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Gur Huberman

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Huberman, Gur & Leshno, Jacob & Moallemi, Ciamac C., 2017. "Monopoly Without a Monopolist: An Economic Analysis of the Bitcoin Payment System," CEPR Discussion Papers 12322, C.E.P.R. Discussion Papers.

    Cited by:

    1. Jonathan Chiu & Thorsten V. Koeppl, 2018. "Blockchain-based Settlement For Asset Trading," Working Paper 1397, Economics Department, Queen's University.
    2. Makarov, Igor & Schoar, Antoinette, 2018. "Trading and Arbitrage in Cryptocurrency Markets," LSE Research Online Documents on Economics 118909, London School of Economics and Political Science, LSE Library.
    3. Uhlig, Harald & Schilling, Linda, 2018. "Some simple Bitcoin Economics," CEPR Discussion Papers 12831, C.E.P.R. Discussion Papers.
    4. Jonathan Chiu, 2019. "The Economics of Cryptocurrencies -- Bitcoin and Beyond," 2019 Meeting Papers 425, Society for Economic Dynamics.
    5. Klaus Grobys, 2021. "When the blockchain does not block: on hackings and uncertainty in the cryptocurrency market," Quantitative Finance, Taylor & Francis Journals, vol. 21(8), pages 1267-1279, August.
    6. Makarov, Igor & Schoar, Antoinette, 2020. "Trading and arbitrage in cryptocurrency markets," LSE Research Online Documents on Economics 100409, London School of Economics and Political Science, LSE Library.
    7. Grym, Aleksi, 2018. "The great illusion of digital currencies," BoF Economics Review 1/2018, Bank of Finland.
    8. Hitoshi Matsushima & Shunya Noda, 2020. "Mechanism Design with Blockchain Enforcement," KIER Working Papers 1027, Kyoto University, Institute of Economic Research.
    9. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro, 2018. "Between Cash, Deposit And Bitcoin: Would We Like A Central Bank Digital Currency? Money Demand And Experimental Economics," BAFFI CAREFIN Working Papers 1875, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    10. Auer, Raphael, 2019. "Embedded supervision: how to build regulation into blockchain finance," CEPR Discussion Papers 14095, C.E.P.R. Discussion Papers.
    11. Bruno Biais & Albert Menkveld & Catherine Casamatta & Christophe Bisière & Matthieu Bouvard, 2019. "Equilibrium Bitcoin Pricing," 2019 Meeting Papers 360, Society for Economic Dynamics.
    12. Raphael A. Auer, 2022. "Embedded Supervision: How to Build Regulation into Decentralised Finance," CESifo Working Paper Series 9771, CESifo.
    13. Linda Schilling & Jesús Fernández-Villaverde & Harald Uhlig, 2020. "Central Bank Digital Currency: When Price and Bank Stability Collide," NBER Working Papers 28237, National Bureau of Economic Research, Inc.
    14. Jonathan Chiu & Thorsten V. Koeppl, 2022. "The economics of cryptocurrency: Bitcoin and beyond," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1762-1798, November.
    15. Easley, David & O'Hara, Maureen & Basu, Soumya, 2019. "From mining to markets: The evolution of bitcoin transaction fees," Journal of Financial Economics, Elsevier, vol. 134(1), pages 91-109.
    16. Muhammad Athar Nadeem & Zhiying Liu & Abdul Hameed Pitafi & Amna Younis & Yi Xu, 2021. "Investigating the Adoption Factors of Cryptocurrencies—A Case of Bitcoin: Empirical Evidence From China," SAGE Open, , vol. 11(1), pages 21582440219, March.
    17. Korniotis, George & Bhambhwani, Siddharth & Delikouras, Stefanos, 2019. "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers 13724, C.E.P.R. Discussion Papers.
    18. Benigno, Pierpaolo & Schilling, Linda & Uhlig, Harald, 2022. "Cryptocurrencies, Currency Competition, and The Impossible Trinity," CEPR Discussion Papers 13943, C.E.P.R. Discussion Papers.
    19. Lin William Cong & Zhiguo He & Jiasun Li, 2019. "Decentralized Mining in Centralized Pools," NBER Working Papers 25592, National Bureau of Economic Research, Inc.
    20. Brunnermeier, Markus & Abadi, Joseph, 2018. "Blockchain Economics," CEPR Discussion Papers 13420, C.E.P.R. Discussion Papers.
    21. Marco Lambrecht & Andis Sofianos & Yilong Xu, 2025. "Does Mining Fuel Bubbles? An Experimental Study on Cryptocurrency Markets," Management Science, INFORMS, vol. 71(3), pages 1865-1888, March.
    22. Borgonovo, Emanuele & Caselli, Stefano & Cillo, Alessandra & Masciandaro, Donato & Rabitti, Giovanni, 2021. "Money, privacy, anonymity: What do experiments tell us?," Journal of Financial Stability, Elsevier, vol. 56(C).
    23. Ferreira, Daniel & Li, Jin & Nikolowa, Radoslawa, 2019. "Corporate Capture of Blockchain Governance," CEPR Discussion Papers 13493, C.E.P.R. Discussion Papers.
    24. Raphael Auer, 2019. "Beyond the doomsday economics of "proof-of-work" in cryptocurrencies," BIS Working Papers 765, Bank for International Settlements.
    25. Jun Aoyagi & Daisuke Adachi, 2018. "Economic Implications of Blockchain Platforms," Papers 1802.10117, arXiv.org, revised Oct 2018.
    26. Julien Prat & Walter Benjamin, 2017. "An Equilibrium Model of the Market for Bitcoin Mining," Working Papers 2017-15, Center for Research in Economics and Statistics.
    27. Charles Bertucci & Louis Bertucci & Jean-Michel Lasry & Pierre-Louis Lions, 2020. "Mean Field Game Approach to Bitcoin Mining," Papers 2004.08167, arXiv.org.
    28. Gilles Hilary & Laura Xiaolei Liu, 2021. "Blockchain and Other Distributed Ledger Technologies in Finance," Springer Books, in: Raghavendra Rau & Robert Wardrop & Luigi Zingales (ed.), The Palgrave Handbook of Technological Finance, pages 243-268, Springer.
    29. Feng Dong & Zhiwei Xu & Yu Zhang, 2022. "Bubbly Bitcoin," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(3), pages 973-1015, October.
    30. Sahebi, Iman Ghasemian & Masoomi, Behzad & Ghorbani, Shahryar, 2020. "Expert oriented approach for analyzing the blockchain adoption barriers in humanitarian supply chain," Technology in Society, Elsevier, vol. 63(C).
    31. W. Scott Frame & Larry D. Wall & Lawrence J. White, 2018. "Technological Change and Financial Innovation in Banking: Some Implications for Fintech," FRB Atlanta Working Paper 2018-11, Federal Reserve Bank of Atlanta.
    32. Juanjuan Li & Yong Yuan & Fei-Yue Wang, 2022. "Analyzing Bitcoin transaction fees using a queueing game model," Electronic Commerce Research, Springer, vol. 22(1), pages 135-155, March.
    33. Lin William Cong & Zhiguo He, 2019. "Blockchain Disruption and Smart Contracts," The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1754-1797.
    34. Bonaparte, Yosef & Bernile, Gennaro, 2023. "A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets," Finance Research Letters, Elsevier, vol. 52(C).
    35. Wolfgang Karl Härdle & Campbell R Harvey & Raphael C G Reule, 2020. "Understanding Cryptocurrencies," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 181-208.
    36. Ye Wang & Yan Chen & Haotian Wu & Liyi Zhou & Shuiguang Deng & Roger Wattenhofer, 2021. "Cyclic Arbitrage in Decentralized Exchanges," Papers 2105.02784, arXiv.org, revised Jan 2022.
    37. Carlos Viñuela & Juan Sapena & Gonzalo Wandosell, 2020. "The Future of Money and the Central Bank Digital Currency Dilemma," Sustainability, MDPI, vol. 12(22), pages 1-22, November.
    38. Raffaella Barone & Donato Masciandaro, 2018. "Cryptocurrency Or Usury? Crime And Alternative Money Laundering Techniques," BAFFI CAREFIN Working Papers 18101, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    39. Balvers, Ronald J. & McDonald, Bill, 2021. "Designing a global digital currency," Journal of International Money and Finance, Elsevier, vol. 111(C).
    40. Svetlana V. Krivoruchko, 2018. "Cryptocurrencies and Approaches to Their Regulation," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 120-129, October.
    41. Andreas Freund & Danielle Stanko, 2018. "The Wolf and the Caribou: Coexistence of Decentralized Economies and Competitive Markets," JRFM, MDPI, vol. 11(2), pages 1-38, May.
    42. Zimmerman, Peter, 2020. "Blockchain structure and cryptocurrency prices," Bank of England working papers 855, Bank of England.
    43. Rahman, Adib J., 2018. "Deflationary policy under digital and fiat currency competition," Research in Economics, Elsevier, vol. 72(2), pages 171-180.
    44. Yu Zhu & Scott Hendry, 2019. "A Framework for Analyzing Monetary Policy in an Economy with E-money," Staff Working Papers 19-1, Bank of Canada.
    45. Zhong Xu & Chuanwei Zou, 2021. "What can blockchain do and cannot do?," China Economic Journal, Taylor & Francis Journals, vol. 14(1), pages 4-25, January.
    46. Rico-Peña, Juan Jesús & Arguedas-Sanz, Raquel & López-Martin, Carmen, 2023. "Models used to characterise blockchain features. A systematic literature review and bibliometric analysis," Technovation, Elsevier, vol. 123(C).
    47. Chiu, Jonathan & Wong, Tsz-Nga, 2022. "Payments on digital platforms: Resiliency, interoperability and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
    48. Yukun Liu & Aleh Tsyvinski, 2019. "Risks and Returns of Cryptocurrency," 2019 Meeting Papers 160, Society for Economic Dynamics.
    49. Hosain, Md Sajjad, 2018. "Bitcoin: Future transaction currency?," MPRA Paper 87588, University Library of Munich, Germany.
    50. Canidio, Andrea, 2018. "Financial incentives for open source development: the case of Blockchain," MPRA Paper 85352, University Library of Munich, Germany.
    51. Jermann, Urban J., 2021. "Cryptocurrencies and Cagan’s model of hyperinflation," Journal of Macroeconomics, Elsevier, vol. 69(C).
    52. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanno Rabitti, 2018. "Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?," BAFFI CAREFIN Working Papers 1895, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    53. Carlo Gola & Andrea Caponera, 2019. "Policy issues on crypto-assets," LIUC Papers in Economics 2019-7, Cattaneo University (LIUC).
    54. Marcelo A. T. Aragão, 2021. "A Few Things You Wanted to Know about the Economics of CBDCs, but were Afraid to Model: a survey of what we can learn from who has done," Working Papers Series 554, Central Bank of Brazil, Research Department.
    55. Raphael Auer & Stijn Claessens, 2018. "Regulating cryptocurrencies: assessing market reactions," BIS Quarterly Review, Bank for International Settlements, September.
    56. Nadler, Philip & Guo, Yike, 2020. "The fair value of a token: How do markets price cryptocurrencies?," Research in International Business and Finance, Elsevier, vol. 52(C).
    57. Anil Savio Kavuri & Alistair Milne, 2019. "Fintech and the Future of Financial Services: What Are the Research Gaps?," CAMA Working Papers 2019-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  2. Huberman, Gur & Guasoni, Paolo & Ren, Dan, 2014. "Shortfall Aversion," CEPR Discussion Papers 10064, C.E.P.R. Discussion Papers.

    Cited by:

    1. Curatola, Giuliano, 2017. "Optimal portfolio choice with loss aversion over consumption," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 345-358.

  3. Gur Huberman & Rafael Repullo, 2013. "Moral Hazard and Debt Maturity," Working Papers wp2013_1311, CEMFI.

    Cited by:

    1. Ala'a Adden Awni Abuhommous, 2025. "Does the firm's life cycle matter in the relationship between short‐term debt and investment efficiency?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1429-1449, April.
    2. Zhou, Yimin & Wei, Xu, 2023. "Bond liquidity, debt maturity and bond risk premium," Finance Research Letters, Elsevier, vol. 54(C).
    3. Zou, Jingxian & Shen, Guangjun & Gong, Yaxian, 2019. "The effect of value-added tax on leverage: Evidence from China’s value-added tax reform," China Economic Review, Elsevier, vol. 54(C), pages 135-146.
    4. Leng, Dong & Wei, Xu & Zhuo, Yilin, 2024. "Belief disagreement and debt maturity structure," Economics Letters, Elsevier, vol. 243(C).
    5. Wei, Xu & Xiao, Xiao & Zhou, Yi & Zhou, Yimin, 2023. "Spillover effects between liquidity risks through endogenous debt maturity," Journal of Financial Markets, Elsevier, vol. 64(C).
    6. Gong, Yaxian & Wei, Xu, 2019. "Asset quality, debt maturity, and market liquidity," Finance Research Letters, Elsevier, vol. 31(C).
    7. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    8. Wei, Xu & Gong, Yaxian & Wu, Ho-Mou, 2017. "The impacts of Net Stable Funding Ratio requirement on Banks’ choices of debt maturity," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 229-243.
    9. Renata Karkowska & Paweł Niedziółka, 2019. "Rentowność banków komercyjnych a ich płynność w kontekście implementacji ilościowych norm płynności rekomendowanych przez Bazylejski Komitet ds. Nadzoru Bankowego," Bank i Kredyt, Narodowy Bank Polski, vol. 50(2), pages 149-172.
    10. Gong, Yaxian & Wei, Xu, 2022. "Asset quality, financing structure, and bank regulations," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1061-1075.

  4. Huberman, Gur & Guasoni, Paolo & Wang, Zhenyu, 2010. "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers 7676, C.E.P.R. Discussion Papers.

    Cited by:

    1. Lijun Bo & Yijie Huang & Xiang Yu, 2023. "An extended Merton problem with relaxed benchmark tracking," Papers 2304.10802, arXiv.org, revised Apr 2025.
    2. Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2011. "Risk Shifting and Mutual Fund Performance," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2575-2616.
    3. Wang, Zhenyu & Zhang, Xiaoyan, 2012. "Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 65-78.

  5. Huberman, Gur & Dorn, Daniel, 2007. "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers 6532, C.E.P.R. Discussion Papers.

    Cited by:

    1. Jiang, Danling & Peterson, David R. & Doran, James S., 2014. "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 36-59.
    2. Xiaoyu Wu & Jianmei Zhao, 2020. "Risk sharing, siblings, and household equity investment: evidence from urban China," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(2), pages 461-482, April.
    3. Klöckner, Maximilian & Schmidt, Christoph G. & Wagner, Stephan M. & Swink, Morgan, 2023. "Firms’ responses to the COVID-19 pandemic," Journal of Business Research, Elsevier, vol. 158(C).
    4. Reis, Pedro Nogueira & Pinto, António Pedro Soares, 2024. "Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    5. Lee, Kuan-Hui & Yang, Cheol-Won, 2022. "The world price of tail risk," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
    6. Owain Ap Gwilym & Iftekhar Hasan & Qingwei Wang & Ru Xie, 2016. "In Search of Concepts: The Effects of Speculative Demand on Stock Returns," European Financial Management, European Financial Management Association, vol. 22(3), pages 427-449, June.
    7. Mark Browne & Verena Jaeger & Petra Steinorth, 2019. "The impact of economic conditions on individual and managerial risk taking," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(1), pages 27-53, March.
    8. Mehmet Asutay & Primandanu Febriyan Aziz & Banjaran S. Indrastomo & Yusuf Karbhari, 2023. "Religiosity and Charitable Giving on Investors’ Trading Behaviour in the Indonesian Islamic Stock Market: Islamic vs Market Logic," Journal of Business Ethics, Springer, vol. 188(2), pages 327-348, November.
    9. Gennaro Bernile & Vineet Bhagwat & Ambrus Kecskés & Phuong‐Anh Nguyen, 2021. "Are the risk attitudes of professional investors affected by personal catastrophic experiences?," Financial Management, Financial Management Association International, vol. 50(2), pages 455-486, June.
    10. Zhimin Li & Leslie Sheng Shen & Calvin Zhang, 2020. "Capital Flows, Asset Prices, and the Real Economy: A "China Shock" in the U.S. Real Estate Market," International Finance Discussion Papers 1286, Board of Governors of the Federal Reserve System (U.S.).
    11. Chaudhry, Neeru & Gupta, Aastha, 2024. "Impact of using derivatives on stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
    12. TOMA, Filip-Mihai & CEPOI, Cosmin-Octavian & NEGREA, Bogdan, 2021. "Does it payoff to be overconfident? Evidence from an emerging market – a quantile regression approach," Finance Research Letters, Elsevier, vol. 38(C).
    13. Kerstin Lopatta & Reemda Jaeschke & Chen Chen, 2017. "Stakeholder Engagement and Corporate Social Responsibility (CSR) Performance: International Evidence," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 24(3), pages 199-209, May.
    14. Betül Çal & Mary Lambkin, 2017. "Brand equity of stock exchange as a mediator in financial decisions," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 22(1), pages 14-23, March.
    15. Doina C. Chichernea & Haimanot Kassa & Steve L. Slezak, 2019. "Lottery preferences and the idiosyncratic volatility puzzle," European Financial Management, European Financial Management Association, vol. 25(3), pages 655-683, June.
    16. Ann Yang, 2013. "Decision Making for Individual Investors: A Measurement of Latent Difficulties," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(3), pages 303-329, December.
    17. Jennie Bai & Turan G. Bali & Quan Wen, 2019. "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers 25995, National Bureau of Economic Research, Inc.
    18. Azra Zaimovic & Adna Omanovic & Almira Arnaut-Berilo, 2021. "How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature," JRFM, MDPI, vol. 14(11), pages 1-30, November.
    19. Ek, Andreas & Gokmen, Gunes & Majlesi, Kaveh, 2022. "Cultural Origins of Investment Behavior," CEPR Discussion Papers 17412, C.E.P.R. Discussion Papers.
    20. Nicoletta Marinelli & Camilla Mazzoli & Fabrizio Palmucci, 2017. "Mind the Gap: Inconsistencies Between Subjective and Objective Financial Risk Tolerance," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 18(2), pages 219-230, April.
    21. Banerjee, Rhythm, 2024. "Shifting Tides: the Effect of Institutional Divestments on the Global Market," MPRA Paper 121922, University Library of Munich, Germany, revised 11 Apr 2024.
    22. León, Anja Köbrich & Pfeifer, Christian, 2017. "Religious activity, risk-taking preferences and financial behaviour: Empirical evidence from German survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 69(C), pages 99-107.
    23. Louis R. Piccotti, 2022. "Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 513-549, September.
    24. D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
    25. Barbara Alemanni & Pierpaolo Uberti, 2019. "What Are Investors Afraid of? Finding the Big Bad Wolf," IJFS, MDPI, vol. 7(3), pages 1-12, July.
    26. Cornil, Yann & Hardisty, David J. & Bart, Yakov, 2019. "Easy, breezy, risky: Lay investors fail to diversify because correlated assets feel more fluent and less risky," Organizational Behavior and Human Decision Processes, Elsevier, vol. 153(C), pages 103-117.
    27. Yingxiu Zhao & Wei Zhang & Yuelei Li & Shuxing Yin & Yang Yang, 2021. "Crazy gamblers or cautious investors? Evidence from a peer‐to‐peer market in China," Manchester School, University of Manchester, vol. 89(5), pages 507-525, September.
    28. Badarinza, Cristian & Ramadorai, Tarun, 2018. "Home away from home? Foreign demand and London house prices," Journal of Financial Economics, Elsevier, vol. 130(3), pages 532-555.
    29. Bartram, Sohnke M. & Griffin, John & Ng, David, 2010. "How Important Are Foreign Ownership Linkages for International Stock Returns?," Working Papers 10-21, University of Pennsylvania, Wharton School, Weiss Center.
    30. Kulabutr Komenkul & Mohamed Sherif & Bing Xu, 2017. "IPOs’ signalling effects for speculative stock detection: evidence from the Stock Exchange of Thailand," Applied Economics, Taylor & Francis Journals, vol. 49(31), pages 3067-3085, July.
    31. Meng, Yun & Pantzalis, Christos, 2018. "Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 176-191.
    32. Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia 12258, Banco de la Republica.
    33. Mark Browne & Verena Jaeger & Petra Steinorth, 2019. "The impact of economic conditions on individual and managerial risk taking," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(1), pages 27-53, March.
    34. ap Gwilym, O. & Kita, A. & Wang, Q., 2014. "Speculate against speculative demand," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 212-221.
    35. Khan, Kanwal Iqbal & Ghafoor, Muhammad Mudassar & Sheeraz, Muhammad & Mahmood, Shahid, 2018. "Pay or not to Pay Dividends: Company Policy and Investor Expectations," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 7(1), pages 137-157.
    36. Pelster, Matthias, 2024. "Leverage constraints and investors' choice of underlyings," Journal of Banking & Finance, Elsevier, vol. 162(C).
    37. Christian Ehm & Christine Kaufmann & Martin Weber, 2014. "Volatility Inadaptability: Investors Care About Risk, but Cannot Cope with Volatility," Review of Finance, European Finance Association, vol. 18(4), pages 1387-1423.
    38. Ashish Agarwal & Alvin Chung Man Leung & Prabhudev Konana & Alok Kumar, 2017. "Cosearch Attention and Stock Return Predictability in Supply Chains," Information Systems Research, INFORMS, vol. 28(2), pages 265-288, June.
    39. Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2023. "Who Owns What? A Factor Model for Direct Stockholding," Journal of Finance, American Finance Association, vol. 78(3), pages 1545-1591, June.
    40. Christian Ehm & Christine Laudenbach & Martin Weber, 2018. "Focusing on volatility information instead of portfolio weights as an aid to investor decisions," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 457-480, June.
    41. Merkle, Christoph & Weber, Martin, 2014. "Do investors put their money where their mouth is? Stock market expectations and investing behavior," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 372-386.
    42. Luciano Somoza & Antoine Didisheim, 2022. "The End of the Crypto-Diversification Myth," Swiss Finance Institute Research Paper Series 22-53, Swiss Finance Institute.
    43. Lin, Mei-Chen, 2023. "Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market," International Review of Financial Analysis, Elsevier, vol. 85(C).
    44. Cronqvist, Henrik & Siegel, Stephan & Yu, Frank, 2015. "Value versus growth investing: Why do different investors have different styles?," Journal of Financial Economics, Elsevier, vol. 117(2), pages 333-349.
    45. Andreas Oehler & Julian Schneider, 2022. "Gambling with lottery stocks?," Journal of Asset Management, Palgrave Macmillan, vol. 23(6), pages 477-503, October.
    46. Merkle, Christoph, 2017. "Financial overconfidence over time: Foresight, hindsight, and insight of investors," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 68-87.
    47. Jungmu Kim & Yuen Jung Park, 2019. "Is Low-Volatility Investing Sustainable in the SME Stock Market of Korea? A Risk and Return Analysis," Sustainability, MDPI, vol. 11(13), pages 1-17, July.
    48. Hsu, Yuan-Lin & Chow, Edward H., 2013. "The house money effect on investment risk taking: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1102-1115.
    49. Eun, Cheol S. & Wang, Lingling & Xiao, Steven C., 2015. "Culture and R2," Journal of Financial Economics, Elsevier, vol. 115(2), pages 283-303.

  6. Sengmüller, Paul & Huberman, Gur & Dorn, Daniel, 2007. "Correlated Trading and Returns," CEPR Discussion Papers 6530, C.E.P.R. Discussion Papers.

    Cited by:

    1. Antonio Mele, 2008. "Information Linkages and Correlated Trading," FMG Discussion Papers dp620, Financial Markets Group.
    2. Phil Holmes & Vasileios Kallinterakis & M P Leite Ferreira, 2013. "Herding in a Concentrated Market: a Question of Intent," European Financial Management, European Financial Management Association, vol. 19(3), pages 497-520, June.
    3. Pawan Jain & Mohamed Mekhaimer & Ronald W. Spahr & Mark A. Sunderman, 2024. "Freedom of choice impact on country-specific liquidity commonality," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 265-309, July.
    4. Reza Bradrania & Andrew Grant & Peter Joakim Westerholm & Wei Wu, 2017. "Fool's mate: What does CHESS tell us about individual investor trading performance?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(4), pages 981-1017, December.
    5. Sumit Agarwal & I‐Ming Chiu & Chunlin Liu & S. Ghon Rhee, 2011. "The Brokerage Firm Effect In Herding: Evidence From Indonesia," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(3), pages 461-479, September.
    6. Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2015. "The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors," Pacific-Basin Finance Journal, Elsevier, vol. 31(C), pages 36-56.
    7. Koutmos, Dimitrios, 2012. "An intertemporal capital asset pricing model with heterogeneous expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1176-1187.
    8. Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P., 2020. "Determinants of household broker choices and their impacts on performance," Journal of Banking & Finance, Elsevier, vol. 112(C).
    9. Turan G. Bali & Robert F. Engle & Yi Tang, 2013. "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1305, Koc University-TUSIAD Economic Research Forum.
    10. Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios, 2024. "Numerological superstitions and market-wide herding: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 93(C).
    11. Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012. "Decomposing Performance," Working Papers on Finance 1216, University of St. Gallen, School of Finance, revised Nov 2015.
    12. Olkhov, Victor, 2023. "The Market-Based Probability of Stock Returns," MPRA Paper 116234, University Library of Munich, Germany.
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    Cited by:

    1. Obizhaeva, Anna A. & Wang, Jiang, 2013. "Optimal trading strategy and supply/demand dynamics," Journal of Financial Markets, Elsevier, vol. 16(1), pages 1-32.
    2. Liu, Hong & Yong, Jiongmin, 2005. "Option pricing with an illiquid underlying asset market," Journal of Economic Dynamics and Control, Elsevier, vol. 29(12), pages 2125-2156, December.

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    Cited by:

    1. Siyuan Li & Hui Niu & Jiani Lu & Peng Liu, 2024. "Joint Learning of Volume Scheduling and Order Placement Policies for Optimal Order Execution," Mathematics, MDPI, vol. 12(21), pages 1-17, November.
    2. Curatola, Giuliano, 2022. "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    3. Jackie Jianhong Shen, 2020. "A Stochastic LQR Model for Child Order Placement in Algorithmic Trading," Papers 2004.13797, arXiv.org.
    4. Olivier Gu'eant & Charles-Albert Lehalle, 2012. "General Intensity Shapes in Optimal Liquidation," Papers 1204.0148, arXiv.org, revised Jun 2013.
    5. Elias Strehle, 2016. "Optimal Execution in a Multiplayer Model of Transient Price Impact," Papers 1609.00599, arXiv.org, revised Mar 2019.
    6. Arie E. Gozluklu & Pietro Perotti & Barbara Rindi & Roberta Fredella, 2015. "Lot Size Constraints and Market Quality: Evidence from the Borsa Italiana," Financial Management, Financial Management Association International, vol. 44(4), pages 905-945, October.
    7. Cong Zheng & Jiafa He & Can Yang, 2023. "Optimal Execution Using Reinforcement Learning," Papers 2306.17178, arXiv.org.
    8. Ryosuke Ishii, 2009. "Optimal Execution in an Evolutionary Setting," KIER Working Papers 670, Kyoto University, Institute of Economic Research.
    9. Kashyap, Ravi, 2020. "David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    10. Samuel N. Cohen & Lukasz Szpruch, 2011. "A limit order book model for latency arbitrage," Papers 1110.4811, arXiv.org.
    11. Somayeh Moazeni & Thomas F. Coleman & Yuying Li, 2016. "Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy," Annals of Operations Research, Springer, vol. 237(1), pages 99-120, February.
    12. Oehmke, Martin, 2014. "Liquidating illiquid collateral," LSE Research Online Documents on Economics 84518, London School of Economics and Political Science, LSE Library.
    13. Simon Clinet & Jean-Franc{c}ois Perreton & Serge Reydellet, 2021. "Optimal trading: a model predictive control approach," Papers 2110.11008, arXiv.org, revised Nov 2021.
    14. Pekka Malo & Teemu Pennanen, 2012. "Reduced form modeling of limit order markets," Quantitative Finance, Taylor & Francis Journals, vol. 12(7), pages 1025-1036, April.
    15. Somayeh Moazeni & Thomas Coleman & Yuying Li, 2016. "Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy," Annals of Operations Research, Springer, vol. 237(1), pages 99-120, February.
    16. Takashi Kato, 2011. "An Optimal Execution Problem with a Geometric Ornstein-Uhlenbeck Price Process," Papers 1107.1787, arXiv.org, revised Jul 2014.
    17. Thomas Conlon & John Cotter & Ramazan Gençay, 2016. "Commodity futures hedging, risk aversion and the hedging horizon," The European Journal of Finance, Taylor & Francis Journals, vol. 22(15), pages 1534-1560, December.
    18. Du, Bian & Zhu, Hongliang & Zhao, Jingdong, 2016. "Optimal execution in high-frequency trading with Bayesian learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 767-777.
    19. Seungki Min & Costis Maglaras & Ciamac C. Moallemi, 2018. "Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution," Papers 1811.05524, arXiv.org.
    20. Dick-Nielsen, Jens & Feldhütter, Peter & Lando, David, 2012. "Corporate bond liquidity before and after the onset of the subprime crisis," Journal of Financial Economics, Elsevier, vol. 103(3), pages 471-492.
    21. Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka, 2010. "Intraday Patterns in the Cross-section of Stock Returns," Papers 1005.3535, arXiv.org.
    22. Vayanos, Dimitri & Wang, Jiang, 2012. "Market liquidity - theory and empirical evidence," LSE Research Online Documents on Economics 119044, London School of Economics and Political Science, LSE Library.
    23. Alexander Weiss, 2009. "Executing large orders in a microscopic market model," Papers 0904.4131, arXiv.org, revised Jan 2010.
    24. Oehmke, Martin, 2014. "Liquidating illiquid collateral," Journal of Economic Theory, Elsevier, vol. 149(C), pages 183-210.
    25. Weston Barger & Matthew Lorig, 2019. "Optimal Liquidation Under Stochastic Price Impact," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-28, March.
    26. Michael J. O'Neill & Geoffrey J. Warren, 2019. "Evaluating fund capacity: issues and methods," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 773-800, April.
    27. Xiaodong Li & Pangjing Wu & Chenxin Zou & Qing Li, 2022. "Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization," Papers 2212.14670, arXiv.org.
    28. Takashi Kato, 2014. "An optimal execution problem with market impact," Finance and Stochastics, Springer, vol. 18(3), pages 695-732, July.
    29. Obizhaeva, Anna A. & Wang, Jiang, 2013. "Optimal trading strategy and supply/demand dynamics," Journal of Financial Markets, Elsevier, vol. 16(1), pages 1-32.
    30. van Kervel, V.L., 2013. "Competition between stock exchanges and optimal trading," Other publications TiSEM 5c608a0f-527d-441d-a910-e, Tilburg University, School of Economics and Management.
    31. Sim, Min Kyu & Deng, Shijie, 2020. "Estimation of level-I hidden liquidity using the dynamics of limit order-book," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    32. Olivier Guéant & Charles-Albert Lehalle & Joaquin Fernandez Tapia, 2012. "Optimal Portfolio Liquidation with Limit Orders," Post-Print hal-01393114, HAL.
    33. Jan Kallsen & Johannes Muhle-Karbe, 2014. "High-Resilience Limits of Block-Shaped Order Books," Papers 1409.7269, arXiv.org.
    34. Tan Yeng May & Cheng Fan Fah & Taufiq Hassan, 2018. "Impacts of Ownership Concentration and Liquidity on Stock Momentum Profitability in Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 14(1), pages 57-81.
    35. Jackie Jianhong Shen, 2013. "A Pre-Trade Algorithmic Trading Model under Given Volume Measures and Generic Price Dynamics (GVM-GPD)," Papers 1309.5046, arXiv.org, revised Sep 2013.
    36. Zhiwu Chen & Werner Stanzl & Masahiro Watanabe, 2002. "Price Impact Costs and the Limit of Arbitrage," Yale School of Management Working Papers ysm251, Yale School of Management, revised 08 Jun 2006.
    37. Arti Singh & Dharmaraja Selvamuthu, 2017. "Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(1), pages 29-69, August.
    38. Griese, Knut & Kempf, Alexander, 2005. "Liquiditätsdynamik am deutschen Aktienmarkt," CFR Working Papers 05-12, University of Cologne, Centre for Financial Research (CFR).
    39. Reshma Khemchandani & Avikant Bhardwaj & Suresh Chandra, 2016. "Single asset optimal trading strategies with stochastic dominance constraints," Annals of Operations Research, Springer, vol. 243(1), pages 211-228, August.
    40. Jialun Cao & David v{S}iv{s}ka, 2024. "Ergodic optimal liquidations in DeFi," Papers 2411.19637, arXiv.org.
    41. Weston Barger & Matthew Lorig, 2018. "Optimal liquidation under stochastic price impact," Papers 1804.04170, arXiv.org.
    42. Frey, Stefan & Sandås, Patrik, 2009. "The impact of iceberg orders in limit order books," CFR Working Papers 09-06, University of Cologne, Centre for Financial Research (CFR).
    43. Erindi Allaj, 2017. "Implicit Transaction Costs And The Fundamental Theorems Of Asset Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(04), pages 1-39, June.
    44. Vayanos, Dimitri & Wang, Jiang, 2013. "Market Liquidity—Theory and Empirical Evidence ," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1289-1361, Elsevier.
    45. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
    46. Saerom Park & Jaewook Lee & Youngdoo Son, 2016. "Predicting Market Impact Costs Using Nonparametric Machine Learning Models," PLOS ONE, Public Library of Science, vol. 11(2), pages 1-13, February.
    47. Yi Li & Ju’e Guo & Kin Keung Lai & Jinzhao Shi, 2022. "Optimal portfolio liquidation with cross-price impacts on trading," Operational Research, Springer, vol. 22(2), pages 1083-1102, April.
    48. Alexander Weiss, 2008. "Escaping the Brownian stalkers," Papers 0803.3590, arXiv.org.
    49. David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo, 2010. "Optimal Portfolio Liquidation with Distress Risk," Management Science, INFORMS, vol. 56(11), pages 1997-2014, November.
    50. Isaenko, Sergei, 2010. "Portfolio choice under transitory price impact," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2375-2389, November.
    51. David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo, 2009. "On the Scholes Liquidation Problem," NBER Working Papers 15381, National Bureau of Economic Research, Inc.
    52. Stereńczak, Szymon, 2020. "Stock liquidity premium with stochastic price impact and exogenous trading strategy," International Review of Financial Analysis, Elsevier, vol. 71(C).
    53. Dieter Hendricks & Diane Wilcox, 2014. "A reinforcement learning extension to the Almgren-Chriss model for optimal trade execution," Papers 1403.2229, arXiv.org.

  11. Huberman, G. & Rubinstein, A., 2000. "Correct Belief, Wrong Action and a Puzzling Gender Difference," Papers 2000-17, Tel Aviv.

    Cited by:

    1. Uri Gneezy & Muriel Niederle & Aldo Rustichini, 2003. "Performance in Competitive Environments: Gender Differences," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(3), pages 1049-1074.
    2. Colin Camerer & Teck-Hua Ho & Juin Kuan Chong, 2003. "A cognitive hierarchy theory of one-shot games: Some preliminary results," Levine's Bibliography 506439000000000495, UCLA Department of Economics.
    3. Dennis Dittrich & Werner Güth & Boris Maciejovsky, "undated". "Overconfidence in Investment Decisions: An Experimental Approach," Papers on Strategic Interaction 2001-03, Max Planck Institute of Economics, Strategic Interaction Group.
    4. Shavit, Tal & Sonsino, Doron & Benzion, Uri, 2001. "A comparative study of lotteries-evaluation in class and on the Web," Journal of Economic Psychology, Elsevier, vol. 22(4), pages 483-491, August.

  12. Huberman, G. & Halka, D., 1999. "Systematic Liquidity," Papers 99-9, Columbia - Graduate School of Business.

    Cited by:

    1. Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020. "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers 20-01, University of Cologne, Centre for Financial Research (CFR).
    2. Norman Strong, 2003. "Discussion of Contrarian Investment and Macroeconomic Risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(1‐2), pages 257-262, January.
    3. Stambaugh, Robert F. & Pástor, Luboš, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
    4. Sergio Bianchi & Massimiliano Frezza, 2018. "Liquidity, Efficiency and the 2007-2008 Global Financial Crisis," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 375-404, November.
    5. Ignacio Arango & Diego A. Agudelo, 2017. "How does information disclosure affect liquidity?Evidence from an Emerging Market," Documentos de Trabajo de Valor Público 16990, Universidad EAFIT.
    6. Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014. "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 133-156.
    7. Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014. "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance 1409, University of St. Gallen, School of Finance.
    8. Hasbrouck, Joel & Seppi, Duane J., 2001. "Common factors in prices, order flows, and liquidity," Journal of Financial Economics, Elsevier, vol. 59(3), pages 383-411, March.
    9. Gaurav Kumar & Arun Kumar Misra & Abhay Pant & Molla Ramizur Rahman, 2024. "Assessing Commonality in Liquidity: Evidence from an Emerging Market’s Index Stocks," Global Business Review, International Management Institute, vol. 25(2), pages 302-322, April.
    10. Panagiotis Panagiotou & Xu Jiang & Angel Gavilan, 2023. "The determinants of liquidity commonality in the Euro-area sovereign bond market," The European Journal of Finance, Taylor & Francis Journals, vol. 29(10), pages 1144-1186, July.
    11. O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020. "On the term structure of liquidity in the European sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 114(C).
    12. Farzami, Yasmine & Gregory-Allen, Russell & Molchanov, Alexander & Sehrish, Saba, 2021. "COVID-19 and the liquidity network," Finance Research Letters, Elsevier, vol. 42(C).
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    152. Mu-Shun Wang, 2022. "Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(2), pages 291-325, June.

  13. Goetzmann, W.N. & Greenward, B. & Huberman, G., 1992. "Market Response to Mutual Fund Performance," Papers 92-25, Columbia - Graduate School of Business.

    Cited by:

    1. Ciccotello, Conrad S. & Grant, C. Terry, 1996. "Equity fund size and growth: Implications for performance and selection," Financial Services Review, Elsevier, vol. 5(1), pages 1-12.
    2. R. Anton Braun & Arijit Mukherji & David E. Runkle, 1996. "Delayed financial disclosure: Mexico's recent experience," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 20(Fall), pages 13-21.

  14. Huberman, G. & Kandel, S., 1991. "On the Incentives for Money Nanagers: A Signalling Approach," Papers 92-16, Columbia - Graduate School of Business.

    Cited by:

    1. Citci, Haluk & Inci, Eren, 2012. "The Masquerade Ball of the CEOs and the Mask of Excessive Risk," MPRA Paper 35979, University Library of Munich, Germany.
    2. Sokolovskyi, Dmytro, 2018. "The factors inefficient allocation of investment between economies," MPRA Paper 87032, University Library of Munich, Germany.
    3. Stracca, Livio, 2005. "Delegated portfolio management: a survey of the theoretical literature," Working Paper Series 520, European Central Bank.
    4. Sokolovska, Olena & Sokolovskyi, Dmytro, 2012. "Genesis of market failure of adverse-selection-type in problem of effective capital allocation," MPRA Paper 41868, University Library of Munich, Germany.
    5. Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998. "Conditional Market Timing with Benchmark Investors," NBER Working Papers 6434, National Bureau of Economic Research, Inc.
    6. Saltuk Ozerturk, 2004. "Equilibrium Incentives to Acquire Precise Information in Delegated Portfolio Management," Journal of Financial Services Research, Springer;Western Finance Association, vol. 25(1), pages 25-36, February.
    7. Huddart, Steven, 1999. "Reputation and performance fee effects on portfolio choice by investment advisers1," Journal of Financial Markets, Elsevier, vol. 2(3), pages 227-271, August.
    8. García, Diego & Vanden, Joel M., 2009. "Information acquisition and mutual funds," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1965-1995, September.
    9. Judy Qiu & Leilei Tang & Ingo Walter, 2018. "Hedge fund incentives, management commitment and survivorship," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 115-142, May.
    10. Ping Hu & Jayant Kale & Ajay Subramanian, 2003. "Compensation, Career Concerns, and Relative Risk Choices by Mutual Fund Managers: Theory and Evidence," Levine's Bibliography 666156000000000349, UCLA Department of Economics.

Articles

  1. Gur Huberman & Jacob D. Leshno & Ciamac Moallemi, 2019. "An Economist's Perspective on the Bitcoin Payment System," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 93-96, May.

    Cited by:

    1. Brunnermeier, Markus & Abadi, Joseph, 2018. "Blockchain Economics," CEPR Discussion Papers 13420, C.E.P.R. Discussion Papers.
    2. Jiang, Shangrong & Li, Yuze & Wang, Shouyang & Zhao, Lin, 2022. "Blockchain competition: The tradeoff between platform stability and efficiency," European Journal of Operational Research, Elsevier, vol. 296(3), pages 1084-1097.
    3. Emiliano S Pagnotta, 2022. "Decentralizing Money: Bitcoin Prices and Blockchain Security," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 866-907.
    4. Chen, Yan & Bellavitis, Cristiano, 2020. "Blockchain disruption and decentralized finance: The rise of decentralized business models," Journal of Business Venturing Insights, Elsevier, vol. 13(C).
    5. Prateek Saxena, 2020. "Comments on “Cellular Structure for a Digital Fiat Currency” — Cellular DFC Design: Technological Perspectives," World Scientific Book Chapters, in: Bernard Yeung (ed.), DIGITAL CURRENCY ECONOMICS AND POLICY, chapter 11, pages 103-109, World Scientific Publishing Co. Pte. Ltd..

  2. Gur Huberman & Tobias Konitzer & Masha Krupenkin & David Rothschild & Shawndra Hill, 2018. "Economic Expectations, Voting, and Economic Decisions around Elections," AEA Papers and Proceedings, American Economic Association, vol. 108, pages 597-602, May.

    Cited by:

    1. Guirola, Luis, 2025. "Economic expectations under the shadow of party polarization: Evidence from 135 government changes," European Economic Review, Elsevier, vol. 171(C).
    2. Alexander Maas & Liang Lu, 2021. "Elections have Consequences: Partisan Politics may be Literally Killing Us," Applied Health Economics and Health Policy, Springer, vol. 19(1), pages 45-56, January.
    3. David Mitchell, 2023. "Covid-19 and the 2020 presidential election," Constitutional Political Economy, Springer, vol. 34(2), pages 188-209, June.
    4. Maarten Meeuwis & Jonathan A. Parker & Antoinette Schoar & Duncan I. Simester, 2018. "Belief Disagreement and Portfolio Choice," NBER Working Papers 25108, National Bureau of Economic Research, Inc.
    5. Ghosh, Arkadev & Mitra, Aruni & Mukherji, Ronit, 2025. "Consumer Sentiment and Identity Politics: Evidence from India," MPRA Paper 124881, University Library of Munich, Germany.
    6. Dorine Boumans & Klaus Gründler & Niklas Potrafke & Fabian Ruthardt, 2022. "Political Leaders and Macroeconomic Expectations: Evidence from a Global Survey Experiment," CESifo Working Paper Series 9974, CESifo.

  3. Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
    See citations under working paper version above.
  4. Dorn, Daniel & Huberman, Gur, 2010. "Preferred risk habitat of individual investors," Journal of Financial Economics, Elsevier, vol. 97(1), pages 155-173, July.
    See citations under working paper version above.
  5. Daniel Dorn & Gur Huberman & Paul Sengmueller, 2008. "Correlated Trading and Returns," Journal of Finance, American Finance Association, vol. 63(2), pages 885-920, April.
    See citations under working paper version above.
  6. Gur Huberman & Sheena Iyengar & Wei Jiang, 2007. "Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(1), pages 1-32, February.

    Cited by:

    1. Kevin X. D. Huang & Frank Caliendo, 2011. "Rationalizing Multiple Consumption-Saving Puzzles in a Unified Framework," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 6(3), pages 359-388, September.
    2. Nicolas Aubert, 2006. "Understanding Employer's Stock Holdings in the French Company Savings Plans Using the Literature on the American 401(k) plans," Post-Print halshs-00188518, HAL.
    3. Cardella, Eric & Kalenkoski, Charlene M. & Parent, Michael, 2018. "Less Is Not More: Information Presentation Complexity and 401(k) Planning Choices," IZA Discussion Papers 11538, Institute of Labor Economics (IZA).
    4. Justin Falk & Nadia Karamcheva, 2019. "The Effect of the Employer Match and Defaults on Federal Workers’ Savings Behavior in the Thrift Savings Plan: Working Paper 2019-06," Working Papers 55447, Congressional Budget Office.
    5. Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Working Papers 13169, National Bureau of Economic Research, Inc.
    6. James J. Choi & David Laibson & Brigitte C. Madrian & Andrew Metrick, 2009. "Reinforcement Learning and Savings Behavior," Journal of Finance, American Finance Association, vol. 64(6), pages 2515-2534, December.
    7. Karamcheva, Nadia S & Sanzenbacher, Geoffrey, 2013. "Bridging the Gap in Pension Participation: How Much Can Universal Tax-Deferred Pension Coverage Hope to Achieve?," IZA Discussion Papers 7518, Institute of Labor Economics (IZA).
    8. Mitchell, O.S. & Piggott, J., 2016. "Workplace-Linked Pensions for an Aging Demographic," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 865-904, Elsevier.
    9. Keenan Dworak-Fisher, 2011. "Matching Matters in 401(k) Plan Participation," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 50(4), pages 713-737, October.
    10. Mitchell, Olivia S. & Utkus, Stephen P. & Yang, Tongxuan (Stella), 2007. "Turning Workers Into Savers? Incentives, Liquidity, and Choice in 401(K) Plan Design," National Tax Journal, National Tax Association;National Tax Journal, vol. 60(3), pages 469-489, September.
    11. Dan Goldhaber & Cyrus Grout, 2016. "Pension Choices and the Savings Patterns of Public School Teachers," Education Finance and Policy, MIT Press, vol. 11(4), pages 449-481, Fall.
    12. Silvia Jordan & Corinna Treisch, 2010. "The perception of tax concessions in retirement savings decisions," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 2(3), pages 157-184, October.
    13. Sara Fernández-López & Milagros Vivel-Búa & Luis Otero-González & Pablo Durán-Santomil, 2015. "Exploring The Gender Effect On Europeans' Retirement Savings," Feminist Economics, Taylor & Francis Journals, vol. 21(4), pages 118-150, October.
    14. Gerasimou, Georgios & Papi, Mauro, 2015. "Oligopolistic Competition with Choice-Overloaded Consumers," MPRA Paper 68509, University Library of Munich, Germany.
    15. Renuka Sane & Susan Thomas, 2015. "In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System," Journal of Development Studies, Taylor & Francis Journals, vol. 51(10), pages 1409-1424, October.
    16. Robert L. Clark & Aditi Pathak & Denis Pelletier, 2018. "Supplemental Retirement Savings Plans in the Public Sector: Participation and Contribution Decisions by School Personnel," Journal of Labor Research, Springer, vol. 39(4), pages 383-404, December.
    17. Thomas Rapp & Nicolas Aubert, 2011. "Bank Employee Incentives and Stock Purchase Plans Participation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 185-203, December.
    18. Nadia Karamcheva & Geoffrey Sanzenbacher, 2010. "Is Pension Inequality Growing?," Issues in Brief ib2009-10-1, Center for Retirement Research, revised Jan 2010.
    19. James J. Choi & David Laibson & Brigitte C. Madrian, 2004. "Plan Design and 401(k) Savings Outcomes," NBER Working Papers 10486, National Bureau of Economic Research, Inc.
    20. Jun Feng, 2018. "Voluntary Retirement Savings: The Case of Australia," Journal of Family and Economic Issues, Springer, vol. 39(1), pages 2-18, March.
    21. María del Carmen Valls Martínez & José Manuel Santos-Jaén & Fahim-ul Amin & Pedro Antonio Martín-Cervantes, 2021. "Pensions, Ageing and Social Security Research: Literature Review and Global Trends," Mathematics, MDPI, vol. 9(24), pages 1-25, December.
    22. David Card & Michael Ransom, 2011. "Pension Plan Characteristics and Framing Effects in Employee Savings Behavior," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 228-243, February.
    23. David Adeabah & Simplice A. Asongu & Charles Andoh, 2020. "Remittances, ICT and Pension Income Coverage: The International Evidence," Working Papers of the African Governance and Development Institute. 20/059, African Governance and Development Institute..
    24. Botti, Simona & Hsee, Christopher K., 2010. "Dazed and confused by choice: How the temporal costs of choice freedom lead to undesirable outcomes," Organizational Behavior and Human Decision Processes, Elsevier, vol. 112(2), pages 161-171, July.
    25. Youngkyun Park, 2017. "The Influence of Plan Demographics on Contribution Behavior of 401(k) Participants," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 20(1), pages 7-35, March.
    26. Derek Messacar, 2018. "The Effects of Vesting and Locking in Pension Assets on Participation in Employer-Sponsored Pension Plans," Journal of Labor Research, Springer, vol. 39(2), pages 178-200, June.
    27. Robert L. Clark & Emma Hanson & Melinda Sandler Morrill & Aditi Pathak, 2015. "Supplemental Plan Offerings and Retirement Saving Choices: An Analysis of North Carolina School Districts," NBER Working Papers 21382, National Bureau of Economic Research, Inc.
    28. Saez, Emmanuel, 2007. "Details Matter: The Impact of Presentation and Information on the Take-up of Financial Incentives for Retirement Saving," CEPR Discussion Papers 6386, C.E.P.R. Discussion Papers.
    29. Rajat Deb & Prasenjit Deb & Sujit Majumder & Sourav Chakraborty & Kiran Sankar Chakraborty, 2019. "Answering Savings Puzzle About Small Saving Schemes and Mutual Funds: Evidence from Tripura," Metamorphosis: A Journal of Management Research, , vol. 18(1), pages 7-19, June.
    30. Costanza Torricelli & Maria Cesira Urzì Brancati & Marco Santantonio, 2016. "Does Homeownership Partly Explain Low Participation in Supplementary Pension Schemes?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 45(2), pages 179-203, July.
    31. Sadettin Haluk Citci & Halit Yanikkaya, 2023. "The Impacts of Matching Contributions on Retirement Savings: Evidence from a Quasi-Natural Experiment in Turkey," Working Papers 2022-02, Gebze Technical University, Department of Economics.
    32. Hagen, Johannes & Hallberg, Daniel & Sjögren Lindquist, Gabriella, 2021. "A Nudge to Quit? The Effect of a Change in Pension Information on Annuitization, Labour Supply, and Retirement Choices Among Older Workers," GLO Discussion Paper Series 209 [pre.], Global Labor Organization (GLO).
    33. Petr Janský, 2015. "The Government-Subsidized Supplementary Retirement Savings Scheme: Determinants of Participation Rate and Contribution Size [Penzijní připojištění: kteří občané se jej účastní nejvíce a platí nejvy," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2015(3), pages 43-55.
    34. On Amir & Dan Ariely & Alan Cooke & David Dunning & Nicholas Epley & Uri Gneezy & Botond Koszegi & Donald Lichtenstein & Nina Mazar & Sendhil Mullainathan & Drazen Prelec & Eldar Shafir & Jose Silva, 2005. "Psychology, Behavioral Economics, and Public Policy," Marketing Letters, Springer, vol. 16(3), pages 443-454, December.
    35. Mitchell, Olivia S. & Keim, Donald B., 2017. "Simplifying choices in defined contribution retirement plan design: A case study," CFS Working Paper Series 573, Center for Financial Studies (CFS).
    36. Hsuan-Chi Chen & Christine W. Lai & Sheng-Ching Wu, 2016. "Plan-Level and Firm-Level Attributes and Employees' Contributions to 401(k) Plans," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 15(1), pages 17-33, June.
    37. Hendy, Patrick & Slonim, Robert & Atalay, Kadir, 2021. "Unsticking credit card repayments from the minimum: Advice, anchors and financial incentives," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    38. Nicolas Aubert & Thomas Rapp, 2008. "Les salariés actionnaires:pourquoi investissent-ils dans leur entreprise?," Revue Finance Contrôle Stratégie, revues.org, vol. 11(4), pages 87-110, December.
    39. Giovanni Gallo & Costanza Torricelli & Arthur van Soest, 2017. "Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message? ," CeRP Working Papers 172, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    40. Floor Goedkoop & Madi Mangan & Mauro Mastrogiacomo & Stefan Hochguertel, 2023. "Trust in the financial performance of pension funds, public perception, and its effect on participation in voluntary pension saving plans," Working Papers 783, DNB.
    41. Seda Peksevim & Metin Ercan, 2024. "Do pension funds provide financial stability? Evidence from European Union countries," Journal of Financial Services Research, Springer;Western Finance Association, vol. 66(3), pages 297-328, December.
    42. Mojtaba Madadi Asl & Kamal Hajian & Rouzbeh Torabi & Mehdi Sadeghi, 2024. "Information, entropy and the paradox of choice: A theoretical framework for understanding choice satisfaction," Papers 2412.12721, arXiv.org.
    43. Ahrens, Carolin & Oehmichen, Jana & Wolff, Michael, 2018. "Expatriates as influencers in global work arrangements: Their impact on foreign-subsidiary employees’ ESOP participation," Journal of World Business, Elsevier, vol. 53(4), pages 452-462.
    44. Gallo, Giovanni & Torricelli, Costanza & van Soest, Arthur, 2018. "Individual heterogeneity and pension choices: Evidence from Italy," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 260-281.
    45. Donald B. Keim & Olivia S. Mitchell, 2016. "Simplifying Choices in Defined Contribution Retirement Plan Design," NBER Working Papers 21854, National Bureau of Economic Research, Inc.
    46. Marekwica, Marcel & Schaefer, Alexander & Sebastian, Steffen, 2013. "Life cycle asset allocation in the presence of housing and tax-deferred investing," Journal of Economic Dynamics and Control, Elsevier, vol. 37(6), pages 1110-1125.
    47. Mason, Richard, 2019. "Digital enrollment architecture and retirement savings decisions: Evidence from the field," Other publications TiSEM 58639618-e34e-4b5c-8c8c-a, Tilburg University, School of Economics and Management.
    48. Katarzyna Romaniuk, 2013. "Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?," Annals of Finance, Springer, vol. 9(4), pages 573-588, November.
    49. Zhou, Jie, 2009. "The effects of employer matching and income risk in 401(k) plans," Economic Modelling, Elsevier, vol. 26(6), pages 1193-1200, November.
    50. Maureen Morrin & Susan Broniarczyk & J. Jeffrey Inman, 2009. "Fund Assortments and 401(k) Plan Participation: The Moderating Effect of Gender," NFI Working Papers 2009-WP-06, Indiana State University, Scott College of Business, Networks Financial Institute.
    51. Lucía Rey-Ares & Sara Fernández-López & Milagros Vivel-Búa, 2018. "The Influence of Social Models on Retirement Savings: Evidence for European Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 136(1), pages 247-268, February.
    52. Kevin X.D. Huang & Frank Caliendo, 2007. "Rationalizing Seven Consumption-Saving Puzzles in a Unified Framework," Vanderbilt University Department of Economics Working Papers 0716, Vanderbilt University Department of Economics.
    53. Susanti, Yuli, 2024. "Enhancing Employee Pension Fund Performance for Sustainable Economic Growth in Indonesia," Warwick-Monash Economics Student Papers 80, Warwick Monash Economics Student Papers.
    54. Halit Yanıkkaya & Zeynep Aktaş Koral & Sadettin Haluk Çitçi, 2023. "The Power of Financial Incentives versus the Power of Suggestion for Individual Pension: Are Financial Incentives or Automatic Enrollment Policies More Effective?," Sustainability, MDPI, vol. 15(4), pages 1-18, February.
    55. Alicia H. Munnell & Laura Quinby, 2010. "Why Did Some Employers Suspend Their 401(k) Match?," Issues in Brief ib2009-10-2, Center for Retirement Research, revised Feb 2010.
    56. Gerlinde Fellner, 2004. "Illusion of control as a source of poor diversification: An experimental approach," Papers on Strategic Interaction 2004-28, Max Planck Institute of Economics, Strategic Interaction Group.
    57. Mugerman, Yevgeny & Sade, Orly & Shayo, Moses, 2014. "Long term savings decisions: Financial reform, peer effects and ethnicity," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 235-253.
    58. Ramnath, Shanthi, 2013. "Taxpayers' responses to tax-based incentives for retirement savings: Evidence from the Saver's Credit notch," Journal of Public Economics, Elsevier, vol. 101(C), pages 77-93.

  7. Gur Huberman & Wei Jiang, 2006. "Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds," Journal of Finance, American Finance Association, vol. 61(2), pages 763-801, April.

    Cited by:

    1. William F. Johnson & Ha-Chin Yi, 2017. "Do target date mutual funds meet their targets?," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 566-579, December.
    2. Inderst, Roman & Georgarakos, Dimitris, 2014. "Financial Advice and Stock Market Participation," CEPR Discussion Papers 9922, C.E.P.R. Discussion Papers.
    3. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2016. "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," Journal of Finance, American Finance Association, vol. 71(4), pages 1779-1812, August.
    4. John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2010. "Behavioral Economics Perspectives on Public Sector Pension Plans," NBER Chapters, in: The Economics of State and Local Pensions, pages 315-336, National Bureau of Economic Research, Inc.
    5. Elisa Cavezzali & Gloria Gardenal & Ugo Rigoni, 2012. "Risk taking, diversification behavior and financial literacy of individual investors," Working Papers 17, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
    6. Mathias Kronlund & Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2020. "Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations," NBER Working Papers 27573, National Bureau of Economic Research, Inc.
    7. Botond Kőszegi & Filip Matějka, 2020. "Choice Simplification: A Theory of Mental Budgeting and Naive Diversification [“Fungibility, Labels, and Consumption,”]," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(2), pages 1153-1207.
    8. Lovric, M. & Kaymak, U. & Spronk, J., 2008. "A Conceptual Model of Investor Behavior," ERIM Report Series Research in Management ERS-2008-030-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    9. Gerrans, Paul & Yap, Ghialy, 2014. "Retirement savings investment choices: Sophisticated or naive?," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 233-250.
    10. Gürdal, Mehmet Y. & Kuzubaş, Tolga U. & Saltoğlu, Burak, 2017. "Measures of individual risk attitudes and portfolio choice: Evidence from pension participants," Journal of Economic Psychology, Elsevier, vol. 62(C), pages 186-203.
    11. Bateman, Hazel & Dobrescu, Loretti I. & Newell, Ben R. & Ortmann, Andreas & Thorp, Susan, 2016. "As easy as pie: How retirement savers use prescribed investment disclosures," Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 60-76.
    12. John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2019. "Naïve *Buying* Diversification and Narrow Framing by Individual Investors," NBER Working Papers 25567, National Bureau of Economic Research, Inc.
    13. Hui-Ju Tsai & Yangru Wu, 2015. "Optimal portfolio choice with asset return predictability and nontradable labor income," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 215-249, July.
    14. Matthew Hood & John Nofsinger & Abhishek Varma, 2014. "Conservation, Discrimination, and Salvation: Investors’ Social Concerns in the Stock Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 5-37, February.
    15. Stefano DellaVigna, 2009. "Psychology and Economics: Evidence from the Field," Journal of Economic Literature, American Economic Association, vol. 47(2), pages 315-372, June.
    16. Schram, Arthur & Sonnemans, Joep, 2011. "How individuals choose health insurance: An experimental analysis," European Economic Review, Elsevier, vol. 55(6), pages 799-819, August.
    17. Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021. "Household Finance," Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
    18. Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C., 2014. "Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Other publications TiSEM f4256476-6503-4459-ba12-6, Tilburg University, School of Economics and Management.
    19. van Rooij, Maarten & Teppa, Federica, 2014. "Personal traits and individual choices: Taking action in economic and non-economic decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 100(C), pages 33-43.
    20. Sebastian Schiffels & Guido Voigt, 2021. "Capacity Reservation and Wholesale Price Contracts under Forecast Sharing: A Behavioral Assessment," Production and Operations Management, Production and Operations Management Society, vol. 30(10), pages 3579-3598, October.
    21. Clemens Sialm & Laura Starks & Hanjiang Zhang, 2015. "Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes," American Economic Review, American Economic Association, vol. 105(5), pages 432-436, May.
    22. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and long run optimal portfolios: results for mixed asset menus," Working Papers 2010-003, Federal Reserve Bank of St. Louis.
    23. Marilyn Clark-Murphy & Paul Gerrans & Craig Speelman, 2009. "Return Chasing as a Driver in Individual Retirement Savings Investment Choices: Evidence from Australia," Journal of Family and Economic Issues, Springer, vol. 30(1), pages 4-19, March.
    24. Bhandari, Gokul & Deaves, Richard, 2008. "Misinformed and informed asset allocation decisions of self-directed retirement plan members," Journal of Economic Psychology, Elsevier, vol. 29(4), pages 473-490, August.
    25. Clemens Sialm & Laura Starks & Hanjiang Zhang, 2014. "Defined Contribution Pension Plans: Sticky or Discerning Money?," Discussion Papers 13-022, Stanford Institute for Economic Policy Research.
    26. Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings," NBER Working Papers 12502, National Bureau of Economic Research, Inc.
    27. Keane, M.P. & Thorp, S., 2016. "Complex Decision Making," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 661-709, Elsevier.
    28. Aydemir, Abdurrahman B. & Ersan, Yasar, 2025. "Does Education Improve Financial Outcomes? Evidence from Stock Market and Retirement Accounts in Türkiye," IZA Discussion Papers 17927, Institute of Labor Economics (IZA).
    29. Gur Huberman & Sheena Iyengar & Wei Jiang, 2007. "Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(1), pages 1-32, February.
    30. Marttunen, Mika & Belton, Valerie & Lienert, Judit, 2018. "Are objectives hierarchy related biases observed in practice? A meta-analysis of environmental and energy applications of Multi-Criteria Decision Analysis," European Journal of Operational Research, Elsevier, vol. 265(1), pages 178-194.
    31. Nicolas Aubert & Thomas Rapp, 2010. "Employees' investment behaviors in a company based savings plan," Post-Print halshs-00454018, HAL.
    32. Christian E. Weller & Amy Helburn, 2009. "Public Policy Options to Build Wealth for America’s Middle Class," Working Papers wp210, Political Economy Research Institute, University of Massachusetts at Amherst.
    33. Xiaoqian Wen & Duc Khuong Nguyen, 2017. "Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?," Working Papers 2017-004, Department of Research, Ipag Business School.
    34. Jeff Dominitz & Angela Hung, 2006. "Retirement Savings Portfolio Management," Working Papers wp138, University of Michigan, Michigan Retirement Research Center.
    35. Ivelina Pavlova & Ann Marie Hibbert, 2024. "Performance dispersion among target date funds," Journal of Asset Management, Palgrave Macmillan, vol. 25(4), pages 369-382, July.
    36. Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016. "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers 22161, National Bureau of Economic Research, Inc.
    37. Alexander, Gordon J. & Baptista, Alexandre M., 2011. "Portfolio selection with mental accounts and delegation," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2637-2656, October.
    38. Cole, Rebel & Mehran, Hamid, 2007. "What can we learn from privately held firms about executive compensation?," MPRA Paper 4710, University Library of Munich, Germany.
    39. Betül Çal & Mary Lambkin, 2017. "Brand equity of stock exchange as a mediator in financial decisions," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 22(1), pages 14-23, March.
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    106. Mourad Lazgham, 2018. "Regularity properties in a state-constrained expected utility maximization problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 88(2), pages 185-240, October.
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  12. Gur Huberman & Paul Sengmueller, 2004. "Performance and Employer Stock in 401(k) Plans," Review of Finance, Springer, vol. 8(3), pages 403-443.

    Cited by:

    1. Cardella, Eric & Kalenkoski, Charlene M. & Parent, Michael, 2018. "Less Is Not More: Information Presentation Complexity and 401(k) Planning Choices," IZA Discussion Papers 11538, Institute of Labor Economics (IZA).
    2. William F. Johnson & Ha-Chin Yi, 2017. "Do target date mutual funds meet their targets?," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 566-579, December.
    3. Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Working Papers 13169, National Bureau of Economic Research, Inc.
    4. Nittai K. Bergman & Dirk Jenter, 2005. "Employee Sentiment and Stock Option Compensation," NBER Working Papers 11409, National Bureau of Economic Research, Inc.
    5. Mathias Kronlund & Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2020. "Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations," NBER Working Papers 27573, National Bureau of Economic Research, Inc.
    6. Kumar, Alok, 2007. "Do the diversification choices of individual investors influence stock returns?," Journal of Financial Markets, Elsevier, vol. 10(4), pages 362-390, November.
    7. Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R., 2006. "The adequacy of investment choices offered by 401(k) plans," Journal of Public Economics, Elsevier, vol. 90(6-7), pages 1299-1314, August.
    8. Thomas Steinberger, 2005. "Pension benefit default risk and welfare effects of funding regulation," CSEF Working Papers 147, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    9. Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011. "Home country bias: Does domestic experience help investors enter foreign markets?," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2330-2340, September.
    10. Bahaji, Hamza & Casta, Jean-François, 2016. "Employee stock option-implied risk attitude under Rank-Dependent Expected Utility," Economic Modelling, Elsevier, vol. 52(PA), pages 144-154.
    11. Massa, Massimo & Simonov, Andrei & Stenkrona, Anders, 2015. "Style representation and portfolio choice," Journal of Financial Markets, Elsevier, vol. 23(C), pages 1-25.
    12. James J. Choi & David Laibson & Brigitte C. Madrian, 2009. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," American Economic Review, American Economic Association, vol. 99(5), pages 2085-2095, December.
    13. Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R., 2007. "Participant reaction and the performance of funds offered by 401(k) plans," Journal of Financial Intermediation, Elsevier, vol. 16(2), pages 249-271, April.
    14. Chen, Hsuan-Chi & Lai, Christine W. & Wu, Sheng-Ching, 2016. "Mutual fund selection and performance persistence in 401(k) Plans," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 78-100.
    15. Djaoudath Alidou, 2011. "Les augmentations de capital réservées aux salariés en France - Employee Equity Issue:Evidence from France," Working Papers CREGO 1110603, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
    16. Mao, Mike Qinghao & Wong, Ching Hin, 2022. "Managerial commitment and heterogeneity in target-date funds," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 1-19.
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    18. Tang, Ning & Mitchell, Olivia S. & Mottola, Gary R. & Utkus, Stephen P., 2010. "The efficiency of sponsor and participant portfolio choices in 401(k) plans," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 1073-1085, December.
    19. Sautner, Zacharias & Weber, Martin, 2005. "Subjective stock option values and exercise decisions : determinants and consistency," Papers 05-31, Sonderforschungsbreich 504.
    20. Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer, 2018. "Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 167-205, May.
    21. Filiz, Ibrahim & Nahmer, Thomas & Spiwoks, Markus & Gubaydullina, Zulia, 2020. "Measurement of risk preference," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
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    24. Ning Tang & Olivia S. Mitchell, 2008. "The Efficiency of Pension Plan Investment Menus: Investment Choices in Defined Contribution Pension Plans," Working Papers wp176, University of Michigan, Michigan Retirement Research Center.

  13. Huberman, Gur, 2001. "Familiarity Breeds Investment," The Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 659-680.

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    1. Anna Faelten & Miles Gietzmann & Valeriya Vitkova, 2014. "Naked M&A Transactions: How the Lack of Local Expertise in Cross-Border Deals Can Negatively Affect Acquirer Performance – and How Informed Institutional Investors can Mitigate This Effect," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(3-4), pages 469-506, April.
    2. Marc Correa & Lucinio González-Sabaté & Ignacio Serrano, 2013. "Home bias effect in the management literature," Scientometrics, Springer;Akadémiai Kiadó, vol. 95(1), pages 417-433, April.
    3. Franzoni, Francesco & Ben-David, Itzhak & Moussawi, Rabih & Sedunov, John, 2019. "The Granular Nature of Large Institutional Investors," CEPR Discussion Papers 13427, C.E.P.R. Discussion Papers.
    4. Antonio Acconcia & Alfredo Del Monte & Luca Pennacchio & Germana Scepi, 2011. "IPO Underpricing and the Location of Firms," CSEF Working Papers 295, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 04 Feb 2021.
    5. Bin Wang & Wonseok Choi & Ibrahim Siraj, 2018. "Local investor attention and post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 219-252, July.
    6. Avanidhar Subrahmanyam, 2008. "Behavioural Finance: A Review and Synthesis," European Financial Management, European Financial Management Association, vol. 14(1), pages 12-29, January.
    7. Carole Gresse & Hugo Marin, 2022. "Geographical Proximity and Enhanced Attention in P2B Crowdlending Strategies," Post-Print hal-03960132, HAL.
    8. Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.
    9. De Santis, Robert A. & Gérard, Bruno, 2009. "International portfolio reallocation: Diversification benefits and European monetary union," European Economic Review, Elsevier, vol. 53(8), pages 1010-1027, November.
    10. Hong, Harrison & Kostovetsky, Leonard, 2012. "Red and blue investing: Values and finance," Journal of Financial Economics, Elsevier, vol. 103(1), pages 1-19.
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    14. Cardella, Eric & Kalenkoski, Charlene M. & Parent, Michael, 2018. "Less Is Not More: Information Presentation Complexity and 401(k) Planning Choices," IZA Discussion Papers 11538, Institute of Labor Economics (IZA).
    15. Saime S KAYAM & Merih CELİKTOPUZ & Mehmet KORAY PARKIN, 2013. "Features That Influence The Exit Decision From The Private Pension System In Turkey," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 4(2), pages 145-155.
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    25. Nittai K. Bergman & Dirk Jenter, 2005. "Employee Sentiment and Stock Option Compensation," NBER Working Papers 11409, National Bureau of Economic Research, Inc.
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    29. Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2024. "Modelling the composition of household portfolios: A latent class approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 243-275, February.
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    35. Guiyang Xiong & Sundar Bharadwaj, 2014. "Prerelease Buzz Evolution Patterns and New Product Performance," Marketing Science, INFORMS, vol. 33(3), pages 401-421, May.
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    37. Serkan Karadas & Jorida Papakroni, 2019. "Local predictive ability of analyst recommendations," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 351-371, July.
    38. Billett, Matthew T. & Jiang, Zhan & Rego, Lopo L., 2014. "Glamour brands and glamour stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 744-759.
    39. Dieckmann, Anja & Grimm, Veronika & Unfried, Matthias & Utikal, Verena & Valmasoni, Lorenzo, 2016. "On trust in honesty and volunteering among Europeans: Cross-country evidence on perceptions and behavior," European Economic Review, Elsevier, vol. 90(C), pages 225-253.
    40. Mishra, Anil V., 2016. "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 101-123.
    41. Feng, Chaonan & Han, Liyan & Vigne, Samuel & Xu, Yang, 2023. "Geopolitical risk and the dynamics of international capital flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    42. Veronica Cappelli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Stefania Minardi, 2021. "Sources of Uncertainty and Subjective Prices," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 872-912.
    43. Jennie Bai & Massimo Massa, 2021. "Is Human-Interaction-based Information Substitutable? Evidence from Lockdown," NBER Working Papers 29513, National Bureau of Economic Research, Inc.
    44. Tariq Javed* & Mohd Faizal Basri, 2019. "Employee Ownership and Financial Performance of State-Owned Entities: A Mediating Role of Employee Loyalty," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 5(3), pages 640-645, 03-2019.
    45. Aman, Hiroyuki & Kasuga, Norihiro & Moriyasu, Hiroshi, 2023. "Is soft information substitutive or complementary to hard news for investor attention? Evidence from corporate advertising in Japan," Research in International Business and Finance, Elsevier, vol. 66(C).
    46. Michael T. Chng & Victor Fang & Vincent Xiang & Hong Feng Zhang, 2017. "Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 395-425, September.
    47. Philip Lane & Gian Maria Milesi-Ferretti, 2005. "International Investment Patterns," The Institute for International Integration Studies Discussion Paper Series iiisdp024, IIIS.
    48. Nicolas Coeurdacier & Stéphane Guibaud, 2005. "International equity holdings and stock returns correlations: Does diversification matter at all for portfolio choice?," PSE Working Papers halshs-00590777, HAL.
    49. Luigi Guiso & Tullio Jappelli, 2007. "Information Acquisition and Portfolio Performance," Economics Working Papers ECO2007/45, European University Institute.
    50. Lorenzo Bencivelli & Beniamino Pisicoli, 2021. "Foreign investors and target firms’ financial structure: cavalry or locusts?," Temi di discussione (Economic working papers) 1327, Bank of Italy, Economic Research and International Relations Area.
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  16. Huberman, Gur, 1997. "Corporate risk management to reduce borrowing costs," Economics Letters, Elsevier, vol. 54(3), pages 265-269, July.

    Cited by:

    1. Marcello Spanò, 2013. "Theoretical explanations of corporate hedging," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 3(7), pages 84-102, July.
    2. Marcello Spanò, 2013. "Theoretical explanations of corporate hedging," International Journal of Business and Social Research, LAR Center Press, vol. 3(7), pages 84-102, July.
    3. Marcello Spanò, 2007. "Managerial Ownership and Corporate Hedging," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(7‐8), pages 1245-1280, September.

  17. Huberman, Gur & Kandel, Shmuel, 1993. "On the incentives for money managers : A signalling approach," European Economic Review, Elsevier, vol. 37(5), pages 1065-1081, June.
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  18. Huberman, Gur & Kandel, Shmuel, 1990. "Market Efficiency and Value Line's Record," The Journal of Business, University of Chicago Press, vol. 63(2), pages 187-216, April.

    Cited by:

    1. McGoun, Elton G., 1996. "Fashion and finance," International Review of Financial Analysis, Elsevier, vol. 5(1), pages 65-78.
    2. Gur Huberman & Dominika Halka, 2001. "Systematic Liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(2), pages 161-178, June.
    3. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 331-353, June.
    4. Ammer, John & Brunner, Allan D., 1997. "Are banks market timers or market makers? Explaining foreign exchange trading profits," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 43-60, April.
    5. Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1413, August.
    6. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

  19. Huberman, Gur, 1990. "Dividend Neutrality with Transaction Costs," The Journal of Business, University of Chicago Press, vol. 63(1), pages 93-106, January.

    Cited by:

    1. Sabur Mollah, 2011. "Do emerging market firms follow different dividend policies?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(2), pages 118-135, June.

  20. Huberman, Gur & Kandel, Shmuel, 1989. "Firms' fiscal years, size and industry," Economics Letters, Elsevier, vol. 29(1), pages 69-75.

    Cited by:

    1. Kamp, Bart, 2002. "Fiscal year-end choice: determinants and dynamics," The International Journal of Accounting, Elsevier, vol. 37(4), pages 421-427.
    2. Katherine A. Gunny & Judith M. Hermis, 2020. "How Busyness Influences SEC Compliance Activities: Evidence from the Filing Review Process and Comment Letters," Contemporary Accounting Research, John Wiley & Sons, vol. 37(1), pages 7-32, March.
    3. Raphael Duguay & Michael Minnis & Andrew Sutherland, 2020. "Regulatory Spillovers in Common Audit Markets," Management Science, INFORMS, vol. 66(8), pages 3389-3411, August.
    4. Cohen, Alma & Wang, Charles C.Y., 2013. "How do staggered boards affect shareholder value? Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 110(3), pages 627-641.

  21. Huberman, Gur & Kahn, Charles M, 1988. "Limited Contract Enforcement and Strategic Renegotiation," American Economic Review, American Economic Association, vol. 78(3), pages 471-484, June.

    Cited by:

    1. MacLeod, W.B. & Malcomson, J.M., 1989. "Efficient specific investments, incomplete contracts, and the role of market alternatives," Discussion Paper 1989-46, Tilburg University, Center for Economic Research.
    2. Schmitz, Patrick W, 1998. "Randomization in Coalition Contracts," Public Choice, Springer, vol. 94(3-4), pages 341-353, March.
    3. Patrick W. Schmitz, 2006. "Book Review," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 162(3), pages 535-542, September.
    4. Gilliland, David I. & Rudd, John M., 2013. "Control of electronic channel affiliates: An exploratory study and research propositions," Journal of Business Research, Elsevier, vol. 66(12), pages 2650-2656.
    5. Schmitz, Patrick W., 2017. "Incomplete Contracts, Shared Ownership, and Investment Incentives," CEPR Discussion Papers 12258, C.E.P.R. Discussion Papers.
    6. Jeffrey M. Lacker, 1989. "Limited commitment and costly enforcement," Working Paper 90-02, Federal Reserve Bank of Richmond.
    7. Squintani, Francesco, 2003. "Moral hazard, renegotiation, and forgetfulness," Games and Economic Behavior, Elsevier, vol. 44(1), pages 98-113, July.
    8. Robert W. Rich & Joseph Tracy, 2011. "Early contract renegotiation: An analysis of U.S. labor contracts from 1970 to 1995," Staff Reports 521, Federal Reserve Bank of New York.
    9. Sander, Birgit, 1998. "Strategisches Nachverhandeln zur Lösung von Anreizproblemen in unvollständigen Verträgen am Beispiel der Wohnungsprivatisierung nach dem Altschuldenhilfegesetz," Kiel Working Papers 901, Kiel Institute for the World Economy (IfW Kiel).
    10. Damiani, Mirella & Ricci, Andrea, 2016. "Training, quality of management and firm level bargaining," MPRA Paper 72138, University Library of Munich, Germany.
    11. Shantia, Ali & Aflaki, Sam & Masini, Andrea, 2021. "Contracting for technology improvement: The effect of asymmetric bargaining power and investment uncertainty," European Journal of Operational Research, Elsevier, vol. 293(2), pages 481-494.
    12. Alan Schwartz, 2004. "The Law and Economics of Costly Contracting," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 20(1), pages 2-31, April.
    13. Moriki Hosoe & Iltae Kim (ed.), 2020. "Applied Economic Analysis of Information and Risk," Springer Books, Springer, number 978-981-15-3300-6, December.
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    1. Ram Mudambi, 1999. "Multinational Investment Attraction: Principal-Agent Considerations," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 6(1), pages 65-79.
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    7. Bengtsson, Niklas, 2011. "Regulation Failure and CO2-emissions: An Experimental Investigation of the Cape Town Taxi Market," Working Paper Series, Center for Labor Studies 2011:13, Uppsala University, Department of Economics, revised 12 Aug 2013.
    8. Marvin Goodfriend & Jeffrey M. Lacker, 1999. "Limited commitment and central bank lending," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 1-27.
    9. Nikolaev, Valeri V., 2018. "Scope for renegotiation in private debt contracts," Journal of Accounting and Economics, Elsevier, vol. 65(2), pages 270-301.
    10. Lam, Kit-Chun & Liu, Pak-Wai, 2000. "Verifiable wage offers and recontracting: effect on wage and consumption profiles," Labour Economics, Elsevier, vol. 7(4), pages 449-462, July.

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    8. van Dalen, Hendrik Peter, 2020. "How the Publish-or-Perish Principle Divides a Science : The Case of Academic Economists," Other publications TiSEM 6fbb6b92-0e06-4271-b6e7-3, Tilburg University, School of Economics and Management.
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    38. Steffen Merkel & Sascha L. Schmidt & Benno Torgler, 2017. "The effect of individual uncertainty on the specificity of human capital: empirical evidence from career developments in professional soccer," Applied Economics, Taylor & Francis Journals, vol. 49(21), pages 2083-2095, May.
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    44. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
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    53. Johnsen, Åshild A. & Finseraas, Henning & Hanson, Torbjørn & Kotsadam, Andreas, 2023. "The malleability of competitive preferences," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 104(C).
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    55. Yijiang Wang, "undated". "Demand, Supply and Coordination: An Integrated Theory of the Division of Labor," Working Papers 0405, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
    56. Lalith Munasinghe & Brendan O'Flaherty, 2005. "Specific Training Sometimes Cuts Wages and Always Cuts Turnover," Journal of Labor Economics, University of Chicago Press, vol. 23(2), pages 213-234, April.
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    1. Glabadanidis, Paskalis, 2009. "Measuring the economic significance of mean-variance spanning," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 596-616, May.
    2. Wolfgang Bessler & Julian Holler & Philipp Kurmann, 2012. "Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 109-141, March.
    3. Harvey, Campbell R, 1995. "Predictable Risk and Returns in Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 773-816.
    4. Sina Ehsani & Juhani T. Linnainmaa, 2019. "Factor Momentum and the Momentum Factor," NBER Working Papers 25551, National Bureau of Economic Research, Inc.
    5. Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023. "Factor mimicking portfolios for climate risk," ECON - Working Papers 429, Department of Economics - University of Zurich, revised Mar 2024.
    6. Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series wpie006, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
    7. Fama, Eugene F. & French, Kenneth R., 2007. "Disagreement, tastes, and asset prices," Journal of Financial Economics, Elsevier, vol. 83(3), pages 667-689, March.
    8. Brière, Marie & Szafarz, Ariane, 2015. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," World Development, Elsevier, vol. 67(C), pages 110-125.
    9. Benjamin Chabot & Christopher J. Kurz, 2009. "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers 972, Economic Growth Center, Yale University.
    10. Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020. "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, vol. 217(2), pages 291-311.
    11. Pasaribu, Rowland Bismark Fernando, 2010. "Pemilihan Model Asset Pricing [Asset pricing model selection: Indonesian Stock Exchange]," MPRA Paper 36978, University Library of Munich, Germany.
    12. Ehling, Paul & Ramos, Sofia Brito, 2005. "Geographic versus industry diversification: constraints matter," Working Paper Series 425, European Central Bank.
    13. Janda, K & Rausser, G & Svárovská, B, 2014. "Can investment in microfinance funds improve risk-return characteristics of a portfolio?," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61k33595, Department of Agricultural & Resource Economics, UC Berkeley.
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    15. Hasnie, Syed Sharjeel Ahmad & Collazzo, Pablo & Hassan, M. Kabir, 2022. "Risk assessment of equity-based conventional and islamic stock portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 363-378.
    16. Karl Demers‐Bélanger & Van Son Lai, 2020. "Diversification benefits of cat bonds: An in‐depth examination," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 29(5), pages 165-228, December.
    17. de Groot, W.A. & Pang, J. & Swinkels, L.A.P., 2012. "The Cross-Section of Stock Returns in Frontier Emerging Markets," ERIM Report Series Research in Management ERS-2012-012-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    18. Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R., 2006. "The adequacy of investment choices offered by 401(k) plans," Journal of Public Economics, Elsevier, vol. 90(6-7), pages 1299-1314, August.
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    1. Stambaugh, Robert F. & Pástor, Luboš, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
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    7. Abbas Mirakhor, 2014. "Foundations of risk-sharing finance: an Islamic view," Chapters, in: Mervyn K. Lewis & Mohamed Ariff & Shamsher Mohamad (ed.), Risk and Regulation of Islamic Banking, chapter 6, pages 107-128, Edward Elgar Publishing.
    8. K. C. Chan & Patric H. Hendershott & Anthony B. Sanders, 1990. "Risk and Return on Real Estate: Evidence from Equity REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(4), pages 431-452, December.
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    26. Renault, Éric & Rochet, Jean-Charles, 1997. "Les techniques quantitatives de la gestion de portefeuille," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 265-310, mars-juin.
    27. Lubos Pastor & Robert F. Stambaugh, "undated". "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers 16-99, Wharton School Rodney L. White Center for Financial Research.
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    39. Mirakhor, Abbas, 2012. "Islamic Finance, Risk Sharing and Macroeconomic Policies," MPRA Paper 56338, University Library of Munich, Germany.
    40. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.
    41. de Roon, F.A. & Nijman, T.E. & Veld, C.H., 1997. "Analyzing specification errors in models for futures risk premia with hedging pressure," Other publications TiSEM 2c531bb0-c2ca-457b-aa10-d, Tilburg University, School of Economics and Management.
    42. Kim, Jinyong & Kim, Kun Ho & Lee, Jeong Hwan, 2021. "Cross-sectional tests of asset pricing models with full-rank mimicking portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
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    46. Bakshi, Gurdip & Panayotov, George, 2013. "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, vol. 110(1), pages 139-163.
    47. Jinyong Kim & Kun Ho Kim & Jeong Hwan Lee, 2021. "Efficient Mimicking Portfolios in Asset Pricing Tests," Korean Economic Review, Korean Economic Association, vol. 37, pages 399-417.
    48. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda & Melin, Olena, 2023. "Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds," Journal of Econometrics, Elsevier, vol. 236(1).
    49. Joel M. Vanden, 2021. "Equilibrium asset pricing and the cross section of expected returns," Annals of Finance, Springer, vol. 17(2), pages 153-186, June.
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    53. Smith, Simon C. & Timmermann, Allan, 2022. "Have risk premia vanished?," Journal of Financial Economics, Elsevier, vol. 145(2), pages 553-576.
    54. Rodolfo Aquino, 2006. "A variance equality test of the ICAPM on Philippine stocks: post-Asian financial crisis period," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 353-362.
    55. Nadler, Philip & Guo, Yike, 2020. "The fair value of a token: How do markets price cryptocurrencies?," Research in International Business and Finance, Elsevier, vol. 52(C).
    56. Ferson, Wayne E & Korajczyk, Robert A, 1995. "Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?," The Journal of Business, University of Chicago Press, vol. 68(3), pages 309-349, July.
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    1. Gur Huberman & Dominika Halka, 2001. "Systematic Liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(2), pages 161-178, June.
    2. Alexander S. Sangare, 2005. "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 107-132.
    3. Prombutr, Wikrom & Lockwood, Jimmy & Zhang, Ying & Le, Steven V., 2016. "Investor response to online value line rank changes: Foreign versus local stocks," Global Finance Journal, Elsevier, vol. 30(C), pages 10-26.
    4. Schmidt, Reinhart, 1989. "Rating börsennotierter Unternehmen," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 232, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    5. Szakmary, Andrew C. & Conover, C. Mitchell & Lancaster, Carol, 2008. "An examination of Value Line's long-term projections," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 820-833, May.
    6. Lawrence D. Brown & Gordon D. Richardson & Charles A. Trzcinka, 1990. "Strong†form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts," Contemporary Accounting Research, John Wiley & Sons, vol. 7(1), pages 323-346, September.
    7. Marcus Schulmerich & Yves-Michel Leporcher & Ching-Hwa Eu, 2015. "Stock Market Anomalies," Management for Professionals, in: Applied Asset and Risk Management, edition 127, chapter 3, pages 175-244, Springer.
    8. Nandkumar Nayar & Ajai Singh & Wen Yu, 2011. "Unraveling a puzzle: the case of value line timeliness rank upgrades," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 379-409, December.
    9. Bandyopadhyay, Sati P. & Brown, Lawrence D. & Richardson, Gordon D., 1995. "Analysts' use of earnings forecasts in predicting stock returns: Forecast horizon effects," International Journal of Forecasting, Elsevier, vol. 11(3), pages 429-445, September.

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    1. Jones, Charles M. & Lamont, Owen & Lumsdaine, Robin L., 1998. "Macroeconomic news and bond market volatility," Journal of Financial Economics, Elsevier, vol. 47(3), pages 315-337, March.
    2. Manuel Lobato Osario, 2004. "Insider Trading At The Mexican Stock Exchange: Evidence From Data Augmentation," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(2), pages 169-222, Junio 200.
    3. Thomas Gilbert & Shimon Kogan & Lars Lochstoer & Ataman Ozyildirim, 2007. "Investor Inattention and the Market Impact of Summary Statistics," GSIA Working Papers 2006-E24, Carnegie Mellon University, Tepper School of Business.
    4. Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 1998. "When an event is not an event: The curious case of an emerging market," CFS Working Paper Series 1998/12, Center for Financial Studies (CFS).
    5. Mucahit Kochan & Cigdem Gonul Kochan, 2024. "Impact of US Trade with China on Shareholders’ Wealth: Insights from Shipment Data in the COVID-19 Era," Economies, MDPI, vol. 12(3), pages 1-13, March.
    6. Subhani, Muhammad Imtiaz & Osman, Amber & Gul, Ameet, 2010. "Relationship between consumer price index (CPI) and KSE-100 index trading volume in pakistan and finding the endogeneity in the involved data," MPRA Paper 26375, University Library of Munich, Germany, revised 02 Nov 2010.
    7. John Ammer, 1993. "Macroeconomic risk and asset pricing: estimating the apt with observable factors," International Finance Discussion Papers 448, Board of Governors of the Federal Reserve System (U.S.).
    8. Brennan, Michael J. & Xia, Yihong, 2005. "tay's as good as cay," Finance Research Letters, Elsevier, vol. 2(1), pages 1-14, March.
    9. Anderson, Christopher W., 1999. "Financial contracting under extreme uncertainty:: an analysis of Brazilian corporate debentures," Journal of Financial Economics, Elsevier, vol. 51(1), pages 45-84, January.
    10. Kahn, Michael & Kandel, Shmuel & Sarig, Oded, 2002. "Real and nominal effects of central bank monetary policy," Journal of Monetary Economics, Elsevier, vol. 49(8), pages 1493-1519, November.
    11. Malek Lashgari, 2000. "Information content of U.S. treasury inflation-indexed bonds," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(3), pages 520-530, August.
    12. John Ammer, 1994. "Inflation, inflation risk, and stock returns," International Finance Discussion Papers 464, Board of Governors of the Federal Reserve System (U.S.).
    13. Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2011. "Stock Market Reactions due to Announcements of Consumer Price Index and the Investigation of Endogeneity," MPRA Paper 34725, University Library of Munich, Germany.
    14. Daniel C. L. Hardy, 2022. "Alternatives in the Design of Sovereign Green Bonds," wiiw Policy Notes 62, The Vienna Institute for International Economic Studies, wiiw.
    15. Ayelet Balsam & Shmuel Kandel & Ori Levy, "undated". "Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach," Rodney L. White Center for Financial Research Working Papers 22-98, Wharton School Rodney L. White Center for Financial Research.
    16. Gau, Yin-Feng & Wu, Zhen-Xing, 2017. "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 232-254.

  29. Huberman, Gur, 1984. "Capital asset pricing in an overlapping generations model," Journal of Economic Theory, Elsevier, vol. 33(2), pages 232-248, August.

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    1. Karp, Larry S. & Rezai, Amon, 2012. "The Political economy of environmental policy with overlapping generations," CUDARE Working Papers 123718, University of California, Berkeley, Department of Agricultural and Resource Economics.
    2. Karp, Larry & Rezai, Armon, 2017. "Asset prices and climate policy," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6fx579fp, Department of Agricultural & Resource Economics, UC Berkeley.

  30. Huberman, Gur, 1984. "External Financing and Liquidity," Journal of Finance, American Finance Association, vol. 39(3), pages 895-908, July.

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    1. Chase P. Ross & Landon J. Ross, 2022. "Cash-Hedged Stock Returns," Finance and Economics Discussion Series 2022-055, Board of Governors of the Federal Reserve System (U.S.).
    2. Bhattacharya, Sudipto & Nyborg, Kjell, 2010. "Bank Bailout Menus," CEPR Discussion Papers 7906, C.E.P.R. Discussion Papers.
    3. Fan, Chenguang & Bae, Seongho & Liu, Yu, 2024. "Can FinTech transform corporate liquidity? Evidence from China," Innovation and Green Development, Elsevier, vol. 3(2).
    4. Almeida, Heitor & Campello, Murillo & Weisbach, Michael S., 2008. "Corporate Financial and Investment Policies When Future Financing Is Not Frictionless," Working Paper Series 2008-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    5. Steven Fazzari & R. Glenn Hubbard & Bruce C. Petersen, 1987. "Financing Constraints and Corporate Investment," NBER Working Papers 2387, National Bureau of Economic Research, Inc.
    6. Palazzo, Berardino, 2012. "Cash holdings, risk, and expected returns," Journal of Financial Economics, Elsevier, vol. 104(1), pages 162-185.
    7. Bing Wang & Kung‐Cheng Ho & Xinyu Liu & Yan Gu, 2022. "Industry cash flow volatility and stock price crash risk," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(2), pages 356-371, March.
    8. Matteo Mazzarano & Giovanni Guastella & Stefano Pareglio & Anastasios Xepapadeas, 2021. "Carbon Boards and Transition Risk: Explicit and Implicit exposure implications for Total Stock Returns and Dividend Payouts," DISCE - Working Papers del Dipartimento di Politica Economica dipe0023, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    9. Stewart C. Myers & Raghuram G. Rajan, 1998. "The Paradox of Liquidity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 113(3), pages 733-771.
    10. Chase P. Ross & Landon J. Ross & Sharon Y. Ross, 2022. "Cash-Hedged Stock Returns," Working Papers 22-03, Office of Financial Research, US Department of the Treasury.
    11. Manish Gupta, 2011. "Dividends and Cost of Capital - An Empirical Study on REITs," ERES eres2011_56, European Real Estate Society (ERES).
    12. Arnold, Marc, 2014. "Managerial cash use, default, and corporate financial policies," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 305-325.
    13. Kjell G. Nyborg & Zexi Wang, 2019. "The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive," Swiss Finance Institute Research Paper Series 19-30, Swiss Finance Institute, revised Dec 2020.
    14. Huang, Dayong & Wang, Fang, 2009. "Cash, investments and asset returns," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2301-2311, December.
    15. Nyborg, Kjell & Wang, Zexi, 2019. "Corporate cash holdings: Stock liquidity and the repurchase motive," CEPR Discussion Papers 13791, C.E.P.R. Discussion Papers.
    16. Zélia Serrasqueiro & Paulo Maçãs Nunes, 2008. "Performance and size: empirical evidence from Portuguese SMEs," Small Business Economics, Springer, vol. 31(2), pages 195-217, August.
    17. Hobdari, Bersant & Jones, Derek C. & Mygind, Niels, 2009. "Capital investment and determinants of financial constraints in Estonia," Economic Systems, Elsevier, vol. 33(4), pages 344-359, December.

  31. Huberman, Gur & Ross, Stephen, 1983. "Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions," Econometrica, Econometric Society, vol. 51(5), pages 1345-1361, September.

    Cited by:

    1. Robert R. Grauer and Nils H. Hakansson., 1998. "Applying the Grinblatt-Titman and the Conditional (Ferson-Schadt) Performance Measures: The Case of Industry Rotation Via the Dynamic Investment Model," Research Program in Finance Working Papers RPF-277, University of California at Berkeley.
    2. Grauer, Robert R. & Shen, Frederick C., 2000. "Do constraints improve portfolio performance?," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1253-1274, August.
    3. Tianran Geng & Thaleia Zariphopoulou, 2017. "Temporal and Spatial Turnpike-Type Results Under Forward Time-Monotone Performance Criteria," Papers 1702.05649, arXiv.org.
    4. Darong Dai, 2014. "The Long‐Run Behavior of Consumption and Wealth Dynamics in Complete Financial Market with Heterogeneous Investors," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).
    5. Vladimir Cherny & Jan Obloj, 2011. "Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model," Papers 1110.6289, arXiv.org, revised Apr 2013.
    6. Paolo Guasoni & Constantinos Kardaras & Scott Robertson & Hao Xing, 2014. "Abstract, classic, and explicit turnpikes," Finance and Stochastics, Springer, vol. 18(1), pages 75-114, January.
    7. Hagelin, Niclas & Pramborg, Bengt, 2004. "Dynamic investment strategies with and without emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(2), pages 193-215, June.
    8. David F. Babbel & Miguel A. Herce, 2018. "Stable Value Funds Performance," Risks, MDPI, vol. 6(1), pages 1-40, February.
    9. Vladimir Cherny & Jan Obłój, 2013. "Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model," Finance and Stochastics, Springer, vol. 17(4), pages 771-800, October.
    10. Vassili Kolokoltsov & Wei Yang, 2012. "Turnpike Theorems for Markov Games," Dynamic Games and Applications, Springer, vol. 2(3), pages 294-312, September.
    11. Zengjing Chen & Larry G. Epstein & Guodong Zhang, 2025. "Approximate optimality and the risk/reward tradeoff given repeated gambles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(4), pages 1351-1381, June.
    12. Guasoni, Paolo & Muhle-Karbe, Johannes & Xing, Hao, 2017. "Robust portfolios and weak incentives in long-run investments," LSE Research Online Documents on Economics 60577, London School of Economics and Political Science, LSE Library.
    13. Baojun Bian & Harry Zheng, 2018. "Turnpike Property and Convergence Rate for an Investment and Consumption Model," Papers 1808.04265, arXiv.org.
    14. Grauer, Robert R., 2013. "Limiting losses may be injurious to your wealth," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5088-5100.
    15. Christian S. Pedersen & S. E. Satchell, 2003. "Utility Functions whose Parameters depend on Initial Wealth," Bulletin of Economic Research, Wiley Blackwell, vol. 55(4), pages 357-371, October.
    16. Jin, Xing, 1998. "Consumption and portfolio turnpike theorems in a continuous-time finance model1," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1001-1026, May.
    17. Hammarlid, Ola, 2005. "When to accept a sequence of gambles," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 974-982, December.
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  32. Gur Huberman & David Mayers & Clifford W. Smith Jr., 1983. "Optimal Insurance Policy Indemnity Schedules," Bell Journal of Economics, The RAND Corporation, vol. 14(2), pages 415-426, Autumn.

    Cited by:

    1. Chi, Yichun & Zhuang, Sheng Chao, 2020. "Optimal insurance with belief heterogeneity and incentive compatibility," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 104-114.
    2. Boonen, Tim J. & Jiang, Wenjun, 2022. "Bilateral risk sharing in a comonotone market with rank-dependent utilities," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 361-378.
    3. Lu, ZhiYi & Meng, LiLi & Wang, Yujin & Shen, Qingjie, 2016. "Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 92-100.
    4. Asimit, Alexandru V. & Boonen, Tim J. & Chi, Yichun & Chong, Wing Fung, 2021. "Risk sharing with multiple indemnity environments," European Journal of Operational Research, Elsevier, vol. 295(2), pages 587-603.
    5. Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang, 2020. "Variance Contracts," Papers 2008.07103, arXiv.org.
    6. Tim J. Boonen & Yuyu Chen & Xia Han & Qiuqi Wang, 2024. "Optimal insurance design with Lambda-Value-at-Risk," Papers 2408.09799, arXiv.org.
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    9. Jiang, Wenjun & Hong, Hanping & Ren, Jiandong, 2021. "Pareto-optimal reinsurance policies with maximal synergy," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 185-198.
    10. Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2020. "Optimal Insurance under Maxmin Expected Utility," Papers 2010.07383, arXiv.org.
    11. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2015. "Ambiguity on the insurer's side: the demand for insurance," Cahiers de recherche 2015-03, Universite de Montreal, Departement de sciences economiques.
    12. Zongxia Liang & Zhaojie Ren & Bin Zou, 2025. "Optimal Insurance under Endogenous Default and Background Risk," Papers 2501.05672, arXiv.org.
    13. Boonen, Tim J. & Ghossoub, Mario, 2019. "On the existence of a representative reinsurer under heterogeneous beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 209-225.
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    16. Lisa L. Posey & Vickie Bajtelsmit, 2017. "Insurance and Endogenous Bankruptcy Risk: When is it Rational to Choose Gambling, Insurance, and Potential Bankruptcy?," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 42(1), pages 15-40, March.
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    1. Khan, M. Ali, 2000. "Globalization Of Financial Markets And Islamic Financial Institutions," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 8, pages 20-66.
    2. Miklós Rásonyi, 2016. "On Optimal Strategies For Utility Maximizers In The Arbitrage Pricing Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-12, November.
    3. Laurence Carassus & Miklós Rásonyi, 2020. "Risk-Neutral Pricing for Arbitrage Pricing Theory," Post-Print hal-04842839, HAL.
    4. Jack S. K. Chang & Jean C. H. Loo & Carolyn C. Wu Chang, 1990. "The Pricing Of Futures Contracts And The Arbitrage Pricing Theory," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(4), pages 297-306, December.
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    Cited by:

    1. Huang, Rongbing & Menezes, Mozart B.C. & Kim, Seokjin, 2012. "The impact of cost uncertainty on the location of a distribution center," European Journal of Operational Research, Elsevier, vol. 218(2), pages 401-407.
    2. Chakravarty, A. K. & Orlin, James B., 1953-. & Rothblum, U. G., 1982. "Consecutive optimizors for a partitioning problem with applications to optimal inventory groupings for joint replenishment," Working papers 1383-82., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    3. Konstantaras, Ioannis & Skouri, Konstantina & Benkherouf, Lakdere, 2021. "Optimizing inventory decisions for a closed–loop supply chain model under a carbon tax regulatory mechanism," International Journal of Production Economics, Elsevier, vol. 239(C).

Chapters

  1. Gur Huberman, 2005. "A Simple Approach to Arbitrage Pricing Theory," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 9, pages 289-308, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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