Research classified by Journal of Economic Literature (JEL) codes

2010

• Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2010, "Large Shareholder Diversification And Corporate Risk- Taking," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1241, Jul.
• Adolfo Garcia De La Sienra, 2010, "La estructura logica de la teoria clasica de las finanzas," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 6, issue 2, pages 81-98, Enero-Jun.
• Werner Kristjanpoller Rodriguez & Carolina Liberona Maturana, 2010, "Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 7, issue 1, pages 119-138, Julio - D.
• Adam Clements & Annastiina Silvennoinen, 2010, "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series, National Centre for Econometric Research, number 54, Mar, revised 06 May 2010.
• Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010, "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series, National Centre for Econometric Research, number 67, Nov.
• Adeline Delavande & Susann Rohwedder, 2010, "Individuals' Uncertainty about Future Social Security Benefits and Portfolio Choice," Working Papers, RAND Corporation, number WR-782, Sep.
• Angela A. Hung & Aileen Heinberg & Joanne K. Yoong, 2010, "Do Risk Disclosures Affect Investment Choice?," Working Papers, RAND Corporation, number WR-788, Oct.
• David Powell, 2010, "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers, RAND Corporation, number WR-816, Dec.
• Simone Varotto, 2010, "Stress Testing Credit Risk: The Great Depression Scenario," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-03, Mar.
• Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2010, "Regime-Dependent Smile-Adjusted Delta Hedging," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-10, Sep.
• Yulei Luo, 2010, "Code files for "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice"," Computer Codes, Review of Economic Dynamics, number 08-115, revised .
• Claudio Campanale, 2010, "Code files for "Learning, ambiguity and life-cycle portfolio allocation"," Computer Codes, Review of Economic Dynamics, number 09-54, revised .
• Yulei Luo, 2010, "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 13, issue 4, pages 843-860, October, DOI: 10.1016/j.red.2010.01.002.
• Svetlana Pashchenko, 2010, "Accounting for non-annuitization," 2010 Meeting Papers, Society for Economic Dynamics, number 563.
• Veronica Rappoport & Enrichetta Ravina & Daniel Paravisini, 2010, "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," 2010 Meeting Papers, Society for Economic Dynamics, number 664.
• Paul Woolley, 2010, "Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 12, issue 23, pages 55-83, July-Dece.
• Natividad Blasco De Las Heras & Sandra Ferreruela Garcés & Pilar Corredor Casado, 2010, "Una Explicación Del Efecto Herding Desde El Mercado De Derivados," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 18, issue 3, pages 161-196, Winter.
• Mariko Fujii, 2010, "Securitized Products, Financial Regulation, and Systemic Risk," ADBI Working Papers, Asian Development Bank Institute, number 203, Mar.
• Brad Humphreys, 2010, "Prices, Point Spreads and Profits: Evidence from the National Football League," Working Papers, University of Alberta, Department of Economics, number 2010-05, Feb.
• Georg Inderst, 2010, "Infrastructure as an asset class," EIB Papers, European Investment Bank, Economics Department, number 3/2010, Dec.
• Joachim Lang & Reinhard Madlener, 2010, "Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 11/2010, Sep.
• M. Kabir Hassan & Eric Girard, 2010, "Faith-Based Ethical Investing: The Case Of Dow Jones Islamic Indexes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 17, pages 1-31.
• Steven Vanduffel, 2010, "Thou shalt buy ‘simple’ structured products only," Journal of Financial Transformation, Capco Institute, volume 28, pages 12-14.
• Manfred Gilli & Enrico Schumann, 2010, "Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude," Journal of Financial Transformation, Capco Institute, volume 28, pages 117-122.
• Christoph Kaserer & Henry Lahr & Valentin Liebhart & Alfred Mettler, 2010, "The time-varying risk of listed private equity," Journal of Financial Transformation, Capco Institute, volume 28, pages 87-93.
• Shahin Shojai & George Feiger & Rajesh Kumar, 2010, "Economists’ hubris — the case of equity asset management," Journal of Financial Transformation, Capco Institute, volume 29, pages 9-16.
• Brian Jacobsen, 2010, "Unwrapping Fund Expenses: What are You Paying For?," Journal of Financial Transformation, Capco Institute, volume 30, pages 83-88.
• Jerome Stein, 2010, "A critique of Alan Greenspan’s retrospective on the crisis," Journal of Financial Transformation, Capco Institute, volume 30, pages 9-21.
• Gheorghe ZAMAN & Marinela GEAMĂNU, 2010, "Foreign Direct Investments And Domestic Investments In Romania In The Economic Crisis Period," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 107-112.
• Sinisa Bogdan & Suzana Baresa & Sasa Ivanovic, 2010, "Portfolio Analysis Based On The Example Of Zagreb Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 1, issue 1, pages 39-52.
• Michalski, Grzegorz, 2010, "Planning Optimal From The Firm Value Creation Perspective. Levels Of Operating Cash Investments," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 198-214, March.
• Necula, Ciprian, 2010, "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 93-106, September.
• Mihai BOTEZATU, 2010, "Capital investments in the context of time factor," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 13, issue 1, pages 106-118, June.
• Cristian PAUN & Stefan UNGUREANU, 2010, "Managerial Approach of International Initial Public Offerings Valuation," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 5, pages 905-915, December.
• Karl E. Case & John Cotter & Stuart A. Gabriel, 2010, "Housing risk and return : evidence from a housing asset-pricing model," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/2562, May.
• Marco Gambaro and Riccardo Puglisi, 2010, "What Do Ads Buy? Daily Coverage of Listed Companies on the Italian Press," RSCAS Working Papers, European University Institute, number 2010/26, Jan.
• Magdalena Mikolajek-Gocejna, 2010, "RYNKOWE MIARY TWORZENIA WARTOsCI PRZEDSIeBIORSTWA I WARTOsCI DLA AKCJONARIUSZY," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue special, pages 46-63, December.
• Andrzej Cwynar, 2010, "PROBLEM INFORMACYJNEJ SPRAWNOsCI ZYSKU REZYDUALNEGO. KONCEPCJA RADARU RI(BV)," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue special, pages 86-109, December.
• Geoffrey J. Warren, 2010, "Equity home bias in Australian superannuation funds," Australian Journal of Management, Australian School of Business, volume 35, issue 1, pages 69-93, April, DOI: 10.1177/0312896209354220.
• Ryan Bartens & Shakill Hassan, 2010, "Value, size and momentum portfolios in real time: the cross section of South African stocks," Australian Journal of Management, Australian School of Business, volume 35, issue 2, pages 181-202, August, DOI: 10.1177/0312896210370081.
• Sunil S. Poshakwale & Chandra Thapa, 2010, "Foreign Investors and Global Integration of Emerging Indian Equity Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 1, pages 1-24, April, DOI: 10.1177/097265271000900101.
• Mahfuzul Haque & Oscar Varela, 2010, "US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 171-197, August, DOI: 10.1177/097265271000900203.
• Sebastian Müller & Martin Weber, 2010, "Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 62, issue 2, pages 126-153, April.
• Claudio Raddatz & Sergio Schmukler, 2010, "Pension Funds And Capital Market Development: How Much Bang For The Buck?," Working Papers, Superintendencia de Pensiones, number 38, Feb, revised Feb 2010.
• Thorsten Hock, 2010, "Tactical Size Rotation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue III, pages 553-576, September.
• Schröder, Thomas & Dunbar, Kwamie, 2010, "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working Papers, Sacred Heart University, John F. Welch College of Business, number 2010001, Mar.
• Mark Cullen & Liran Einav & Amy Finkelstein & Iuliana Pascu, 2010, "How General Are Risk Preferences? Choices Under Uncertainty in Different Domains," Discussion Papers, Stanford Institute for Economic Policy Research, number 09-005, Jan.
• Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010, "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers, Swiss National Bank, number 2010-01.
• Bastien Drut, 2010, "Social responsibility and mean-variance portfolio selection," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-002.RS.
• Gregor Dorfleitner & Michaela Leidl & Johannes Reeder, 2010, "Theory of Social Returns in Portfolio Choice with Application to Microfinance," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-014.RS.
• Peter Diesinger & Holger Kraft & Frank Seifried, 2010, "Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?," Finance and Stochastics, Springer, volume 14, issue 3, pages 343-374, September, DOI: 10.1007/s00780-008-0085-5.
• Michael Mania & Marina Santacroce, 2010, "Exponential utility maximization under partial information," Finance and Stochastics, Springer, volume 14, issue 3, pages 419-448, September, DOI: 10.1007/s00780-009-0114-z.
• Freddy Delbaen & Shige Peng & Emanuela Rosazza Gianin, 2010, "Representation of the penalty term of dynamic concave utilities," Finance and Stochastics, Springer, volume 14, issue 3, pages 449-472, September, DOI: 10.1007/s00780-009-0119-7.
• Georg Mainik & Ludger Rüschendorf, 2010, "On optimal portfolio diversification with respect to extreme risks," Finance and Stochastics, Springer, volume 14, issue 4, pages 593-623, December, DOI: 10.1007/s00780-010-0122-z.
• Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, volume 14, issue 4, pages 625-667, December, DOI: 10.1007/s00780-010-0130-z.
• Kasper Larsen & Hang Yu, 2012, "Horizon dependence of utility optimizers in incomplete models," Finance and Stochastics, Springer, volume 16, issue 4, pages 779-801, October, DOI: 10.1007/s00780-012-0171-6.
• Ragnar Norberg, 2013, "Optimal hedging of demographic risk in life insurance," Finance and Stochastics, Springer, volume 17, issue 1, pages 197-222, January, DOI: 10.1007/s00780-012-0182-3.
• S. Gerhold & J. Muhle-Karbe & W. Schachermayer, 2013, "The dual optimizer for the growth-optimal portfolio under transaction costs," Finance and Stochastics, Springer, volume 17, issue 2, pages 325-354, April, DOI: 10.1007/s00780-011-0165-9.
• Stefan Gerhold & Paolo Guasoni & Johannes Muhle-Karbe & Walter Schachermayer, 2014, "Transaction costs, trading volume, and the liquidity premium," Finance and Stochastics, Springer, volume 18, issue 1, pages 1-37, January, DOI: 10.1007/s00780-013-0210-y.
• Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2014, "Beyond cash-additive risk measures: when changing the numéraire fails," Finance and Stochastics, Springer, volume 18, issue 1, pages 145-173, January, DOI: 10.1007/s00780-013-0220-9.
• Terrill Keasler & Chris McNeil, 2010, "Mad Money stock recommendations: market reaction and performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 1-22, January, DOI: 10.1007/s12197-008-9033-7.
• Ying Zhang & Peggy Swanson, 2010, "Are day traders bias free?—evidence from internet stock message boards," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 96-112, January, DOI: 10.1007/s12197-008-9063-1.
• Lan Liu & Hao Lin, 2010, "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 187-195, April, DOI: 10.1007/s12197-009-9104-4.
• Anchor Lin & Peggy Swanson, 2010, "Contrarian strategies and investor overreaction under price limits," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 4, pages 430-454, October, DOI: 10.1007/s12197-009-9075-5.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 227-252, October, DOI: 10.1007/s00199-009-0506-5.
• Luis Alvarez, 2010, "Irreversible capital accumulation under interest rate uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 72, issue 2, pages 249-271, October, DOI: 10.1007/s00186-010-0319-0.
• Eli Amir & Yanling Guan & Dennis Oswald, 2010, "The effect of pension accounting on corporate pension asset allocation," Review of Accounting Studies, Springer, volume 15, issue 2, pages 345-366, June, DOI: 10.1007/s11142-009-9102-y.
• Francesco Lisi & Edoardo Otranto, 2010, "Clustering mutual funds by return and risk levels," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-1481-7_19.
• Diana Barro & Elio Canestrelli, 2010, "Tracking error with minimum guarantee constraints," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-1481-7_2.
• Maurizio Polato & Josanco Floreani, 2010, "Distribution of Illiquid Financial Products: The Case of Italy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 4, pages 848-859, February, DOI: 10.1007/s11300-009-0114-x.
• Lieven Baele & Pilar Soriano, 2010, "The determinants of increasing equity market comovement: economic or financial integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 3, pages 573-589, September, DOI: 10.1007/s10290-010-0060-z.
• Fernando ESTRADA, 2010, "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 18-22.
• Giulio Bottazzi & Pietro Dindo, 2010, "Evolution and market behavior with endogenous investment rules," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/20, Nov.
• Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010, "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," Discussion Papers, School of Economics, The University of New South Wales, number 2010-12, Jun.
• M. Vermorken & A. Szafarz & H. Pirotte, 2010, "Sector classification through non-Gaussian similarity," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 11, pages 861-878, DOI: 10.1080/09603101003636238.
• Nicole Branger & Beate Breuer & Christian Schlag, 2010, "Discrete-time implementation of continuous-time portfolio strategies," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 2, pages 137-152, DOI: 10.1080/13518470903075854.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010, "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 3, pages 227-244, DOI: 10.1080/13518470903102419.
• Joseph Friedman & Herbert E Phillips, 2010, "The Portfolio Implications of Adding Social Security Private Account Options to Ongoing Investments," DETU Working Papers, Department of Economics, Temple University, number 1004, Mar.
• Andrey Lizyayev, 2010, "Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-084/2, Aug.
• Yvonne Adema, 2010, "Pensions, Debt and Inflation Risk in a Monetary Union," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-109/2, Oct.
• Cem Cakmakli & Dick van Dijk, 2010, "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-115/4, Nov.
• Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010, "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-116/2/DSF 3, Nov.
• Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010, "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-117/2/DSF 4, Nov.
• Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010, "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-11.
• Takano, Y. & Sotirov, R., 2010, "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-114.
• Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010, "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-118.
• van Dalen, H.P. & Henkens, K. & Koedijk, C.G. & Slager, A.M.H., 2010, "Decision Making in the Pension Fund Board Room : An Experiment with Dutch Pension Fund Trustees," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-18.
• Allen, F. & Babus, A. & Carletti, E., 2010, "Financial Connections and Systemic Risk," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-88S.
• Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010, "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-14.
• Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010, "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1af9bcc0-1fae-4575-8bad-8.
• Takano, Y. & Sotirov, R., 2010, "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Other publications TiSEM, Tilburg University, School of Economics and Management, number 50bcc54f-7451-4e27-88a5-3.
• Allen, F. & Babus, A. & Carletti, E., 2010, "Financial Connections and Systemic Risk," Other publications TiSEM, Tilburg University, School of Economics and Management, number 76c1df26-9a76-424a-82b6-e.
• Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010, "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 876e53a4-bd96-4516-8f9f-1.
• Allen, F. & Babus, A. & Carletti, E., 2010, "Financial Connections and Systemic Risk," Other publications TiSEM, Tilburg University, School of Economics and Management, number a0b338ca-5b3b-48f9-964f-d.
• Elias Oikarinen, 2010, "Momentum and mean reversion in regional housing markets: Evidence from variance ratio tests," Discussion Papers, Aboa Centre for Economics, number 61, Dec.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-704, Jan.
• Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-713, Feb.
• Wioletta Dziuda & Jordi Mondria, 2010, "Asymmetric Information, Portfolio Managers, and Home Bias," Working Papers, University of Toronto, Department of Economics, number tecipa-393, Feb.
• Denis Gromb & Dimitri Vayanos, 2010, "A Model of Financial Market Liquidity Based on Intermediary Capital," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 456-466, 04-05.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers, Toulouse School of Economics (TSE), number 10-187, Jun.
• Karl Case & John Cotter & Stuart Gabriel, 2010, "Housing Risk and Return: Evidence From a Housing Asset-Pricing Model," Working Papers, Geary Institute, University College Dublin, number 201005, Jan.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 1001.
• Thomas Schroeder & Kwamie Dunbar, 2010, "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working papers, University of Connecticut, Department of Economics, number 2010-05, Feb.
• Gino Loyola & Yolanda Portilla, 2010, "Esquemas de Incentivos y Carteras de Inversión Innovadoras," Estudios de Economia, University of Chile, Department of Economics, volume 37, issue 1 Year 20, pages 43-66, June.
• Marie Briere & Alexandre Burgues & Ombretta Signori, 2010, "Volatility exposure for strategic asset allocation," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/169642, Mar.
• Lieven de Moor & Piet Sercu, 2010, "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191025, Nov.
• Bastien Drut, 2010, "Sovereign bonds and socially responsible investment," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/192788.
• Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2010, "Sector Classification through non-Gaussian Similarity," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/95542.
• Francisco Peñaranda & Enrique Sentana, 2010, "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1229, Jul.
• Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010, "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-07, Mar.
• Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010, "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-20, Jun.
• Annastiina Silvennoinen & Susan Thorp, 2010, "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 267, Jan.
• Daniel MANATE & Pavel FARCAS, 2010, "Model for Use of Monte Carlo Simulations in Business Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 5, issue 1, pages 110-131.
• Dimitris Christelis & Dimitris Georgarakos, 2010, "Household Economic Decisions under the Shadow of Terrorism," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_16.
• Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2010, "Stockholding: From Participation to Location and to Participation Spillovers," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_17.
• Michael Donadelli & Federico Silvestri, 2010, "Why Should Naive Investors Avoid Stock Markets ?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_19.
• Elisa Pagani, 2010, "Multiobjective Lagrangian duality for portfolio optimization with risk measures," Working Papers, University of Verona, Department of Economics, number 18/2010, Dec.
• Oehler Sincai, Iulia Monica, 2010, "Us Treasury Securities Market: Recent Evolutions, Short And Medium Term Prospects," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 14, issue 1, pages 150-165.
• Nguyen, Ha, 2010, "Valuation effects with transitory and trend productivity shocks," Policy Research Working Paper Series, The World Bank, number 5174, Jan.
• Caprio, Gerard, Jr., 2010, "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series, The World Bank, number 5198, Feb.
• Anginer, Deniz & Yildizhan, Celim, 2010, "Is there a distress risk anomaly ? pricing of systematic default risk in the cross section of equity returns," Policy Research Working Paper Series, The World Bank, number 5319, Jan.
• David A. Love & Paul A. Smith, 2010, "Does health affect portfolio choice?," Health Economics, John Wiley & Sons, Ltd., volume 19, issue 12, pages 1441-1460, December, DOI: 10.1002/hec.1562.
• Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2010, "Portfolio Inertia and Stock Market Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 4, pages 715-742, June, DOI: 10.1111/j.1538-4616.2010.00304.x.
• Imre Kondor & István Varga-Haszonits, 2010, "Instability Of Portfolio Optimization Under Coherent Risk Measures," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 425-437, DOI: 10.1142/S0219525910002591.
• Rüdiger Kiesel & Matthias Scherer & Rudi Zagst (ed.), 2010, "Alternative Investments and Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7373, ISBN: ARRAY(0x84caac00).
• Masaaki Kijima & Chiaki Hara & Keiichi Tanaka & Yukio Muromachi (ed.), 2010, "Recent Advances in Financial Engineering 2009," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7700, ISBN: ARRAY(0x86f1a7d0).
• Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim, 2010, "It's all about tax rates: An empirical study of tax perception," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 106.
• Pfeffer, Annamaria, 2010, "Staatliche Zinssubvention und Auslandsverschuldung: Eine Mittelwert-Varianz-Analyse am Beispiel Ungarn," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 72.
• Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina, 2010, "The home bias in equities and distribution costs," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,24.
• Wildmann, Christian, 2010, "What drives portfolio investments of German banks in emerging capital markets?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,04.
• Memmel, Christoph, 2010, "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,07.
• Böve, Rolf & Düllmann, Klaus & Pfingsten, Andreas, 2010, "Do specialization benefits outweigh concentration risks in credit portfolios of German banks?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,10.
• Jank, Stephan, 2010, "Are there disadvantaged clienteles in mutual funds?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,11.
• Memmel, Christoph, 2010, "How correlated are changes in banks' net interest income and in their present value?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,14.
• Achleitner, Ann-Kristin & Kaserer, Christoph & Kauf, Tobias & Volk, Sarah, 2010, "DAXplus family: Ein Aktienindex zur Darstellung der Performance von Familienunternehmen
  [DAXplus Family – Primer on a family firm stock index in Germany]," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2010-05.
• Frey, Stefan & Herbst, Patrick, 2010, "The influence of buy-side analysts on mutual fund trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-10.
• Kraeussl, Roman & Wiehenkamp, Christian, 2010, "A call on Art investments," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/03.
• Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010, "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/20.
• Marekwica, Marcel & Stamos, Michael Z., 2010, "Optimal life cycle portfolio choice with housing market cycles," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/21.
• Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010, "Risk aversion under preference uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/24.
• Scholz, Peter & Walther, Ursula, 2010, "Investment certificates under German taxation: Benefit or burden for structured products' performance?," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 24.
• Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010, "Return distributions of equity-linked retirement plans," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 27.
• Schmieder, Christian & Schmieder, Philipp & Kraemer-Eis, Helmut, 2010, "Impact of Legislation on Credit Risk. How different are the UK and Germany?," EIF Working Paper Series, European Investment Fund (EIF), number 2010/08.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
• Kremer, Stephanie, 2010, "Herding of institutional traders: New evidence from daily data," Discussion Papers, Free University Berlin, School of Business & Economics, number 2010/23.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor, 2010, "Investing in times of inflation fears: Diversification properties of investments in liquid real assets," Working Paper Series, Hamburg School of Business Administration (HSBA), number 03/2010.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail, 2010, "Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen," Working Paper Series, Hamburg School of Business Administration (HSBA), number 05/2010.
• Stein, Jerome L., 2010, "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-17.
• Singer, Nico, 2010, "Safety-first portfolio optimization: Fixed versus random target," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 113.
• Kremer, Stephanie, 2010, "Herding of institutional traders," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-025.
• Breuer, Wolfgang & Gürtler, Marc, 2010, "Implied rates of return, the discount rate effect, and market risk premia," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF33V3.
• Frahm, Gabriel, 2010, "An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/10.
• Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof, 2010, "Multiple tests for the performance of different investment strategies," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 5/10.
• Kroencke, Tim Alexander & Schindler, Felix, 2010, "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-034.
• Klaus Grobys, 2010, "Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market," Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, volume 2, issue 1, pages 72-78, May.
• Mariana Blanco & Dirk Engelmann & Alexander Koch & Hans-Theo Normann, 2010, "Belief elicitation in experiments: is there a hedging problem?," Experimental Economics, Springer;Economic Science Association, volume 13, issue 4, pages 412-438, December, DOI: 10.1007/s10683-010-9249-1.
• Rafael Weißbach & Carsten Lieres und Wilkau, 2010, "Economic capital for nonperforming loans," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 1, pages 67-85, March, DOI: 10.1007/s11408-009-0121-2.
• Xiaoquan Jiang, 2010, "Return dispersion and expected returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 107-135, June, DOI: 10.1007/s11408-009-0122-1.
• T. Hendricks & B. Kempa & C. Pierdzioch, 2010, "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 137-158, June, DOI: 10.1007/s11408-010-0129-7.
• Kristoffer Eriksen & Ola Kvaløy, 2010, "Do financial advisors exhibit myopic loss aversion?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 159-170, June, DOI: 10.1007/s11408-009-0124-z.
• Antonios Siganos, 2010, "Can small investors exploit the momentum effect?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 171-192, June, DOI: 10.1007/s11408-009-0120-3.
• Beatriz Mendes & Mariângela Semeraro & Ricardo Leal, 2010, "Pair-copulas modeling in finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 193-213, June, DOI: 10.1007/s11408-010-0130-1.
• Olaf Stotz & Gabrielle Wanzenried & Karsten Döhnert, 2010, "Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 219-243, September, DOI: 10.1007/s11408-010-0135-9.
• Bernd Scherer, 2010, "A note on asset management and market risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 309-320, September, DOI: 10.1007/s11408-010-0137-7.
• Victoria Galsband, 2010, "The cross-section of equity returns and assets’ fundamental cash-flow risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 327-351, December, DOI: 10.1007/s11408-010-0140-z.
• Carlos Castro, 2010, "Portfolio choice under local industry and country factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 353-393, December, DOI: 10.1007/s11408-010-0143-9.
• Bastien Drut, 2010, "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, volume 92, issue 1, pages 131-145, April, DOI: 10.1007/s10551-010-0638-3.
• Shaun Bond & Paul Mitchell, 2010, "Alpha and Persistence in Real Estate Fund Performance," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 1, pages 53-79, July, DOI: 10.1007/s11146-009-9230-y.
• Elias Oikarinen, 2010, "Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 4, pages 486-509, November, DOI: 10.1007/s11146-009-9175-1.
• Frank Zhang, 2010, "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, volume 13, issue 2, pages 101-124, July, DOI: 10.1007/s11147-009-9046-1.
• Zhong-guo Zhou & Janet Zhou, 2010, "Chinese IPO activity, pricing, and market cycles," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 4, pages 483-503, May, DOI: 10.1007/s11156-009-0147-6.
• Marshall Blume, 2010, "Endowment spending in volatile markets: what should fiduciaries do?," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 2, pages 163-178, August, DOI: 10.1007/s11156-009-0156-5.
• Frank Reilly & David Wright & James Gentry, 2010, "An analysis of credit risk spreads for high yield bonds," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 2, pages 179-205, August, DOI: 10.1007/s11156-009-0162-7.
• Luis Ferruz & Fernando Muñoz & Maria Vargas, 2010, "Does the size of a fund family matter when choosing an investment strategy? Evidence from spain," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 315-334, October, DOI: 10.1007/s11156-009-0106-2.
• Haim Shalit & Shlomo Yitzhaki, 2010, "How does beta explain stochastic dominance efficiency?," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 4, pages 431-444, November, DOI: 10.1007/s11156-010-0167-2.
• Lieven Moor & Piet Sercu, 2010, "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, volume 35, issue 4, pages 433-448, November, DOI: 10.1007/s11187-008-9170-6.