mei Wang
  • 2014 Gamma discounters are short-termist
    by Gollier, Christian
  • 2014 Money management with optimal stopping of losses for maximizing the returns of futures trading
    by Lundström, Christian
  • 2014 The Effect of Capital Taxes on Household's Portfolio Composition and Intertemporal Choice: Evidence from the Dutch 2001 Capital Income Tax Reform
    by Zoutman, Floris T.
  • 2014 Institutional Quality, Trust and Stock Market Participation: Learning to Forget
    by Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik
  • 2014 Descriptive analysis of the Finnish stock market: Part II
    by Nyberg, Peter & Vaihekoski, Mika
  • 2014 Debt Dilution in 1920s America: Lighting the Fuse of a Mortgage Crisis
    by Natacha Postel-Vinay
  • 2014 Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver
    by Kirsten L MacDonald & Robert J Bianchi & Michael E Drew
  • 2014 Reshaping financial systems. New technologies and financial innovations - evidence from the United States, Mexico and Brazil
    by Ewa Lechman & Adam Marszk
  • 2014 Margin Requirements and Portfolio Optimization: A Geometric Approach
    by Sheng Guo
  • 2014 The effect of state pension cut legislation on bank values
    by Cohen, Lee & Cornette, Marcia Millon & Mehran, Hamid & Tehranian, Hassan
  • 2014 Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
    by Yogo, Motohiro & Koijen, Ralph S.J. & Van Nieuwerburgh, Stijn
  • 2014 The cost of business cycles with heterogeneous trading technologies
    by Chien, YiLi
  • 2014 Flights to Safety
    by Baele, Lieven & Bekaert, Geert & Inghelbrecht, Koen & Wei, Min
  • 2014 Mortgage choice in the housing boom: impacts of house price appreciation and borrower type
    by Furlong, Frederick T. & Takhtamanova, Yelena & Lang, David
  • 2014 Very long-run discount rates
    by Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes
  • 2014 Risk management of savings accounts
    by Hana Dzmuranova & Petr Teply
  • 2014 Extremal Dependence and Contagion
    by Renée Fry-McKibbin & Cody Yu-Ling Hsiao
  • 2014 The Impact of Ambiguity Prudence on Insurance and Prevention
    by Loïc Berger
  • 2014 Robust Portfolio Protection: A Scenarios-Based Approach
    by Selim Mankaï & Khaled Guesmi
  • 2014 Looking at the other side of carry trades: Are there any safe haven currencies?
    by Virginie Coudert & Cyriac Guillaumin & Hélène Raymond
  • 2014 Utility-equivalence of pension security mechanisms
    by Dirk Broeders & An Chen & Birgit Koos
  • 2014 John Doe's Old-Age Provision: Dollar Cost Averaging and Time Diversification
    by Dirk Ulbricht
  • 2014 The Standard Portfolio Choice Problem in Germany
    by Steffen Huck & Tobias Schmidt & Georg Weizsäcker
  • 2014 Need for Speed? Exchange Latency and Liquidity
    by Albert J. Menkveld & Marius A. Zoican
  • 2014 Common Risk Factors in Equity Markets
    by Victoria Atanasov
  • 2014 Risk Measurement and Risk Modelling using Applications of Vine Copulas
    by David E. Allen & Michael McAleer & Abhay K. Singh
  • 2014 Optimal Hedging with the Vector Autoregressive Model
    by Lukasz Gatarek & Søren Johansen
  • 2014 The Performance of Socially Responsible Funds : Does the Screening Process Matter ?
    by Capelle-Blancard, Gunther & Monjon, Stéphanie
  • 2014 Weakening the Gain-Loss-Ratio measure to make it stronger
    by Jan Voelzke
  • 2014 Forecasting Equity Premia using Bayesian Dynamic Model Averaging
    by Joscha Beckmann & Rainer Schüssler
  • 2014 Liquidity Risk and the Dynamics of Arbitrage Capital
    by Kondor, Péter & Vayanos, Dimitri
  • 2014 Financial Literacy and Savings Account Returns
    by Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman
  • 2014 International Liquidity and Exchange Rate Dynamics
    by Gabaix, Xavier & Maggiori, Matteo
  • 2014 Stock investments at work
    by Hvide, Hans K & Östberg, Per
  • 2014 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
    by Acharya, Viral V & Engle III, Robert F & Pierret, Diane
  • 2014 Saving behavior and risk taking: Evidence from the Dutch Tax Reform in 2001
    by Erik Floor & Arjan Lejour
  • 2014 Mathematical Analysis of Average Rates of Return and Investment Decisions: The Missing Link
    by Carlo Alberto Magni
  • 2014 Aggregate Return on Investment for Investments under Uncertainty
    by Carlo Alberto Magni
  • 2014 Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado
    by Javier Eliecer Pirateque Niño
  • 2014 Las acciones como activo de reserva para el Banco de la República
    by Mario Alejandro Acosta R.
  • 2014 Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
    by Virginie Coudert & Cyriac Guillaumin & Hélene Raymond
  • 2014 Conservatism Correction for the Market-To-Book Ratio and Tobin's q
    by Maureen McNichols & Madhav V. Rajan & Stefan Reichelstein
  • 2014 Comparación entre algoritmo de ciclos y modelos de regime-switching, con aplicación a estrategias de inversión en derivados (opciones de venta)
    by Julián R. Siri & José P. Dapena
  • 2014 Risk Measurement and Risk Modelling Using Applications of Vine Copulas
    by David E. Allen & Michael McAleer & Abhay K. Singh
  • 2014 An Application of Correlation Clustering to Portfolio Diversification
    by Hannah Cheng Juan Zhan & William Rea & Alethea Rea
  • 2014 Asset Prices and Asymmetric Reasoning
    by Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame
  • 2014 Impact Of Short Selling Activity On Market Dynamics: Evidence From An Emerging Market
    by Cihat Sobaci & Ahmet Sensoy & Mutahhar Erturk
  • 2014 Optimal consumption and portfolio choice with ambiguity
    by Qian Lin & Frank Riedel
  • 2014 Endogenous Derivative Networks
    by Vuillemey, G. & Breton, R.
  • 2014 Correlations
    by Paul Ehling & Christian Heyerdahl-Larsen
  • 2014 The impact of the exchange rate on Luxembourg equity funds
    by Mustafa Kultur & Romuald Morhs
  • 2014 Household Risk Taking after the Financial Crisis
    by Sarah Necker & Michael Ziegelmeyer
  • 2014 Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities
    by John Beirne & Christian Friedrich
  • 2014 Rollover Risk, Liquidity and Macroprudential Regulation
    by Toni Ahnert
  • 2014 Macroeconomic Experiences and Risk Taking of Euro Area Households
    by Miguel Ampudia & Michael Ehrmann
  • 2014 Crisp Fair Gambles
    by Éric André
  • 2014 Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
    by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou
  • 2014 External factors affecting investment decisions of companies
    by Bialowolski, Piotr & Weziak-Bialowolska, Dorota
  • 2014 International Portfolio Diversification: United States and South Asian Equity Markets
    by Rizwan Mushtaq & Syed Zulfiqar Ali Shah
  • 2014 Thinly traded securities and risk management
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  • 2014 Comovement and investment banking networks
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  • 2014 Performance evaluation with high moments and disaster risk
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  • 2014 Limited partner performance and the maturing of the private equity industry
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  • 2014 Money and liquidity in financial markets
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  • 2014 Mutual fund performance evaluation with active peer benchmarks
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  • 2014 Crises and confidence: Systemic banking crises and depositor behavior
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  • 2014 Speculating on home improvements
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  • 2014 Are hedge fund managers systematically misreporting? Or not?
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  • 2014 The role of stock ownership by US members of Congress on the market for political favors
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  • 2014 Betting against beta
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  • 2014 A two-parameter model of dispersion aversion
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  • 2014 Advance information and asset prices
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  • 2014 Introduction to financial economics
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  • 2014 Dynamic correlation structure and security risk
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  • 2014 Risk models-at-risk
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  • 2014 The determinants of U.S. banks’ international activities
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  • 2014 Competition of socially responsible and conventional mutual funds and its impact on fund performance
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  • 2014 Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
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  • 2014 Do leveraged exchange-traded products deliver their stated multiples?
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  • 2014 Performance evaluation of optimized portfolio insurance strategies
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  • 2014 A jackknife-type estimator for portfolio revision
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  • 2014 Close form pricing formulas for Coupon Cancellable CoCos
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  • 2014 The MAX effect: European evidence
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  • 2014 An analysis of price discovery from panel data models of CDS and equity returns
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  • 2014 Underwriter reputation and the quality of certification: Evidence from high-yield bonds
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  • 2014 Does gold offer a better protection against losses in sovereign debt bonds than other metals?
    by Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa
  • 2014 An analysis of risk-taking behavior for public defined benefit pension plans
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  • 2014 The rise and fall of technical trading rule success
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  • 2014 Riskiness-minimizing spot-futures hedge ratio
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  • 2014 Style chasing by hedge fund investors
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  • 2014 Corporate financial structure, misallocation and total factor productivity
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  • 2014 CDOs and the financial crisis: Credit ratings and fair premia
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  • 2014 The tax benefit of income smoothing
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  • 2014 Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
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  • 2014 Does revenue momentum drive or ride earnings or price momentum?
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  • 2014 Can international LETFs deliver their promised exposure to foreign markets?
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  • 2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
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  • 2014 Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods
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  • 2014 An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits
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  • 2014 Rationalizing the value premium in emerging markets
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  • 2014 Macro risk factors of credit default swap indices in a regime-switching framework
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  • 2014 Momentum profits and conditional time-varying systematic risk
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  • 2014 Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data
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  • 2014 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
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  • 2014 Capital requirements with defaultable securities
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  • 2014 A benchmark approach to risk-minimization under partial information
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  • 2014 Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
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  • 2014 International capital flows, returns and world financial integration
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  • 2014 Investor sentiment and bond risk premia
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  • 2014 Are stock markets really so inefficient? The case of the “Halloween Indicator”
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  • 2014 Gender heterogeneity in the sell-side analyst recommendation issuing process
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  • 2014 Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
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  • 2014 Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market
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  • 2014 Pricing of liquidity risks: Evidence from multiple liquidity measures
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  • 2014 Rank matters–The impact of social competition on portfolio choice
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  • 2014 Sectoral and industrial performance during a stock market crisis
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  • 2014 Are lifecycle funds appropriate as default options in participant-directed retirement plans?
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  • 2014 The disposition effect and loss aversion: Do gender differences matter?
    by Rau, Holger A.
  • 2014 Sentiment and art prices
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  • 2014 Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
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  • 2014 VaR-implied tail-correlation matrices
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  • 2014 Distribution of stock ratings and analyst recommendation revision
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  • 2014 Excess volatility and the cross-section of stock returns
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  • 2014 Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management
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  • 2014 Equity portfolio insurance against a benchmark: Setting, replication and optimality
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  • 2014 Stock market integration of emerging Asian economies: Patterns and causes
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  • 2014 Modeling volatility and conditional correlations between socially responsible investments, gold and oil
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  • 2014 Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
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  • 2014 Volatility spillovers between the oil market and the European Union carbon emission market
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  • 2014 Firm heterogeneity, R&D, and economic growth
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  • 2014 Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
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  • 2014 Consuming durable goods when stock markets jump: A strategic asset allocation approach
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  • 2014 Model-free CPPI
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  • 2014 Time-consistent investment policies in Markovian markets: A case of mean–variance analysis
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  • 2014 Solving DSGE portfolio choice models with dispersed private information
    by Tille, Cédric & van Wincoop, Eric
  • 2014 Partial information about contagion risk, self-exciting processes and portfolio optimization
    by Branger, Nicole & Kraft, Holger & Meinerding, Christoph
  • 2014 Robust tracking error portfolio selection with worst-case downside risk measures
    by Ling, Aifan & Sun, Jie & Yang, Xiaoguang
  • 2014 Dynamic asset allocation when bequests are luxury goods
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  • 2014 Computing equilibria in dynamic models with occasionally binding constraints
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  • 2014 Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
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  • 2014 Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
    by Sercan Demiralay & Hatice Gaye Gencer
  • 2014 Behavioral Finance: An Empirical Study of the Tunisian Stock Market
    by Mustapha Chaffai & Imed Medhioub
  • 2014 Dividend-Yield Trading Strategies: Evidence from the Chinese Stock Market
    by Chin-Sheng Huang & Chun-Fan You
  • 2014 Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns
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  • 2014 Quand la psychologie et la linguistique rencontrent la finance:le cas de la France
    by Fabrice Hervé & Mohamed Zouaoui
  • 2014 Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados
    by Camilo González Sabogal
  • 2014 The Success Of Emerging Capital Markets In Determining Economic Growth
    by Ion POHOAŢĂ & Oana R. SOCOLIUC & Delia E. DIACONAŞU
  • 2014 The Impact of Financial Innovation on Firm Stability
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  • 2014 L’actif net des organismes de placement collectif français non monétaires augmente en 2013 en dépit de retraits nets
    by FOUREL, G. & LECOURT, S.
  • 2014 Personal savings in Italy, channeling resources for growth
    by Francesca Bartoli & Roberto Larotonda & Zeno Rotondi & Laura Marzorati & Marcello Calabrò
  • 2014 Endogenous Collateral Constraints and the Leverage Cycle
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  • 2014 Optimal Design of Funded Pension Schemes
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  • 2014 The Economic Importance of Financial Literacy: Theory and Evidence
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  • 2014 The Dividend Clientele Hypothesis: Evidence from the 2003 Tax Act
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  • 2014 When Is a Risky Asset "Urgently Needed"?
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  • 2014 Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?
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  • 2014 How Much Would You Pay to Resolve Long-Run Risk?
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  • 2014 Who Is (More) Rational?
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  • 2013 Forward-looking measures of higher-order dependencies with an application to portfolio selection
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  • 2013 A heterogeneous agents equilibrium model for the term structure of bond market liquidity
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  • 2013 Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
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  • 2013 Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?
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  • 2013 Search for a Common Factor in Public and Private Real Estate Returns
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  • 2013 Liability Investment with Downside Risk
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  • 2013 Economic Valuation of Liquidity Timing
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  • 2013 Hedging Inflation Risk in a Developing Economy
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  • 2013 Efficient portfolios in financial markets with proportional transaction costs
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  • 2013 L'apport de "l'estimateur" de Ledoit et Wolf
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  • 2013 How Does the Ledoit and Wolf Shrinkage Estimator Improve a Real Estate Portfolio?
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  • 2013 Comportement décisionnel et juste valeur des instruments financiers : le cas des stock-options
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  • 2013 La Bourse
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  • 2013 Study of Statistical Correlations in Intraday and Daily Financial Return Time Series
    by Tilak, Gayatri & Szell, Tamas & Chicheportiche, Rémy & Chakraborti, Anirban
  • 2013 On Portfolio Choice with Savoring and Disappointment
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  • 2013 Ombres et lumières des ETF
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  • 2013 The Granularity of the Stock Market: Forecasting Aggregate Returns Using Firm-Level Data
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  • 2013 I fondi comuni italiani: quale metrica per quale performance?
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  • 2013 Le relazioni tra le dimensioni della sostenibilità nei sistemi locali e la spesa pubblica
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  • 2013 Basel III: solving the liquidity business challenge
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  • 2013 What is the appropriate index construction methodology for African equity investment?
    by Broby, Daniel & Lochhead, Morgan
  • 2013 Who or what has been hobbling CoCos: three essentials for making CoCos a success
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  • 2013 Understanding business economics for investment managers
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  • 2013 Principles and policies for in-house asset management
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  • 2013 Superior information and compensation fees of active mutual funds
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  • 2013 Levered Exchange-Traded Products: Theory and Practice
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  • 2013 Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds
    by de Jong, Frank & Wingens, Loes
  • 2013 Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australiano
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  • 2013 Pair copula constructions in portfolio optimization ploblem
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  • 2013 Doğrusal Olmayan Yumuşak Geçişli Modeller ile Türkiye Emeklilik Fonları için Piyasa Zamanlaması Analizi
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  • 2013 Bireysel Yatırımcı Davranışı Analizi: Anket Çalışması
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  • 2013 Reward-to-Risk Ratios in Turkish Financial Markets
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  • 2013 Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina
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  • 2013 Sovereign Credit Ratings and the Transnationalization of Finance - Evidence from a Gravity Model of Portfolio Investment
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  • 2013 Return and risk of human capital contracts
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  • 2013 Subjective Life Expectancy and Private Pensions
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  • 2013 Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls
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  • 2013 The Foster-Hart Measure of Riskiness for General Gambles
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  • 2013 The impact of information risk and market stress on institutional trading: New evidence through the lens of a simulated herd model
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  • 2013 Option-implied information and predictability of extreme returns
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  • 2013 Does mood affect trading behavior?
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  • 2013 Does sophistication affect long-term return expectations? Evidence from financial advisers' exam scores
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  • 2013 Partial information about contagion risk, self-exciting processes and portfolio optimization
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  • 2013 Who invests in home equity to exempt wealth from bankruptcy?
    by Corradin, Stefano & Gropp, Reint & Huizinga, Harry & Laeven, Luc
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  • 2013 Household Finance: Education, Permanent Income and Portfolio Choice
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  • 2013 Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
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  • 2013 Do Lottery Payments Induce Savings Behavior: Evidence from the Lab
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    by Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla
  • 2013 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
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  • 2013 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
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  • 2013 Reaching for Yield in the Bond Market
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  • 2013 Advertising and Competition in Privatized Social Security: The Case of Mexico
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  • 2013 Conditional Risk Premia in Currency Markets and Other Asset Classes
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  • 2013 Limited Partner Performance and the Maturing of the Private Equity Industry
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  • 2013 Is There Evidence of a Real Estate Collateral Channel Effect on Listed Firm Investment in China?
    by Jing Wu & Joseph Gyourko & Yongheng Deng
  • 2013 Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence
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  • 2013 Solving Dynamic Programming Problems on a Computational Grid
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  • 2013 Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
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  • 2013 Salience and Asset Prices
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  • 2013 The Golden Dilemma
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  • 2013 Optimal Financial Knowledge and Wealth Inequality
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  • 2013 Does it pay to invest in IPOs? Evidence from the Warsaw Stock Exchange
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  • 2013 A Representation of Risk Measures
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  • 2013 Clean Energy Industries and Rare Earth Materials: Economic and Financial Issues
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  • 2013 Optimal life-cycle portfolios for heterogeneous workers
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  • 2013 Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy
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  • 2013 Fully Flexible Views in Multivariate Normal Markets
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  • 2013 Religious Activity, Risk Taking Preferences, and Financial Behaviour: Empirical Evidence from German Survey Data
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  • 2013 Religion and Economic Outcomes – Household Savings Behavior in the USA
    by Anja Koebrich Leon
  • 2013 The Lure of the Brand: Evidence from the European Mutual Fund Industry
    by Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer
  • 2013 The Lure of the Brand: Evidence from the European Mutual Fund Industry
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  • 2013 A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
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  • 2013 A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
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  • 2013 Analytical Guidance for Fitting Parsimonious Household-Portfolio Models to Data
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  • 2013 Do Fund Investors Know that Risk is Sometimes not Priced?
    by Fabian Irek & Thorsten Lehnert
  • 2013 Do Fund Investors Know that Risk is Sometimes not Priced?
    by Fabian Irek & Thorsten Lehnert
  • 2013 Risk Modelling and Management: An Overview
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  • 2013 Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
    by David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh
  • 2013 Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
    by Chiaki Hara
  • 2013 Investment and capital structure decisions under time-inconsistent preferences
    by Masaaki Kijima & Yuan Tian
  • 2013 Financial Dependence Analysis: Applications of Vine Copulae
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  • 2013 Recent Developments in Financial Economics and Econometrics:An Overview
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  • 2013 Risk, Uncertainty, and Expected Returns
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  • 2013 Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
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  • 2013 Liquidity Shocks and Stock Market Reactions
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  • 2013 Reits' Growth Options and Asset Pricing Dynamics across Time
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  • 2013 Discount rates, market frictions and the mystery of the size premium
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  • 2013 Locus of Control and Savings
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  • 2013 To Own or Not to Own? Household Portfolios, Demographics and Institutions in a Cross-National Perspective
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  • 2013 Homeownership and Entrepreneurship: The Role of Commitment and Mortgage Debt
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  • 2013 Does Everyone Use Probabilities? Intuitive and Rational Decisions about Stockholding
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  • 2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
    by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen
  • 2013 Equilibrium existence in the international asset and good markets
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  • 2013 In search of inclusion: informal sector participation in a voluntary, defined contribution pension system
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  • 2013 Herding in financial markets: Bridging the gap between theory and evidence
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  • 2013 The autumn effect of gold
    by Baur, Dirk G.
  • 2013 The high returns to low volatility stocks are actually a premium on high quality firms
    by Walkshäusl, Christian
  • 2013 Asset pricing under quantile utility maximization
    by Giovannetti, Bruno C.
  • 2013 The conditional relation between dispersion and return
    by Demirer, Rıza & Jategaonkar, Shrikant P.
  • 2013 Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
    by Konermann, Patrick & Meinerding, Christoph & Sedova, Olga
  • 2013 GFC-robust risk management strategies under the Basel Accord
    by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio
  • 2013 Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk
    by Chen, Yi-Hsuan & Tu, Anthony H.
  • 2013 Country-specific idiosyncratic risk and global equity index returns
    by Hueng, C. James & Yau, Ruey
  • 2013 Dynamics of the co-movement between stock and maritime markets
    by Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan
  • 2013 The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market
    by Chen, Chun-nan
  • 2013 Mutual fund flows and window-dressing
    by Ling, Leng & Arias, J.J.
  • 2013 Alternative econometric implementations of multi-factor models of the U.S. financial markets
    by Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato
  • 2013 Orthogonalized factors and systematic risk decomposition
    by Klein, Rudolf F. & Chow, Victor K.
  • 2013 Banks’ risk taking, financial innovation and macroeconomic risk
    by Kero, Afroditi
  • 2013 Accounting for non-annuitization
    by Pashchenko, Svetlana
  • 2013 Religion and returns in Europe
    by Salaber, Julie
  • 2013 How does the stock market value bank diversification? Empirical evidence from Japanese banks
    by Sawada, Michiru
  • 2013 Is there a volatility effect in the Hong Kong stock market?
    by Nartea, Gilbert V. & Wu, Ji
  • 2013 Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia
    by Docherty, Paul & Chan, Howard & Easton, Steve
  • 2013 Investors' information advantage and order choices in an order-driven market
    by Tsai, Shih-Chuan
  • 2013 The house money effect on investment risk taking: Evidence from Taiwan
    by Hsu, Yuan-Lin & Chow, Edward H.
  • 2013 Commonality in individuals' trading: A systematic path between behavioral bias and expected returns
    by Chae, Joon & Yang, Cheol-Won
  • 2013 GFC-robust risk management under the Basel Accord using extreme value methodologies
    by Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo
  • 2013 Currency hedging strategies using dynamic multivariate GARCH
    by Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel
  • 2013 Dynamic relationship between precious metals
    by Sensoy, Ahmet
  • 2013 Volatility expectations and the reaction to analyst recommendations
    by Kliger, Doron & Kudryavtsev, Andrey
  • 2013 Decision heuristics and tax perception – An analysis of a tax-cut-cum-base-broadening policy
    by Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim
  • 2013 How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration
    by Duxbury, Darren & Summers, Barbara & Hudson, Robert & Keasey, Kevin
  • 2013 Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets
    by Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen
  • 2013 When trustors compete for the favour of a trustee – A laboratory experiment
    by Bauernschuster, Stefan & Falck, Oliver & Große, Niels
  • 2013 The investment technology of foreign and domestic institutional investors in an emerging market
    by Patnaik, Ila & Shah, Ajay
  • 2013 The extreme value in crude oil and US dollar markets
    by Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang
  • 2013 Investment allocation decisions, home bias and the mandatory IFRS adoption
    by Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan
  • 2013 International diversification during the financial crisis: A blessing for equity investors?
    by Vermeulen, Robert
  • 2013 Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability
    by De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara
  • 2013 Factor decomposition and diversification in European corporate bond markets
    by Pieterse-Bloem, Mary & Mahieu, Ronald J.
  • 2013 The smallest firm effect: An international study
    by De Moor, Lieven & Sercu, Piet
  • 2013 Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
    by Chang, Sanders S.
  • 2013 Do jumps contribute to the dynamics of the equity premium?
    by Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei
  • 2013 The economics of hedge funds
    by Lan, Yingcong & Wang, Neng & Yang, Jinqiang
  • 2013 Allocation of decision rights and the investment strategy of mutual funds
    by Dass, Nishant & Nanda, Vikram & Wang, Qinghai
  • 2013 Predictability of currency carry trades and asset pricing implications
    by Bakshi, Gurdip & Panayotov, George
  • 2013 Company name fluency, investor recognition, and firm value
    by Green, T. Clifton & Jame, Russell
  • 2013 Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios
    by Roche, Hervé & Tompaidis, Stathis & Yang, Chunyu
  • 2013 Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms
    by Edelman, Daniel & Fung, William & Hsieh, David A.
  • 2013 Can hedge funds time market liquidity?
    by Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W.
  • 2013 The cross section of conditional mutual fund performance in European stock markets
    by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ
  • 2013 A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?
    by So, Eric C.
  • 2013 Mutual fund risk and market share-adjusted fund flows
    by Spiegel, Matthew & Zhang, Hong
  • 2013 Real effects of stock underpricing
    by Hau, Harald & Lai, Sandy
  • 2013 Anomalies and financial distress
    by Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander
  • 2013 Political activism, information costs, and stock market participation
    by Bonaparte, Yosef & Kumar, Alok
  • 2013 Prospect theory, the disposition effect, and asset prices
    by Li, Yan & Yang, Liyan
  • 2013 Capacity constraints, investor information, and hedge fund returns
    by Ramadorai, Tarun
  • 2013 Delegated asset management, investment mandates, and capital immobility
    by He, Zhiguo & Xiong, Wei
  • 2013 Style investing, comovement and return predictability
    by Wahal, Sunil & Yavuz, M. Deniz
  • 2013 Risk contagion in the north-western and southern European stock markets
    by de Araújo, André da Silva & Garcia, Maria Teresa Medeiros
  • 2013 Before and after: The impact of a real bubble crash on investors’ trading behavior in the lab
    by Gong, Binglin & Lei, Vivian & Pan, Deng
  • 2013 Simplification and saving
    by Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C.
  • 2013 Sex-hormone genes and gender difference in ultimatum game: Experimental evidence from China and Israel
    by Chew, Soo Hong & Ebstein, Richard P. & Zhong, Songfa
  • 2013 A comparison of the original and revised Basel market risk frameworks for regulating bank capital
    by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
  • 2013 The role of media in the credit crunch: The case of the banking sector
    by Wisniewski, Tomasz Piotr & Lambe, Brendan
  • 2013 Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
    by Calice, Giovanni & Chen, Jing & Williams, Julian
  • 2013 Investor protection rights and foreign investment
    by Giofré, Maela
  • 2013 Saving-based asset-pricing
    by Dreyer, Johannes K. & Schneider, Johannes & Smith, William T.
  • 2013 Optimal retirement with unemployment risks
    by Jang, Bong-Gyu & Park, Seyoung & Rhee, Yuna
  • 2013 Better than the original? The relative success of copycat funds
    by Verbeek, Marno & Wang, Yu
  • 2013 Predicting bear and bull stock markets with dynamic binary time series models
    by Nyberg, Henri
  • 2013 The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions
    by Chalmers, John & Kaul, Aditya & Phillips, Blake
  • 2013 Systemic risk measurement: Multivariate GARCH estimation of CoVaR
    by Girardi, Giulio & Tolga Ergün, A.
  • 2013 Portfolio reallocation and exchange rate dynamics
    by Ding, Liang & Ma, Jun
  • 2013 Canonical vine copulas in the context of modern portfolio management: Are they worth it?
    by Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy
  • 2013 Size matters: Optimal calibration of shrinkage estimators for portfolio selection
    by DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J.
  • 2013 Sarbanes-Oxley Act and corporate credit spreads
    by Nejadmalayeri, Ali & Nishikawa, Takeshi & Rao, Ramesh P.
  • 2013 Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation
    by Baltzer, Markus & Stolper, Oscar & Walter, Andreas
  • 2013 Prospect theory and trading patterns
    by Yao, Jing & Li, Duan
  • 2013 Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
    by Ülkü, Numan & Weber, Enzo
  • 2013 Optimal smooth consumption and annuity design
    by Bruhn, Kenneth & Steffensen, Mogens
  • 2013 Analyst forecasts and European mutual fund trading
    by Franck, Alexander & Kerl, Alexander
  • 2013 Availability, recency, and sophistication in the repurchasing behavior of retail investors
    by Nofsinger, John R. & Varma, Abhishek
  • 2013 International diversification gains and home bias in banking
    by García-Herrero, Alicia & Vázquez, Francisco
  • 2013 Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities
    by Herrmann, Ulf & Scholz, Hendrik
  • 2013 Access to information and international portfolio allocation
    by Thapa, Chandra & Paudyal, Krishna & Neupane, Suman
  • 2013 Information immobility, industry concentration, and institutional investors’ performance
    by Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla
  • 2013 Nonlinear portfolio selection using approximate parametric Value-at-Risk
    by Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan
  • 2013 Investing at home and abroad: Different costs, different people?
    by Christelis, Dimitris & Georgarakos, Dimitris
  • 2013 A robust optimization approach to asset-liability management under time-varying investment opportunities
    by Gülpinar, Nalan & Pachamanova, Dessislava
  • 2013 Revisiting mutual fund performance evaluation
    by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos
  • 2013 How does the stock market react to the announcement of green policies?
    by Ramiah, Vikash & Martin, Belinda & Moosa, Imad
  • 2013 Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
    by Jin, Xing & Zhang, Kun
  • 2013 Causes and consequences of short-term institutional herding
    by Kremer, Stephanie & Nautz, Dieter
  • 2013 The disposition effect and investor experience
    by Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio
  • 2013 Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading
    by Levy, Ariel & Lieberman, Offer
  • 2013 Robust portfolio choice with ambiguity and learning about return predictability
    by Branger, Nicole & Larsen, Linda Sandris & Munk, Claus
  • 2013 When active fund managers deviate from their peers: Implications for fund performance
    by Gupta-Mukherjee, Swasti
  • 2013 On portfolio optimization: Imposing the right constraints
    by Behr, Patrick & Guettler, Andre & Miebs, Felix
  • 2013 Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly
    by Dutt, Tanuj & Humphery-Jenner, Mark
  • 2013 CVaR sensitivity with respect to tail thickness
    by Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J.
  • 2013 The performance of banks around the receipt and repayment of TARP funds: Over-achievers versus under-achievers
    by Cornett, Marcia Millon & Li, Lei & Tehranian, Hassan
  • 2013 International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective
    by Jiang, Chonghui & Ma, Yongkai & An, Yunbi
  • 2013 Commonalities in investment strategy and the determinants of performance in mutual fund mergers
    by Namvar, Ethan & Phillips, Blake
  • 2013 What determines corporate pension fund risk-taking strategy?
    by An, Heng & Huang, Zhaodan & Zhang, Ting
  • 2013 The world price of jump and volatility risk
    by Driessen, Joost & Maenhout, Pascal
  • 2013 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
    by Boubaker, Heni & Sghaier, Nadia
  • 2013 Portfolio selection: An extreme value approach
    by DiTraglia, Francis J. & Gerlach, Jeffrey R.
  • 2013 Individual investor perceptions and behavior during the financial crisis
    by Hoffmann, Arvid O.I. & Post, Thomas & Pennings, Joost M.E.
  • 2013 Dynamic hedge fund portfolio construction: A semi-parametric approach
    by Harris, Richard D.F. & Mazibas, Murat
  • 2013 Liquidity commonality in commodities
    by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat
  • 2013 Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis
    by Brandtner, Mario
  • 2013 Credit and liquidity components of corporate CDS spreads
    by Corò, Filippo & Dufour, Alfonso & Varotto, Simone
  • 2013 On the predictability of stock prices: A case for high and low prices
    by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo
  • 2013 Limiting losses may be injurious to your wealth
    by Grauer, Robert R.
  • 2013 Economic valuation of liquidity timing
    by Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel
  • 2013 Robust portfolio choice with uncertainty about jump and diffusion risk
    by Branger, Nicole & Larsen, Linda Sandris
  • 2013 Return decomposition and the Intertemporal CAPM
    by Maio, Paulo
  • 2013 Front-running of mutual fund fire-sales
    by Dyakov, Teodor & Verbeek, Marno
  • 2013 A comprehensive long-term analysis of S&P 500 index additions and deletions
    by Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N.
  • 2013 How do sovereign credit rating changes affect private investment?
    by Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling
  • 2013 Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
    by Qin, Zhenjiang
  • 2013 The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010
    by Hagströmer, Björn & Hansson, Björn & Nilsson, Birger
  • 2013 Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
    by Kellner, Ralf & Gatzert, Nadine
  • 2013 Predicting stock returns: A regime-switching combination approach and economic links
    by Zhu, Xiaoneng & Zhu, Jie
  • 2013 Asset pricing with heterogeneous beliefs and relative performance
    by Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke
  • 2013 Why do people save in cash? Distrust, memories of banking crises, weak institutions and dollarization
    by Stix, Helmut
  • 2013 An analysis of commodity markets: What gain for investors?
    by Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila
  • 2013 Lessons from the evolution of foreign exchange trading strategies
    by Neely, Christopher J. & Weller, Paul A.
  • 2013 Market reaction to earnings news: A unified test of information risk and transaction costs
    by Zhang, Qi & Cai, Charlie X. & Keasey, Kevin
  • 2013 Individual investors and financial disclosure
    by Lawrence, Alastair
  • 2013 Does idiosyncratic volatility matter in emerging markets? Evidence from China
    by Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao
  • 2013 The role of country and industry factors during volatile times
    by Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís
  • 2013 Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
    by Antonakakis, Nikolaos & Vergos, Konstantinos
  • 2013 Financialization, crisis and commodity correlation dynamics
    by Silvennoinen, Annastiina & Thorp, Susan
  • 2013 Is carry-trade a viable alternative asset class?
    by Das, Sougata & Kadapakkam, Palani-Rajan & Tse, Yiuman
  • 2013 Saints versus Sinners. Does morality matter?
    by Durand, Robert B. & Koh, SzeKee & Limkriangkrai, Manapon
  • 2013 Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
    by Auer, Benjamin R. & Schuhmacher, Frank
  • 2013 Investor herds and regime-switching: Evidence from Gulf Arab stock markets
    by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat
  • 2013 Fuzzy portfolio optimization model under real constraints
    by Liu, Yong-Jun & Zhang, Wei-Guo
  • 2013 Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework
    by He, Lin & Liang, Zongxia
  • 2013 A new immunization inequality for random streams of assets, liabilities and interest rates
    by Gajek, Lesław & Krajewska, Elżbieta
  • 2013 Constant proportion portfolio insurance under a regime switching exponential Lévy process
    by Weng, Chengguo
  • 2013 Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
    by He, Lin & Liang, Zongxia
  • 2013 Optimal decision on dynamic insurance price and investment portfolio of an insurer
    by Mao, Hong & Carson, James M. & Ostaszewski, Krzysztof M. & Wen, Zhongkai
  • 2013 Best portfolio insurance for long-term investment strategies in realistic conditions
    by Pézier, Jacques & Scheller, Johanna
  • 2013 A characterization of optimal portfolios under the tail mean–variance criterion
    by Owadally, Iqbal & Landsman, Zinoviy
  • 2013 Expected value multiobjective portfolio rebalancing model with fuzzy parameters
    by Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar
  • 2013 Does knowledge of finance mitigate the gender difference in financial risk-aversion?
    by Hibbert, Ann Marie & Lawrence, Edward R. & Prakash, Arun J.
  • 2013 Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India
    by French, Joseph J. & Naka, Atsuyuki
  • 2013 Shunning uncertainty: The neglect of learning opportunities
    by Trautmann, Stefan T. & Zeckhauser, Richard J.
  • 2013 Systemic liquidity shortages and interbank network structures
    by Lee, Seung Hwan
  • 2013 Patriotic name bias and stock returns
    by Benos, Evangelos & Jochec, Marek
  • 2013 Informed local trading prior to earnings announcements
    by Berry, Thomas & Gamble, Keith Jacks
  • 2013 Short-term residual reversal
    by Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno
  • 2013 Do mutual fund managers time market liquidity?
    by Cao, Charles & Simin, Timothy T. & Wang, Ying
  • 2013 Optimal trading strategy and supply/demand dynamics
    by Obizhaeva, Anna A. & Wang, Jiang
  • 2013 Performance hypothesis testing with the Sharpe ratio: The case of hedge funds
    by Auer, Benjamin R. & Schuhmacher, Frank
  • 2013 Mean–variance dominant trading strategies
    by Galvani, Valentina & Gubellini, Stefano
  • 2013 Information risk and credit contagion
    by Huang, Alex YiHou & Cheng, Chiao-Ming
  • 2013 Composition of robust equity portfolios
    by Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J.
  • 2013 A generalised arbitrage-free Nelson–Siegel model: The impact of unspanned stochastic volatility
    by Chen, Rui & Du, Ke
  • 2013 Assessing the profitability of intraday opening range breakout strategies
    by Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian
  • 2013 Superconvergence of the finite element solutions of the Black–Scholes equation
    by Golbabai, A. & Ballestra, L.V. & Ahmadian, D.
  • 2013 Market liquidity and institutional trading during the 2007–8 financial crisis
    by Poon, Ser-Huang & Rockinger, Michael & Stathopoulos, Konstantinos
  • 2013 Do long-short speculators destabilize commodity futures markets?
    by Miffre, Joëlle & Brooks, Chris
  • 2013 Hedging stock sector risk with credit default swaps
    by Ratner, Mitchell & Chiu, Chih-Chieh (Jason)
  • 2013 Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market
    by Hsieh, Shu-Fan
  • 2013 Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets
    by Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne
  • 2013 Diamonds — A precious new asset?
    by Auer, Benjamin R. & Schuhmacher, Frank
  • 2013 A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market
    by Li, Bob & Boo, Yee Ling & Ee, Mong Shan & Chen, Cindy
  • 2013 Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
    by Alexakis, Christos & Dasilas, Apostolos & Grose, Chris
  • 2013 Modeling the co-movements between crude oil and refined petroleum markets
    by Tong, Bin & Wu, Chongfeng & Zhou, Chunyang
  • 2013 Smooth transition regime shifts and oil price dynamics
    by Cifarelli, Giulio
  • 2013 From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks
    by Bohl, Martin T. & Kaufmann, Philipp & Stephan, Patrick M.
  • 2013 Valuing modular nuclear power plants in finite time decision horizon
    by Jain, Shashi & Roelofs, Ferry & Oosterlee, Cornelis W.
  • 2013 Modeling EU allowances and oil market interdependence. Implications for portfolio management
    by Reboredo, Juan C.
  • 2013 Volatility timing: How best to forecast portfolio exposures
    by Clements, A. & Silvennoinen, A.
  • 2013 Stakeholder relations and stock returns: On errors in investors' expectations and learning
    by Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke
  • 2013 Performance, stock selection and market timing of the German equity mutual fund industry
    by Cuthbertson, Keith & Nitzsche, Dirk
  • 2013 A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?
    by Wagner, Niklas & Winter, Elisabeth
  • 2013 An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions
    by Cheng, Teng Yuan & Lee, Chun I & Lin, Chao Hsien
  • 2013 Stressing correlations and volatilities — A consistent modeling approach
    by Becker, Christoph & Schmidt, Wolfgang M.
  • 2013 A global approach to mutual funds market timing ability
    by Bodson, Laurent & Cavenaile, Laurent & Sougné, Danielle
  • 2013 The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
    by Varneskov, Rasmus & Voev, Valeri
  • 2013 Measuring financial market integration in the European Union: EU15 vs. New Member States
    by Pungulescu, Crina
  • 2013 The volatility effect in emerging markets
    by Blitz, David & Pang, Juan & van Vliet, Pim
  • 2013 Separating the wheat from the chaff: Understanding portfolio returns in an emerging market
    by Eterovic, Nicolas A. & Eterovic, Dalibor S.
  • 2013 Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey
    by Białkowski, Jędrzej & Bohl, Martin T. & Kaufmann, Philipp & Wisniewski, Tomasz P.
  • 2013 Cheap money and risk taking: Opacity versus fundamental risk
    by Drees, Burkhard & Eckwert, Bernhard & Várdy, Felix
  • 2013 Sequential estimation of shape parameters in multivariate dynamic models
    by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique
  • 2013 Cross-border equity portfolio choices and the diversification motive: A fractional regression approach
    by Pericoli, F.M. & Pierucci, E. & Ventura, L.
  • 2013 A note on almost stochastic dominance
    by Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing
  • 2013 VaR constrained asset pricing with relative performance
    by Liu, Xiangbo & Qiu, Zhigang & Xiong, Yan
  • 2013 The impact of a sustainability constraint on the mean-tracking error efficient frontier
    by Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe
  • 2013 Do financial advisor commissions distort client choice?
    by Beyer, Max & de Meza, David & Reyniers, Diane
  • 2013 Reconsidering psychic return in art investments
    by Candela, Guido & Castellani, Massimiliano & Pattitoni, Pierpaolo
  • 2013 Risk aversion in the large and in the small
    by Haug, Jørgen & Hens, Thorsten & Woehrmann, Peter
  • 2013 Savings for retirement under liquidity constraints: A note
    by Corsini, Lorenzo & Spataro, Luca
  • 2013 Stock price reversals following end-of-the-day price moves
    by Kudryavtsev, Andrey
  • 2013 Monotonicity of asset price toward higher changes in risk
    by Jokung, Octave
  • 2013 Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market
    by Liao, Li-Chuan & Chou, Ray Yeutien & Chiu, Banghan
  • 2013 Information transmission between sovereign debt CDS and other financial factors – The case of Latin America
    by Wang, Alan T. & Yang, Sheng-Yung & Yang, Nien-Tzu
  • 2013 Using CARRX models to study factors affecting the volatilities of Asian equity markets
    by Sin, Chor-Yiu (CY)
  • 2013 Has the Basel Accord improved risk management during the global financial crisis?
    by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio
  • 2013 A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
    by Caporin, Massimiliano & Lisi, Francesco
  • 2013 Portfolio selection and portfolio frontier with background risk
    by Huang, Hung-Hsi & Wang, Ching-Ping
  • 2013 Equity and CDS sector indices: Dynamic models and risk hedging
    by Caporin, Massimiliano
  • 2013 What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research
    by Larsson, Carl F.
  • 2013 The performance of commodity trading advisors: A mean-variance-ratio test approach
    by Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung
  • 2013 Optimal portfolio positioning under ambiguity
    by Ameur, H. Ben & Prigent, J.L.
  • 2013 Equity risk premium and time horizon: What do the U.S. secular data say?
    by Prat, Georges
  • 2013 Endogenous current account balances in a world CGE model with international financial assets
    by Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard
  • 2013 The optimal decisions in franchising under profit uncertainty
    by Liang, Hueimei & Lee, Kuo-Jung & Huang, Jen-Tsung & Lei, Hsien-Wei
  • 2013 Returns-to-scale and the equity premium puzzle
    by Dunbar, Geoffrey
  • 2013 Zipf's law and maximum sustainable growth
    by Malevergne, Y. & Saichev, A. & Sornette, D.
  • 2013 Life cycle asset allocation in the presence of housing and tax-deferred investing
    by Marekwica, Marcel & Schaefer, Alexander & Sebastian, Steffen
  • 2013 Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences
    by Lioui, Abraham
  • 2013 Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
    by Chauveau, Th. & Subbotin, A.
  • 2013 Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
    by Blake, David & Wright, Douglas & Zhang, Yumeng
  • 2013 Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information
    by Yao, Jing & Li, Duan
  • 2013 Options and structured products in behavioral portfolios
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  • 2012 Co-movements of and Linkages between Asian Stock Markets
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  • 2011 International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk
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  • 2011 Distributional and Welfare Effects of Germany's Year 2000 Tax Reform
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  • 2011 The third pillar in Europe: institutional factors and individual decisions
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  • 2011 The effect of Germany's Tax Reform Act 2001 on corporate ownership: Insights from disposals of minority blocks
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  • 2011 A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry
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  • 2011 The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?
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  • 2011 Crash Sensitivity and the Cross-Section of Expected Stock Returns
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  • 2011 An Analysis of Risk-Taking Behavior for Public Defined Benefit Pension Plans
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  • 2011 The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy
    by James Crotty
  • 2011 Currency Hedging Strategies Using Dynamic Multivariate GARCH
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  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
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  • 2011 Modelling and Forecasting Noisy Realized Volatility
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  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
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  • 2011 Integration and Contagion in US Housing Markets
    by John Cotter & Stuart Gabriel & Richard Roll
  • 2011 The WACC Fallacy: The Real Effects of Using a Unique Discount Rate
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  • 2011 Selection in asset markets: the good, the bad, and the unknown
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  • 2011 Assessing the Performance of Funds of Hedge Funds
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  • 2011 Performance and international investments in microfinance institutions
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  • 2011 Investment in Microfinance Equity: Risk, Return, and Diversification Benefits
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  • 2011 On the Predictability of Stock Prices: a Case for High and Low Prices
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  • 2011 Forecasting the Equity Risk Premium: The Role of Technical Indicators
    by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou
  • 2011 Out of Sight, Out of Mind:The Value of Political Connections in Social Networks
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  • 2011 Estimation of Equicorrelated Diffusions from Incomplete Data
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  • 2011 Hysteresis Bands and Transaction Costs
    by Francisco Delgado & Bernard Dumas & Giovanni W. Puopolo
  • 2011 Early Life Conditions and Financial Risk–Taking in Older Age
    by Dimitrios Christelis & Loreti I. Dobrescu & Alberto Motta
  • 2011 Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
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  • 2011 Determinants of Stock Market Prices in Namibia
    by Joel Hinaunye Eita
  • 2011 How homogeneous diversification in balanced investment funds affects portfolio and systemic risk
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  • 2011 Leveraging Entrepreneurship through Private Investments: Does Gender Matter?
    by Gicheva, Dora & Link, Albert N.
  • 2011 Does Stock Return Predictability Affect ESO Fair Value?
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  • 2011 Multi Criteria Decision Making Models: An Overview On Electre Methods
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  • 2011 Riding the Yield Curve: A Spanning Analysis
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  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Zhang, Bin
  • 2011 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
    by Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia
  • 2011 Investment Choices: Indivisible non-Marketable Assets and Bounded Rationality
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  • 2011 L’entrepreneur et la loi de Say : les profits se paient d’avance THE ENTREPRENEUR AND SAY'S LAW: THE PROFITS ARE PAID IN ADVANCE
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    by Vladimir Zdorovenin & Jacques Pézier
  • 2011 Liquidity Risk, Credit Risk, Market Risk and Bank Capital
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  • 2011 Does Equity Mispricing Influence Household and Firm Decisions?
    by James Hansen
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  • 2011 Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S
    by João Sousa & Ricardo M. Sousa
  • 2011 Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices
    by Konchitchki, Yaniv
  • 2011 How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data
    by Susanne, Cannon & Rebel, Cole
  • 2011 On the demand pressure hypothesis in option markets: the case of a redundant option
    by Bennour, Khaled
  • 2011 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
    by Dergiades, Theologos
  • 2011 Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market
    by P., Srinivasan
  • 2011 Asymmetric Loss Functions and the Rationality of Expected Stock Returns
    by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
  • 2011 Эконометрический Анализ Динамики Российских Паевых Инвестиционных Фондов В Кризисный И Посткризисный Периоды
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  • 2011 Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors
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  • 2011 Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych
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  • 2011 How does the stock market value bank diversification? Empirical evidence from Japanese banks
    by Sawada, Michiru
  • 2011 Algunos conceptos sobre la evaluación de portafolios de inversión
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  • 2011 Impact of monetary policy on US stock market
    by Sirucek, Martin
  • 2011 Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
    by Rossi, Francesco
  • 2011 An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh
    by FARUQUE, MUHAMMAD U
  • 2011 The Going Public Decision and the Structure of Equity Markets
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  • 2011 U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
    by Rossi, Francesco
  • 2011 Investimento em Valor Contrário no Brasil: Overreaction ou Efeito Tamanho?
    by Saturnino, Odilon & Saturnino, Valeria & Lucena, Pierre & Carmona, Charles & Araujo, Luiz Fernando
  • 2011 Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
    by Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin
  • 2011 The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach
    by Dimitriou, Dimitrios & Simos, Theodore
  • 2011 Monetary Union effects on European stock market integration: An international CAPM approach with currency risk
    by Dimitriou, Dimitrios & Simos, Theodore
  • 2011 Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis
    by Dimitriou, Dimitrios & Mpitsios, Petros & Simos, Theodore
  • 2011 Equity mutual funds performance in Pakistan: risk & return analysis
    by Raza, Syed Ali & Raza, Syed Aoun & Zia, Abassi
  • 2011 Managing sovereign credit risk in bond portfolios
    by Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry
  • 2011 Homogeneity tests for Levy processes and applications
    by Ciuiu, Daniel
  • 2011 Agricultural commodities and financial markets
    by Modena, Matteo
  • 2011 Target variation in a loss avoiding pension fund problem
    by Foster, Jarred
  • 2011 Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model
    by Qian, Hang
  • 2011 Optimal trading execution with nonlinear market impact: an alternative solution method
    by Massmiliano, Marzo & Daniele, Ritelli & Paolo, Zagaglia
  • 2011 Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation
    by Pfau, Wade Donald
  • 2011 Dynamic Stock Market Participation of Households
    by Khorunzhina, Natalia
  • 2011 The Dynamic International Optimal Hedge Ratio
    by Liu, Xiaochun & Jacobsen, Brian
  • 2011 Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
    by Petrushchak, Bohdan
  • 2011 Integration and contagion in US housing markets
    by Cotter, John & Gabriel, Stuart & Roll, Richard
  • 2011 Spending flexibility and safe withdrawal rates
    by Finke, Michael & Pfau, Wade Donald & Williams, Duncan
  • 2011 The performance of amateur traders on a public internet site: a case of a stock-exchange contest
    by Blanchard, michel & Bernard, philippe
  • 2011 Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
    by Blake, David & Wright, Douglas & Zhang, Yumeng
  • 2011 Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
    by Blake, David & Wright, Douglas & Zhang, Yumeng
  • 2011 Концептуальні Помилки Багаторівневої Сек’Юритизації Іпотечних Кредитів
    by Petrushchak, Bohdan
  • 2011 Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market
    by Dicembrino, Claudio & Scandizzo, Pasquale Lucio
  • 2011 Should the Indonesian pension funds invest abroad?
    by Kariastanto, Bayu
  • 2011 Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
    by Le, Thai-Ha & Chang, Youngho
  • 2011 Capital market expectations, asset allocation, and safe withdrawal rates
    by Pfau, Wade Donald
  • 2011 Validity of capital asset pricing model: evidence from Karachi stock exchange
    by Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi
  • 2011 How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data
    by Cannon, Susanne & Col, Rebel A.
  • 2011 Nearly optimal asset allocations in retirement
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  • 2011 Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work
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  • 2011 What is the actual shape of perception utility?
    by Kontek, Krzysztof
  • 2011 Retirement savings guidelines for residents of emerging market countries
    by Meng, Channarith & Pfau, Wade Donald
  • 2011 Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants
    by Kumara, Ajantha Sisira & Pfau, Wade Donald
  • 2011 Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries
    by Kumara, Ajantha Sisira & Pfau, Wade Donald
  • 2011 Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
    by Pinto, Cristian F. & Acuña, Andres A.
  • 2011 Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?
    by Pfau, Wade Donald
  • 2011 The calendar regularity of earnings and volatility distribution on the Ukrainian stock market
    by Petrushchak, Bohdan
  • 2011 Safe withdrawal rates from retirement savings for residents of emerging market countries
    by Meng, Channarith & Pfau, Wade Donald
  • 2011 Optimal decisions on pension plans in the presence of financial literacy costs and income inequalities
    by Corsini, Lorenzo & Spataro, Luca
  • 2011 Can We Predict the Sustainable Withdrawal Rate for New Retirees?
    by Pfau, Wade Donald
  • 2011 Coherent Asset Allocation and Diversification in the Presence of Stress Events
    by Rebonato, Riccardo & Denev, Alexander
  • 2011 Use of put options as insurance
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  • 2011 Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
    by Petrushchak, Bohdan
  • 2011 Demand Spillovers and Market Outcomes in the Mutual Fund Industry
    by Gavazza, Alessandro
  • 2011 Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach
    by Chandra, Abhijeet & Kumar, Ravinder
  • 2011 Impact of mutual fund investment in indian equity market
    by Ananth, A. & Swaminathan, J.
  • 2011 Revisiting the Fisher and Statman Study on Market Timing
    by Pfau, Wade Donald
  • 2011 The fine structure of spectral properties for random correlation matrices: an application to financial markets
    by Livan, Giacomo & Alfarano, Simone & Scalas, Enrico
  • 2011 Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle
    by Pfau, Wade Donald
  • 2011 L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica
    by Piluso, Fabio & Amerise, Ilaria Lucrezia
  • 2011 On the evolutionary stability of the Uruguayan Savanna
    by Funk, Matt
  • 2011 Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis
    by Francois-Éric Racicot
  • 2011 Modellierung von Aktienkursen im Lichte der Komplexitätsforschung
    by Benjamin Kauper & Karl-Kuno Kunze
  • 2011 Is there an accruals or a cash flow anomaly in UK stock returns?
    by Nuno Soares & Andrew W. Stark
  • 2011 How to measure Corporate Social Responsibility
    by Marco Nicolosi & Stefano Grassi & Elena Stanghellini
  • 2011 The cost of sustainability on optimal portfolio choices
    by Stefano Herzel & Marco Nicolosi & Catalin Starica
  • 2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
    by Karsten Jeske & Dirk Krueger & Kurt Mitman
  • 2011 Macroeconomic Effects of Bankruptcy & Foreclosure Policies
    by Kurt Mitman
  • 2011 Risk Preferences and Demand for Insurance in Peru: A Field Experiment
    by Francisco Galarza & Michael Carter
  • 2011 On the Predictability of Stock Prices: A Case for High and Low Prices
    by Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris
  • 2011 Discounting, Patience, and Dynamic Decision Making
    by John Quah & Bruno Strulovici
  • 2011 Ordering Ambiguous Acts
    by Ian Jewitt & Sujoy Mukerji
  • 2011 The Belle Epoque of International Finance. French Capital Exports, 1880-1914
    by Rui Esteves
  • 2011 Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S
    by João Sousa & Ricardo M. Sousa
  • 2011 Home Equity in Retirement
    by Irina A. Telyukova & Makoto Nakajima
  • 2011 Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes
    by M. Kabir Hassan & Eric Girard
  • 2011 Home Bias in Open Economy Financial Macroeconomics
    by Nicolas Coeurdacier & Hélène Rey
  • 2011 Do Borrower Rights Improve Borrower Outcomes? Evidence from the Foreclosure Process
    by Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen
  • 2011 Time-Varying Fund Manager Skill
    by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp
  • 2011 When Bonds Matter: Home Bias in Goods and Assets
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  • 2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
    by Karsten Jeske & Dirk Krueger & Kurt Mitman
  • 2011 Speculation and Risk Sharing with New Financial Assets
    by Alp Simsek
  • 2011 Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities
    by Vasily Kartashov & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla
  • 2011 Price Dividend Ratio Factors : Proxies for Long Run Risk
    by Ravi Jagannathan & Srikant Marakani
  • 2011 Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity
    by David T. Robinson & Berk A. Sensoy
  • 2011 On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios
    by Claudio Raddatz & Sergio L. Schmukler
  • 2011 Capital Flows, Push versus Pull Factors and the Global Financial Crisis
    by Marcel Fratzscher
  • 2011 What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
    by Jessica A. Wachter & Missaka Warusawitharana
  • 2011 Asset Liquidity and International Portfolio Choice
    by Athanasios Geromichalos & Ina Simonovska
  • 2011 Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
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  • 2011 The Recovery Theorem
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  • 2011 Spillover Effects in Mutual Fund Companies
    by Clemens Sialm & T. Mandy Tham
  • 2011 Global Asset Pricing
    by Karen K. Lewis
  • 2011 Regime Changes and Financial Markets
    by Andrew Ang & Allan Timmermann
  • 2011 Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply
    by Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla
  • 2011 Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments
    by Yael V. Hochberg & Joshua D. Rauh
  • 2011 Optimal Portfolio Choice with Wage-Indexed Social Security
    by Jialun Li & Kent Smetters
  • 2011 Drowning or Weathering the Storm? Changes in Family Finances from 2007 to 2009
    by Jesse Bricker & Brian K. Bucks & Arthur Kennickell & Traci L. Mach & Kevin Moore
  • 2011 Stock Volatility During the Recent Financial Crisis
    by G. William Schwert
  • 2011 Consumption Smoothing and Portfolio Rebalancing: The Effects of Adjustment Costs
    by Yosef Bonaparte & Russell Cooper & Guozhong Zhu
  • 2011 Does Aggregated Returns Disclosure Increase Portfolio Risk-Taking?
    by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian
  • 2011 Dynamics of Entrepreneurship under Incomplete Markets
    by Chong Wang & Neng Wang & Jinqiang Yang
  • 2011 The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation
    by Yingcong Lan & Neng Wang & Jinqiang Yang
  • 2011 How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors
    by Justine S. Hastings & Olivia S. Mitchell
  • 2011 Differences of Opinion and International Equity Markets
    by Bernard Dumas & Karen K. Lewis & Emilio Osambela
  • 2011 Heterogeneity and Risk Sharing in Village Economies
    by Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend
  • 2011 U.S. International Equity Investment and Past and Prospective Returns
    by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan
  • 2011 The Riskiness of Risk Models
    by Christophe Boucher & Bertrand Maillet
  • 2011 Cardinality versus q-Norm Constraints for Index Tracking
    by Bjoern Fastrich & Sandra Paterlini & Peter Winker
  • 2011 Cardinality versus q-Norm Constraints for Index Tracking
    by Bjöern Fastrich & Sandra Paterlini & Peter Winker
  • 2011 How does household portfolio diversification vary with financial sophistication and advice?
    by von Gaudecker, Hans-Martin
  • 2011 Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis --- forthcoming Review of Finance ----
    by Bucher-Koenen, Tabea & Ziegelmeyer, Michael
  • 2011 Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals
    by Jang Schiltz & Marc Boissaux
  • 2011 Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals
    by Jang Schiltz & Marc Boissaux
  • 2011 Male vs. female business owners: Are there differences in investment behavior?
    by Pelger, Ines
  • 2011 Gender, Investment Financing and Credit Constraints
    by Pelger, Ines
  • 2011 Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency
    by Michele Dell'Era & Luis Santos-Pinto
  • 2011 Regulating Asset Price Risk
    by Philippe Bacchetta & Cédric Tille & Eric van Wincoop
  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Michael McAleer & Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral
  • 2011 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  • 2011 Modelling and Forecasting Noisy Realized Volatility
    by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 Reuters Sentiment and Stock Returns
    by Matthias Uhl
  • 2011 Risk Taking with Additive and Multiplicative Background Risks
    by Günter Franke & Harris Schlesinger & Richard C. Stapleton
  • 2011 Does Portfolio Optimization Pay?
    by Günter Franke & Ferdinand Graf
  • 2011 The Puzzle of Index Option Returns
    by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov
  • 2011 Recognition-Based and Familiarity-Based Portfolio Strategies - An Experimental Study
    by Linan Diao
  • 2011 Reinforcement Learning in Repeated Portfolio Decisions
    by Linan Diao & Jörg Rieskamp
  • 2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
    by Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong
  • 2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
    by Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong
  • 2011 The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
    by Henry Dannenberg
  • 2011 Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data
    by Federica Teppa
  • 2011 On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection
    by Sevinc Cukurova & Jose M. Marin
  • 2011 Optimal Wind Portfolios in Illinois
    by B. Andrew Chupp & Emily Hickey & David Loomis
  • 2011 Safe Haven Assets and Investor Behaviour Under Uncertainty
    by Dirk G. Baur & Thomas K.J. McDermott
  • 2011 The WACC Fallacy: The Real Effects of Using a Unique Discount Rate
    by Krüger, Philipp & Landier, Augustin & Thesmar, David
  • 2011 News Shocks and Asset Price Volatility in General Equilibrium
    by Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci
  • 2011 Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
    by Gregor Heyne & Michael Kupper & Christoph Mainberger
  • 2011 Linking corporate reputation and shareholder value using the publication of reputation rankings
    by Sven Tischer & Lutz Hildebrandt
  • 2011 The Merit of High-Frequency Data in Portfolio Allocation
    by Nikolaus Hautsch & Lada M. Kyj & Peter Malec
  • 2011 Optimal liquidation in dark pools
    by Gökhan Cebiro˜glu & Ulrich Horst
  • 2011 When to Cross the Spread: Curve Following with Singular Control
    by Felix Naujokat & Ulrich Horst
  • 2011 Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market
    by Stephanie Kremer & Dieter Nautz
  • 2011 Hedging Labor Income Risk
    by Betermier, Sebastien & Jansson, Thomas & Parlour, Christine A. & Walden, Johan
  • 2011 On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
    by Chr. Framstad, Nils
  • 2011 Portfolio Separation with -symmetric and Psuedo-isotropic Distributions
    by Chr. Framstad, Nils
  • 2011 Portfolio Separation Properties of the Skew-Elliptical Distributions
    by Christian Framstad, Nils
  • 2011 Risk Aversion in the Large and in the Small
    by Haug, Jørgen & Hens, Thorsten & Wöhrmann, Peter
  • 2011 The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
    by Hagströmer, Björn & Nilsson, Birger & Hansson, Björn
  • 2011 Gender, Stock Market Participation and Financial Literacy
    by Almenberg, Johan & Dreber, Anna
  • 2011 Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model (Previous title: Dynamic Modeling of Portfolio Credit Risk with Common Shocks)
    by Bielecki, Tomasz R. & Cousin, Areski & Crépey, Stéphane & Herbertsson, Alexander
  • 2011 Owner-occupied housing as an investment, regional house price cycles and residential sorting
    by Haavio, Markus & Kauppi , Heikki
  • 2011 Descriptive analysis of Finnish equity, bond and money market returns
    by Nyberg, Peter & Vaihekoski, Mika
  • 2011 Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds
    by Ainulashikin Marzuki & Andrew C. Worthington
  • 2011 As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação
    by Ana Rita Gonzaga & Helder Sebastião
  • 2011 Consuming durable goods when stock markets jump: a strategic asset allocation approach
    by João Amaro de Matos & Nuno Silva
  • 2011 Regulating Asset Price Risk
    by Philippe Bacchetta, Cédric Tille, Eric van Wincoop
  • 2011 Comparative risk aversion of different preferences
    by Richard Ruble
  • 2011 Nonlinear Regime Shifts in Oil Price Hedging Dynamics
    by Giulio Cifarelli
  • 2011 Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability
    by Isakov, Dusan & Marti, Didier
  • 2011 How unobservable Bond Positions in Retirement Accounts affect Asset Allocation
    by Marcel Marekwica & Raimond Maurer
  • 2011 Market equilibrium with heterogeneous behavioural and classical investors' preferences
    by Matteo Del Vigna
  • 2011 Financial market equilibria with heterogeneous agents: CAPM and market segmentation
    by Matteo Del Vigna
  • 2011 Ambiguity made easier
    by Matteo Del Vigna
  • 2011 Equity Home Bias Among Czech Investors: Experimental Approach
    by Karel Báta
  • 2011 A note on indices of return
    by Alexander Alexeev & Mikhail Sokolov
  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Santos, P.A. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.
  • 2011 Real Estate Portfolio Management : Optimization under Risk Aversion
    by Fabrice Barthelemy & Jean-Luc Prigent
  • 2011 Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year
    by Johnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro
  • 2011 Strategic investment, industry concentration and the cross section of returns
    by Maria Cecilia Bustamante
  • 2011 High Leverage and Willingness to Pay: Evidence from the Residential Housing Market
    by Ben-David, Itzhak
  • 2011 Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?
    by Ben-David, Itzhak & Hirshleifer, David
  • 2011 Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors
    by Bakshi, Gurdip & Chabi-Yo, Fousseni
  • 2011 Shunning Uncertainty: The Neglect of Learning Opportunities
    by Trautmann, Stefan T. & Zeckhauser, Richard J.
  • 2011 Pricing of real estate specific market risks for worldwide 66 countries
    by Lieser, Karsten
  • 2011 The determinants of international commercial real estate investments
    by Lieser, Karsten & Groh, Alexander P.
  • 2011 Twin picks: disentangling the determinants of risk-taking in household portfolios
    by Calvet, Laurent-Emmanuel & Sodini, Paolo
  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang
  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang
  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang
  • 2011 Fuel mix characteristics and expected stock returns of European power companies
    by Malte Sunderkötter
  • 2011 Mean-Variance optimization of power generation portfolios under uncertainty in the merit order
    by Malte Sunderkötter & Christoph Weber
  • 2011 Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
    by Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz
  • 2011 International Diversification During the Financial Crisis: A Blessing for Equity Investors?
    by Robert Vermeulen
  • 2011 Can the Longevity Risk Alleviate the Annuitization Puzzle? Empirical Evidence from Dutch Data
    by Federica Teppa
  • 2011 Investment risk taking by institutional investors
    by Janko Gorter & Jacob A. Bikker
  • 2011 Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands
    by Rob Alessie & Maarten van Rooij & Annamaria Lusardi
  • 2011 Macro and micro drivers of house price dynamics: An application to Dutch data
    by Gabriele Galati & Federica Teppa & Rob Alessie
  • 2011 Systematic risk under extremely adverse market condition
    by Maarten van Oordt & Chen Zhou
  • 2011 Does Gender Affect Investors' Appetite for Risk?: Evidence from Peer-to-Peer Lending
    by Nataliya Barasinska
  • 2011 Do investors care about noise trader risk?
    by Francisca Beer & Mohamad Watfa & Mohamed Zouaoui
  • 2011 Existe-t-il un univers de benchmarks pour les Hedge Funds?
    by Kamel Laaradh & Nesrine Samet
  • 2011 Is Sentiment Risk Priced by Stock Market?
    by Francisca Beer & Mohamed Wafta & Mohamed Zouaoui
  • 2011 Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
    by Zhen Shi & Bas J.M. Werker
  • 2011 Retirement Flexibility and Portfolio Choice in General Equilibrium
    by Yvonne Adema & Jan Bonenkamp & Lex Meijdam
  • 2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
    by Redouane Elkamhia & Denitsa Stefanova
  • 2011 CDOs and the Financial Crisis: Credit Ratings and Fair Premia
    by Marcin Wojtowicz
  • 2011 Retirement Flexibility and Portfolio Choice
    by Adema, Y. & Bonenkamp, J. & Meijdam, A.C.
  • 2011 Risk Spillovers and Hedging: Why Do Firms Invest Too Much in Systemic Risk?
    by Willems, Bert & Morbee, J.
  • 2011 Hard Assets: The Returns on Rare Diamonds and Gems
    by Renneboog, L.D.R. & Spaenjers, C.
  • 2011 Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
    by Szafarz, Ariane & Oosterlinck, Kim & Mignon, Valérie & Drut, Bastien & Brière, Marie
  • 2011 Investment in Microfinance Equity : Risk, Return, and Diversification Benefits
    by Szafarz, Ariane & Brière, Marie
  • 2011 Inflation-hedging Portfolios in Different Regimes
    by Brière, Marie & Signori, Ombretta
  • 2011 Viabilist and Tychastic Approaches to Guaranteed ALM Problem
    by Aubin, Jean-Pierre & Chen, Luxi & Dordan, Olivier & Saint-Pierre, Patrick
  • 2011 Optimal Portfolio Liquidation with Limit Orders
    by Guéant, Olivier & Lehalle, Charles-Albert & Tapia, Joaquin Fernandez
  • 2011 Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
    by Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing
  • 2011 Multivariate Utility Maximization with Proportional Transaction Costs
    by Owen, Mark & Campi, Luciano
  • 2011 Risky Curves: From Unobservable Utility to Observable Opportunity Sets
    by Daniel Friedman & Shyam Sunder
  • 2011 Endogenous Leverage: VaR and Beyond
    by Ana Fostel & John Geanakoplos
  • 2011 Asset Prices and Hyperbolic Discounting
    by Liutang Gong & William Smith & Heng-fu Zou
  • 2011 Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism
    by Jizheng Huang & Heng-fu Zou
  • 2011 Entropy and the value of information for investors
    by Antonio Cabrales & Olivier Gossner & Roberto Serrano
  • 2011 Good deals in markets with frictions
    by Alejandro Balbás & Beatriz Balbás & Raquel Balbás
  • 2011 CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure
    by Alejandro Balbás & Beatriz Balbás & Raquel Balbás
  • 2011 Financial Literacy and Retirement Planning in View of a Growing Youth Demographic: The Russian Case
    by Leora Klapper & Georgios A. Panos
  • 2011 Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands
    by Rob Alessie & Maarten van Rooij & Annamaria Lusardi
  • 2011 Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals
    by Jang Schiltz & Marc Boissaux
  • 2011 Pricing Liquidity Risk with Heterogeneous Investment Horizons
    by Beber, Alessandro & Driessen, Joost & Tuijp, Patrick
  • 2011 Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis
    by Acharya, Viral V & Mora, Nada
  • 2011 When Bonds Matter: Home Bias in Goods and Assets
    by Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier
  • 2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
    by Jeske, Karsten & Krueger, Dirk & Mitman, Kurt
  • 2011 The delegated Lucas tree
    by Kaniel, Ron & Kondor, Péter
  • 2011 Learning From Stock Prices and Economic Growth
    by Peress, Joël
  • 2011 Asset Pricing under Rational Learning about Rare Disasters
    by Koulovatianos, Christos & Wieland, Volker
  • 2011 Capital Flows, Push versus Pull Factors and the Global Financial Crisis
    by Fratzscher, Marcel
  • 2011 Regime Changes and Financial Markets
    by Ang, Andrew & Timmermann, Allan G
  • 2011 On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    by Patton, Andrew J & Ramadorai, Tarun
  • 2011 Strategic Asset Allocation in Money Management
    by Basak, Suleyman & Makarov, Dmitry
  • 2011 The more we know on the fundamental, the less we agree on the price
    by Kondor, Péter
  • 2011 Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System
    by Cukierman, Alex & Izhakian, Yehuda
  • 2011 The Tax Benefit of Income Smoothing
    by Rydqvist, Kristian & Schwartz, Steven & Spizman, Joshua
  • 2011 Dynamic Hedging in Incomplete Markets: A Simple Solution
    by Basak, Suleyman & Chabakauri, Georgy
  • 2011 Idiosyncratic Return Volatility in the Cross-Section of Stocks
    by Kang, Namho & Kondor, Péter & Sadka, Ronnie
  • 2011 Individual Investor Trading and Return Patterns around Earnings Announcements
    by Kaniel, Ron & Liu, Shuming & Saar, Gideon & Titman, Sheridan
  • 2011 Optimal portfolio allocation for corporate pension funds
    by McCarthy, David & Miles, David K
  • 2011 Retirement Flexibility and Portfolio Choice
    by Jan Bonenkamp & Yvonne Adema & Lex Meijdam
  • 2011 Systemic risk across sectors; Are banks different?
    by Michiel Bijlsma & Sander Muns
  • 2011 Sufficient and necessary conditions for perpetual multi-assets exchange options
    by GAHUNGU, Joachim & SMEERS, Yves
  • 2011 Optimal time to invest when the price processes are geometric Brownian motions. A tentative based on smooth fit
    by GAHUNGU, Joachim & SMEERS, Yves
  • 2011 A Quasi-IRR for a Project Without IRR
    by Carlo Alberto Magni & Flavio Pressacco & Patrizia Stucchi
  • 2011 Addendum to "Average Internal Rate of Return and Investment Decisions: A New Perspective"
    by Carlo Alberto Magni
  • 2011 Supuestos Implícitos En La Utilización Del Capital Assets Pricing Model - Capm -Para El Cálculo Del Costo Del Capital Propio - Equity-
    by Carlos Arturo Gómez Restrepo & Mario García Molina
  • 2011 Foreign reserves´ strategic asset allocation
    by Carlos León & Daniel vela
  • 2011 Dynamic Correlations, Estimation Risk, And Porfolio Management During The Financial Crisis
    by Luis García-Álvarez & Richard Luger
  • 2011 Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis
    by Douglas James Hodgson & Aylin Seckin
  • 2011 The Performance of Socially Responsible Funds: Does the Screening Process Matter?
    by Gunther Capelle-Blancard & Stéphanie Monjon
  • 2011 Valuing high technology growth firms
    by Soenke Sievers & Jan Klobucnik
  • 2011 Diversification in Firm Valuation: A Multivariate Copula Approach
    by Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs
  • 2011 Wishful Thinking
    by Guy Mayraz
  • 2011 Multiplicative models of financial returns an what we fail to get when they are disregarded
    by Rodolfo Apreda
  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 Household Debt in Seventeenth-Century Württemberg: Evidence from Personal Inventories
    by Ogilvie, S. & Küpker, M. & Maegraith, J.
  • 2011 Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India
    by Werner Boente & Ute Filipiak
  • 2011 Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
    by Pavel Bandarchuk & Jens Hilscher
  • 2011 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
    by M. Marzo & D. Ritelli & P. Zagaglia
  • 2011 A conditional CAPM; implications for the estimation of systematic risk
    by Alexandros E. Milionis & Dimitra K. Patsouri
  • 2011 Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns
    by Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora
  • 2011 Foreign exchange reserve management in the 19th century: The National Bank of Belgium in the 1850s
    by Stefano Ugolini
  • 2011 Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach
    by Raúl Ibarra-Ramírez
  • 2011 Home bias in interbank lending and banks’ resolution regimes
    by Michele Manna
  • 2011 Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis
    by Tabea Bucher-Koenen & Michael Ziegelmeyer
  • 2011 The Private Equity Premium Puzzle Revisited
    by Katya Kartashova
  • 2011 The Canadian Debt-Strategy Model: An Overview of the Principal Elements
    by David Jamieson Bolder & Simon Deeley
  • 2011 Heterogeneous discounting in consumption-investment problems. Time consistent solutions
    by Albert de-Paz & Jesus Marin-Solano & Jorge Navas
  • 2011 Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
    by Giulio PALOMBA & Luca RICCETTI
  • 2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
    by Luca RICCETTI
  • 2011 The Joint Dynamics of Equity Market Factors
    by Peter Christoffersen & Hugues Langlois
  • 2011 Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
    by Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez
  • 2011 Return Predictability, Model Uncertainty, and Robust Investment
    by Manuel Lukas
  • 2011 Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices
    by Rasmus Tangsgaard Varneskov
  • 2011 Conservatism in Corporate Valuation
    by Christian Bach
  • 2011 International Diversification Benefits with Foreign Exchange Investment Styles
    by Tim A. Kroencke & Felix Schindler & Andreas Schrimpf
  • 2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
    by Roxana Halbleib & Valeri Voev
  • 2011 Advanced Asset Pricing Theory
    by Chenghu Ma
  • 2011 THE KELLY CAPITAL GROWTH INVESTMENT CRITERION:Theory and Practice
    by
  • 2011 Rôle du signal prix du carbone sur les décisions d'investissement des entreprises
    by Hervé-Mignucci, Morgan
  • 2011 Comparing and selecting performance measures using rank correlations
    by Caporin, Massimiliano & Lisi, Francesco
  • 2011 Building an Optimal Portfolio Consisting of two Assets and Its Efficient Frontier
    by Florentin SERBAN & Mihail BUSU
  • 2011 The Need for Market Regulations and Hedge Funds Performance
    by Carmen CORDUNEANU & Daniela Liliana TURCAS
  • 2011 Appetite For Risk Of The Bank (Ii)
    by Manolescu, Gheorghe
  • 2011 Appetite For Risk Of The Bank (I)
    by Manolescu, Gheorghe
  • 2011 Economic Returns and Risks to Investment in Education: An Application of the Multifactor CAPM
    by Antonios Athanassiadis
  • 2011 The Determinants of Cash Flows in Greek Bond Mutual Funds
    by Christos Grose
  • 2011 The Macroeconomic Variables And Stock Returns In Pakistan: The Case Of Kse100 Index
    by Nadeem SOHAIL & Hussain ZAKIR
  • 2011 Equity Home Bias Puzzle Between Macro-Finance Interface And Risk-Factors Interference
    by Mongi ARFAOUI & Ezzeddine ABAOUB
  • 2011 Two New Measures Of Household-Level Investment Risk
    by Laurence G. TAFF
  • 2011 Investigation of: "Shopping in the Market-beta Mall"
    by Edward J. LUSK & Michael HALPERIN & Niya STEFANOVA & Atanas TETIKOV
  • 2011 Diversification of Investment Portfolios as an Instrument Used by Institutional Investors in the Capital Management Process
    by Pawe³ Trippner
  • 2011 The Quality Services Vector - A Performance Source For The Banks In Romania
    by Dragoi Violeta & Constantinescu Lucretia Mariana
  • 2011 Russian Federation’S Investments In Romania: The Case Of Lukoil
    by Ion PLUMB & Andreea ZAMFIR
  • 2011 Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
    by Mansor, Ibrahim H.
  • 2011 A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries
    by Su, Chi Wei & Chang, Hsu Ling & Zhu, Meng Nan
  • 2011 Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market
    by Todea, Alexandru & Zoicas Ienciu, Adrian
  • 2011 Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
    by Owyong, David
  • 2011 Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets
    by Yorulmaz, Ozlem
  • 2011 Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets
    by Meric, Ilhan & Gishlick, Herbert E. & Taga, Leonore S. & Meric, Gulser
  • 2011 The Role of Investment Funds in Romania
    by Delia-Elena Diaconasu & Alexandru Asavoaei
  • 2011 Learning, Ambiguity and Life-Cycle Portfolio Allocation
    by Claudio Campanale
  • 2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
    by Alexei Kolokolov
  • 2011 Empirical Test of the Efficiency of Currency Investments
    by Svend Reuse & Martin Svoboda
  • 2011 Valuation of equity capital markets using FED model
    by Jiří Korbel & Petr Blaheta
  • 2011 Photovoltaic Energy in the Czech Republic in the 21st Century - A Case Study of a Power Plant for a Family House
    by Pavla Řehořová & Marcela Exnerová
  • 2011 China’s Sovereign Wealth Funds: A path to sustained development?
    by Ákos Dani & Ágnes Tõrös
  • 2011 Impact of the Financial Crisis on Life Insurance in Romania
    by Ana Preda & Mirela Monea
  • 2011 Investors’ Perception On Mutual Funds With Reference To Chidambaram Town
    by N. GEETHA & M. RAMESH
  • 2011 Eurozone stock returns co-movement: Some findings for portfolio managers and central bankers
    by Radoslaw Kurach
  • 2011 Mood and Investor Behavior
    by Murgea Aurora
  • 2011 Actual Application of the Intelligent Systems and their Implications in Financial-Accounting Field
    by Lupaºc Adrian & Lupaºc Ioana & Zamfir Cristina Gabriela
  • 2011 Firm Decisions: Determinants of Investments
    by Ionescu Alexandra
  • 2011 Models of Credit Risk Measurement
    by Hagiu Alina
  • 2011 Investment Decisions in the Romanian Pension Funds
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    by Ministry of Health, Labour and Welfare, Japan & Junichi Sakamoto
  • 2010 Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory
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    by Ralph S.J. Koijen & Stijn Van Nieuwerburgh
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    by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz
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    by Andrew Paciorek & Todd M. Sinai
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    by Michael D. Hurd & Maarten van Rooij & Joachim Winter
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    by George Pennacchi & Mahdi Rastad
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    by Jeffrey Wurgler
  • 2010 Why Do Household Portfolio Shares Rise in Wealth?
    by Jessica A. Wachter & Motohiro Yogo
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    by George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis
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    by Jules H. van Binsbergen & Ralph S.J. Koijen
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    by Jessica Wachter
  • 2010 Emerging Local Currency Bond Markets
    by John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock
  • 2010 The Behavior of Intoxicated Investors: The role of institutional investors in propagating the crisis of 2007-2008
    by Alberto Manconi & Massimo Massa & Ayako Yasuda
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    by Larry G. Epstein & Martin Schneider
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    by Franklin Allen & Ana Babus & Elena Carletti
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    by Philippe Bacchetta & Cédric Tille & Eric van Wincoop
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    by Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina
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    by Yosef Bonaparte & Russell Cooper
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    by Raj Chetty & Adam Szeidl
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    by Huseyin Gulen & Yuhang Xing & Lu Zhang
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  • 2010 Religious Identity and Economic Behavior
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    by Jeffrey Brown & Stephen G. Dimmock & Jun-Koo Kang & Scott Weisbenner
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    by Laurent E. Calvet & Paolo Sodini
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    by Fernando E. Alvarez & Luigi Guiso & Francesco Lippi
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    by Andreas Fuster & Paul S. Willen
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    by Stavros Panageas
  • 2010 Limited Capital Market Participation and Human Capital Risk
    by Jonathan Berk & Johan Walden
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    by Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen
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    by Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla
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    by Isaac Ehrlich & Jong Kook Shin & Yong Yin
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    by Frédéric Malherbe
  • 2010 Equilibrium on international assets and goods
    by Patrice Fontaine & Cuong Le Van
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    by Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet
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    by Carlo Alberto Magni
  • 2010 Efficient and robust estimation for financial returns: an approach based on q-entropy
    by Davide Ferrari & Sandra Paterlini
  • 2010 Efficient and robust estimation for financial returns: an approach based on q-entropy
    by Davide Ferrari & Sandra Paterlini
  • 2010 The Ups & Downs of the Stock Market: Is This Time Different?
    by Stacey Schreft & Adam Bold
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    by Haliassos, Michael & Christelis, Dimitris & Georgarakos, Dimitris
  • 2010 Stock Market Expectations of Dutch Households
    by Hurd, Michael & Van Rooij, Marten & Winter, Joachim
  • 2010 Differences in Portfolios across Countries: Economic Environment versus Household Characteristics
    by Michael Haliassos & Dimitris Christelis & Dimitris Georgarakos
  • 2010 Verbreitung der Riester-Rente - Hat die Finanz- und Wirtschaftskrise Spuren hinterlassen?
    by Gasche, Martin & Ziegelmeyer, Michael
  • 2010 Zur Sinnhaftigkeit der Riester-Rente
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  • 2010 Portfolio Management under Asymmetric Dependence and Distribution
    by Stefan Hlawatsch & Peter Reichling
  • 2010 Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
    by Stefan Hlawatsch & Peter Reichling
  • 2010 A Portfolio Approach to Venture Capital Financing
    by Pascal François & Georges Hübner
  • 2010 The Appeal of Risky Assets
    by Stolper, Anno
  • 2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
    by Stephen Hall & Kavita Sirichand
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    by Philippe Bacchetta & Cédric Tille & Eric van Wincoop
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    by Chiaki Hara
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    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
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    by Massimiliano Caporin & Michael McAleer
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    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
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    by James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova
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    by Günter Franke & Ferdinand Graf
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    by Li King King
  • 2010 Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?
    by Margarida Abreu & Victor Mendes & João A. Santos
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    by Felipe Aldunate & Jaime Casassus
  • 2010 Optimal Execution of Multiasset Block Orders under Stochastic Liquidity
    by Naoki Makimoto & Yoshihiko Sugihara
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    by Antonio Cabrales & Olivier Gossner & Roberto Serrano
  • 2010 Performance evaluation in competitive REE models
    by Paolo Colla & José M. Marín
  • 2010 International Asset Holdings and the Euro
    by Pels
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    by Fortin, Ines & Hlouskova, Jaroslava
  • 2010 Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
    by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo
  • 2010 Herding of Institutional Traders
    by Stephanie Kremer
  • 2010 The Effect of Academic Background on Household Portfolio Selection: Evidence from Japanese Repeated Cross Section Data
    by Yukinobu Kitamura & Taisuke Uchino
  • 2010 Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets
    by Isaac Ehrlich & Jong Kook Shin & Yong Yin
  • 2010 Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
    by Eric Girardin & Dijun Tan & Woon K. Wong
  • 2010 Asymmetric Dependence in US Financial Risk Factors?
    by Chollete, Loran & Ning, Cathy
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    by Lu, Ching-Chih & Chollete, Loran
  • 2010 The Origins of Savings Behavior
    by Cronqvist, Henrik & Siegel, Stephan
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    by Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan
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    by Børsum, Øystein
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    by Lundtofte, Frederik & Leoni, Patrick
  • 2010 Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty
    by Frot, Emmanuel & Santiso, Javier
  • 2010 A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance
    by Hacker, R. Scott & Hatemi-J, Abdulnasser
  • 2010 Numerical solution of continuous-time DSGE models under Poisson uncertainty
    by Posch, Olaf & Trimborn, Timo
  • 2010 Why does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos
  • 2010 Australian Art Market Prices during the Global Financial Crisis and two earlier decades
    by Helen Higgs
  • 2010 Who crops coca and why? The case of Colombian farmers
    by Marcela Ibáñez
  • 2010 Risk Governance for funds
    by Michel Verlaine & & &
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    by Nicola Gennaioli & Andrei Shleifer & Robert Vishny
  • 2010 Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment
    by Radovan Parrák & Jakub Seidler
  • 2010 Equity Home Bias in the Czech Republic
    by Karel Báťa
  • 2010 Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort
    by Cuntz, A.N. & Blind, K.
  • 2010 GFC-Robust Risk Management Strategies under the Basel Accord
    by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
  • 2010 Credit Market Quality, Innovation and Trade
    by Terra Cristina & Vasconcelos Enrico
  • 2010 Behavioral Biases of Mutual Fund Investors
    by Bailey, Warren & Kumar, Alok & Ng, David
  • 2010 Strategic Asset Allocation with Heterogeneous Beliefs
    by Thiago de Oliveira Souza
  • 2010 Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors
    by Roxana Halbleib & Valerie Voev
  • 2010 The attractiveness of 66 countries for institutional real estate investments: A composite index approach
    by Lieser, Karsten & Groh, Alexander P.
  • 2010 SRI Analysis and Asset Management: Independent or Convergent? A Field Study on the French Market
    by Crifo, Patricia & Mottis, Nicolas
  • 2010 Securitized Products, Financial Regulation, and Systemic Risk
    by Mariko Fujii
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    by Cosmin L. Ilut
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    by Edward Tower & Wei Zheng
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    by Bastien Drut
  • 2010 Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?
    by Georges Prat
  • 2010 Equilibrium on International Financial Assets and Goods Marke
    by Patrice Fontaine & Cuong Le Van
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    by Dirk Broeders & An Chen
  • 2010 Momentum or Contrarian Investment Strategies:Evidence from Dutch institutional investors
    by Leo de Haan & Jan Kakes
  • 2010 Distributional and Welfare Effects of Germany's Year 2000 Tax Reform
    by Richard Ochmann
  • 2010 Differential Income Taxation and Household Asset Allocation
    by Richard Ochmann
  • 2010 Would Lehman Sisters Have Done It Differently?: An Empirical Analysis of Gender Differences in Investment Behavior
    by Nataliya Barasinska
  • 2010 Risk Aversion under Preference Uncertainty
    by Roman Kraeussl & Andre Lucas & Arjen Siegmann
  • 2010 Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?
    by Mahmoud Botshekan & Roman Kraeussl & Andre Lucas
  • 2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
    by Cem Cakmakli & Dick van Dijk
  • 2010 Pensions, Debt and Inflation Risk in a Monetary Union
    by Yvonne Adema
  • 2010 Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements
    by Andrey Lizyayev
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    by Dalen, H.P. van & Henkens, K. & Koedijk, C.G. & Slager, A.M.H.
  • 2010 Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand
    by Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M.
  • 2010 Who Invests in Home Equity to Exempt Wealth from Bankruptcy?
    by Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L.
  • 2010 A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection
    by Takano, Y. & Sotirov, R.
  • 2010 Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement
    by Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M.
  • 2010 Optimism and Portfolio Choice
    by Ayton, Peter & Muradoglu, Gulnur & Balasuriya, Jiayi
  • 2010 Stockholding : Does housing wealth matter ?
    by Arrondel, Luc & Savignac, Frédérique
  • 2010 Volatility Exposure for Strategic Asset Allocation
    by Brière, Marie & Burgues, Alexandre & Signori, Ombretta
  • 2010 Subjective Stock Market Expectations and Portfolio Choice
    by Oliver, Xisco & Calvo Pardo, Hector & Arrondel, Luc & Tas, Derya
  • 2010 A Volatility-Driven Asset Allocation (VDAA)
    by Morel, Christophe & Michel, Thierry & Michel, Laurent
  • 2010 The properties of equally-weighted risk contributions portfolios
    by Teiletche, Jérôme & Roncalli, Thierry & Maillard, Sébastien
  • 2010 Mean square error for the Leland-Lott hedging strategy: convex pay-offs
    by Lépinette-Denis, Emmanuel & Kabanov, Yuri
  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos
  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos
  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos
  • 2010 Endogenous governance transparency and product market competition
    by Ana Hidalgo-Cabrillana
  • 2010 Stability of the optimal reinsurance with respect to the risk measure
    by Alejandro Balbás & Beatriz Balbás & Antonio Heras
  • 2010 Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme
    by Marina Di Giacinto & Bjarne Højgaard & Elena Vigna
  • 2010 An Optimal Control Approach to Portfolio Optimisation with Conditioning Information
    by Marc Boissaux & Jang Schiltz
  • 2010 An Optimal Control Approach to Portfolio Optimisation with Conditioning Information
    by Marc Boissaux & Jang Schiltz
  • 2010 An Optimal Control Approach to Portfolio Optimisation with Conditioning Information
    by Marc Boissaux & Jang Schiltz
  • 2010 Comoment Risk and Stock Returns
    by Marie Lambert & George Hübner
  • 2010 Comoment Risk and Stock Returns
    by Marie Lambert & George Hübner
  • 2010 Comoment Risk and Stock Returns
    by Marie Lambert & George Hübner
  • 2010 How to Construct Fundamental Risk Factors?
    by Marie Lambert & George Hübner
  • 2010 How to Construct Fundamental Risk Factors?
    by Marie Lambert & George Hübner
  • 2010 How to Construct Fundamental Risk Factors?
    by Marie Lambert & George Hübner
  • 2010 Aggregate Idiosyncratic Volatility
    by Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan
  • 2010 Housing purchases and the dynamics of housing wealth
    by Bover, Olympia
  • 2010 Stockholding: Participation, Location, and Spillovers
    by Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michalis
  • 2010 Who Invests in Home Equity to Exempt Wealth from Bankruptcy?
    by Corradin, Stefano & Gropp, Reint & Huizinga, Harry & Laeven, Luc
  • 2010 Investor Interest and Hedge Fund Returns
    by Ramadorai, Tarun
  • 2010 Investors' horizons and the Amplification of Market Shocks
    by Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta
  • 2010 Difference in Interim Performance and Risk Taking with Short-Sale Constraints
    by Basak, Suleyman & Makarov, Dmitry
  • 2010 Differences in Portfolios across Countries: Economic Environment versus Household Characteristics
    by Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michalis
  • 2010 A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
    by Peñaranda, Francisco & Sentana, Enrique
  • 2010 How Deep is the Annuity Market Participation Puzzle?
    by Inkmann, Joachim & Lopes, Paula & Michaelides, Alexander
  • 2010 Spot and Forward Volatility in Foreign Exchange
    by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias
  • 2010 The Effect of Education on Equity Holdings
    by Hryshko, Dmytro & Luengo-Prado, Maria & Sorensen, Bent E
  • 2010 On the Dynamics of Hedge Fund Risk Exposures
    by Patton, Andrew J & Ramadorai, Tarun
  • 2010 Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification
    by Boyle, Phelim & Garlappi, Lorenzo & Uppal, Raman & Wang, Tan
  • 2010 Improving Portfolio Selection Using Option-Implied Volatility and Skewness
    by DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory
  • 2010 Decentralized Investment Management: Evidence from the Pension Fund Industry
    by Blake, David & Timmermann, Allan G & Tonks, Ian & Wermers, Russ
  • 2010 Performance Maximization of Actively Managed Funds
    by Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu
  • 2010 On the Size of the Active Management Industry
    by Pástor, Luboš & Stambaugh, Robert F.
  • 2010 Intergenerational risk sharing and labour supply in collective funded pension schemes with defined benefits
    by Jan Bonenkamp & Ed Westerhout
  • 2010 Reasoning the `Net-Present-Value´ Way: Some Biases and How to Use Psychology for Falsifying Decision Models
    by Carlo Alberto Magni
  • 2010 Investment decisions, NPV and bounded rationality
    by Carlo Alberto Magni
  • 2010 Estimating the Appropriate Risk Profile for the Tax Savings: A Contingent Claim Approach
    by Gonzalo Diaz Hoyos & Ignacio Velez Pareja
  • 2010 Purely Internal Rate of Return and Investment Decisions: A Cash-Flow Perspective
    by Carlo Alberto Magni
  • 2010 On the long-standing issue of the internal rate of return: a complete resolution
    by Carlo Alberto Magni
  • 2010 Average internal rate of return and investment decisions: A new perspective
    by Carlo Alberto Magni
  • 2010 Portfolio Optimization and Long-Term Dependence
    by Carlos Eduardo León Rincón & Alejandro Reveiz
  • 2010 Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano
    by Carlos León & Francisco Vivas
  • 2010 Precautionary saving, financial risk and portfolio choice
    by M. Deidda
  • 2010 A Unifying Approach To The Empirical Evaluation Of Asset Pricing Models
    by Francisco Peñaranda & Enrique Sentana
  • 2010 Socially Responsible Investing: it Takes More than Words
    by Gunther Capelle-Blancard & Stéphanie Monjon
  • 2010 Self-Fulfilling Risk Panics
    by Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP
  • 2010 Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison
    by Nicola CARCANO & Hakim DALL'O
  • 2010 A structural analysis of the health expenditures and portfolio choices of retired agents
    by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour
  • 2010 ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails
    by Marc S. PAOLELLA
  • 2010 Price Impact and Portfolio Impact
    by Jaksa CVITANIC & Semyon MALAMUD
  • 2010 Replicating Hedge Fund Indices with Optimization Heuristics
    by Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA
  • 2010 Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
    by Felix KUBLER & Karl SCHMEDDERS
  • 2010 Co-movement of Fundamentals: Structural Changes in the Business Cycle
    by Stefan Erdorf & Nicolas Heinrichs
  • 2010 Gauging the Path of Private Canadian Pensions: 2010 Update on the State of Defined Benefit and Defined Contribution Pension Plans
    by Kamalesh Gosalia & Elena Simonova & Rock Lefebvre
  • 2010 Difference in Interim Performance and Risk Taking with Short-sale Constraints
    by Suleyman Basak & Dmitry Makarov
  • 2010 Investor Protection and Foreign Stakeholders
    by Maela Giofré
  • 2010 Financial Dollarization and European Union Membership
    by Kyriakos C. Neanidis
  • 2010 Tax Incentives, Bequest Motives, and the Demand for Life Insurance: Evidence from two Natural Experiments in Germany
    by Nicolas Sauter & Jan Walliser & Joachim Winter
  • 2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
    by Bahram Pesaran & M. Hashem Pesaran
  • 2010 Investment, Resolution of Risk, and the Role of Affect
    by Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz
  • 2010 A Critique of the Literature on the US Financial Debt Crisis
    by Jerome L. Stein
  • 2010 Can Competition Spoil Reciprocity? - A Laboratory Experiment
    by Stefan Bauernschuster & Oliver Falck & Niels Große
  • 2010 Devising a non-standard convertible zero-coupon bond to enhance corporate governance
    by Rodolfo Apreda
  • 2010 Shaping up the company’s internal investment fund through separation portfolios
    by Rodolfo Apreda
  • 2010 International diversification and industry-related labor income risk
    by Carolina Fugazza & Maela Giofre & Giovanna Nicodano
  • 2010 Ex Post Portfolio Performance with Predictable Skewness and Kurtosis
    by Massimo Guidolin & Giovanna Nicodano
  • 2010 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
    by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano
  • 2010 On the sub-optimality cost of immediate annuitization in DC pension funds
    by Marina Di Giacinto & Elena Vigna
  • 2010 Constrained portfolio choices in the decumulation phase of a pension plan
    by Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna
  • 2010 On efficiency of mean-variance based portfolio selection in DC pension schemes
    by Elena Vigna
  • 2010 GFC-Robust Risk Management Strategies under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
    by Massimiliano Caporin & Michael McAleer
  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  • 2010 On the Difficulty of Measuring Forecasting Skill in Financial Markets
    by Satchell, S. & Williams, O.J.
  • 2010 Asset Management with Price Impact and Fair Treatment of Clients
    by Jezek, M. & Satchell, S.
  • 2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market
    by Pesaran, M.H.
  • 2010 Matching Matters in 401(k) Plan Participation
    by Keenan Dworak-Fisher
  • 2010 Safety-First and Portfolio Selection: An Econometric Study for Pakistan's Banking Sector
    by J L Ford & Zahid Muhammad
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  • 2009 Spanning with Zero-Price Investment Assets
    by Galvani, Valentina & Plourde, Andre
  • 2009 Trading Frequency and Volatility Clustering
    by Yi Xue & Ramazan Gencay
  • 2009 Hierarchical Information and the Rate of Information Diffusion
    by Yi Xue & Ramazan Gencay
  • 2009 Drivers of Fund Performance: A Panel Data Analysis
    by Franz Fuerst & George Matysiak
  • 2009 Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy
    by Franz Fuerst & Gianluca Marcato
  • 2009 Testing for periodically collapsing rational speculative bubbles in US REITs
    by Keith Anderson & Chris Brooks & Sotiris Tsolacos
  • 2009 On the economic benefit of utility based estimation of a volatility model
    by Adam Clements & Annastiina Silvennoinen
  • 2009 Disposition in the Carbon Market and Institutional Constraints
    by Leon Vinokur
  • 2009 Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
    by Anginer, Deniz & Yildizhan, Celim
  • 2009 Bayesian Portfolio Selection with Gaussian Mixture Returns
    by Qian, Hang
  • 2009 Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping
    by Gonzales, Rolando
  • 2009 Oil and portfolio risk diversification
    by Cifarelli, Giulio & Paladino, Giovanna
  • 2009 Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características
    by Torre-Gallegos, Antonio de la & Bellini, Edith
  • 2009 Minimizing Conditional Value-at-Risk under Constraint on Expected Value
    by Li, Jing & Xu, Mingxin
  • 2009 Optimal option pricing and trading: a new theory
    by Moawia, Alghalith
  • 2009 Investment, idiosyncratic risk, and ownership
    by Panousi, Vasia & Papanikolaou, Dimitris
  • 2009 Capital Taxation with Entrepreneurial Risk
    by Panousi, Vasia
  • 2009 Does seasonality persists in Indian stock markets?
    by Sasidharan, Anand
  • 2009 Price Earning Ratio and Market to Book Ratio
    by Khan, Muhammad Irfan
  • 2009 Islamic equity funds: an Italian perspective
    by Stefano, Collina
  • 2009 The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets
    by Giovanis, Eleftherios
  • 2009 Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB
    by Giovanis, Eleftherios
  • 2009 Emerging Market Local Currency Bond Market, Too Risky to Invest?
    by Küçük, Ugur N.
  • 2009 Pure Profit for Russia: Benefits of Responsible Finance
    by Gerasimchuk, Ivetta & Ilyumzhinova, Kamila & Schorn, Alistair & Kraft, Georg & Smith, Kevin & Lottmann, Juergen & Eckstein, Mark & Khmeleva, Ekaterina & Perelet, Renat & Shvarts, Evgeny
  • 2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
    by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio
  • 2009 Investor protection and foreign stakeholders
    by Giofré, Maela/M.
  • 2009 Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange
    by Bolgun, Evren & Kurun, Engin & Guven, Serhat
  • 2009 The Problems of Correlation in the Financial Risk Management – the Contribution of Microfinance
    by Janda, Karel & Svárovská, Barbora
  • 2009 The Origins of Czech Credit Guarantees Programs and the Value of Guarantee Fund Portfolio on Czech Stock Exchanges
    by Janda, Karel
  • 2009 A new stopping time and American option model: a solution to the free-boundary problem
    by Moawia, Alghalith
  • 2009 Optimal option pricing and trading: a new theory
    by Moawia, Alghalith
  • 2009 A new approach to stochastic optimization: the investment-consumption model
    by Moawia, Alghalith
  • 2009 General closed-form solutions to the dynamic optimization problem in incomplete markets
    by Moawia, Alghalith
  • 2009 Emerging Market Pension Funds and International Diversification
    by Pfau, Wade Donald
  • 2009 The Role of International Diversification in Public Pension Systems: The Case of Pakistan
    by Pfau, Wade Donald
  • 2009 Assessing the influence of spot price predictability on electricity futures hedging
    by Torro, Hipolit
  • 2009 Issues on Hedge Effectiveness Testing
    by Bunea-Bontaş, Cristina Aurora & Petre, Mihaela Cosmina & Culiţă, Gica
  • 2009 What determines IPO underpricing ? Evidence from a frontier market
    by Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila
  • 2009 How to adapt to changing markets: experience and personality in a repeated investment game
    by Hopfensitz, Astrid & Wranik, Tanja
  • 2009 Generalized Marginal Risk
    by Keel, Simon & Ardia, David
  • 2009 Characteristics of Japan’s Commodities Index and its Correlation with Stock Index
    by Yamori, Nobuyoshi
  • 2009 Disparity, Shortfall, and Twice-Endogenous HARA Utility
    by Walker, Todd & Haley, M. Ryan & McGee, M. Kevin
  • 2009 Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation
    by Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi
  • 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
  • 2009 Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback
    by Hopfensitz, Astrid
  • 2009 Behavior of Investors on a Multi-Asset Market
    by Steinbacher, Matjaz
  • 2009 US Industry-Level Returns and Oil Prices
    by Fan, Qinbin & Jahan-Parvar, Mohammad R.
  • 2009 Static Portfolio Choice under Cumulative Prospect Theory
    by Bernard, Carole & Ghossoub, Mario
  • 2009 Asset-Liability Management under time-varying Investment Opportunities
    by Ferstl, Robert & Weissensteiner, Alex
  • 2009 Value-at-Risk versus Non-Value-at-Risk Traders
    by Steinbacher, Matjaz
  • 2009 The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios
    by Giofré, Maela M.
  • 2009 What is the “value” of value-at-risk in a simulated portfolio decision-making game?
    by Steinbacher, Matjaz
  • 2009 When risk weights increase the risk: some concerns for capital regulation
    by Varsanyi, Zoltan
  • 2009 Acceptable Risk in a Portfolio Analysis
    by Steinbacher, Matjaz
  • 2009 Knowledge, Preferences and Shocks in Portfolio Analysis
    by Steinbacher, Matjaz
  • 2009 The Role of Liquidity Individuals in the Decision-Making
    by Steinbacher, Matjaz
  • 2009 Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility
    by Gonçalo Faria & João Correia-da-Silva & Cláudia Ribeiro
  • 2009 Comparing and selecting performance measures for ranking assets
    by Massimiliano Caporin & Francesco Lisi
  • 2009 Structured Multivariate Volatility Models
    by Massimiliano Caporin & Paolo Paruolo
  • 2009 Asset markets can achieve efficiency in the directed search framework
    by Shoko Morimoto
  • 2009 Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
    by Masato Ubukata
  • 2009 Policy Evaluation of Public Insurance Institutions from the view points of flow of funds
    by Manabe Masashi
  • 2009 Investment Risk and Pensions: Impact on Individual Retirement Incomes and Government Budgets
    by Edward R. Whitehouse & Anna Christina D'Addio & Andrew Reilly
  • 2009 Investment Risk and Pensions: Measuring Uncertainty in Returns
    by Anna Christina D'Addio & José Seisdedos & Edward R. Whitehouse
  • 2009 Investment Regulations and Defined Contribution Pensions
    by Pablo Antolín & Sandra Blome & David Karim & Stéphanie Payet & Gerhard Scheuenstuhl & Juan Yermo
  • 2009 Private Pensions and Policy Responses to the Financial and Economic Crisis
    by Pablo Antolín & Fiona Stewart
  • 2009 Discounting and Patience in Optimal Stopping and Control Problems
    by John K. -H Quah & Bruno Strulovici
  • 2009 Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches
    by Wade D. Pfau
  • 2009 An Optimizing Framework for the Glide Paths of Lifecycle Asset Allocation Funds
    by Wade D. Pfau
  • 2009 Lifecycle Funds and Wealth Accumulation for Retirement:Evidence for a More Conservative Asset Allocation as Retirement Approaches
    by Wade D. Pfau
  • 2009 How Do Retirees Value Life Annuities? Evidence from Public Employees
    by John Chalmers & Jonathan Reuter
  • 2009 When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009
    by Marcin Kacperczyk & Philipp Schnabl
  • 2009 Can Owning a Home Hedge the Risk of Moving?
    by Todd M. Sinai & Nicholas S. Souleles
  • 2009 On the Scholes Liquidation Problem
    by David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo
  • 2009 Risk Aversion and Clientele Effects
    by Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov
  • 2009 Mutual Fund Tax Clienteles
    by Clemens Sialm & Laura Starks
  • 2009 Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
    by Motohiro Yogo
  • 2009 The Determinants of Stock and Bond Return Comovements
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht
  • 2009 Costly Portfolio Adjustment
    by Yosef Bonaparte & Russell Cooper
  • 2009 Dynamic Trading with Predictable Returns and Transaction Costs
    by Nicolae B. Garleanu & Lasse H. Pedersen
  • 2009 Market Selection
    by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield
  • 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
  • 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
  • 2009 Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry
    by Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan
  • 2009 Inflation and the Stock Market:Understanding the "Fed Model"
    by Geert Bekaert & Eric Engstrom
  • 2009 Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
    by Andrew B. Abel & Janice C. Eberly & Stavros Panageas
  • 2009 Risk Shifting and Mutual Fund Performance
    by Jennifer Huang & Clemens Sialm & Hanjiang Zhang
  • 2009 CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
    by Zhi Da & Re-Jin Guo & Ravi Jagannathan
  • 2009 How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?
    by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian
  • 2009 Entrepreneurial Finance and Non-diversifiable Risk
    by Hui Chen & Jianjun Miao & Neng Wang
  • 2009 Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?
    by Ulrike Malmendier & Stefan Nagel
  • 2009 Are Stocks Really Less Volatile in the Long Run?
    by Lubos Pastor & Robert F. Stambaugh
  • 2009 International Portfolio Allocation under Model Uncertainty
    by Pierpaolo Benigno & Salvatore Nisticò
  • 2009 Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
    by John Y. Campbell & Adi Sunderam & Luis M. Viceira
  • 2009 Measuring the Financial Sophistication of Households
    by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
  • 2009 A New Example of a Closed Form Mean-Variance Representation
    by Keith R. McLaren
  • 2009 Arbitrage and equilibrium with portofolio constraints
    by Bernard Cornet & Ramu Gopalan
  • 2009 Predicting Stock Returns in a Cross-Section : Do Individual Firm Characteristics Matter ?
    by Kateryna Shapovalova & Alexander Subbotin
  • 2009 A Risk Management Approach for Portfolio Insurance Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent
  • 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?
    by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet
  • 2009 Accounting and economic measures:An integrated theory of capital budgeting
    by Carlo Alberto Magni
  • 2009 Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk
    by Costanza Torricelli
  • 2009 Differential Evolution and Combinatorial Search for Constrained Index Tracking
    by Thiemo Krink & Stefan Mittnik & Sandra Paterlini
  • 2009 Marriage and Other Risky Assets: A Portfolio Approach
    by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
  • 2009 Auswirkungen der Finanzkrise auf die private Altersvorsorge
    by Börsch-Supan, Axel & Gasche, Martin & Ziegelmeyer, Michael
  • 2009 New Evidence on Taxes and Portfolio Choice
    by Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon
  • 2009 New Evidence on Taxes and Portfolio Choice
    by Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon
  • 2009 Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche
    by Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou
  • 2009 Robust Equilibrium Yield Curves
    by Isaac Kleshchelski & Nicolas Vincent
  • 2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis
    by Rousova, Linda
  • 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
  • 2009 Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach
    by Tomas Ramanauskas
  • 2009 Symmetric vs. Downside Risk: Does It Matter for Portfolio Choice?
    by Olga Bourachnikova & Nurmukhammad Yusupov
  • 2009 Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods
    by Chiaki Hara
  • 2009 Arbitrage and Equilibrium with Portfolio Constraints
    by Bernard Cornet & Ramu Gopalan
  • 2009 Fundamental Uncertainty, Portfolio Choice, and Liquidity Preference Theory
    by Markus Pasche
  • 2009 Social Identity, Competition, and Finance: A Laboratory Experiment
    by Stefan Bauernschuster & Oliver Falck & Niels Daniel Grosse
  • 2009 Efficient Probit Estimation with Partially Missing Covariates
    by Conniffe, Denis & O'Neill, Donal
  • 2009 Efficient Probit Estimation with Partially Missing Covariates
    by Conniffe, Denis & O'Neill, Donal
  • 2009 Marriage and Other Risky Assets: A Portfolio Approach
    by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza
  • 2009 Marriage and Other Risky Assets: A Portfolio Approach
    by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza
  • 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
  • 2009 Pricing executive stock options under employment shocks
    by Ángel León Valle & Antonio Vaello & Julio Carmona
  • 2009 Skewness preferences and asset selection: An experimental study
    by Tobias Bruenner & Rene Levinsk? & Jianying Qiu
  • 2009 New evidence on taxes and portfolio choice
    by Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon
  • 2009 Portfolio Selection in Multidimensional General and Partial Moment Space
    by Walter Briec & Kristiaan Kerstens
  • 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    by Jin Seo Cho & Chirok-Han & Peter C. B. Phillips
  • 2009 Rational Overconfidence and Social Security
    by Carsten Krabbe Nielsen
  • 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    by Chirok Han & Jin Seo Cho & Peter C. B. Phillips
  • 2009 A Puzzle in SRI - Stakeholders in the Mist
    by Jos Leys & Wim Van Opstal & Caroline Gijselinckx
  • 2009 Renting versus Owning and the Role of Income Risk: The Case of Germany
    by Rainer Schulz & Martin Wersing & Axel Werwatz
  • 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
    by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci
  • 2009 Measuring the effects of geographical distance on stock market correlation
    by Stefanie Eckel & Gunter Löffler & Alina Maurer & Volker Schmidt
  • 2009 Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality
    by Thomas Post
  • 2009 Combination of multivariate volatility forecasts
    by Alessandra Amendola & Giuseppe Storti
  • 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
  • 2009 Oil Price Shocks and Stock Return Predictability
    by Sørensen, Lars Qvigstad
  • 2009 Dynamics in Systematic Liquidity
    by Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Nilsson, Birger
  • 2009 Corporate Distress and Restructuring with Macroeconomic Fluctuations: The Cases of GM and Ford
    by Oxelheim, Lars & Wihlborg, Clas
  • 2009 Agricultural Risk Management through Community-Based Wildlife Conservation in Rural Zimbabwe
    by Muchapondwa, Edwin & Sterner, Thomas
  • 2009 Lower Partial Moments as a measure of vulnerability to poverty in Cameroon
    by Witt, Rudolf & Waibel, Hermann
  • 2009 Climate Risk And Farming Systems In Rural Cameroon
    by Witt, Rudolf & Waibel, Hermann
  • 2009 Finance and Industrial Dynamics (In French)
    by Claude DUPUY (GREThA UMR CNRS 5113) & Matthieu MONTALBAN (GREThA UMR CNRS 5113) & Sylvain MOURA (GREThA UMR CNRS 5113)
  • 2009 Household Asset Portfolio Diversification: Evidence from the Household, Income and Labour Dynamics in Australia (HILDA) Survey
    by Andrew C. Worthington
  • 2009 The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence
    by Anup K. Basu & Michael E. Drew
  • 2009 Dynamic Lifecycle Strategies for Target Date Retirement Funds
    by Michael E. Drew & Anup Basu & Alistair Byrnes
  • 2009 Portfolio diversification: an experimental study
    by Zulia Gubaydullina & Markus Spiwoks
  • 2009 A survey-based choice experiment on coca cultivation
    by Marcela Ibanez & Fredrik Carlsson
  • 2009 Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model
    by Edwin Le Heron
  • 2009 Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years
    by Giulio Cifarelli & Giovanna Paladino
  • 2009 Collaterality and the Housing Wealth Effect
    by Sheng Guo
  • 2009 The Investment Strategies of Sovereign Wealth Funds
    by Josh Lerner & Shai Bernstein & Antoinette Schoar
  • 2009 Investing into Microfinance Investment Funds
    by Karel Janda & Barbora Svárovská
  • 2009 The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment
    by Flavia Corneli
  • 2009 Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy
    by Andreas Ziegler & Timo Busch & Volker H. Hoffmann
  • 2009 Performance Evaluation of Balanced Pension Plans
    by Andreu, L. & Swinkels, L.A.P.
  • 2009 Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models
    by Rombouts, J.V.K. & Verbeek, M.J.C.M.
  • 2009 It Pays to Violate: How Effective are the Basel Accord Penalties?
    by da Veiga, B. & Chan, F. & McAleer, M.J.
  • 2009 VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
    by Hakim, A. & McAleer, M.J.
  • 2009 What Happened to Risk Management During the 2008-09 Financial Crisis?
    by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
  • 2009 Predicting Betas: Two new methods
    by Tusell Palmer, Fernando Jorge & Esteban González, María Victoria
  • 2009 Understanding portfolio efficiency with conditioning information
    by Francisco Peñaranda
  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Benjamin Chabot & Christopher J. Kurz
  • 2009 Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption
    by Miksjuk Alexei
  • 2009 Means-Tested Income Support, Portfolio Choice And Decumulation In Retirement
    by Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen
  • 2009 Corporate Equality and Equity Prices: Doing Well While Doing Good?
    by Shihe Fu & Liwei Shan
  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Chabot, Benjamin & Kurz, Christopher J.
  • 2009 Default Risk, Idiosyncratic Coskewness and Equity Returns
    by Chabi-Yo, Fousseni & Yang, Jun
  • 2009 Equity lending markets and ownership structure
    by Saffi, Pedro A.C. & Sturgess, Jason
  • 2009 The opportunity cost of capital of US buyouts
    by Groh, Alexander P. & Gottschalg, Oliver
  • 2009 Time-varying incentives in the mutual fund industry
    by Olivier, Jacque & Tay, Anthony
  • 2009 Liquidity cycles and make/take fees in electronic markets
    by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene
  • 2009 South-South FDI vs North-South FDI : A Comparative Analysis in the Context of India
    by Subhasis Bera & Shikha Gupta
  • 2009 Valuing fuel diversification in optimal investment policies for electricity generation portfolios
    by Malte Sunderkoetter & Christoph Weber
  • 2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière
    by Salem Boubakri
  • 2009 Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models
    by Sabrina Khanniche
  • 2009 Media Bias in Financial Newspapers: Evidence from Early 20th Century France
    by Vincent Bignon & Antonio Miscio
  • 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
  • 2009 Sovereign Bonds and Socially Responsible Investment
    by Bastien Drut
  • 2009 Is Contagion in the Eye of the Beholder?
    by Mark Mink
  • 2009 The pungent smell of Red Herrings; Subsoil assets, rents, volatility and the resource curse
    by Frederick van der Ploeg & Steven Poelhekke
  • 2009 Are banks too big to fail?
    by Chen Zhou
  • 2009 Stock Market Expectations of Dutch Households
    by Michael Hurd & Maarten van Rooij & Joachim Winter
  • 2009 An institutional evaluation of pension funds and life insurance companies
    by Dirk Broeders & An Chen & Birgit Koos
  • 2009 Dependence structure of risk factors and diversification effects
    by Chen Zou
  • 2009 Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice
    by Arie Kapteyn & Federica Teppa
  • 2009 Pension fund sophistication and investment policy
    by Jan de Dreu & Jacob Bikker
  • 2009 Weather and Financial Risk-Taking: Is Happiness the Channel?
    by Cahit Guven
  • 2009 Testing for Convergence in Stock Markets: A Non-linear Factor Approach
    by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin
  • 2009 Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?
    by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer
  • 2009 Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?
    by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer
  • 2009 Weather and Financial Risk-Taking: Is Happiness the Channel?
    by Cahit Guven
  • 2009 Financial Risk Aversion and Household Asset Diversification
    by Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan
  • 2009 Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?
    by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer
  • 2009 Stochastic Dominance: Convexity and Some Efficiency Tests
    by Andrey M. Lizyayev
  • 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
  • 2009 Investment under Risk with Discrete and Continuous Assets
    by Chris Elbers & Jan Willem Gunning & Melinda Vigh
  • 2009 Robust Optimization of the Equity Momentum Strategy
    by Arco van Oord & Martin Martens & Herman K. van Dijk
  • 2009 Sovereign Risk in International Bond Markets and Nonconvergence
    by Volker Böhm & George Vachadze
  • 2009 Volatility as an Asset Class for Long-Term Investors
    by Burgues, Alexander & Signori, Ombretta & Brière, Marie
  • 2009 The Revenge of Purchasing Power Parity on Carry Trades during Crises
    by Drut, Bastien & Brière, Marie
  • 2009 Do Inflation-Linked Bonds Still Diversify ?
    by Brière, Marie & Signori, Ombretta
  • 2009 Quantifying the reversibility phenomenon for the repeat-sales index
    by Simon, Arnaud
  • 2009 Microfondements du canal étroit du crédit bancaire : le motif de précaution
    by Ramos-Tallada, Julio
  • 2009 Microfondements du canal étroit du crédit bancaire : le motif de précaution. Modèle de comportement d’une banque confrontée à un risque de liquidité et à une offre de financement externe imparfaitement élastique
    by Ramos-Tallada, Julio
  • 2009 How does the Introduction of an ETF Market with Liquidity Providers Impact the Liquidity of the Underlying Stocks?
    by Platten, Isabelle & Gresse, Carole & De Winne, Rudy
  • 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    by Jin Seo Cho & Chirok Han & Peter C.B. Phillips
  • 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    by Chirok Han & Jin Seo Cho & Peter C.B. Phillips
  • 2009 Estimation of tail thickness parameters from GJR-GARCH models
    by Emma M. Iglesias & Oliver Linton
  • 2009 Evaluating Value-at-Risk models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith
  • 2009 Two-sided career concern and financial equilibrium
    by Yolanda Portilla
  • 2009 Compatibility between pricing rules and risk measures: The CCVaR
    by Alejandro Balbás & Raquel Balbás
  • 2009 Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes
    by Elena Vigna
  • 2009 Convergence of EMU Equity Portfolios
    by Maela Giofré
  • 2009 Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value
    by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano
  • 2009 A Cumulative Prospect Theory Approach to Option Pricing
    by Christian Wolff & Thorsten Lehnert & Cokki Versluis
  • 2009 A Cumulative Prospect Theory Approach to Option Pricing
    by Christian Wolff & Thorsten Lehnert & Cokki Versluis
  • 2009 A Cumulative Prospect Theory Approach to Option Pricing
    by Christian Wolff & Thorsten Lehnert & Cokki Versluis
  • 2009 The Other January Effect: International Evidence
    by Martin T. Bohl & Christian A. Salm
  • 2009 Equilibrium Prices in the Presence of Delegated Portfolio Management
    by Cuoco, Domenico & Kaniel, Ron
  • 2009 When Everyone Runs for the Exit
    by Pedersen, Lasse Heje
  • 2009 Do Individual Investors Have Asymmetric Information Based On Work Experience?
    by Døskeland, Trond & Hvide, Hans K
  • 2009 Dynamic Trading with Predictable Returns and Transaction Costs
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  • 2004 The Wealth of Mexican Americans
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  • 2004 Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules
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  • 2004 Saving-investment Behaviour in Pakistan: An Empirical Investigation
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  • 2004 The Determinants of Foreign Direct Investment in Pakistan
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  • 2004 The Welfare Effects of the Reagan Deficits: A Portfolio Choice Approach
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  • 2004 Parametric and Non-Parametric Analysis of Performance Persistence in Spanish Investment Funds
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  • 2004 The Effects of Decision Flexibility in the Hierarchical Investment Decision Process
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  • 2004 Hedging Strategies and Financial Risks
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  • 2004 Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle
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  • 2003 Europäische Steuerkoordination und die Schweiz
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  • 2003 Distribution-Invariant Dynamic Risk Measures
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  • 2003 Diversification Decisions of Individual Investors and Asset Prices
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  • 2003 The international diversification puzzle is not worse than you think
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  • 2003 American Option Pricing with Transaction Costs
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  • 2003 Portfolio Management for a Random Field of Bond Returns
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  • 2003 Honey, I shrunk the sample covariance matrix
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  • 2003 The effect of earnings release for Belgian listed companies
    by Marie-Paule Laurent
  • 2003 Indices as diversification instruments in Europe
    by Marie-Paule Laurent
  • 2003 On a CAPM monitoring based on the EWMA process control
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  • 2003 A Theory of Exchange Rates and the Term Structure of Interest Rates
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  • 2003 Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding
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  • 2003 Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency
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  • 2003 Optimal f and Portfolio Return Optimisation in US Futures Markets
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  • 2003 Consumption Risk And Expected Stock Returns
    by Jonathan A. Parker
  • 2003 Opções reais: tipologias e sua avaliação
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  • 2003 Opportunity cost, excess profit, and counterfactual conditionals
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  • 2003 De-dollarizing the Peruvian Economy: A Portfolio Approach
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  • 2003 Evaluating Portfolio Policies: A Duality Approach
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  • 2003 The Value of a Statistical Life and the Coefficient of Relative Risk Aversion
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  • 2003 The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers
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  • 2003 Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments
    by Scott Weisbenner & Zoran Ivkovich
  • 2003 Consumption Risk and Expected Stock Returns
    by Jonathan A. Parker
  • 2003 Consumption Risk and Cross-Sectional Returns
    by Jonathan A. Parker & Christian Julliard
  • 2003 The Equity Premium: Why is it a Puzzle?
    by Rajnish Mehra
  • 2003 Portfolio Choice and Health Status
    by Harvey S. Rosen & Stephen Wu
  • 2003 Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance
    by Wayne E. Ferson
  • 2003 How do Regimes Affect Asset Allocation?
    by Andrew Ang & Geert Bekaert
  • 2003 A Monte Carlo Investigation of Some Tests for Stochastic Dominance
    by Y.K. Tse & Xibin Zhang
  • 2003 Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities
    by Don U.A. Galagedera & Roland Shami
  • 2003 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?
    by Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman
  • 2003 Y a-t-il une théorie des marchés financiers ?
    by Jean-Pierre Galavielle
  • 2003 Modelling Household's Savings and Dwellings Investment - a Portfolio Choice Approach
    by Gábor Vadas
  • 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
  • 2003 How Does Civil War Affect the Magnitude of Capital Flight? Evidence from Israel during the Intifada
    by David Fielding
  • 2003 Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk
    by Pierre-Guillaume Méon & Laurent Weill
  • 2003 Volatility-induced Growth in Financial Markets
    by Igor Evstigneev & Klaus Reiner Schenk-Hoppé
  • 2003 Evolutionary Stable Stock Markets
    by Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • 2003 Evolutionary Stability of Portfolio Rules in Incomplete Markets
    by Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • 2003 El Efecto Momentum En El Mercado Español De Acciones
    by Carlos Forner & Joaquín Marhuenda
  • 2003 The Neoclassical Growth Model With Heterogenous Quasi-Geometric Consumers
    by Lilia Maliar & Serguei Maliar
  • 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
  • 2003 Diversité des sources d'incertitude et accumulation de capital humain sur le cycle de vie
    by Saïd Hanchane & David Touahri
  • 2003 East Asian Equity Markets, Financial Crises, and the Japanese Currency
    by Y.L. Cheung & Y.W. Cheung & K.C. Ng
  • 2003 The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion
    by Bengtsson, Christoffer
  • 2003 Is Momentum Due to Data-Snooping?
    by Ericsson, Johan & González, Andrés
  • 2003 Investor Protection and the Demand for Equity
    by Giannetti, Mariassunta & Koskinen, Yrjö
  • 2003 The rigidity bias
    by Herrala, Risto
  • 2003 Quantitative Selection of Long-Short Hedge Funds
    by Kaifeng CHEN & Alexander PASSOW
  • 2003 Maximum Drawdown and the Allocation to Real Estate
    by Foort HAMELINK & Martin HOESLI
  • 2003 Geographical versus Industrial Diversification: A Mean Variance Spanning Approach
    by Paul EHLING & Sofia B. RAMOS
  • 2003 Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases
    by Paolo Battocchio & Francesco Menoncin & Olivier Scaillet
  • 2003 What Factors Determine International Real Estate Security Returns?
    by Foort HAMELINK & Martin HOESLI
  • 2003 Stock Exchange Competition in a Simple Model of Capital Market Equilibrium
    by Sofia B. RAMOS & Ernst-Ludwig VON THADDEN
  • 2003 Sovereign Debt Contract and Optimal Consumption-Investment Strategies
    by Andriy DEMCHUK,
  • 2003 Mortality Risk and Real Optimal Asset Allocation for Pension Funds
    by Francesco Menoncin & Olivier Scaillet
  • 2003 The effects of decision flexibility in the hierarchical investment decision process
    by Hallerbach, W.G.P.M. & Ning, H. & Spronk, J.
  • 2003 Retirement saving with contribution payments and labor income as a benchmark for investments
    by Berkelaar, A.B. & Kouwenberg, R.R.P.
  • 2003 Investing in a real world with mean-reverting inflation
    by Berkelaar, A.B. & Kouwenberg, R.R.P.
  • 2003 Optimal life-cycle asset allocation: understanding the empirical evidence
    by Francisco Gomes & Alexander Michaelides
  • 2003 Are annuities value for money?: who can afford them?
    by Paula Lopes
  • 2003 Modelling the composition of personal sector wealth in the United Kingdom
    by David Blake
  • 2003 Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty
    by Francisco Peñaranda
  • 2003 Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk
    by Francisco J. Gomes & Alexander Michaelides
  • 2003 Economic Implications of Bull and Bear Regimes in UK Stock Returns
    by Guidolin, Massimo & Allan Timmermann
  • 2003 Risky Asset Ownership Decisions by the Elderly in the UK: Evidence from the Retirement Survey
    by Georgarakos, Dimitris
  • 2003 International Risk Sharing and Bank Runs
    by Proto, Eugene
  • 2003 Index Fundamentalism Revisited
    by Reinker, Kenneth S. & Tower, Edward
  • 2003 Optimal Investment Policies for Defined Benefit Pension Funds
    by A.H. Siegmann
  • 2003 Optimal Investment Policies for Defined Benefit Pension Funds
    by Arjen Siegmann
  • 2003 A Reality Check on Hedge Funds Returns
    by Posthuma, Nolke & Sluis, Pieter Jelle van der
  • 2003 Market Timing: A Decomposition of Mutual Fund Returns
    by Swinkels, L.A.P. & Sluis, P.J. van der & Verbeek, M.J.C.M.
  • 2003 Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes
    by Nijman, T.E. & Swinkels, L.A.P.
  • 2003 Economic Hedging Portfolios
    by Goorbergh, R.W.J. van den & Roon, F.A. de & Werker, B.J.M.
  • 2003 The effect of asymmetric information and transaction costs on asset pricing: theory and tests
    by Bellalah, Makram & Aboura, Sofiane
  • 2003 Ageing and the Demand for Life Insurance : An Empirical Investigation using French Panel Data
    by Bernard, Philippe & El Mekkaoui de Freitas, Najat & Lavigne, Anne & Mahieu, Ronan
  • 2003 Increase in Life-Expectancy and Saving Behaviour
    by Lavigne, Anne & Bernard, Philippe & Mahieu, Ronan & El Mekkaoui de Freitas, Najat
  • 2003 Valuation of an oil field using real options and the information provided by term structures of commodity prices
    by Lautier, Delphine
  • 2003 Les options réelles : une idée séduisante, un concept utile et multiforme, un instrument facile à créer mais difficile à valoriser
    by Lautier, Delphine
  • 2003 Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income
    by Francesco, MENONCIN
  • 2003 Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
    by Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET
  • 2003 Household wealth, portfolio selection and consumption behavior
    by P.-O. BEFFY & B. MONFORT
  • 2003 Relative Performance Evaluation Contracts and Asset Market Equilibrium
    by Kapur, Sandeep & Timmermann, Allan G
  • 2003 Investor Protection and Equity-Holdings: An Explanation of Two Puzzles?
    by Giannetti, Mariassunta & Koskinen, Yrjö
  • 2003 Model Uncertainty, Thick Modelling and the Predictability of Stock Returns
    by Aiolfi, Marco & Favero, Carlo A
  • 2003 Are Household Portfolios Efficient? An Analysis Conditional on Housing
    by Pelizzon, Loriana & Weber, Guglielmo
  • 2003 Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk
    by Gomes, Francisco J & Michaelides, Alexander
  • 2003 Which Investors Fear Expropriation? Evidence from Investors' Stock Picking
    by Giannetti, Mariassunta & Simonov, Andrei
  • 2003 Heterogeneity of Investors and Asset Pricing in a Risk-Value World
    by Franke, Günter & Weber, Martin
  • 2003 Portfolio Choice with Illiquid Assets
    by Koren, Miklós & Szeidl, Adam
  • 2003 Asset Pricing with Liquidity Risk
    by Acharya, Viral V & Pedersen, Lasse Heje
  • 2003 Market selection and survival of investment strategies
    by AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner
  • 2003 Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market
    by Alexis Derviz
  • 2003 Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
    by Peter Bossaerts & Charles Plott & William R. Zame
  • 2003 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy
    by Frederik Lundtofte
  • 2003 Simple and enlarged separation portfolios. On their Use when Arbitraging and Synthesizing Securities
    by Rodolfo Apreda
  • 2003 A Loss Aversion Performance Measure
    by Farah, N. & Satchell, S.E.
  • 2003 Endogenous Correlation
    by Yang, J-H.S. & Satchell, S.E.
  • 2003 Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses
    by Sancetta, A. & Satchell, S.E.
  • 2003 Demographic Change and the UK Savings Rate
    by David Demery & Nigel Duck
  • 2003 The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates
    by Thanasis N. Christodoulopoulos & Ioulia Grigoratou
  • 2003 Honey, I Shrunk the Sample Covariance Matrix
    by Olivier Ledoit & Michael Wolf
  • 2003 Implications of Dynamic Trading for Insurance Markets
    by Jose S. Penalva Zuasti
  • 2003 House prices and rents: an equilibrium asset pricing approach
    by Juan Ayuso & Fernando Restoy
  • 2003 Collateral and Credit Supply
    by Joseph Atta-Mensah
  • 2003 Evaluación de fondos de inversión garantizados por medio de portfolio insurance
    by Silvia Bou
  • 2003 GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica
    by Giulio PALOMBA
  • 2003 Exponential growth of fixed-mix strategies in stationary asset markets
    by Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé
  • 2003 Dividing gains between a client and her agent
    by Jianming Xia
  • 2003 A large deviations approach to optimal long term investment
    by Huyên Pham
  • 2003 Momentum and Turnover: Evidence from the German Stock Market
    by Markus Glaser & Martin Weber
  • 2003 Household Portfolios Efficiency in the Presence of Restrictions on Investment Opportunities
    by Alessandro Bucciol
  • 2003 Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk
    by Francisco Gomes & Alexander Michaelides
  • 2003 How Do Banks Pick Safer Ventures? A Theory Relating the Importance of Risk Aversion and Collateral to Interest Margins and Credit Rationing
    by Andrew E. Burke & Aoife Hanley
  • 2003 Confidence in Domestic Money and Currency Substitution
    by Ajay Tandon & Yong Wang
  • 2003 Extreme Value Theory and Value at Risk
    by Viviana Fernandez
  • 2003 Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis
    by Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas
  • 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
  • 2003 A Wealth-Dependent Investment Opportunity Set: Its Effect on Optimal Consumption and Portfolio Decisions
    by Sungsub Choi & Hyeng Keun Koo & Gyoocheol Shim & Thaleia Zariphopoulou
  • 2003 Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs
    by Ning Sun & Zaifu Yang
  • 2003 Aplicación de la teoría del portafolio en el mercado accionario colombiano
    by Luis Ángel Medina
  • 2003 L'integration europeenne a-t-elle permis une diversification des risques macroeconomiques ?
    by Pierre-Guillaume Meon & Laurent Weill
  • 2003 Common factors in emerging market spreads
    by Patrick McGuire & Martijn A Schrijvers
  • 2003 The credit spread puzzle
    by Jeffery D Amato & Eli M Remolona
  • 2003 Conditions for existence of optimal biactive portfolio
    by Rossen Nikolaev
  • 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 Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis
    by David Hojman & Robert F. K. Wynn
  • 2002 Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
    by Graflund, Andreas & Nilsson, Birger
  • 2002 Marché du "high yield" : caractéristiques du secteur et déterminants des primes de risque
    by Tampéreau, Yann & Teiletche, Jérôme
  • 2002 Comment mesurer l'aversion pour le risque?
    by Tampéreau, Yann & Teiletche, Jérôme
  • 2002 Utility Maximization on the Real Line under Proportional Transaction Costs
    by Bouchard, Bruno
  • 2002 Managing wealth: A new approach in the U.K
    by Stone, Merlin
  • 2002 Portfolio allocation with hedge funds: Case study of a Swiss institutional investor
    by Favre, Laurent & Galeano, José-Antonio
  • 2002 On The Treatment Of Uncertainty In Portfolio Selection
    by J. Ortí, Francesc & Sáez, José & Terceño, Antonio
  • 2002 Cobertura de tasas de interés con futuros del mercado mexicano de derivados. Modelo estocástico de duración y convexidad
    by Venegas-Martinez, Francisco & Bernardo González-Aréchiga
  • 2002 Strategische Asset-Allokation aus Sicht des privaten Kapitalanlegers
    by Walther, Ursula
  • 2002 Performance evaluation, portfolio selection, and HARA utility
    by Breuer, Wolfgang & Gürtler, Marc
  • 2002 Benchmark yield undershooting in the E.M.U
    by Antzoulatos, Angelos A.
  • 2002 Home bias, transactions costs, and prospects for the Euro: A more detailed analysis
    by Mann, Catherine L. & Meade, Ellen E.
  • 2002 Asset allocation for pension provision
    by Lahusen, Reinhard
  • 2002 Money-back guarantees in individual pension accounts: Evidence from the German pension reform
    by Maurer, Raimond H. & Schlag, Christian
  • 2002 Behavior and Performance of Investment Newsletters Analysts
    by Vicente Pascual Pons-Sanz & Alok Kumar
  • 2002 An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
    by Enrico De Giorgi
  • 2002 Substituting a Substitute Currency – The Case of Estonia
    by Kari Heimonen
  • 2002 Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo
    by Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski
  • 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature
    by Rafiqul Bhuyan
  • 2002 Stochastic Dominance Portfolio Analysis of Forestry Assets
    by V.-P. Heikkinen & & Timo Kuosmanen
  • 2002 Het integraal kwantificeren van valutarisico’s
    by Ralph de Haas
  • 2002 Optimization of Risk Exposure
    by Alexei Gretchikha
  • 2002 A Discrete Choice Analysis of the Household Shares of Risky Assets
    by Graciela Sanromán
  • 2002 Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis
    by WenShwo Fang & Stephen M. Miller
  • 2002 Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market
    by Alfonso Novales & J.A. Lafuente
  • 2002 Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management
    by Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner
  • 2002 Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios
    by Frank Schlottmann & Detlef Seese
  • 2002 Information, Trading, and the Pricing of Risky Financial Securities:
    by Christopher Rude
  • 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
  • 2002 Learning Under Ambiguity
    by Larry Epstein & Martin Schneider
  • 2002 The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies
    by Carol Alexandra & Anca Dimitriu
  • 2002 Subjective Measures of Risk Aversion and Portfolio Choice
    by Arie Kapteyn & Federica Teppa
  • 2002 Idiosyncratic Volatility: Evidence from Asia
    by Michael Drew & Madhu Veeraraghavan
  • 2002 Optimal Expectations
    by Markus K. Brunnermeier & Jonathan A. Parker
  • 2002 Hedging currency risk: Does it have to be so complicated?
    by Haefliger, Thomas & Waelchli, Urs & Wydler, Daniel
  • 2002 Auctions and the Price of Art
    by Kathryn Graddy & Orley Ashenfelter
  • 2002 Mutual Fund Performance with Learning Across Funds
    by Christopher S. Jones & Jay Shanken
  • 2002 Borrowing Costs and the Demand for Equity Over the Life Cycle
    by Steven J. Davis & Felix Kubler & Paul Willen
  • 2002 Information Content of Equity Analyst Reports
    by Paul Asquith & Michael B. Mikhail & Andrea S. Au
  • 2002 A Survey of Behavioral Finance
    by Nicholas Barberis & Richard Thaler
  • 2002 Investor Behavior and the Purchase of Company Stock in 401(k) Plans - The Importance of Plan Design
    by Nellie Liang & Scott Weisbenner
  • 2002 Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
    by Kenneth A. Froot & Tarun Ramadorai
  • 2002 Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
    by Kenneth A. Froot & Tarun Ramadorai
  • 2002 Daily Cross-Border Equity Flows: Pushed or Pulled?
    by John M. Griffin & Federico Nardari & Rene M. Stulz
  • 2002 Are Financial Assets Priced Locally or Globally?
    by G. Andrew Karolyi & Rene M. Stulz
  • 2002 Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?
    by Matthias Kahl & Jun Liu & Francis A. Longstaff
  • 2002 Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
    by Ravi Jagannathan & Tongshu Ma
  • 2002 Comovement
    by Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler
  • 2002 Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures
    by Annette Vissing-Jorgensen
  • 2002 The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?
    by Tobias J. Moskowitz & Annette Vissing-Jorgensen
  • 2002 Le risque pays : approche conceptuelle et approche pratique
    by Stéphanie Gautrieaud
  • 2002 International Portfolio Choice in an Overlapping Generations Model with Transactions Costs
    by Carmichael, Benoît & Co�n, Alain
  • 2002 Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk
    by Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • 2002 Market Selection and Survival of Investment Strategies
    by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • 2002 Shall We Tax the Risk Premium?
    by Dirk Schindler & Bodo Hilgers
  • 2002 The impact of delivery risk on optimal production and futures hedging
    by Axel F. A. Adam-Müller & Kit Pong Wong
  • 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
  • 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 A.
  • 2002 Modelos De Duración Y Gestión Del Riesgo De Interés: ¿Un Problema De Dimensión?
    by Gloria M. Soto Pacheco
  • 2002 La Inmunización Financiera: Evaluación De Diferentes Estructuras De Cartera
    by Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa
  • 2002 Occupational Choice and the Private Equity Premium Puzzle
    by Hintermaier, Thomas & Steinberger, Thomas
  • 2002 Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
    by Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola
  • 2002 Corporate Governance and the Home Bias
    by Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan
  • 2002 Which Investors Fear Expropriation?
    by Giannetti, Mariassunta & Simonov, Andrei
  • 2002 What Factors Determine International Real Estate Security Returns?
    by Hamelink, Foort & Hoesli, Martin
  • 2002 Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
    by Bechmann, Ken L.
  • 2002 Conditional Dependency of Financial Series: The Copula-GARCH Model
    by Eric Jondeau & Michael Rockinger
  • 2002 Dynamic Allocation of Treasury and Corporate Bond Portfolios
    by Roger Walder
  • 2002 A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities
    by Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI
  • 2002 Optimal Investment With Default Risk
    by Yuanfeng Hou & Xiangrong Jin
  • 2002 Portfolio Optimization with Concave Transaction Costs
    by Andriy Demchuk
  • 2002 Do Countries or Industries Explain Momentum in Europe?
    by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M.
  • 2002 Modeling the Conditional Covariance between Stock and Bond Returns
    by de Goeij, P. & Marquering, W.A.
  • 2002 The international diversification puzzle is not worse than you think
    by Christian Julliard
  • 2002 Optimal expectations
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