Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G0: General
/ / G1: General Financial Markets
/ / G2: Financial Institutions and Services
/ / G3: Corporate Finance and Governance
/ / G4: Behavioral Finance
/ / G5: Household Finance

2008

• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive, David K. Levine, number 122247000000002067, Apr.
• Oxelheim, Lars & Ghauri, Pervez, 2008, "EU-China and the non-transparent race for inward FDI," Journal of Asian Economics, Elsevier, volume 19, issue 4, pages 358-370, August.
• Chari, Anusha & Blair Henry, Peter, 2008, "Firm-specific information and the efficiency of investment," Journal of Financial Economics, Elsevier, volume 87, issue 3, pages 636-655, March.
• Hara, Chiaki, 2008, "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, volume 44, issue 12, pages 1321-1331, December.
• Dean Baker, 2008, "Subprime Rescue Plans: Backdoor Bank Bailouts," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2008-07, Mar.
• Dean Baker & Danilo Pelletiere & Hye Jin Rho, 2008, "The Cost of Maintaining Ownership in the Current Crisis: Comparisons in 20 Cities," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2008-12, Apr.
• Hye Jin Rho & Dean Baker & Danilo Pelletiere, 2008, "Ownership, Rental Costs, and the Prospects of Building Home Equity: An Analysis of 100 Metropolitan Areas," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2008-14, May.
• Hye Jin Rho & Danilo Pelletiere & Dean Baker, 2008, "The Changing Prospects for Building Home Equity: An Updated Analysis of Rents and the Price of Housing in 100 Metropolitan Areas," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2008-26, Oct.
• Dean Baker, 2008, "The Benefits of a Financial Transactions Tax," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2008-35, Dec.
• Willem H. Buiter, 2008, "Central banks and financial crises," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 495-633.
• . . & Willem Buiter, 2008, "Central banks and financial crises," FMG Discussion Papers, Financial Markets Group, number dp619, Sep.
• Vincent Louis Ovlia & David Enke & Michael C. Davis, 2008, "The Effects Of Congressional Elections On Future Equity Market Returns," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 1-15.
• Gabriela Chmelíková, 2008, "Verifying of Information Content of Economic Value Added EVA in the Food-processing Sector of the Czech Republic
  [Ověření vypovídací schopnosti ukazatele ekonomická přidaná hodnota EVA v odvětví po," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2008, issue 5, pages 32-46, DOI: 10.18267/j.aop.160.
• Bruno, Miguel, 2008, "Régulation et Croissance Économique au Brésil après la libéralisation :," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 3.
• Niloy Bose & Salvatore Capasso & Martin Wurm, 2008, "The Impact of Banking Development on the Size of the Shadow Economy," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 207, Oct.
• Robert J. Aumann & Roberto Serrano, 2008, "An Economic Index of Riskiness," Journal of Political Economy, University of Chicago Press, volume 116, issue 5, pages 810-836, October, DOI: 10.1086/591947.
• Hardy Hulley & Thomas A. McWalter, 2008, "Quadratic Hedging of Basis Risk," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 225, Jun.
• Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau (ed.), 2008, "Advances in International Investments:Traditional and Alternative Approaches," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6535, ISBN: ARRAY(0x629bcac8), March.
• Cheng-Few Lee (ed.), 2008, "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6741, ISBN: ARRAY(0x648753a8), March.
• Sheryl A. Law & Jot Yau, 2008, "Socially Responsible Investing: Growth and Development in International Financial Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Louis T. W. Cheng, 2008, "Global Equity Investments and Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Yiuman Tse, 2008, "Exchange-Traded Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Xiaoqing Eleanor Xu, 2008, "Global Fixed Income Markets and Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Jot Yau & Grace K. Yeung, 2008, "Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Gary A. Patterson, 2008, "International Real Estate," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Xiaoqing Eleanor Xu, 2008, "Global Perspectives on Venture Capital and Private Equity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Aysegul Ates & George H. K. Wang, 2008, "Managed Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Gaiyan Zhang, 2008, "Credit Derivatives: Trends, Challenges and Opportunities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Anthony L. Loviscek, 2008, "Currency Derivatives and Emerging Market Currencies: Strategies, Perspectives, and Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau, "Advances In International Investments Traditional and Alternative Approaches".
• Elettra Agliardi & Rainer Andergassen, 2008, "Collateral Constraints, Debt Management, and Investment Incentives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Paul Y. Kim & Chin W. Yang & Cindy Hsiao-Ping Peng & Ken Hung, 2008, "A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• William D. Brown Jr. & Erin A. Moore & Ray J. Pfeiffer Jr., 2008, "Evaluating the Robustness of MarketAnomaly Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• B. Brian Lee & Eric Press & B. Ben Choi, 2008, "Why is the Value Relevance of Earnings Lower for High-Tech Firms?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Vijay Jog & PengCheng Zhu, 2008, "Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Ali F. Darrat & Shafiqur Rahman & Maosen Zhong, 2008, "Intraday Volume — Volatility Relation of the DOW: A Behavioral Interpretation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Sheen Liu & Chunchi Wu & Peter Huaiyu Chen, 2008, "The Pricing of Initial Public Offerings: An Option Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Ming-Shiun Pan, 2008, "Determinants of Winner–Loser Effects in National Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Chun-Keung Hoi & Michael Lacina & Patricia L. Wollan, 2008, "Earnings Management in Corporate Voting: Evidence from Antitakeover Charter Amendments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Herbert E. Phillips, 2008, "Deterministic Portfolio Selection Models, Selection Bias, and an Unlikely Hero," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Abu Taher Mollik, 2008, "Corporate Capital Structure and Firm Value: A Panel Data Evidence from Australia's Dividend Imputation Tax System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Ke Peng & Shiyun Wang, 2008, "The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".

2007

• Nermin Çelik & Güven Murat, 2007, "Model Proposal Towards Quantitative Evaluation of Customers’ Demands for Mortgage," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 1, issue 2, pages 31-48.
• Ramazan Aktas & M. Mete Doganay, 2007, "Grouping Emerging Stock Markets Based on Market Data," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 1, issue 2, pages 77-92.
• Ali Alp & M. Mete Doganay, 2007, "How to Manage the Mortgage Credit Risk in Turkey? Can Dual-indexed Mortgages be a Remedy?," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 9, issue 35, pages 1-10.
• Robert J. Aumann & Roberto Serrano, 2007, "An Economic Index of Riskiness," Levine's Bibliography, UCLA Department of Economics, number 321307000000000836, Mar.
• Chari, Anusha & Henry, Peter B., 2007, "Firm-Specific Information and the Efficiency of Investment," Research Papers, Stanford University, Graduate School of Business, number 1975, Aug.
• Trigo, Loren & Constanzo, Sabatino, 2007, "Redes neuronales en la predicción de las fluctuaciones de la economía a partir del movimiento de los mercados de capitales," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 294, pages 415-440, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Francisco Penaranda & Jon Danielsson, 2007, "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers, Financial Markets Group, number dp586, Jan.
• Roberto Serrano, 2007, "El uso de sistemas dinámicos estocásticos en la Teoría de Juegos y la Economía," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-15, Jun.
• María Alejandra Ayala & Rafael Eduardo Borges & Gerardo Colmenares, 2007, "Verification of the Assumptions of the Cox Model. Case Study: Venezuelan commercial banks, 1996-2004," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 27-43, january-j.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• Ramesh K S Rao & Eric C Stevens, 2007, "A Theory of the Firm's Cost of Capital:How Debt Affects the Firm's Risk, Value, Tax Rate and the Government's Tax Claim," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6204, ISBN: ARRAY(0x62a81960), March.

2006

• Charles W. Calomiris, 2006, "The Regulatory Record of the Greenspan Fed," American Economic Review, American Economic Association, volume 96, issue 2, pages 170-173, May, DOI: 10.1257/000282806777211685.
• Arnold, Lutz G., 2006, "Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 418.
• Chiaki Hara, 2006, "Heterogeneous Risk Attitudes In A Continuous‐Time Model," The Japanese Economic Review, Japanese Economic Association, volume 57, issue 3, pages 377-405, September, DOI: 10.1111/j.1468-5876.2006.00377.x.
• Jörg Schiller, 2006, "The Impact of Insurance Fraud Detection Systems," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 3, pages 421-438, September, DOI: 10.1111/j.1539-6975.2006.00182.x.
• Robert J. Aumann & Roberto Serrano, 2006, "An Economic Index of Riskiness," Working Papers, Brown University, Department of Economics, number 2006-20.
• Robert J. Aumann & Roberto Serrano, 2006, "An Economic Index of Riskiness," Levine's Bibliography, UCLA Department of Economics, number 321307000000000585, Nov.
• Chari, Anusha & Henry, Peter B., 2006, "Firm-Specific Information and the Efficiency of Investment," Research Papers, Stanford University, Graduate School of Business, number 1930, Apr.
• Menkhoff, Lukas & Neuberger, Doris & Suwanaporn, Chodechai, 2006, "Collateral-based lending in emerging markets: Evidence from Thailand," Journal of Banking & Finance, Elsevier, volume 30, issue 1, pages 1-21, January.
• Aguiar, Mark & Broner, Fernando A., 2006, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Journal of Monetary Economics, Elsevier, volume 53, issue 4, pages 699-724, May.
• Florina POPA, 2006, "Actors And Instruments Of The Corporative Governance In Some East-European Countries," Romanian Journal of Economics, Institute of National Economy, volume 23, issue 2(32), pages 116-127, December.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2006, "Flight to Quality and Collective Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 12136, Apr.
• Anusha Chari & Peter Blair Henry, 2006, "Firm-Specific Information and the Efficiency of Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12186, May.
• Kostas Giannopoulos, 2006, "Pricing Basket spread options," Computing in Economics and Finance 2006, Society for Computational Economics, number 252, Jul.
• E. Chevalier, 2006, "Optimal Early Retirement Near the Expiration of a Pension Plan," Finance and Stochastics, Springer, volume 10, issue 2, pages 204-221, April, DOI: 10.1007/s00780-006-0003-7.
• Willene Johnson, 2006, "Policy responses to economic vulnerability," CDP Background Papers, United Nations, Department of Economics and Social Affairs, number 009.
• Patricia Mc Grath, 2006, "Financial Deregulation and Financial Development, and Subsequent Impact on Economic Growth in the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp828, Jun.
• William T Ziemba & Raymond G Vickson (ed.), 2006, "Stochastic Optimization Models in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6101, ISBN: ARRAY(0x626f6360), March.
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Expected Utility Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Convexity And The Kuhn-Tucker Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Dynamic Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Stochastic Dominance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Measures Of Risk Aversion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Separation Theorems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mean-Variance And Safety-First Approaches And Their Extensions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Existence And Diversification Of Optimal Portfolio Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Effects Of Taxes On Risk Taking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models That Have A Single Decision Point," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Risk Aversion Over Time Implies Static Risk Aversion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Myopic Portfolio Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Two-Period Consumption Models And Portfolio Revision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models Of Optimal Capital Accumulation And Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models Of Option Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "The Capital Growth Criterion And Continuous-Time Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".

2005

• Charles Van Marrewijk, 2005, "Basic Exchange Rate Theories," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2005-01, Feb.
• Steven Globerman & Daniel Shapiro, 2005, "Assessing International Mergers and Acquisitions as a Mode of Foreign Direct Investment," Chapters, Edward Elgar Publishing, chapter 5, in: Lorraine Eden & Wendy Dobson, "Governance, Multinationals and Growth".
• Panayiotis Curtis & Jonh Thalassinos, 2005, "Equity fund raising and “creative” accounting practices: Indications from Athens Stock Exchange for the 1999-2000 period," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 127-127.
• Stefan W. Schmitz, 2005, "Demographic Developments, Funded Pension Provision and Financial Stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 9, pages 93-109.
• Joseph Friedman & Yochanan Shachmurove, 2005, "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-028, Oct.
• Productivity Commission, 2005, "Smash Repair and Insurance," Inquiry Reports, Productivity Commission, Government of Australia, number 34, ISBN: ARRAY(0x7e9d2fd0), January.
• Athanasios Orphanides & Don H. Kim, 2005, "Term Structure Estimation with Survey Data on Interest Rate Forecasts," Computing in Economics and Finance 2005, Society for Computational Economics, number 474, Nov.
• Charles van Marrewijk, 2005, "Basic Exchange Rate Theories," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-024/2, Feb.
• Eduardo Siandra, 2005, "Uruguay Capital Market: Law-in-the-books or Law-in-action?," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0205, May.
• Patricia McGrath, 2005, "Financial Deregulation and Economic Growth in the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp804, Nov.
• Fernando Rubio, 2005, "Modelo De Tres Factores En España," Finance, University Library of Munich, Germany, number 0501001, Jan.
• Agustin Filippo & Daniel Kostzer & Diego Schleser, 2005, "Creditos a PyMEs en Argentina: Racionamiento crediticio con oferta ilimitada de dinero," Finance, University Library of Munich, Germany, number 0501004, Jan.
• Enrico Scalas, 2005, "Five Years of Continuous-time Random Walks in Econophysics," Finance, University Library of Munich, Germany, number 0501005, Jan.
• Lukas Menkhoff & Doris Neuberger & Chodechai Suwanaporn, 2005, "Collateral-Based Lending in Emerging Markets: Evidence from Thailand," Finance, University Library of Munich, Germany, number 0501008, Jan.
• Alvaro Cartea & Marcelo_Gustavo Figueroa, 2005, "Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality," Finance, University Library of Munich, Germany, number 0501011, Jan, revised 12 Sep 2005.
• Supreena Narayanan & Rashmi Dalvi, 2005, "Assessment of Financial Stability Reports-Sveriges Riksbank," Finance, University Library of Munich, Germany, number 0501012, Jan.
• stanley c. w. salvary, 2005, "Financial Accounting Measurement: Instrumentation And Calibration," Finance, University Library of Munich, Germany, number 0502001, Feb.
• stanley c. w. salvary, 2005, "The Accounting Variable And Stock Price Determination," Finance, University Library of Munich, Germany, number 0502011, Feb.
• Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005, "Portfolio Selection with Monotone Mean-Variance Preferences," Finance, University Library of Munich, Germany, number 0502014, Feb.
• Stanley C. W. Salvary, 2005, "On Financial Accounting Measurement: A Reconsideration Of Sfac 5 By The Fasb Is Needed," Finance, University Library of Munich, Germany, number 0502015, Feb.
• Stanley C. W. Salvary, 2005, "Financial Accounting Information And The Relevance/Irrelevance Issue," Finance, University Library of Munich, Germany, number 0502016, Feb.
• Loukas Spanos, 2005, "Corporate governance in Greece: developments and policy implications," Finance, University Library of Munich, Germany, number 0502017, Feb.
• stanley c. w. salvary, 2005, "Tracing The Development Of A Conceptual Framework Of Accounting A Western European And North American Linkage: A Partial Examination," Finance, University Library of Munich, Germany, number 0502019, Feb.
• Jacinto Vidigal da Silva & Miguel Diz, 2005, "Mergers And Acquisitions In The Portuguese Banking Industry: Is It There A Process Of Value Creation?," Finance, University Library of Munich, Germany, number 0503002, Mar.
• D. Saidane, 2005, "The role of Financial Liberalization in Development: Weaknesses and Corrections," Finance, University Library of Munich, Germany, number 0503003, Mar.
• D. Saidane, 2005, "The role of Financial Liberalization in Development: Weaknesses and Corrections," Finance, University Library of Munich, Germany, number 0503004, Mar.
• Damien Challet, 2005, "Inter-pattern speculation: beyond minority, majority and $-games," Finance, University Library of Munich, Germany, number 0503006, Mar.
• Jing Chen, 2005, "Information Theory and Market Behavior," Finance, University Library of Munich, Germany, number 0503009, Mar.
• Andrea Pascucci & Marco Di Francesco, 2005, "On the complete model with stochastic volatility by Hobson and Rogers," Finance, University Library of Munich, Germany, number 0503013, Mar.
• Otavio De Medeiros & Carmem Tiberio, 2005, "Factors Influencing Brazilian Firms in their Decision to List on Foreign Stock Exchanges," Finance, University Library of Munich, Germany, number 0503017, Mar.
• Dalthan Simas & Otavio De Medeiros, 2005, "Translation of Financial Statements," Finance, University Library of Munich, Germany, number 0503018, Mar.
• Otavio De Medeiros, 2005, "Order Flow and Exchange Rate Dynamics in Brazil," Finance, University Library of Munich, Germany, number 0503019, Mar.
• Otavio De Medeiros, 2005, "An Econometric Model of a Firm’s Financial Statements," Finance, University Library of Munich, Germany, number 0503020, Mar.
• Fabio Antonelli & Andrea Pascucci, 2005, "On the viscosity solutions of a stochastic differential utility problem," Finance, University Library of Munich, Germany, number 0503021, Mar.
• Norbert_Jobst & Arnaud_de_Servigny, 2005, "An Empirical Analysis of Equity Default Swaps (II): Multivariate Insights," Finance, University Library of Munich, Germany, number 0503025, Mar.
• Fernando Rubio, 2005, "Evolucion De Las Estrategias De Inversion En Acciones (Borrador)," Finance, University Library of Munich, Germany, number 0503027, Mar.
• Fernando Rubio, 2005, "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance, University Library of Munich, Germany, number 0503028, Mar, revised 23 Jul 2005.
• Fernando Rubio, 2005, "Estrategias Cuantitativas De Valor Y Retornos Por Accion De Largo," Finance, University Library of Munich, Germany, number 0503029, Mar.
• Laurence Copeland, 2005, "Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds," Finance, University Library of Munich, Germany, number 0504007, Apr.
• Refet Gurkaynak, 2005, "Econometric Tests of Asset Price Bubbles: Taking Stock," Finance, University Library of Munich, Germany, number 0504008, Apr.
• Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri, 2005, "Liquidity Risk Estimation Using Fuzzy Measure Theory," Finance, University Library of Munich, Germany, number 0504012, Apr.
• Mahesh Kumar Tambi, 2005, "An Empirical Study Of Return-Volume Relationship For Indian Market," Finance, University Library of Munich, Germany, number 0504013, Apr.
• Mahesh Kumar Tambi, 2005, "Integration Of Financial Markets," Finance, University Library of Munich, Germany, number 0504014, Apr.
• Orazio Di Miscia, 2005, "Estimation of continuous-time interest rate models: a nonparametric approach," Finance, University Library of Munich, Germany, number 0504015, Apr.
• Orazio Di Miscia, 2005, "Nonparametric estimation of diffusion process: a closer look," Finance, University Library of Munich, Germany, number 0504016, Apr.
• Orazio Di Miscia, 2005, "Term structure of interest models: concept and estimation problem in a continuous-time setting," Finance, University Library of Munich, Germany, number 0504017, Apr.
• Loren Tauer, 2005, "When to Get In and Out of Dairy Farming: A Real Option Analysis," Finance, University Library of Munich, Germany, number 0504018, Apr.
• Guido Fioretti, 2005, "Credit Rationing and Internal Ratings in the face of Innovation and Uncertainty," Finance, University Library of Munich, Germany, number 0504021, Apr.
• Hokky Situngkir & Yohanes Surya, 2005, "What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?," Finance, University Library of Munich, Germany, number 0504022, Apr.
• Stefan Linder, 2005, "Fifty years of Research on Accuracy of Capital Expenditure Project Estimates: A Review of the Findings and their Validity," Finance, University Library of Munich, Germany, number 0504023, Apr.
• Guido Fioretti, 2005, "Credit Rationing in a Basic Agent-Based Model," Finance, University Library of Munich, Germany, number 0505002, May.
• Christos Papahristodoulou, 2005, "Option Strategies with linear programming," Finance, University Library of Munich, Germany, number 0505005, May.
• Christos Papahristodoulou & Erik Dotzauer, 2005, "Optimal portfolios using linear programming models," Finance, University Library of Munich, Germany, number 0505006, May.
• Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005, "On Log-Periodic Crashes," Finance, University Library of Munich, Germany, number 0505007, May.
• Manuela Magalhaes & Carlos carvalhosa, 2005, "Modelo Cost-Of-Carry: Mispricing, Retornos e Volatilidades do Índice PSI-20 e dos Futuros PSI-20," Finance, University Library of Munich, Germany, number 0505014, May.
• P Nair & Deepak Kumar, 2005, "The Financing of Higher Education – A Broader View," Finance, University Library of Munich, Germany, number 0505015, May.
• Deepak Kumar, 2005, "Roles of the Banking Sector in Indian Agriculture -A Paradigm Shift," Finance, University Library of Munich, Germany, number 0505016, May.
• Florije Govori, 2005, "Menaxhmenti i politikes fiskale ne ekonomite e hapura," Finance, University Library of Munich, Germany, number 0505019, May.
• Alexandros Benos & George Papanastasopoulos, 2005, "Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality," Finance, University Library of Munich, Germany, number 0505020, May, revised 18 Nov 2005.
• dhafer saidane, 2005, "Concurrence spatiale, différenciation verticale et comportement bancaire," Finance, University Library of Munich, Germany, number 0505021, May.
• dhafer saidane, 2005, "Raison d'être et spécificités de la firme bancaire : pourquoi la banque n'est-elle pas une entreprise comme les autres ?," Finance, University Library of Munich, Germany, number 0505022, May.
• Asim Mishra, 2005, "An Empirical Analasis of Market reaction Around the Bonus Issues in India," Finance, University Library of Munich, Germany, number 0505025, May.
• Véronique Bessière & Michael Kaestner, 2005, "Quel prix pour les options UMTS? Une approche par les options réelles," Finance, University Library of Munich, Germany, number 0506001, Jun.
• Michael Kaestner, 2005, "Biais cognitifs, asymétrie d’information et formation des prix," Finance, University Library of Munich, Germany, number 0506002, Jun.
• Maria Swärd & Niklas Rosencrantz & Supreena Narayanan, 2005, "The Role of Accounting Conservatism in a well-functioning Corporate Governance System," Finance, University Library of Munich, Germany, number 0506005, Jun.
• Mahesh Kumar Tambi, 2005, "Impact Of Mergers And Amalgamation On The Performance Of Indian Companies," Finance, University Library of Munich, Germany, number 0506007, Jun.
• Farshid Jamshidian, 2005, "Chaotic expansion of powers and martingale representation (v1.2)," Finance, University Library of Munich, Germany, number 0506008, Jun.
• Marco Taboga, 2005, "Portfolio Selection with Two-Stage Preferences," Finance, University Library of Munich, Germany, number 0506009, Jun.
• Ross M. Miller, 2005, "Measuring the True Cost of Active Management by Mutual Funds," Finance, University Library of Munich, Germany, number 0506010, Jun, revised 02 Aug 2005.
• Supreena Narayanan, 2005, "The Role of Accounting Conservatism in a well-functioning Corporate Governance System," Finance, University Library of Munich, Germany, number 0506011, Jun.
• Supreena Narayanan, 2005, "Financial Market Regulation-Security Scams In India with historical evidence and the role of corporate governance," Finance, University Library of Munich, Germany, number 0506012, Jun.
• David Wang, 2005, "Estimating the Probabilities of Default for Callable Bonds: A Duffie-Singleton Approach," Finance, University Library of Munich, Germany, number 0506013, Jun.
• David Wang, 2005, "A Model to Price Puttable Corporate Bonds with Default Risk," Finance, University Library of Munich, Germany, number 0506014, Jun.
• Pavel Okunev, 2005, "Using Hermite Expansions for Fast and Arbitrarily Accurate Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model," Finance, University Library of Munich, Germany, number 0506015, Jun.
• asim mishra, 2005, "An Empirical Analysis Of Share Buybacks In India," Finance, University Library of Munich, Germany, number 0507001, Jul.
• Miguel Rodrigues, 2005, "PSI-20 and global indexes stock market efficiency," Finance, University Library of Munich, Germany, number 0507004, Jul.
• Sukanto Bhattacharya, 2005, "A synthetic protective put strategy for phased investment in projects without an outright deferral," Finance, University Library of Munich, Germany, number 0507005, Jul, revised 05 Jul 2005.
• Palanisamy Saravanan & Varadharajan Gopal & Duraipandian Israel, 2005, "Are Recent Segment Disclosures of Indian Firms Useful? An Empirical Investigation," Finance, University Library of Munich, Germany, number 0507011, Jul.
• Vicente Lazen, 2005, "Competitividad de la Industria de Fondos Mutuos en Chile," Finance, University Library of Munich, Germany, number 0507014, Jul.
• Aloysius Gunadi Brata, 2005, "Accessing Formal Credit: Social Capital versus ‘Social Position’ (Lesson from a Javanese Village)," Finance, University Library of Munich, Germany, number 0507016, Jul.
• César Medeiros Cupertino & Paulo Roberto Barbosa Lustosa, 2005, "The Ohlson Model of Evaluation of Companies:Tutorial for Use," Finance, University Library of Munich, Germany, number 0508002, Aug.
• Stefan W. Schmitz, 2005, "The Governance of Occupational Pension Funds and the Politico- Economic Implications: The Case of Austria," Finance, University Library of Munich, Germany, number 0508003, Aug.
• Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005, "Log-Periodic Crashes Revisited," Finance, University Library of Munich, Germany, number 0508005, Aug.
• Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2005, "Nonidentically distributed variables and nonlinear autocorrelation," Finance, University Library of Munich, Germany, number 0508009, Aug.
• Achraf AYADI & Ihcène KAFFELA, 2005, "La banque en ligne dans les pays émergents : le cas de la Tunisie," Finance, University Library of Munich, Germany, number 0508011, Aug.
• Feng Dai, 2005, "The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting," Finance, University Library of Munich, Germany, number 0508012, Aug.
• Pavel Okunev, 2005, "A Simple Approach to Combining Internal and External Operational Loss Data," Finance, University Library of Munich, Germany, number 0508013, Aug.
• Deepak Shah, 2005, "Rural Credit Delivery System in Maharashtra: A Step Towards Rejuvenation," Finance, University Library of Munich, Germany, number 0508019, Aug.
• Franz Fuerst, 2005, "Exogenous shocks and real estate rental markets: An event study of the 9/11 attacks and their impact on the New York office market," Finance, University Library of Munich, Germany, number 0509008, Sep.
• Anna Omarini & Philip Molineux, 2005, "PRIVATE BANKING IN EUROPE - Getting Clients & Keeping Them!," Finance, University Library of Munich, Germany, number 0509011, Sep.
• Patrick Van Roy, 2005, "Credit ratings and the standardised approach to credit risk in Basel II," Finance, University Library of Munich, Germany, number 0509014, Sep.
• Gergei Bana, 2005, "Risk-Free Internal Gains – Black And Scholes Re-Examined," Finance, University Library of Munich, Germany, number 0509015, Sep.
• David Eagle & Dale Domian, 2005, "Quasi-Real Indexing-- The Pareto-Efficient Solution to Inflation Indexing," Finance, University Library of Munich, Germany, number 0509017, Sep.