1. Christian Dunis, Pierre Lequeux, 2000. "Intraday data and hedging efficiency in interest spread trading," European Journal of Finance, Taylor and Francis Journals, vol. 6(4), pages 332-352, December. [Downloadable!] (restricted)
2. Christiaensen, Luc. J. & Subbarao, Kalanidhi, 2004. "Toward an understanding of household vulnerability in rural Kenya," Policy Research Working Paper Series 3326, The World Bank. [Downloadable!]
3. Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS. [Downloadable!]
4. Raimond Maurer & Shohreh Valiani, 2007. "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting 109, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
5. Yochanan Shachmurove, . ""Portfolio Analysis of Latin American Stock Markets''," CARESS Working Papres 97-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
   Other versions:
   • Yochanan Shachmurove, . "Portfolio Analysis of Latin American Stock Markets," Penn CARESS Working Papers 33820afad90814b2158b0366c, UCLA Department of Economics. [Downloadable!]
6. Cotter, John & Hanly, James, 2005. "Re-evaluating Hedging Performance," MPRA Paper 3523, University Library of Munich, Germany. [Downloadable!]
7. Albrecht, Peter, 2003. "Risk Measures," Sonderforschungsbereich 504 Publications 03-01, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
8. Raimond Maurer & Frank Reiner & Steffen Sebastian, 2004. "Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K," Working Paper Series: Finance and Accounting 108, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
9. Babak Eftekhari, Christian S. Pedersen, Stephen E. Satchell, 2000. "On the volatility of measures of financial risk: an investigation using returns from European markets," European Journal of Finance, Taylor and Francis Journals, vol. 6(1), pages 18-38, March. [Downloadable!] (restricted)
10. Gemmill, Gordon T & Hwang, Soosung & Salmon, Mark, 2005. "Performance Measurement with Loss Aversion," CEPR Discussion Papers 5173, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
11. Anderson, Anders E. S., 2004. "One for the Gain, Three for the Loss," SIFR Research Report Series 20, Swedish Institute for Financial Research. [Downloadable!]
12. Estrada, Javier, 2003. "Cost of equity of Internet stocks: A downside risk approach, The," IESE Research Papers D/491, IESE Business School. [Downloadable!]
13. Kilian, Lutz & Manganelli, Simone, 2003. "The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks," CEPR Discussion Papers 3918, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
14. Jong, A. de & Roon, F. de & Veld, C., 1995. "An empirical analysis of the hedging effectiveness of currency futures," Discussion Paper 119, Tilburg University, Center for Economic Research. [Downloadable!]
15. Basu, Anup & Drew, Michael, 2006. "Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence," MPRA Paper 3314, University Library of Munich, Germany, revised 02 Nov 2006. [Downloadable!]
16. Simone Manganelli, 2007. "Asset allocation by penalized least squares," Working Paper Series 723, European Central Bank. [Downloadable!]
17. Stephen E. Satchell & Shaun A. Bond, 2004. "Asymmetry, Loss Aversion and Forecasting," Econometric Society 2004 Australasian Meetings 160, Econometric Society. [Downloadable!]
18. Duarte Jr, A. M., 2000. "Fast Computation of Efficient Portfolios," Finance Lab Working Papers flwp_32, Finance Lab, Ibmec São Paulo. [Downloadable!]
19. A.B. Berkelaar & R.R.P. Kouwenberg, 2000. "Dynamic asset allocation and downside-risk aversion," Econometric Institute Report 190, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
20. Cotter, John & Hanly, James, 2007. "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper 3501, University Library of Munich, Germany. [Downloadable!]
21. Kilian, Lutz & Manganelli, Simone, 2007. "The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan," CEPR Discussion Papers 6031, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
22. Friedrich Breyer & Victor R. Fuchs, 1982. "Risk Attitudes in Health: An Exploratory Study," NBER Working Papers 0875, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
23. Lutz Kilian & Simone Manganelli, 2003. "The Central Bank as a risk manager: quantifying and forecasting fnflation risks," Working Paper Series 226, European Central Bank. [Downloadable!]
24. Stephen E. Satchell, David C. Damant, Soosung Hwang, 2000. "Exponential risk measure with application to UK asset allocation," Applied Mathematical Finance, Taylor and Francis Journals, vol. 7(2), pages 127-152, June. [Downloadable!] (restricted)
25. Clive W. J. Granger, 2002. "Some comments on risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 447-456. [Downloadable!]
26. Brouwer, Frank & Ruiter, Hans de, 1997. "Asset class allocation and downside risk: does the investment horizon matter?," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
27. Udo Ebert, 2005. "Measures of downside risk," Economics Bulletin, Economics Bulletin, vol. 4(16), pages 1-9. [Downloadable!]
28. Nat, M. van der & Brouwer, F., 1995. "Hedging with stock index futures: downside risk versus the variance," Serie Research Memoranda 0023, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

This page was last updated on 2008-9-7.