This file is part of IDEAS, which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
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.
2408 Value-at-Risk and Expected Shortfall for Rare Events
by Stefan Mittnik & Tina Yener [Downloadable!]
2008 Causes, consequences, and cures of myopic loss aversion - An experimental investigation
by Gerlinde Fellner & Matthias Sutter [Downloadable!]
2008 Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach
by Francisco Peñaranda & Enrique Sentana [Downloadable!]
2008 The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data
by Jordi Mondria & Thomas Wu & Yi Zhang [Downloadable!]
2008 Momentum and Contrarian Stock-Market Indices
by Jon Eggins & Robert J. Hill [Downloadable!]
2008 No contagion,only globalization and flight to quality
by Marie Brière & Ariane Chapelle & Ariane Szafarz [Downloadable!]
2008 The Canada-US ICT Investment Gap: An Update
by Andrew Sharpe and Jean-François Arsenault [Downloadable!]
2008 Debt and Health
by Pamela Lenton & Paul Mosley [Downloadable!]
2008 Why is it so Hard to Value Intangibles? Evidence from Investments in High-Technology Start-Ups
by GAVIN C REID & JULIA A SMITH [Downloadable!]
2008 On the Qualitative Effect of Volatility and Duration on Prices of Asian Options
by Peter Carr & Christian-Oliver Ewald & Yajun Xiao [Downloadable!]
2008 On estimating the conditional expected shortfall
by Franco Peracchi & Andrei V. Tanase [Downloadable!]
2008 Momentum in Australian Stock Returns: An Update
by A. S. Hurn & V.Pavlov [Downloadable!]
2008 A Non-Random Walk down Canary Wharf
by Canegrati, Emanuele [Downloadable!]
2008 How “Point Blindness” Dilutes the Value of Stock Market Reports
by Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin [Downloadable!]
2008 How “Point Blindness” Dilutes the Value of Stock Market Reports
by Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin [Downloadable!]
2008 A Short Note on the Infinite Decision Puzzle
by Garcia-Fronti, Javier [Downloadable!]
2008 Moral Behavior in Stock Markets: Islamic finance and socially responsible investment
by Pitluck, Aaron Z. [Downloadable!]
2008 The Economics of Financial Derivative Instruments
by NWAOBI, GODWIN C [Downloadable!]
2008 Psychological and environmental determinants of myopic loss aversion
by Hopfensitz, Astrid & Wranik, Tanja [Downloadable!]
2008 Investment Model Uncertainty and Fair Pricing
by Los, Cornelis A. & Tungsong, Satjaporn [Downloadable!]
2008 Gambling in the New Year? The January Idiosyncratic Volatility Puzzle
by Doran, James & Jiang, Danling & Peterson, David [Downloadable!]
2008 Nucleus accumbens activation mediates the influence of reward cues on financial risk-taking
by Knutson, Brian & Wimmer, G. Elliott & Kuhnen, Camelia & Winkielman, Piotr [Downloadable!]
2008 Analysis into IPO underpricing and clustering in Hong Kong equity market
by Qiao, Yongyuan [Downloadable!]
2008 Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market
by Repkine, Alexandre [Downloadable!]
2008 Determinants of Corporate Investment: Post Liberalization Panel Data Evidence from Indian Firms
by Bhattacharyya, Surajit [Downloadable!]
2008 Financial Liberalization, Private Investment and Portfolio Choice: Financialization of Real Sectors in Emerging Markets
by Demir, Firat [Downloadable!]
2008 International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region
by Balli, Faruk & Louis, Rosmy J. & Osman, Mohammad [Downloadable!]
2008 Volatility Threshold Dynamic Conditional Correlations: An International Analysis
by Maria Kasch & Massimiliano Caporin [Downloadable!]
2008 National Annuity Markets: Features and Implications
by Rob Rusconi [Downloadable!]
2008 Pension Fund Performance
by Pablo Antolin [Downloadable!]
2008 The Investment Behavior of Buyout Funds: Theory and Evidence
by Alexander Ljungqvist & Matthew Richardson & Daniel Wolfenzon [Downloadable!]
2008 Fight or Flight? Portfolio Rebalancing by Individual Investors
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini [Downloadable!]
2008 Global Portfolio Rebalancing Under the Microscope
by Harald Hau & Helene Rey [Downloadable!]
2008 Inexperienced Investors and Bubbles
by Robin Greenwood & Stefan Nagel [Downloadable!]
2008 Life-cycle Investing and Leverage: Buying Stock on Margin Can Reduce Retirement Risk
by Ian Ayres & Barry J. Nalebuff [Downloadable!]
2008 Hedge Fund Contagion and Liquidity
by Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz [Downloadable!]
2008 Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
by Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos [Downloadable!]
2008 Private Sunspots and Idiosyncratic Investor Sentiment
by George-Marios Angeletos [Downloadable!]
2008 Liquidity and Market Crashes
by Jennifer Huang & Jiang Wang [Downloadable!]
2008 How are Preferences Revealed?
by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian [Downloadable!]
2008 Sell Side School Ties
by Andrea Frazzini & Christopher Malloy & Lauren Cohen [Downloadable!]
2008 Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds
by Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira [Downloadable!]
2008 Do Funds-of-Funds Deserve Their Fees-on-Fees?
by Andrew Ang & Matthew Rhodes-Kropf & Rui Zhao [Downloadable!]
2008 Information Acquisition and Under-Diversification
by Stijn Van Nieuwerburgh & Laura Veldkamp [Downloadable!]
2008 Taxes and Mutual Fund Inflows Around Distribution Dates
by Woodrow T. Johnson & James M. Poterba [Downloadable!]
2008 Consumption and Portfolio Choice with Option-Implied State Prices
by Yacine Aït-Sahalia & Michael W. Brandt [Downloadable!]
2008 Predictive Systems: Living with Imperfect Predictors
by Lubos Pastor & Robert F. Stambaugh [Downloadable!]
2008 Why Don't People Insure Late Life Consumption: A Framing Explanation of the Under-Annuitization Puzzle
by Jeffrey R. Brown & Jeffrey R. Kling & Sendhil Mullainathan & Marian V. Wrobel [Downloadable!]
2008 Liquidity, Institutional Quality and the Composition of International Equity Outflows
by Itay Goldstein & Assaf Razin & Hui Tong [Downloadable!]
2008 Differential Evolution for Multiobjective Portfolio Optimization
by Thiemo Krink & Sandra Paterlini [Downloadable!]
2008 Trade and the External Wealth of Nations
by André Lemelin [Downloadable!]
2008 Einflussfaktoren auf den Credit Spread von Unternehmensanleihen
by Gann, Philipp & Laut, Amelie [Downloadable!]
2008 Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
by Chiaki Hara & James Huang & Christoph Kuzmics [Downloadable!]
2008 A Mean-Variance Explanation of FDI Flows to Developing Countries
by Eva Rytter Sunesen [Downloadable!]
2008 Causes, consequences, and cures of myopic loss aversion - An experimental investigation
by Gerlinde Fellner & Matthias Sutter [Downloadable!]
2008 Belief Elicitation in Experiments: Is there a Hedging Problem?
by Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo [Downloadable!]
2008 Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions
by Campos, Nauro F. & Leite Barbosa, Renata [Downloadable!]
2008 The Asset Portfolios of Native-Born and Foreign-Born Households
by Cobb-Clark, Deborah & Hildebrand, Vincent A. [Downloadable!]
2008 Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35
by Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro [Downloadable!]
2008 Spurious Regressions in Technical Trading: Momentum or Contrarian?
by Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura [Downloadable!]
2008 The Impact of Individual Investment Behavior for Retirement Welfare: Evidence from the United States and Germany
by Thomas Post & Helmut Gründl & Joan Schmit & Anja Zimmer [Downloadable!]
2008 Recursive Portfolio Selection with Decision Trees
by Anton Andriyashin & Wolfgang Härdle & Roman Timofeev [Downloadable!]
2008 Predicting Stock Market Returns by Combining Forecasts
by Laurence Fung & Ip-wing Yu [Downloadable!]
2008 A choice experiment on coca cropping
by Ibanez, Marcela & Carlsson, Fredrik [Downloadable!]
2008 Along but beyond mean-variance: Utility maximization in a semimartingale model
by Huhtala, Heli [Downloadable!]
2008 Global and Regional Links between Stock Markets - the Case of Russia and China
by Kozluk, Tomasz [Downloadable!]
2008 The Capital Asset Pricing Model: An Application on the Efficiency of Financing Higher Public Education in Egypt
by Nevine Mokhtar Eid [Downloadable!]
2008 The Capital Asset Pricing Model: An Application on the Efficiency of Financing Higher Public Education in Egypt
by Nevine Mokhtar Eid [Downloadable!]
2008 Wealth, Industry and the Transition to Entrepreneurship
by Berna Demiralp & Johanna Francis [Downloadable!]
2008 Combining Multiple Criterion Systems for Improving Portfolio Performance
by H. D. Vinod & D. F. Hsu & Y. Tian [Downloadable!]
2008 How Investors Face Financial Risk Loss Aversion and Wealth Allocation
by Erick Rengifo & Emanuela Trifan [Downloadable!]
2008 Structural positions and risk budgeting - Quantifying the impact of structural positions and deriving implications for active portfolio management
by Ulf Herold & Raimond Maurer [Downloadable!]
2008 Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities
by Wolfram Horneff & Raimond Maurer & Michael Stamos [Downloadable!]
2008 Optimal Time to Sell in Real Estate Portfolio Management
by Fabrice Barthélémy & Jean-Luc Prigent [Downloadable!]
2008 Assets returns volatility and investment horizon: The French case
by Frédérique Bec & Christian Gollier [Downloadable!]
2008 International allocation determinants of institutional investments in venture capital and private equity limited partnerships
by Groh, Alexander P. & Liechtenstein, Heinrich & Canela, Miguel A. [Downloadable!]
2008 Asset Prices and Assymetries in the Fed's Interest Rate Rule : a Financial Approach
by Romaniuk, Katarzyna & Vranceanu, Radu [Downloadable!]
2008 Optimal life cycle investment with pay-as-you-go pension schemes: a portfolio approach
by Willem Heeringa [Downloadable!]
2008 Financial Risk Aversion and Household Asset Diversification
by Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan [Downloadable!]
2008 Financial Risk Aversion and Household Asset Diversification
by Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan [Downloadable!]
2008 Investment, Resolution of Risk, and the Role of Affect
by Frans van Winden & Michal Krawczyk & Astrid Hopfensitz [Downloadable!]
2008 The Virtues and Vices of Equilibrium and the Future of Financial Economics
by J. Doyne Farmer & John Geanakoplos [Downloadable!]
2008 Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
by Ricardo Josa-Fombedilla & Juan Pablo Rincon-Zapatero [Downloadable!]
2008 Individual Investors and Volatility
by Foucault, Thierry & Sraer, David & Thesmar, David [Downloadable!]
2008 Time-Varying Incentives in the Mutual Fund Industry
by Olivier, Jacques & Tay, Anthony [Downloadable!]
2008 The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium
by Ramadorai, Tarun [Downloadable!]
2008 Relative Factor Endowments and International Portfolio Choice
by Cuñat, Alejandro & Fons-Rosen, Christian [Downloadable!]
2008 Investment, Resolution of Risk, and the Role of Affect
by Hopfensitz, Astrid & Krawczyk, Michal & van Winden, Frans A.A.M. [Downloadable!]
2008 Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions
by Barbosa, Renata Leite & Campos, Nauro F [Downloadable!]
2008 Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence
by Grüner, Hans Peter [Downloadable!]
2008 Home Bias at the Fund Level
by Hau, Harald & Rey, Hélène [Downloadable!]
2008 Clustering Mutual Funds by Return and Risk Levels
by Francesco Lisi & Edoardo Otranto [Downloadable!]
2008 Clustering Mutual Funds by Return and Risk Levels
by Francesco Lisi & Edoardo Otranto [Downloadable!]
2008 Clustering Mutual Funds by Return and Risk Levels
by Francesco Lisi & Edoardo Otranto [Downloadable!]
2008 Clustering Mutual Funds by Return and Risk Levels
by Francesco Lisi & Edoardo Otranto [Downloadable!]
2008 Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models
by Manuele Bigeco & Enrico Grosso & Edoardo Otranto [Downloadable!]
2008 Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models
by Manuele Bigeco & Enrico Grosso & Edoardo Otranto [Downloadable!]
2008 Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models
by Manuele Bigeco & Enrico Grosso & Edoardo Otranto [Downloadable!]
2008 Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models
by Manuele Bigeco & Enrico Grosso & Edoardo Otranto [Downloadable!]
2008 Evolutionary Finance
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé [Downloadable!]
2008 Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias
by Eric Jondeau [Downloadable!]
2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets
by Markus Haas & Stefan Mittnik [Downloadable!]
2008 Asymmetric Multivariate Normal Mixture GARCH
by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!]
2008 Optimal Asset Allocation with Factor Models for Large Portfolios
by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!]
2008 Property Insurance, Portfolio Selection and their Interdependence
by Fwu-Ranq Chang [Downloadable!]
2008 Relative Factor Endowments and International Portfolio Choice
by Alejandro Cuñat & Christian Fons-Rosen [Downloadable!]
2008 Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange
by Wong, Woon K & Tan, Dijun & Tian, Yixiang [Downloadable!]
2008 Risk Measurement and Management in a Crisis-Prone World
by Wong, Woon K & Copeland, Laurence [Downloadable!]
2008 Choosing the Optimal Annuitization Time Post Retirement
by Russell Gerrard & Bjarne Højgaard & Elena Vigna [Downloadable!]
2008 Model Averaging in Risk Management with an Application to Futures Markets
by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P. [Downloadable!]
2008 An Analytical Approach to Merton’s Rational Option Pricing Theory
by Rocío Elizondo & Pablo Padilla [Downloadable!]
2008 This paper assesses the performance of Mexican pension funds (AFORES) by using an asset pricing model that includes macroeconomic factors and benchmark portfolios to explain returns. We apply a bootstrap statistical technique to obtain the cross-sectional distribution of performance measures (alphas) across all pension funds. This is done to determine whether a pension fund manager adds value to the portfolio before commissions charges, or if the performance observed, after controlling for the relevant factors, is simply explained by luck. Moreover, by comparing pension fund alphas to the distributions of alphas corresponding to lower rankings, we can find out if a particular fund statistically distinguishes itself from others. Our results provide evidence that pension funds managers do not add value to the portfolio and that funds are not distinguishable from each other
by Arnulfo Rodríguez & Gerardo Zúñiga & Pedro N. Rodríguez [Downloadable!]
2008 Portfolio Selection with Monotone Mean-Variance Preferences
by Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga [Downloadable!]
2008 On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk
by Fousseni Chabi-Yo & Eric Ghysels & Eric Renault [Downloadable!]
2008 The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen
by Corinne Winters [Downloadable!]
2008 The Asset Portfolios of Native-born and Foreign-born Households
by Deborah A. Cobb-Clark & Vincent A. Hildebrand [Downloadable!]
2008 Developing Countries Spreading Covariant Risk Into International Risk Markets: Subsidised Catastrophe Bonds Or Reinsurance, Or Disaster Assistance?
by Tse-Ling Teh & Alan Martina [Downloadable!]
2008 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
by Tom Engsted & Thomas Q. Pedersen [Downloadable!]
2008 Risk Factors for the Swiss Stock Market
by Michael Steiner & Manuel Ammann
2008 Value-Based Inventory Management
by Michalski, Grzegorz [Downloadable!]
2008 Direction of Change at the Bucharest Stock Exchange
by Radu Lupu & Cristiana Tudor [Downloadable!]
2008 Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances
by Michalis Petrides & Alex Karagrigoriou [Downloadable!]
2008 Owner-Occupied Housing and Demand for Risky Financial Assets: Some Finnish Evidence
by Tuukka Saarimaa [Downloadable!]
2008 Managing international reserves: how does diversification affect financial costs?
by Srichander Ramaswamy [Downloadable!]
2007 Occupational choice and the spirit of capitalism
by Matthias Doepke & Fabrizio Zilibotti [Downloadable!]
2007 Returns to Private Equity: Idiosyncratic Risk Does Matter!
by Müller, Elisabeth [Downloadable!]
2007 Endogenous credit derivatives and bank behavior
by Pausch, Thilo [Downloadable!]
2007 Diversification and the banks’ risk-return-characteristics – evidence from loan portfolios of German banks
by Behr, Andreas & Kamp, Andreas & Memmel, Christoph & Pfingsten, Andreas [Downloadable!]
2007 Decomposition of the realized rate of return on investment in fixed-income securities
by Rumiana Górska [Downloadable!]
2007 Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis
by Sonja Fagernas & Prabirjit Sarkar & Ajit Singh [Downloadable!]
2007 An Impact Analysis of Microfinance in Bosnia and Herzegovina
by Valentina Hartarska & Denis Nadolnyak [Downloadable!]
2007 What Explains the Wealth Gap between Immigrants and the New Zealand Born?
by John Gibson & Trinh Le & Steven Stillman [Downloadable!]
2007 Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance
by Giuseppe De Nadai & Paolo Pianca [Downloadable!]
2007 Mean-Variance Portfolio Selection with Reference Dependent Preferences
by Sergiy Gerasymchuk [Downloadable!]
2007 Efficient Portfolios when Housing Needs Change over the Life-Cycle
by Loriana Pelizzon & Guglielmo Weber [Downloadable!]
2007 The Private Value of Public Pensions
by Konstantin Petrichev & Susan Thorp [Downloadable!]
2007 Stock market performance and pension fund investment policy: rebalancing, free float, or market timing?
by Jacob A. Bikker & Dirk W.G.A. Broeders & Jan de Dreu [Downloadable!]
2007 Financial Literacy and Stock Market Participation
by Maarten van Rooij & Annamaria Lusardi & Rob Alessie [Downloadable!]
2007 Returns in Cost Diseased Markets with Psychic Benefits: Two Apparently Conflicting Models of Equilibrium
by William J. Baumol [Downloadable!]
2007 Duality in Mean-Variance Frontiers with Conditioning Information
by Francisco Peñaranda & Enrique Sentana [Downloadable!]
2007 Portfolio Choice and the Effects of Liquidity
by Ana González & Gonzalo Rubio [Downloadable!]
2007 Portfolio Choice Beyond the Traditional Approach
by Francisco Peñaranda [Downloadable!]
2007 Estimating heterogeneous costs of participation in the risky asset markets
by Graciela Sanromán [Downloadable!]
2007 Applying Markowitz's Critical Line Algorithm
by Andras Niedermayer & Daniel Niedermayer [Downloadable!]
2007 The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method
by Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh [Downloadable!]
2007 Crisis-Robust Bond Portfolios
by Marie Brière & Ariane Szafarz [Downloadable!]
2007 Do Inflation-Linked Bonds Still Diversify?
by Marie Brière & Ombretta Signori [Downloadable!]
2007 Weighting Function in the Behavioral Portfolio Theory
by Olga Bourachnikova [Downloadable!]
2007 Which Optimal Design for Lottery Linked Deposit Accounts?
by Marie Pfiffelmann [Downloadable!]
2007 Stochastic Dominance Analysis of iShares
by Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt [Downloadable!]
2007 Analysis into IPO Underpricing and Clustering in Hong Kong Equity Market
by Yongyuan Qiao [Downloadable!]
2007 Performance evaluation of portfolio insurance strategies using stochastic dominance criteria
by J. ANNAERT & S. VAN OSSELAER & B. VERSTRAETE [Downloadable!]
2007 Risk management of a bond portfolio using options
by J. ANNAERT & G. DEELSTRA & D. HEYMAN & M. VANMAELE [Downloadable!]
2007 The Effect of the Australian Superannuation Guarantee on Household Saving Behaviour
by Ellis Connolly [Downloadable!]
2007 The Death of the Overreaction Anomaly? A Multifactor Explanation of Contrarian Returns
by Adam Clements & Michael E. Drew & Evan M. Reedman [Downloadable!]
2007 M of a kind: A Multivariate Approach at Pairs Trading
by Perlin, M. [Downloadable!]
2007 Evaluation of pairs trading strategy at the Brazilian financial market
by Perlin, M. [Downloadable!]
2007 Residual income and value creation: An investigation into the lost-capital paradigm
by Magni, Carlo Alberto [Downloadable!]
2007 Mutual Funds and Segregated Funds: A Comparison
by Palombizio, Ennio A. [Downloadable!]
2007 Empirical evidences on risk aversion for individual Romanian Capital Market investors
by Paun, Cristian & Musetescu, Radu & Brasoveanu, Iulian & Draghici, Alina [Downloadable!]
2007 The Money Demand with Random Output and Limited Access to Debt
by Mierzejewski, Fernando [Downloadable!]
2007 Fear of the Unknown: Familiarity and Economic Decisions
by Cao , Henry & Han, Bing & Hirshleifer, David & Zhang, Harold [Downloadable!]
2007 Risk diversification in a real estate portfolio: Evidence from the Italian Market
by Giannotti, Claudio & Mattarocci, Gianluca [Downloadable!]
2007 Cost Of Equity Capital and Risk on USE: Equity finance; bank finance, which one is cheaper?
by Mayanja, Abubaker B. & Legesi, Kenneth [Downloadable!]
2007 Residual income and value creation: An investigation into the lost-capital paradigm
by Magni, Carlo Alberto [Downloadable!]
2007 A Sum&Discount method for appraising firms:An illustrative example
by Magni, Carlo Alberto [Downloadable!]
2007 An Alternative Approach to Portfolio Selection Problem via Stochastic Differential Delay Equations
by Chilarescu, Constantin [Downloadable!]
2007 Exact prediction of S&P 500 returns
by Kitov, Ivan & Kitov, Oleg [Downloadable!]
2007 The Case Against Power Utility and a Suggested Alternative: Resurrecting Exponential Utility
by Alpanda, Sami & Woglom, Geoffrey [Downloadable!]
2007 Measuring performance and valuing firms: In search of the lost capital
by Magni, Carlo Alberto [Downloadable!]
2007 Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?
by Magni, Carlo Alberto [Downloadable!]
2007 CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation
by Magni, Carlo Alberto [Downloadable!]
2007 Estimation and decomposition of downside risk for portfolios with non-normal returns
by Boudt, Kris & Peterson, Brian & Croux, Christophe [Downloadable!]
2007 The Accrual Anomaly: Risk or Mispricing?
by Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong [Downloadable!]
2007 Performance Measurement And Evaluation
by Plantinga, Auke [Downloadable!]
2007 Asset pricing and predictability of stock returns in the french market
by Ellouz, Siwar & Bellalah, Mondher [Downloadable!]
2007 Fundamentals of the functional theory of company valuation
by Matschke, Manfred Jürgen & Brösel, Gerrit [Downloadable!]
2007 Fundamentals of the functional theory of company valuation
by Matschke, Manfred Jürgen & Brösel, Gerrit [Downloadable!]
2007 high level of international risk sharing when the productivity growth contains long run risk
by Chang, Yanqin [Downloadable!]
2007 Knowledge Theory and Investment: Enhanced Investment Decision Based on the properties of Point X
by Khumalo, Bhekuzulu [Downloadable!]
2007 A Cross-Cultural Study of Reference Point Adaptation: Evidence from the China, Korea, and the US
by Arkes, Hal & Hirshleifer, David & Jiang, Danling & Lim, Sonya [Downloadable!]
2007 Corruption, uncertainty and growth
by Djumashev, R [Downloadable!]
2007 Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model
by Ewald, Christian-Oliver & Xiao, Yajun [Downloadable!]
2007 Malliavin differentiability of the Heston volatility and applications to option pricing
by Alos, Elisa & Ewald, Christian-Oliver [Downloadable!]
2007 Private Investment and Cash Flow Relationship Revisited: Capital Market Imperfections and Financialization of Real Sectors in Emerging Markets
by Demir, Firat [Downloadable!]
2007 Recent Performance Analysis of Mutual Funds in Brazil
by Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João [Downloadable!]
2007 Inside Money, Credit, and Investment
by Dressler, Scott & Li, Victor [Downloadable!]
2007 Hermes: an Ontology-Based News Personalization Portal
by Borsje, Jethro & Levering, Leonard & Embregts, Hanno & Frasincar, Flavius [Downloadable!]
2007 Efficient Portfolios when Housing Needs Change over the Life-Cycle
by Loriana Pelizzon & Guglielmo Weber [Downloadable!]
2007 Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information
by Kazuhiro Takino [Downloadable!]
2007 Policy evaluation of Public Financial Institutions from the view points of flow of funds
by Manabe Masashi [Downloadable!]
2007 Estimating Macro-statistics of Inter-institutional Flow of Funds
by Manabe Masashi [Downloadable!]
2007 The Usual Suspects: A Primer on Investment Banks' Recommendations and Emerging Markets
by Sebastián Nieto Parra & Javier Santiso [Downloadable!]
2007 Pension Fund Investment in Hedge Funds
by Fiona Stewart [Downloadable!]
2007 Implications of Behavioural Economics for Mandatory Individual Account Pension Systems
by Waldo Tapia & Juan Yermo [Downloadable!]
2007 Comparative Statics, Informativeness, and the Interval Dominance Order
by John K.-H. Quah & Bruno Strulovici [Downloadable!]
2007 Optimal Portfolio Choice and Investment in Education
by Egil Matsen & Snorre Lindset [Downloadable!]
2007 Wealth Shocks and Risk Aversion
by Ricardo M. Sousa [Downloadable!]
2007 Net Worth and Housing Equity in Retirement
by Todd Sinai & Nicholas S. Souleles [Downloadable!]
2007 The Flypaper Effect in Individual Investor Asset Allocation
by James J. Choi & David Laibson & Brigitte C. Madrian [Downloadable!]
2007 When Does a Mutual Fund's Trade Reveal its Skill?
by Zhi Da & Pengjie Gao & Ravi Jagannathan [Downloadable!]
2007 Rational and Behavioral Perspectives on the Role of Annuities in Retirement Planning
by Jeffrey R. Brown [Downloadable!]
2007 Optimal Mortgage Refinancing: A Closed Form Solution
by Sumit Agarwal & John C. Driscoll & David Laibson [Downloadable!]
2007 International Portfolios with Supply, Demand and Redistributive Shocks
by Nicolas Coeurdacier & Robert Kollmann & Philippe Martin [Downloadable!]
2007 The Changing Landscape of Pensions in the United States
by James Poterba & Steven Venti & David A. Wise [Downloadable!]
2007 Information Immobility and the Home Bias Puzzle
by Stijn Van Nieuwerburgh & Laura Veldkamp [Downloadable!]
2007 Mortgage Timing
by Ralph S.J Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh [Downloadable!]
2007 Imputing Risk Tolerance from Survey Responses
by Miles S. Kimball & Claudia R. Sahm & Matthew D. Shapiro [Downloadable!]
2007 Neoclassical Factors
by Long Chen & Lu Zhang [Downloadable!]
2007 Taxes and Portfolio Choice: Evidence from JGTRRA's Treatment of International Dividends
by Mihir A. Desai & Dhammika Dharmapala [Downloadable!]
2007 Investment, Consumption, and Hedging under Incomplete Markets
by Jianjun Miao & Neng Wang [Downloadable!]
2007 The Fundamentals of Commodity Futures Returns
by Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst [Downloadable!]
2007 Risk Based Explanations of the Equity Premium
by John Donaldson & Rajnish Mehra [Downloadable!]
2007 Information Diffusion Effects in Individual Investors' Common Stock Purchases Covet Thy Neighbors' Investment Choices
by Zoran Ivkovich & Scott Weisbenner [Downloadable!]
2007 Investor Sentiment in the Stock Market
by Malcolm Baker & Jeffrey Wurgler [Downloadable!]
2007 Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles
by Pierpaolo Benigno [Downloadable!]
2007 Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans
by Jeffrey R. Brown & Nellie Liang & Scott Weisbenner [Downloadable!]
2007 Neighbors Matter: Causal Community Effects and Stock Market Participation
by Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner [Downloadable!]
2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
by Jessica A. Wachter & Missaka Warusawitharana [Downloadable!]
2007 Taxes, Institutions and Foreign Diversification Opportunities
by Mihir A. Desai & Dhammika Dharmapala [Downloadable!]
2007 The Small World of Investing: Board Connections and Mutual Fund Returns
by Lauren Cohen & Andrea Frazzini & Christopher Malloy [Downloadable!]
2007 The Earnings Announcement Premium and Trading Volume
by Owen Lamont & Andrea Frazzini [Downloadable!]
2007 Global Currency Hedging
by John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira [Downloadable!]
2007 Return Persistence and Fund Flows in the Worst Performing Mutual Funds
by Jonathan B. Berk & Ian Tonks [Downloadable!]
2007 Optimal Asset Allocation in Asset Liability Management
by Jules H. van Binsbergen & Michael W. Brandt [Downloadable!]
2007 Money in Motion: Dynamic Portfolio Choice in Retirement
by Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos [Downloadable!]
2007 Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
by Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker [Downloadable!]
2007 The Valuation Channel of External Adjustment
by Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci [Downloadable!]
2007 Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
by Nicholas Barberis & Ming Huang [Downloadable!]
2007 Who Chooses Defined Contribution Plans?
by Jeffrey R. Brown & Scott J. Weisbenner [Downloadable!]
2007 The determinants of stock and bond return comovements
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!]
2007 What Explains the Wealth Gap Between Immigrants and the New Zealand Born?
by John Gibson & Melanie Morton & Steven Stillman [Downloadable!]
2007 Investigating value and growth : what labels hide ?
by Kateryna Shapovalova & Alexander Subbotin [Downloadable!]
2007 Population ageing, household portfolios and financial asset returns: A survey of the literature
by Marianna Brunetti [Downloadable!]
2007 A Sum&Discount Method for Appraising Firms: An Illustrative Example
by Carlo Alberto Magni [Downloadable!]
2007 Bond Immunization and Exchange Rate Risk: Some Further Considerations
by Ivan Ivanov & Jason Hecht [Downloadable!]
2007 On the use of data envelopment analysis in hedge fund performance appraisal
by NGUYEN-THI-THANH Huyen [Downloadable!]
2007 ICAPM with time-varying risk aversion
by Paulo Maio [Downloadable!]
2007 Dynamic Effects of Increasing Heterogeneity in Financial Markets
by Ahmad Naimzada & Giorgio Ricchiuti [Downloadable!]
2007 Savings motives and the effectiveness of tax incentives – an analysis based on the demand for life insurance in Germany
by Mathias Sommer [Downloadable!]
2007 Dividend Yield and Stability versus Performance at the German Stock Market
by Antje Henne & Sebastian Ostrowski & Peter Reichling [Downloadable!]
2007 Steuerinduziertes und / oder inflationsbedingtes Wachstum in der Unternehmensbewertung?
by Wiese, Jörg [Downloadable!]
2007 Steuerinduziertes und / oder inflationsbedingtes Wachstum in der Unternehmensbewertung
by Wiese, Jörg [Downloadable!]
2007 Does the consciousness of the disposition effect increase the equity premium?
by Patrick Roger [Downloadable!]
2007 Non-Market Wealth, Background Risk and Portfolio Choice
by Günter Franke & Harris Schlesinger & Richard Stapleton [Downloadable!]
2007 A Note on Skewness Seeking: An Experimental Analysis
by Tobias Broenner & Rene Levinsky & Jianying Qiu [Downloadable!]
2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
by Bahram Pesaran & M. Hashem Pesaran [Downloadable!]
2007 Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?
by Henry Dannenberg [Downloadable!]
2007 Investment in Next Generation Networks and the Role of Regulation: A Real Option Approach
by Andrea Gavosto & Guido Ponte & Carla Scaglioni [Downloadable!]
2007 A Synthetic, Stock-Flow Consistent Macroeconomic Model of Financialisation
by Till van Treeck [Downloadable!]
2007 The use of derivatives in the spanish mutual fund industry
by José M. Marín & Thomas A. Rangel [Downloadable!]
2007 Firms vs. insiders as traders of last resort
by José M. Marín & Antoni Sureda-Gomila [Downloadable!]
2007 The dog that did not bark: Insider trading and crashes
by José M. Marín & Jacques Olivier [Downloadable!]
2007 An Integrated CVaR and Real Options Approach to Investments in the Energy Sector
by Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana [Downloadable!]
2007 Robust Equilibrium Yield Curves
by Isaac Kleshchelski & Nicolas Vincent [Downloadable!]
2007 Robust Maximization of Consumption with Logarithmic Utility
by Daniel Hernández-Hernández & Alexander Schied [Downloadable!]
2007 Robust Optimal Control for a Consumption-investment Problem
by Alexander Schied [Downloadable!]
2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina [Downloadable!]
2007 High-Speed Natural Selection in Financial Markets with Large State Spaces
by Fedyk, Yuriy & Walden, Johan [Downloadable!]
2007 Direct Evidence of Dividend Tax Clienteles
by Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian [Downloadable!]
2007 The geography of asset holdings: Evidence from Sweden
by Coeurdacier , Nicolas & Martin, Philippe [Downloadable!]
2007 Simplifying and generalizing some efficient frontier and CAPM related results
by Ekern, Steinar [Downloadable!]
2007 Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK
by Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Elger, Thomas & Nilsson, Birger [Downloadable!]
2007 Risk Exchange as a Market or Production Game
by Borglin, Anders & Flåm, Sjur [Downloadable!]
2007 The Long-run Determinants of Inequality: What Can We Learn from Top Income Data?
by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel [Downloadable!]
2007 Measuring potential market risk
by Bask, Mikael [Downloadable!]
2007 Ranking of Mutually Exclusive Investment Projects: How Cash Flow Differences can solve the Ranking Problem
by Christian Kalhoefer [Downloadable!]
2007 How unobservable Bond Positions in Retirement Accounts affect Asset Allocation
by Marcel Marekwica & Raimond Maurer [Downloadable!]
2007 Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options
by Raimond Maurer & Shohreh Valiani [Downloadable!]
2007 Dependence Structure and Portfolio Diversification on Central European Stock Markets
by Filip Žikeš [Downloadable!]
2007 Hedging global environment risks: An option based portfolio insurance
by André de Palma & Jean-Luc Prigent [Downloadable!]
2007 Text and artefacts for creating a "World of Investment Decision-Making" : an empirical study into investment procedures
by DAMBRIN, Claire & PEZET, Anne [Downloadable!]
2007 Optimal Holding Period for a Real Estate Portfolio
by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi [Downloadable!]
2007 Which optimal design for lottery linked deposit
by Marie Pfiffelmann [Downloadable!]
2007 Weighting Function in the Behavioral Portfolio Theory
by Olga Bourachnikova [Downloadable!]
2007 Financial literacy and stock market participation
by Maarten van Rooij & Annamaria Lusardi & Rob Alessi [Downloadable!]
2007 Dynamic Correlations and Optimal Hedge Ratios
by Charles S. Bos & Phillip Gould [Downloadable!]
2007 Financial Constraint and R&D Investment: Evidence from CIS
by Mohnen, Pierre & Tiwari, Amaresh & Palm, Franz & Schim van der Loeff, Sybrand [Downloadable!]
2007 Socially Responsible Investments: Methodology, Risk and Performance
by Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C. [Downloadable!]
2007 An Asset Pricing Model for Mean-Variance-Downside-Risk Averse Investors
by Jose Olmo [Downloadable!]
2007 Investing in Mixed Asset Portfolios: the Ex-Post Performance
by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano [Downloadable!]
2007 Small Caps in International Diversified Portfolios
by Massimo Guidolin & Giovanna Nicodano [Downloadable!]
2007 International Diversification and Labor Income Risk
by Carolina Fugazza & Maela Giofré & Giovanna Nicodano [Downloadable!]
2007 Financial Literacy and Stock Market Participation
by Maarten van Rooij & Annamaria Lusardi & Rob Alessie [Downloadable!]
2007 What Explains the Wealth Gap Between Immigrants and the New Zealand Born?
by John Gibson & Trinh Le & Steven Stillman [Downloadable!]
2007 The entrepreneurial decision: Theories, determinants and constraints
by Daniela Grieco [Downloadable!]
2007 Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
by Marie Lambert [Downloadable!]
2007 An Economic Evaluation of Empirical Exchange Rate Models
by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias [Downloadable!]
2007 Advance Information and Asset Prices
by Albuquerque, Rui & Miao, Jianjun [Downloadable!]
2007 Fiddling with Value: Violins as an Investment?
by Graddy, Kathryn & Margolis, Philip [Downloadable!]
2007 Duality in Mean-Variance Frontiers with Conditioning Information
by Peñaranda, Francisco & Sentana, Enrique [Downloadable!]
2007 International Portfolios with Supply, Demand and Redistributive Shocks
by Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe [Downloadable!]
2007 Sparse and Stable Markowitz Portfolios
by Brodie, Joshua & Daubechies, Ingrid & De Mol, Christine & Giannone, Domenico [Downloadable!]
2007 Optimal Portfolio Allocation for Corporate Pension Funds
by McCarthy, David & Miles, David K [Downloadable!]
2007 The Dog that Did Not Bark: Insider Trading and Crashes
by Marín Vigueras, José Maria & Olivier, Jacques [Downloadable!]
2007 Finance and Efficiency: Do Bank Branching Regulations Matter?
by Acharya, Viral V & Imbs, Jean & Sturgess, Jason [Downloadable!]
2007 Optimal Beliefs, Asset Prices and the Preference for Skewed Returns
by Brunnermeier, Markus K & Gollier, Christian & Parker, Jonathan A [Downloadable!]
2007 Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
by Gomes, Francisco J & Michaelides, Alexander [Downloadable!]
2007 A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change
by Hau, Harald [Downloadable!]
2007 The Geography of Asset Trade and the Euro: Insiders and Outsiders
by Coeurdacier, Nicolas & Martin, Philippe [Downloadable!]
2007 Finance and Efficiency: Do Bank Branching Regulations Matter?
by Acharya, Viral V & Imbs, Jean & Sturgess, Jason [Downloadable!]
2007 Duality In Mean-Variance Frontiers With Conditioning Information
by Enrique Sentana & Francisco Peñaranda [Downloadable!]
2007 Technical Trading Revisited: Persistence Tests, Transaction Costs, and False Discoveries
by Pierre Bajgrowicz & Olivier Scaillet [Downloadable!]
2007 Dynamic Option-Based Strategies under Downside Loss Averse Preferences
by Amine Jalal [Downloadable!]
2007 Co-monotonicity of optimal investments and the design of structured financial products
by Marc Oliver Rieger [Downloadable!]
2007 Financial Market Equilibria With Cumulative Prospect Therory
by Enrico De Giorgi & Thorsten Hens & Marc Oliver Rieger [Downloadable!]
2007 Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle
by Ivan Jaccard [Downloadable!]
2007 Credit Cycles and Macro Fundamentals
by Siem Jan Koopman & Roman Kräussl & André Lucas & André Monteiro [Downloadable!]
2007 Aplicacao das Redes Neuronais Artificiais a Deteccao dos Mercados Euronext Mais Rentaveis
by Paulo Horta & Carlos Mendes [Downloadable!]
2007 Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
by Bahram Pesaran & M. Hashem Pesaran [Downloadable!]
2007 Factoring governance risk into investors´expected rates of return by means of a weighted average governance index
by Rodolfo Apreda [Downloadable!]
2007 Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis
by Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh [Downloadable!]
2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
by Pesaran, B. & Pesaran, M.H. [Downloadable!]
2007 Stock market participation, portfolio choice and pensions over the life-cycle
by Ball, S. [Downloadable!]
2007 The forgone gains of incomplete portfolios
by Monica Paiella [Downloadable!]
2007 Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory
by Orazio P. Attanasio & Monica Paiella [Downloadable!]
2007 Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing
by Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault [Downloadable!]
2007 The relationship of capitalization period length with market portfolio composition and betas
by Jordi Esteve Comas & Didac Ramirez Sarrio [Downloadable!]
2007 Relative Risk Aversion And The Transmission Of Financial Crises
by Melisso Boschi & Aditya Goenka [Downloadable!]
2007 Are Economists More Likely to Hold Stocks?
by Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid [Downloadable!]
2007 Introduction to Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
by Riccardo Rebonato [Downloadable!]
2007 Two-fund separation in dynamic general equilibrium
by Schmedders, Karl [Downloadable!]
2007 Life Cycle Portfolio Choice: A Swiss Perspective
by Florian Zainhofer [Downloadable!]
2007 Portofolio Managament Approach in Trade Credit Decision Making
by Michalski, Grzegorz [Downloadable!]
2007 Asset Pricing with Idiosyncratic Risk and Overlapping Generations
by Kjetil Storesletten & Chris Telmer & Amir Yaron [Downloadable!]
2007 Uninsured Idiosyncratic Investment Risk and Aggregate Saving
by George-Marios Angeletos [Downloadable!]
2007 Increasing Returns to Savings and Wealth Inequality
by Claudio Campanale [Downloadable!]
2007 Mexican ADRs in the 90s: as good as expected?
by Francois Boye [Downloadable!]
2007 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
by Helena Chuliá & Hipòlit Torró [Downloadable!]
2007 Stock Market Participation: New Empirical Evidence from Italian Households'Behavior
by Attilio Gardini & Alessandro Magi
2007 Un árbol de expansión mínima en la Bolsa Mexicana de Valores
by Linda Margarita Medina Herrera & Ricardo Mansilla C. [Downloadable!]
2007 Información privilegiada, administración de riesgos y utilidades esperadas: una aplicación al estudio de crisis cambiarias
by Antonio Ruiz-Porras [Downloadable!]
2007 Global and regional financial integration: progress in emerging markets
by Alicia Garcia-Herrero & Philip Wooldridge [Downloadable!]
2007 The covered bond market
by Frank Packer & Ryan Stever & Christian Upper [Downloadable!]
2007 Financial investors and commodity markets
by Dietrich Domanski & Alexandra Heath [Downloadable!]
2007 Institutional Determinants of International Equity Portfolios - A Country-Level Analysis
by Barbara Berkel [Downloadable!]
2006 Resampling vs. Shrinkage for Benchmarked Managers
by Michael Wolf [Downloadable!]
2006 Real-time forecasting and political stock market anomalies: evidence for the U.S
by Bohl, Martin & Döpke, Jörg & Pierdzioch, Christian [Downloadable!]
2006 Real-time macroeconomic data and ex ante predictability of stock returns
by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian [Downloadable!]
2006 The Ordered Qualitative Model For Credit Rating Transitions
by Joan Jasiak & D. Feng & C. Gourieroux [Downloadable!]
2006 Financial Accelerator Effects in the Balance Sheets of Czech Firms
by Roman Horváth [Downloadable!]
2006 Are Household Portfolios Efficient? An Analysis Conditional on Housing
by Loriana Pelizzon & Guglielmo Weber [Downloadable!]
2006 Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models
by Andreas Röthig & Carl Chiarella [Downloadable!]
2006 Firms vs. Insiders as Traders of Last Resort
by José M. Marín & Antoni Sureda-Gomila [Downloadable!]
2006 The Use of Derivatives in the Spanish Mutual Fund Industry
by José M. Marín & Thomas A. Rangel [Downloadable!]
2006 The Dog That Did Not Bark: Insider Trading and Crashes
by José M. Marín & Jacques Olivier [Downloadable!]
2006 Managing a 401(k) Account: An Experiment on Asset Allocation
by James Sundali & Federico Guerrero [Downloadable!]
2006 Applying Markowitz's Critical Line Algorithm
by Andras Niedermayer & Daniel Niedermayer [Downloadable!]
2006 “Demand for Private Annuities and Social Security: Consequences to Individual Wealth”
by Sanchez-Romero, Miguel [Downloadable!]
2006 Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
by Andreas Röthig & Carl Chiarella [Downloadable!]
2006 The Performance of Private Equity Funds: Does Diversification Matter?
by Ulrich Lossen [Downloadable!]
2006 Financial Contagion and Attention Allocation
by Jordi Mondria [Downloadable!]
2006 What Explains Household Stock Holdings?
by Miquel Faig & Pauline Shum [Downloadable!]
2006 Correlated Risks: A Conflict of Interest Between Insurers and Consumers and Its Resolution
by Patrick Eugster & Peter Zweifel [Downloadable!]
2006 Efficient Electricity Portfolios for Switzerland and the United States
by Boris Krey & Peter Zweifel [Downloadable!]
2006 Emerging Stock Market Returns: A Survey
by Laurent Gheeraert [Downloadable!]
2006 Stratégies d'investissement en actions et fonds à capital garanti
by Roland Gillet & Robert Goffin & Isabelle Nagot & Ariane Szafarz [Downloadable!]
2006 The Shapley decomposition for portfolio risk
by Stéphane Mussard & Virginie Terraza [Downloadable!]
2006 The Foregone Gains of Incomplete Portfolios
by Monica Paiella [Downloadable!]
2006 Rational Inattention, Portfolio Choice, and the Equity Premium
by Yulei Luo [Downloadable!]
2006 Profitability of Index-based Size and Style Rotation Strategies in the UK Equity Markets
by Natasha Todorovic & Bhavesh Gokani [Downloadable!]
2006 A Stochastic Programming Framework for International PortfolioManagement
by Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios
2006 Discrete-Time Implementation of Continuous-Time Portfolio Strategies
by Beate Breuer & Nicole Branger & Christian Schlag
2006 A Genetic Algorithm for UPM/LPM Portfolios
by David Moreno & David Nawrocki & Ignacio Olmeda
2006 Optimal banks behaviour and procyclicality
by Chiara Pederzoli & Costanza Torricelli
2006 Equity Culture and the Distribution of Wealth
by Michael Haliassos & Dimitris Georgarakos & Yiannis Bilias
2006 Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts
by Alex Michaelides & Francisco Gomes & Valery Polkovnichenko
2006 Computational Finance Techniques for Valuing Customers
by David Colliings & Nicola Baxter
2006 Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis
by Carl Chiarella & Roberto Dieci & Tony He [Downloadable!]
2006 Structural versus Temporary Drivers of Country and Industry Risk
by L. BAELE & K. INGHELBRECHT [Downloadable!]
2006 Learning Under Ambiguity
by Larry Epstein & Martin Schneider [Downloadable!]
2006 Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data
by Elias Oikarinen [Downloadable!]
2006 An Approach to Ecosystem-Based Fishery Management
by Sanchirico, James N. & Smith, Martin D. & Lipton, Douglas W. [Downloadable!]
2006 Search in Asset Markets
by Ricardo Lagos & Guillaume Rocheteau [Downloadable!]
2006 Asymmetric Information and the Lack of International Portfolio
by Juan Carlos Hatchondo
2006 Stock market optimism and participation cost: a mean-variance estimation
by Andrea Tiseno & Monica Paiella [Downloadable!]
2006 International Capital Flows Returns and World Financial Integration
by Martin D D Evans & Viktoria Hnatkovska [Downloadable!]
2006 Collateralized Borrowing And Life-Cycle Portfolio Choice
by Paul Willen & Felix Kubler
2006 Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle
by Ivan Jaccard [Downloadable!]
2006 Sovereign Default and Domestic Banking
by Igor Livshits
2006 Investment, consumption and hedging under incomplete markets
by Jianjun Miao & Neng Wang [Downloadable!]
2006 Predictable returns and asset allocation: Should a skeptical investor time the market?
by Jessica A. Wachter & Missaka Warusawitharana
2006 The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios
by Jacques Pezier & Anthony White [Downloadable!]
2006 Financial Dollarization, the portfolio approach and expectations: evidence for Latin America (1995-2005)
by Sanchez Alan [Downloadable!]
2006 El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006
by Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier [Downloadable!]
2006 On a relationship between distorted and spectral risk measures
by Henryk, Gzyl & Silvia, Mayoral [Downloadable!]
2006 CAPM-based capital budgeting and nonadditivity
by Magni, Carlo Alberto [Downloadable!]
2006 Zelig and the Art of Measuring Excess Profit
by magni, Carlo Alberto [Downloadable!]
2006 International Equity Flows and the Predictability of U.S. Stock Returns
by Hartmann, Daniel & Pierdzioch, Christian [Downloadable!]
2006 Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio
by Kilic, Ekrem [Downloadable!]
2006 Economic and Financial Crises and the Predictability of U.S. Stock Returns
by Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian [Downloadable!]
2006 Risk-based decisions on assets structure of a bank — partially observed economic conditions
by Hałaj, Grzegorz [Downloadable!]
2006 Stock Market Development, Capital Accumulation and Growth in India since 1950
by Sarkar, Prabirjit [Downloadable!]
2006 Investment and firm dynamics
by D'Erasmo, Pablo [Downloadable!]
2006 Implied correlation from VaR
by Cotter, John & Longin, Francois [Downloadable!]
2006 Long Term Risk Assessment in a Defined Contribution Pension System
by Castaneda, Pablo [Downloadable!]
2006 Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence
by Basu, Anup & Drew, Michael [Downloadable!]
2006 Political orientation of government and stock market returns
by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz [Downloadable!]
2006 Stock market volatiltity around national elections
by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz [Downloadable!]
2006 Disposition effect and gender
by Newton, Da Costa Jr & Carlos, Mineto & Sergio, Da Silva [Downloadable!]
2006 Información privilegiada, administración de riesgos y utilidades esperadas: Una aplicación de los juegos de señalización al estudio de crisis cambiarias
by Ruiz-Porras, Antonio [Downloadable!]
2006 New Patterns in International Portfolio Allocation and Income Smoothing
by Faruk, Balli [Downloadable!]
2006 The Roles of Temptation and Social Security in Explaining Individual Behavior
by Alessandro Bucciol [Downloadable!]
2006 Are Household Portfolios Efficient? An Analysis Conditional on Housing
by Loriana Pelizzon & Guglielmo Weber [Downloadable!]
2006 Optimal asset allocation based on utility maximization in the presence of market frictions
by Alessandro Bucciol & Raffaele Miniaci [Downloadable!]
2006 Factors Behind Low Long-Term Interest Rates
by Rudiger Ahrend & Pietro Catte & Robert Price [Downloadable!]
2006 Additional Notes on the Comparative Statics of Constrained Optimization Problems
by John Quah [Downloadable!]
2006 Portfolio Choice when Managers Control Returns
by Egil Matsen [Downloadable!]
2006 Principle of Uncertain Future
by Alexander Harin [Downloadable!]
2006 A Rational Irrational Man?
by Alexander Harin [Downloadable!]
2006 Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
by Markus K. Brunnermeier & Stefan Nagel [Downloadable!]
2006 Information Cascades: Evidence from An Experiment with Financial Market Professionals
by Jonathan E. Alevy & Michael S. Haigh & John List [Downloadable!]
2006 Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk-Transfer
by Darius Lakdawalla & George Zanjani [Downloadable!]
2006 Is Home Bias in Assets Related to Home Bias in Goods?
by Eric van Wincoop & Francis E. Warnock [Downloadable!]
2006 Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
by Karen K. Lewis [Downloadable!]
2006 Simplification and Saving
by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian [Downloadable!]
2006 Illiquid Assets and Optimal Portfolio Choice
by Eduardo S. Schwartz & Claudio Tebaldi [Downloadable!]
2006 Foreign Participation in Local Currency Bond Markets
by John D. Burger & Francis E. Warnock [Downloadable!]
2006 The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings
by Gene Amromin & Jennifer Huang & Clemens Sialm [Downloadable!]
2006 Look at Me Now: What Attracts U.S. Shareholders?
by John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock [Downloadable!]
2006 Benchmarking Money Manager Performance: Issues and Evidence
by Josef Lakonishok & Louis Chan & Stephen G. Dimmock [Downloadable!]
2006 Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory
by Orazio P. Attanasio & Monica Paiella [Downloadable!]
2006 What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
by Nicholas Barberis & Wei Xiong [Downloadable!]
2006 How Household Portfolios Evolve After Retirement: The Effect of Aging and Health Shocks
by Courtney Coile & Kevin Milligan [Downloadable!]
2006 Financial Globalization, Governance, and the Evolution of the Home Bias
by Bong-Chan Kho & René M. Stulz & Francis E. Warnock [Downloadable!]
2006 The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle
by Nicholas Barberis & Ming Huang [Downloadable!]
2006 Determinants and Consequences of Bargaining Power in Households
by Leora Friedberg & Anthony Webb [Downloadable!]
2006 The Performance of International Equity Portfolios
by Charles P. Thomas & Francis E. Warnock & Jon Wongswan [Downloadable!]
2006 Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar
by Elias Papaioannou & Richard Portes & Gregorios Siourounis [Downloadable!]
2006 Collateralized Borrowing and Life-Cycle Portfolio Choice
by Paul Willen & Felix Kubler [Downloadable!]
2006 Sensation Seeking, Overconfidence, and Trading Activity
by Mark Grinblatt & Matti Keloharju [Downloadable!]
2006 International Diversification at Home and Abroad
by Fang Cai & Francis E. Warnock [Downloadable!]
2006 Portfolio Choice in a Monetary Open-Economy DSGE Model
by Charles Engel & Akito Matsumoto [Downloadable!]
2006 Optimal Decentralized Investment Management
by Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen [Downloadable!]
2006 Reconciling the Return Predictability Evidence
by Martin Lettau & Stijn Van Nieuwerburgh [Downloadable!]
2006 Is There Hedge Fund Contagion?
by Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz [Downloadable!]
2006 Investment Under Uncertainty and Time-Inconsistent Preferences
by Steven R. Grenadier & Neng Wang [Downloadable!]
2006 Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth
by James Poterba & Joshua Rauh & Steven Venti & David Wise [Downloadable!]
2006 Financial Globalization, Corporate Governance, and Eastern Europe
by Rene M. Stulz [Downloadable!]
2006 Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program
by Olivier ROUSSE & Benoît SEVI [Downloadable!]
2006 Heterogeneous Fundamentalists and Imitative Processes
by Ahmad Naimzada & Giorgio Ricchiuti [Downloadable!]
2006 Tax Incentives and Household Portfolios: A Panel Data Analysis
by Sule Alan & Søren Leth-Petersen [Downloadable!]
2006 The Portfolio Choices of Hispanic Couples
by Deborah A. Cobb-Clark & Vincent A. Hildebrand [Downloadable!]
2006 Market Power, Survival and Accuracy of Predictions in Financial Markets
by Patarick Leoni [Downloadable!]
2006 How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds
by Thomas J. Flavin & [Downloadable!]
2006 Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil
by George Milunovich & Ronald D. Ripple [Downloadable!]
2006 Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle
by Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara [Downloadable!]
2006 Die Modigliani/Miller-Theoreme und Ausschüttungspolitik
by Wiese, Jörg [Downloadable!]
2006 Benchmarks in Aggregate Household Portfolios
by Pascal ST-AMOUR [Downloadable!]
2006 Which Optimal Design For LLDAs?
by Marie Pfiffelmann [Downloadable!]
2006 Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks
by Chiaki Hara & James Huang & Christoph Kuzmics [Downloadable!]
2006 Representative Consumerfs Risk Aversion and Efficient Risk-Sharing Rules
by Chiaki Hara & James Huang & Christoph Kuzmics [Downloadable!]
2006 Tax Incentives and Household Portfolios: A Panel Data Analysis
by Sule Alan & Søren Leth-Petersen [Downloadable!]
2006 Wieweit tragen rationale Modelle in der Finanzmarktforschung?
by Günter Franke & Thomas Weber [Downloadable!]
2006 The Portfolio Choices of Hispanic Couples
by Deborah A. Cobb-Clark & Vincent A. Hildebrand [Downloadable!]
2006 Cultura Financeira dos Investidores e Diversificação das Carteiras
by Victor Mendes & Margarida Abreu [Downloadable!]
2006 money demand and futures
by Chiara Oldani [Downloadable!]
2006 Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
by Dirk Baur & Brian M. Lucey [Downloadable!]
2006 A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties
by Daniel Hernandez–Hernandez & Alexander Schied [Downloadable!]
2006 Prospect Theory and Higher Moments
by Ågren, Martin [Downloadable!]
2006 Life-Cycle Housing and Portfolio Choice with Bond Markets
by van Hemert, Otto [Downloadable!]
2006 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner [Downloadable!]
2006 Optimal Pension Insurance Design
by Døskeland, Trond M. & Nordahl, Helge A. [Downloadable!]
2006 Intergenerational Effects of Guaranteed Pension Contracts
by Døskeland, Trond M. & Nordahl, Helge A. [Downloadable!]
2006 A Dozen Consistent CAPM-Related Valuation Models - So Why Use the Incorrect One?
by Ekern, Steinar [Downloadable!]
2006 The Bright Side of Shiller-Swaps: A Solution to Inter-generational Risk-sharing
by Carlsson, Evert & Erlandzon, Karl [Downloadable!]
2006 Dynamic asset allocation and latent variables
by Sørensen, Carsten & Trolle, Anders Bjerre [Downloadable!]
2006 Institutional and Individual Sentiment: Smart Money and Noise Trader Risk
by Schmeling, Maik [Downloadable!]
2006 A Prospect-Theoretical Interpretation of Momentum Returns
by Menkhoff, Lukas & Schmeling, Maik [Downloadable!]
2006 Satisficing or Optimizing? - An Experimental Study
by Werner Güth & Gerlinde Fellner & Ev Martin [Downloadable!]
2006 Is Satisficing Absorbable? - An Experimental Study
by Werner Güth & M. Vittoria Levati & Matteo Ploner [Downloadable!]
2006 Task Transcending Satisficing - An Experimental Study
by Werner Güth & Gerlinde Fellner & Ev Martin [Downloadable!]
2006 Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves
by Andres Vesilind [Downloadable!]
2006 International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios
by Eiling, Esther & Gerard, Bruno & de Roon, Frans [Downloadable!]
2006 Advertising and Portfolio Choice
by Cronqvist, Henrik [Downloadable!]
2006 Money chasing deals and chasing money - the impact of supply and demand on buyout performance
by Gottshalg, Oliver & Zipser, Daniel [Downloadable!]
2006 Stock price informativeness, cross-listings and investment decisions
by Foucault, Thierry & Gehrig, Thomas [Downloadable!]
2006 The risk-adjusted performance of US buyouts
by Groh, Alexander & Gottschalg, Oliver [Downloadable!]
2006 The Geography of Asset Trade and the Euro: Insiders and Outsiders
by Coeurdacier, Nicolas & Martin, Philippe [Downloadable!]
2006 A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets
by Coeurdacier, Nicolas & Guibaud, Stéphane [Downloadable!]
2006 International Portfolio Diversification Is Better Than You Think
by Coeurdacier, Nicolas & Guibaud, Stéphane [Downloadable!]
2006 Do Trade Costs in Goods Market Lead to Home Bias in Equities?
by Coeurdacier, Nicolas [Downloadable!]
2006 Sector diversification during crises: A European perspective
by Michel Beine & Pierre-Yves Preumont & Ariane Szafarz [Downloadable!]
2006 Global Risk, Investment, and Emotions
by Ronald Bosman & Frans van Winden [Downloadable!]
2006 Forecasting Market Impact Costs and Identifying Expensive Trades
by Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis [Downloadable!]
2006 Valuation of Conditional Pension Liabilities and Guarantees under Sponsor Vulnerabilities
by Dirk Broeders [Downloadable!]
2006 Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work
by Richard J. Agnello [Downloadable!]
2006 Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk
by Andre Monteiro & Georgi V. Smirnov & Andre Lucas [Downloadable!]
2006 Credit Cycles and Macro Fundamentals
by Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro [Downloadable!]
2006 Optimal portfolio choice with annuitization
by Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M. [Downloadable!]
2006 Intra-Daily FX Optimal Portfolio Allocation
by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo [Downloadable!]
2006 Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings
by Yiannis Kamarianakis & Anastasios Xepapadeas [Downloadable!]
2006 Direct Evidence of Dividend Tax Clienteles
by Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian [Downloadable!]
2006 International Stock Return Comovements
by Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan [Downloadable!]
2006 Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar
by Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios [Downloadable!]
2006 Selecting Copulas for Risk Management
by Koedijk, Kees & Kole, Erik & Verbeek, Marno [Downloadable!]
2006 Marketwide Private Information in Stocks: Forecasting Currency Returns
by Albuquerque, Rui & de Francisco, Eva & Marques, Luis [Downloadable!]
2006 Hedge Funds: Performance, Risk and Capital Formation
by Fung, William & Hsieh, David A & Naik, Narayan & Ramadorai, Tarun [Downloadable!]
2006 Optimal Asset Allocation and Risk Shifting in Money Management
by Basak, Suleyman & Pavlova, Anna & Shapiro, Alex [Downloadable!]
2006 Global Risk, Investment and Emotions
by Bosman, R.A.J & van Winden, Frans A.A.M. [Downloadable!]
2006 CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation
by Simon A. BRODA & Marc S. PAOLELLA [Downloadable!]
2006 Benchmarks in Aggregate Household Portfolios
by Pascal St-Amour [Downloadable!]
2006 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
by Terje Lensberg & Klaus Reiner Schenk-Hoppe [Downloadable!]
2006 Finance and Efficiency: Do Bank Branching Regulations Matter?
by Viral V. Acharya & Jean Imbs & Jason Sturgess [Downloadable!]
2006 Model Combination and Stock Return Predictability
by Matthias Hagmann & Joachim Loebb [Downloadable!]
2006 The Economic Value of Distributional Timing
by Eric Jondeau & Michael Rockinger [Downloadable!]
2006 Revisiting the Home Bias Puzzle. Downside Equity Risk
by Rachel A. Campbell & Roman Kräussl [Downloadable!]
2006 Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment
by Christian Gollier & Alexander Muermann [Downloadable!]
2006 Portfolio Optimization wehn Risk Factors are Conditionally Varying and Heavy Tailed
by Toker Doganoglu & Christoph Hartz & Stefan Mittnik [Downloadable!]
2006 Credit Cards: Facts and Theories
by Carol C. Bertaut & Michael Haliassos [Downloadable!]
2006 Multivariate Normal Mixture GARCH
by Markus Haas & Stefan Mittnik & Marc S. Paolella [Downloadable!]
2006 Intergenerational Risk Sharing by Means of Pay-as-you-go Programs – an Investigation of Alternative Mechanisms
by Øystein Thøgersen [Downloadable!]
2006 “Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View
by Ken Sennewald & Klaus Wälde [Downloadable!]
2006 Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization
by Elena Yusupova [Downloadable!]
2006 Subsidiarity portfolios and separation compacts to enhance the governance of state-owned banks
by Rodolfo Apreda [Downloadable!]
2006 Ambiguity in Asset Markets: Theory and Experiment
by Peter Bossaerts & Serena Guarnaschelli & Paolo Ghirardato & William Zame [Downloadable!]
2006 Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms
by Anna Zalewska [Downloadable!]
2006 Managerial Preferences, Corporate Governance, and Financial Structure
by Hong Liu & Jianjun Miao [Downloadable!]
2006 On Irreversible Investment
by Xia Su & Frank Riedel [Downloadable!]
2006 Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility
by George A. Christodoulakis & Stephen E Satchell [Downloadable!]
2006 The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
by Gabriele Galati & Philip D. Wooldridge [Downloadable!]
2006 The CAPM and the risk appetite index; theoretical differences and empirical similarities
by Marcello Pericoli & Massimo Sbracia [Downloadable!]
2006 Relative Performance, Risk and Entry in the Mutual Fund Industry
by Gyöngyi Lóránth & Emanuela Sciubba [Downloadable!]
2006 Reducing asset weights’ volatility by importance sampling in stochastic credit portfolio optimization
by Tilke, Stephan [Downloadable!]
2006 The Wealth of Mexican Americans
by Deborah Cobb-Clark & Vincent A. Hildebrand [Downloadable!]
2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
by Giulio PALOMBA [Downloadable!]
2006 Financial Risk Taking by Age and Birth Cohort
by Nancy Ammon Jianakoplos & Alexandra Bernasek
2006 Entry Costs and Stock Market Participation over the Life Cycle
by Sule Alan [Downloadable!]
2006 Optimal Portfolios In Defined Contribution Pension Systems
by EDUARDO WALKER [Downloadable!]
2006 Eleccion De Portafolio En Presencia De Mercados Iliquidos
by LUIS FELIPE VARAS GREENE [Downloadable!]
2006 Local Currency Bond Markets
by John D. Burger & Francis E. Warnock [Downloadable!]
2006 Portfolio Constraints and Contagion in Emerging Markets
by Anna Ilyina [Downloadable!]
2006 Economic Capital Management For Insurance Companies Using Conditional Value At Risk And A Copula Approach
by Rossella Bisignani & Giovanni Masala & Marco Micocci [Downloadable!]
2006 Empirical Insights on the Heterogeneity of the Spanish Stock Market/Un Análisis Empírico De La Heterogeneidad Del Mercado De Capitales Español
by POUCHKAREV, IGOR & SPRONK, JAAP & TRINIDAD SEGOVIA, JUAN E. [Downloadable!]
2006 On Distributional Changes of Financial Characteristics in Cyprus: What Does the Survey of Consumer Finances Say?
by Alex Karagrigoriu & Ilia Vonta [Downloadable!]
2006 Local Currency Bond Markets
by John D. Burger & Francis E. Warnock [Downloadable!]
2006 Portfolio Constraints and Contagion in Emerging Markets
by Anna Ilyina [Downloadable!]
2006 Correlation and the Pension Protection Fund
by Paul Sweeting
2006 Quantifying the costs of investment limits for Chilean pension funds
by Solange M. Berstein & Rómulo A. Chumacero
2006 Análisis del origen de los beneficios del momentum en el mercado de valores español
by Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso [Downloadable!]
2006 A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English)
by Edward J. Lusk & Michael HALPERIN & Li Yue [Downloadable!]
2006 A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System
by Soňa KILIÁNOVÁ & Igor MELICHERČÍK & Daniel ŠEVČOVIČ [Downloadable!]
2006 Why Do Spanish Savings Banks Invest In The Stock Capital Of Publicly Traded Companies?
by GONZÁLEZ, Mariano & FERNÁNDEZ, Pedro [Downloadable!]
2006 Currency substitution, portfolio diversification, and money demand
by Miguel Lebre de Freitas & Francisco José Veiga [Downloadable!]
2006 The opportunity cost of being constrained by the type of assets: Bonds only or stocks only
by Alla A. Melkumian [Downloadable!]
2006 Robust Portfolio Selection with and without Relative Entropy
by Marco Taboga [Downloadable!]
2005 Is there a Difference? The Performance Characteristics of SRI Equity Indexes
by Schröder, Michael [Downloadable!]
2005 Forecasting stock market volatility with macroeconomic variables in real time
by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian [Downloadable!]
2005 Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios
by Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel [Downloadable!]
2005 The supervisor’s portfolio: the market price risk of German banks from 2001 to 2003 – Analysis and models for risk aggregation
by Memmel, Christoph & Wehn, Carsten [Downloadable!]
2005 Firm-level evidence on international stock market comovement
by Brooks, Robin & Del Negro, Marco [Downloadable!]
2005 International diversification at home and abroad
by Cai, Fang & Warnock, Francis E. [Downloadable!]
2005 The Performance of Real Estate Portfolios: A Simulation Approach
by WILLIAM N. GOETZMANN & JEFFREY D. FISHER [Downloadable!]
2005 Why Do Individual Investors Hold Under-Diversified Portfolios?
by WILLIAM N. GOETZMANN & ALOK KUMAR [Downloadable!]
2005 Portfolio Diversification, Proximity Investment and City Agglomeration
by WILLIAM N. GOETZMANN & MASSIMO MASSA & ANDREI SIMONOV [Downloadable!]
2005 History and the Equity Risk Premium
by William N. Goetzmann & Roger Ibbotson [Downloadable!]
2005 Entry Costs and Stock Market Participation Over the Life Cycle
by Sule Alan [Downloadable!]
2005 Evaluation of Linear Asset Pricing Models by Implied Portfolio Performance
by Ronald J. Balvers & Dayong Huang [Downloadable!]
2005 A Rational Irrational Man
by Alexander Harin [Downloadable!]
2005 Do Stockholders Share Risk More Effectively Than Non- stockholders?
by Fatih Guvenen [Downloadable!]
2005 The Roles Of Money In An Economy And The Optimum Quantity Of Money
by Edgar L. Feige & M. Parkin & R Avery & C. Stones [Downloadable!]
2005 Structural versus Temporary Drivers of Country and Industry Risk
by Lieven Baele & Koen Inghelbrecht [Downloadable!]
2005 Gains and losses: the same or different choices? A “non-ideal” economics approach
by Alexander Harin [Downloadable!]
2005 Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization
by Diana Barro & Elio Canestrelli [Downloadable!]
2005 A new integral for capacities
by Ehud Lehrer [Downloadable!]
2005 Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading
by Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann [Downloadable!]
2005 Securities Markets And Social Capital Integration In Africa: Risks And Policy Options
by GODWIN NWAOBI [Downloadable!]
2005 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays
by Alessandro Sansone & Giuseppe Garofalo [Downloadable!]
2005 On Risk Premia and Volatility Transmission Across the Stock and Bond Markets
by Francis Vitek [Downloadable!]
2005 Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach
by Yan Olszewski [Downloadable!]
2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
by Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou [Downloadable!]
2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
by Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou [Downloadable!]
2005 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate
by Sutthisit Jamdee & Cornelis A. Los [Downloadable!]
2005 Do Ads Influence Editors? Advertising and Bias in the Financial Media
by Jonathan Reuter & Eric Zitzewitz [Downloadable!]
2005 The Neural Basis of Financial Risk Taking
by Camelia Kuhnen & Brian Knutson [Downloadable!]
2005 Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve
by Leo Krippner [Downloadable!]
2005 Who Cares about Mortgage Interest Deductibility?
by Martin Gervais & Manish Pandey [Downloadable!]
2005 Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework
by Carl Chiarella & Roberto Dieci & Xue-Zhong He [Downloadable!]
2005 Learning and Asset Prices under Ambiguous Information
by Fabio Trojani & Markus Leippold & Paolo Vanini [Downloadable!]
2005 General Analytical Solutions For Mertons'S-Type Consumption-Investment Problems
by Fabio Trojani & Roberto G. Ferretti [Downloadable!]
2005 Credit Card Debt Puzzles
by Michael Haliassos & Michael Reiter [Downloadable!]
2005 Portable Alphas from Pension Mispricing
by José M. Marín & Francesco Franzoni [Downloadable!]
2005 Causes, consequences, and cures of myopic loss aversion - An experimental investigation
by Gerlinde Fellner & Matthias Sutter [Downloadable!]
2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
by Olivier Scaillet & Laurent Barras & Russell R. Wermers [Downloadable!]
2005 What Explains the Canada-US ICT Investment Intensity Gap?
by Centre for the Study of Living Standards [Downloadable!]
2005 Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period
by Winston T.H. Koh & Edward H.K. Ng [Downloadable!]
2005 Social security and entrepreneurial activity
by Thomas Steinberger [Downloadable!]
2005 The Effectiveness of Margin Requirements: Agent-Based Modeling Approach
by Yi-Feng Tzeng & Chung-Yi Yan