Research classified by Journal of Economic Literature (JEL) codes

2010

• Takao Asano, 2010, "Portfolio Inertia and Epsilon-Contaminations," Theory and Decision, Springer, volume 68, issue 3, pages 341-365, March, DOI: 10.1007/s11238-008-9101-7.
• Suyeol Ryu & Iltae Kim & Soo-Jong Kim, 2010, "Comparative Statics under Uncertainty with the Monotone Probability Ratio Order Revisited," Korean Economic Review, Korean Economic Association, volume 26, pages 203-222.
• Keunkwan Ryu & Hyun-yeol Shin, 2010, "Liquidity as Price Effect on Time to Sale," Korean Economic Review, Korean Economic Association, volume 26, pages 307-340.
• Ruxandra Vilag & George Horia Ionescu & Mihai Dragos Ungureanu & Stela Aurelia Toader, 2010, "Financial Crisis Propagation," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 1, pages 124-139, March.
• Georgeta Ilie, 2010, "The Role of Foreign Direct Investment Projects in the Employment Evolution in Europe," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 4, pages 18-26, December.
• Günter Franke & Ferdinand Graf, 2010, "Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-11, Nov.
• James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova, 2010, "Improved Portfolio Choice using Second-Order Stochastic Dominance," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-14, Nov.
• Szüle, Borbála, 2010, "Biztosítók kockázatdiverzifikációja
  [Risk diversification of insurers]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 634-651.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 727, Oct.
• Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 738, Nov.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers, Kyoto University, Institute of Economic Research, number 743, Nov.
• Chiaki Hara, 2010, "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 748, Dec.
• Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010, "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 10.05, Jun.
• Stephen Hall & Kavita Sirichand, 2010, "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/09, Mar.
• Fahad Rehman, 2010, "Asset Allocation for Government Pension Funds in Pakistan: A Case for International Diversification," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 1, pages 127-151, Jan-Jun.
• Stolper, Anno, 2010, "The Appeal of Risky Assets," Discussion Papers in Economics, University of Munich, Department of Economics, number 11878, Oct.
• Pascal François & Georges Hübner, 2010, "A Portfolio Approach to Venture Capital Financing," Cahiers de recherche, CIRPEE, number 1046.
• Stefan Hlawatsch & Peter Reichling, 2010, "Konstruktion und Anwendung von Copulas in der Finanzwirtschaft," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100016, Jul.
• Stefan Hlawatsch & Peter Reichling, 2010, "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100017, Jul.
• Kyriakos C. Neanidis, 2010, "Financial Dollarization and European Union Membership," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 143.
• 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.
• Börsch-Supan, Axel & Gasche, Martin, 2010, "Zur Sinnhaftigkeit der Riester-Rente," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 10197, Jan.
• Gasche, Martin & Ziegelmeyer, Michael, 2010, "Verbreitung der Riester-Rente - Hat die Finanz- und Wirtschaftskrise Spuren hinterlassen?," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 10198, Feb.
• Michael, Haliassos & Dimitris, Christelis & Dimitris, Georgarakos, 2010, "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 10204, Sep.
• Hurd, Michael & Van Rooij, Marten & Winter, Joachim, 2010, "Stock Market Expectations of Dutch Households," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 10206, Oct.
• Haliassos, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2010, "Stockholding: Participation, Location, and Spillovers," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 10208, Nov.
• Stacey Schreft & Adam Bold, 2010, "The Ups & Downs of the Stock Market: Is This Time Different?," Working Papers, The Mutual Fund Research Center®, number 1, Sep.
• Øystein Thøgersen & Kine Bøhlerengen, 2010, "Alternative Risk-Sharing Mechanisms of Social Security," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 66, issue 2, pages 134-152, June, DOI: 10.1628/001522108X524188.
• Vincent Soltés & Omer Faraj S. Amaitiek, 2010, "The Short Put Ladder Strategy and its Application in Trading and Hedging," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 6, issue 02, pages 77-85.
• Davide Ferrari & Sandra Paterlini, 2010, "Efficient and robust estimation for financial returns: an approach based on q-entropy," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0623, Feb.
• Davide Ferrari & Sandra Paterlini, 2010, "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 041, Feb.
• Carlo Alberto Magni, 2010, "Average Internal Rate of Return and investment decisions: A new perspective," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0021, Feb.
• Justine Hastings & Olivia S. Mitchell, 2010, "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp233, Oct.
• Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche DARE pour une mesure de risque diversifiée," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10032, Apr, DOI: 10.3917/reco.613.0635.
• Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on international assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10066, Jul.
• Venegas Martínez Francisco & Rodríguez Nava Abigail, 2010, "Optimal portafolio and consumption decisions under exchange rate and interest rate risks. A jump-diffusion approach," Contaduría y Administración, Accounting and Management, volume 55, issue 1, pages 9-24, enero-abr.
• Frédéric Malherbe, 2010, "Self-fulfilling liquidity dry-ups," Working Paper Research, National Bank of Belgium, number 185, Mar.
• Robert Novy-Marx & Joshua D. Rauh, 2010, "Policy Options for State Pension Systems and Their Impact on Plan Liabilities," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of State and Local Pensions".
• George Pennacchi & Mahdi Rastad, 2010, "Portfolio Allocation for Public Pension Funds," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of State and Local Pensions".
• Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010, "The Role of Institutional Investors in Propagating the Crisis of 2007–2008," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• Franklin Allen & Ana Babus & Elena Carletti, 2010, "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15668, Jan.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2010, "The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 15682, Jan.
• Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen, 2010, "How general are risk preferences? Choices under uncertainty in different domains," NBER Working Papers, National Bureau of Economic Research, Inc, number 15686, Jan.
• Jonathan Berk & Johan Walden, 2010, "Limited Capital Market Participation and Human Capital Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 15709, Jan.
• Stavros Panageas, 2010, "Optimal retirement benefit guarantees," NBER Working Papers, National Bureau of Economic Research, Inc, number 15805, Mar.
• Andreas Fuster & Paul S. Willen, 2010, "Insuring Consumption Using Income-Linked Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15829, Mar.
• Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010, "Durable consumption and asset management with transaction and observation costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15835, Mar.
• Laurent E. Calvet & Paolo Sodini, 2010, "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 15859, Apr.
• Jeffrey Brown & Stephen G. Dimmock & Jun-Koo Kang & Scott Weisbenner, 2010, "How University Endowments Respond to Financial Market Shocks: Evidence and Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 15861, Apr.
• Daniel J. Benjamin & James J. Choi & Geoffrey W. Fisher, 2010, "Religious Identity and Economic Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 15925, Apr.
• Andrew Ang & Nicolas P.B. Bollen, 2010, "Locked Up by a Lockup: Valuing Liquidity as a Real Option," NBER Working Papers, National Bureau of Economic Research, Inc, number 15937, Apr.
• Huseyin Gulen & Yuhang Xing & Lu Zhang, 2010, "Value versus Growth: Time-Varying Expected Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 15993, May.
• Raj Chetty & Adam Szeidl, 2010, "The Effect of Housing on Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 15998, May.
• Yosef Bonaparte & Russell Cooper, 2010, "Rationalizing Trading Frequency and Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 16022, May.
• Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina, 2010, "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 16063, Jun.
• Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010, "Self-Fulfilling Risk Panics," NBER Working Papers, National Bureau of Economic Research, Inc, number 16159, Jul.
• Franklin Allen & Ana Babus & Elena Carletti, 2010, "Financial Connections and Systemic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 16177, Jul.
• Larry G. Epstein & Martin Schneider, 2010, "Ambiguity and Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16181, Jul.
• Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010, "The Behavior of Intoxicated Investors: The role of institutional investors in propagating the crisis of 2007-2008," NBER Working Papers, National Bureau of Economic Research, Inc, number 16191, Jul.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2010, "Emerging Local Currency Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16249, Aug.
• Jessica Wachter, 2010, "Asset Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16255, Aug.
• Jules H. van Binsbergen & Ralph S.J. Koijen, 2010, "Predictive Regressions: A Present-value Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16263, Aug.
• George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010, "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 16302, Aug.
• Jessica A. Wachter & Motohiro Yogo, 2010, "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16316, Aug.
• Jeffrey Wurgler, 2010, "On the Economic Consequences of Index-Linked Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 16376, Sep.
• George Pennacchi & Mahdi Rastad, 2010, "Portfolio Allocation for Public Pension Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 16456, Oct.
• Michael D. Hurd & Maarten van Rooij & Joachim Winter, 2010, "Stock Market Expectations of Dutch Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 16464, Oct.
• Andrew Paciorek & Todd M. Sinai, 2010, "Does Home Owning Smooth the Variability of Future Housing Consumption?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16531, Nov.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2010, "What Does Equity Sector Orderflow Tell Us about the Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16534, Nov.
• Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2010, "Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 16629, Dec.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2010, "Predictability of Returns and Cash Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 16648, Dec.
• Wade D. Pfau, 2010, "The Portfolio Size Effect and Lifecycle Asset Allocation Funds: A Different Perspective," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-11, Sep.
• Wade D. Pfau, 2010, "An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-12, Sep, revised Oct 2010.
• Ajantha Sisira Kumara & Wade D. Pfau, 2010, "Reforming Pension Funds in Sri Lanka: International Diversification and the Employees’ Provident Fund," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-13, Sep.
• Channarith Meng & Wade Donald Pfau, 2010, "The Role of Pension Funds in Capital Market Development," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-17, Oct.
• Kitty Moloney & Srinivas Raghavendra, 2010, "Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory," Working Papers, National University of Ireland Galway, Department of Economics, number 0158, revised 2010.
• Ministry of Health, Labour and Welfare, Japan & Junichi Sakamoto, 2010, "Policy Action in Private Occupational Pensions in Japan since the Economic Crisis of the 1990s," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 41, Feb, DOI: 10.1787/5kmjrz8vbq9v-en.
• Pablo Antolín & Stéphanie Payet & Juan Yermo, 2010, "Assessing Default Investment Strategies in Defined Contribution Pension Plans," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 2, Jun, DOI: 10.1787/5kmdbx1nhfnp-en.
• Pablo Antolín & Stéphanie Payet & Juan Yermo, 2010, "Assessing Default Investment Strategies in Defined Contribution Pension Plans," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 1, pages 87-115, DOI: 10.1787/fmt-2010-5km7k9tp4bhb.
• Rolando Avendaño & Javier Santiso, 2010, "Are Sovereign Wealth Funds' Investments Politically Biased?: A Comparison with Mutual Funds," OECD Development Centre Working Papers, OECD Publishing, number 283, Jan, DOI: 10.1787/218475437211.
• Păun Cristian, 2010, "The Impact of Financial Crisis on Investors’ Risk Aversion. Evidence on Romanian Capital Market," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Chirila Emil, 2010, "The Effects Of Financing Sources Costs Over The Financial And Operational Risk," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 338-343, July.
• Dedu Vasile & Turcan Radu Olimpiu Calin & Turcan Ciprian Sebastian, 2010, "Behavioral Biases In Trading Securities," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 717-722, December.
• Dedu Vasile & Turcan Ciprian Sebastian, 2010, "Neurofinance: Getting An Insight Into The Trader'S Mind," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 723-729, December.
• Boris Crnkovic & Zeljko Pozega & Ivo Mijoc, 2010, "Analysis Of Croatian Privatization Fund Portfolio," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 6, pages 580-590.
• Gary Burtless, 2010, "Lessons of the Financial Crisis for the Design of National Pension Systems," CESifo Economic Studies, CESifo Group, volume 56, issue 3, pages 323-349, September.
• Alex Kane, 2010, "Forecast Precision and Portfolio Performance," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 265-304, Summer.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2010, "Information Acquisition and Under-Diversification," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 779-805.
• Elisabeth Mueller, 2010, "Returns to Private Equity - Idiosyncratic Risk Does Matter!," Review of Finance, European Finance Association, volume 15, issue 3, pages 545-574.
• Jessica A. Wachter & Motohiro Yogo, 2010, "Why Do Household Portfolio Shares Rise in Wealth?," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 11, pages 3929-3965, November.
• Hui Chen & Jianjun Miao & Neng Wang, 2010, "Entrepreneurial Finance and Nondiversifiable Risk," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 12, pages 4348-4388, December.
• David A. Love, 2010, "The Effects of Marital Status and Children on Savings and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 1, pages 385-432, January.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2010, "Ambiguity in Asset Markets: Theory and Experiment," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 4, pages 1325-1359, April.
• Lieven Baele, 2010, "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 6, pages 2374-2428, June.
• Suleyman Basak & Georgy Chabakauri, 2010, "Dynamic Mean-Variance Asset Allocation," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 8, pages 2970-3016, August.
• Phd. Sandu Diana Ramona, 2010, "The IPO Underpricing Phenomenon – An Analysis of the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1835-1839, May.
• Despa Radu, & Folcut Ovidiu & Coculescu Cristina, 2010, "Aspects Reffering to Utility and Risk of Investments Decision Systems," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 618-622, May.
• Barna Flavia & Danuletiu Dan, 2010, "The Effects of Financial Crisis on the Behaviour of Investors on the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 26-30, October.
• Pedro Silos, 2010, "housing wealth," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Alejandro Reveiz & Carlos León, 2010, "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm, "Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds", DOI: 10.1057/9780230251298_7.
• Lam Weng Hoe & Jaaman Saiful Hafizah & Isa Zaidi, 2010, "An empirical comparison of different risk measures in portfolio optimization," Business and Economic Horizons (BEH), Prague Development Center, volume 1, issue 1, pages 39-45, April.
• Kosmas Njanike, 2010, "Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 1, pages 217-228.
• Ilie Răscolean & Claudia Isac & Robert Szabo, 2010, "The Management Of A Portfolio In The Conditions Of Economic Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 273-280.
• Ilie Răscolean & Robert Szabo, 2010, "Investments In Bonds On Romania’s Capital Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 281-288.
• Olaf Posch & Timo Trimborn, 2010, "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2010-08, Jun.
• Nektarios Aslanidis & Charlotte Christiansen, 2010, "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-15, Apr.
• Thomas Q. Pedersen, 2010, "Predictable return distributions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-38, Jul.
• Rasmus Tangsgaard Varneskov & Valeri Voev, 2010, "The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-45, Aug.
• Nektarios Aslanidis & Charlotte Christiansen, 2010, "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-55, Aug.
• Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2010, "The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-57, Sep.
• Peter R. Hansen & Asger Lunde & Valeri Voev, 2010, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-74, Nov.
• Suleyman Basak & Dmitry Makarov, 2010, "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers, New Economic School (NES), number w0159, Oct.
• Isaac Ehrlich & Jong Kook Shin, 2010, "Human Capital and Imperfectly Informed Financial Markets," American Economic Review, American Economic Association, volume 100, issue 2, pages 244-249, May, DOI: 10.1257/aer.100.2.244.
• Giuseppe Moscarini & Fabien Postel-Vinay, 2010, "Unemployment and Small Cap Returns: The Nexus," American Economic Review, American Economic Association, volume 100, issue 2, pages 333-337, May, DOI: 10.1257/aer.100.2.333.
• Oliver Faltin-Traeger & Kathleen W. Johnson & Christopher Mayer, 2010, "Issuer Credit Quality and the Price of Asset Backed Securities," American Economic Review, American Economic Association, volume 100, issue 2, pages 501-505, May, DOI: 10.1257/aer.100.2.501.
• Riccardo Colacito & Mariano M. Croce, 2010, "The Short and Long Run Benefits of Financial Integration," American Economic Review, American Economic Association, volume 100, issue 2, pages 527-531, May, DOI: 10.1257/aer.100.2.527.
• Philippe Bacchetta & Eric van Wincoop, 2010, "Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle," American Economic Review, American Economic Association, volume 100, issue 3, pages 870-904, June.
• Sergei Izmalkov & Muhamet Yildiz, 2010, "Investor Sentiments," American Economic Journal: Microeconomics, American Economic Association, volume 2, issue 1, pages 21-38, February.
• Sunil Bundoo & Boopen Seetanah & Zaineh Pooloo, 2010, "An Analysis of Mutual Fund Performance on the Stock Exchange of Mauritius," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 27-43.
• Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo, 2010, "Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 75-97.
• Adjemian, Michael K. & Kuethe, Todd H. & Kunda, Eugene L., 2010, "The Inconvenience Cost: A Portfolio Approach to Non-Convergence Between Cash and Futures Prices," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61040, DOI: 10.22004/ag.econ.61040.
• Galarza, Francisco B. & Carter, Michael R., 2010, "Risk Preferences and Demand for Insurance in Peru: A Field Experiment," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61871, Jul, DOI: 10.22004/ag.econ.61871.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2010, "Financial Innovation and Financial Fragility," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 96496, Nov, DOI: 10.22004/ag.econ.96496.
• Silveira, Rodrigo Lanna Franco da & Barros, Geraldo Sant'Ana de Camargo, None, "Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 48, issue 01, pages 1-28, DOI: 10.22004/ag.econ.150216.
• Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia Tintea, 2010, "The Impact Of Eu Integration On The Risk-Return Trade-Off Of European Diversified Portfolios," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 121-134, july.
• Claudiu Tiberiu Albulescu & Lucian Briciu & Sorina Ioana Coroiu, 2010, "Determinants Of Foreign Direct Investment In Ceecs: The Role Of Financial Stability," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 85-96, july.
• Radu Criveanu & Loredana Iordache, 2010, "The European Standard For Quality In Education And Proffesional Training," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 38, pages 514-519, May.
• Lect. Aurora Murgea Ph. D, 2010, "Classical Lassical And Behavioural Finance In Investor Decision," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-12, May.
• Roxana Hetes Ph. D & oana Miru Ph. D Candidate & Assist. Oana Lobont PhD & Assist. Cristina Nicolescu PhD, 2010, "Operational Risk And Fdi In The Banking Sector," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-6, May.
• Prof. Carmen Corduneanu Ph. D & Assist. Laura Raisa Miloș Ph. D, 2010, "A Model Of Construction Of A Minimum Risk Portfolio Based On Markowitz Portfolio Theory. Application On Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-8, May.
• Assoc. Prof. Dalia Simion Ph. D & Lect. Roxana Ispas Ph. D, 2010, "Aspects Regarding The Influence Of Volatility On The Option’S Price," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-9, May.
• Dorel BERCEANU & Marian SIMINICA & Daniel CIRCIUMARU, 2010, "The market value added and the return on invested capital for industrial Romanian firms," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 155-161, May.
• Mircea Gabriel CIOLPAN, 2010, "Developments of credit default swap contracts under the influence of global crisis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 254-259, May.
• Ioan TRENCA & Eva DEZSI, 2010, "The integration of capital markets: correlation analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 44-53, December.
• Lect. Ph.D Brikena Leka & Lect. Ph.D Rezarta Shkurti, 2010, "Characteristics Of Family Businesses In Albania – A Statistical Study," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 168-177, April.
• Prof. Popescu Jenica Ph.D, 2010, "Mutations In The Investments’ Structure Of The Bank Of Romania In The Years 2009-2010: New Ways Of Action," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 17-27, November.
• Ec. Simona Moldovan, 2010, "Investors Psychology And The Herd Effect On The Financial Markets," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15S, pages 21-26, November.
• Adina Elena DănuleÅ£iu, 2010, "Working Capital Management And Profitability: A Case Of Alba County Companies," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 12, pages 1-36.
• Luca RICCETTI, 2010, "Minimum Tracking Error Volatility," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 340, Apr.
• Luca RICCETTI, 2010, "From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 351, Nov.
• Harry M. Markowitz, 2010, "Portfolio Theory: As I Still See It," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 1-23, December.
• Jessica A. Wachter, 2010, "Asset Allocation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 175-206, December.
• Wayne E. Ferson, 2010, "Investment Performance Evaluation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 207-234, December.
• Doron Avramov & Guofu Zhou, 2010, "Bayesian Portfolio Analysis," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 25-47, December.
• Larry G. Epstein & Martin Schneider, 2010, "Ambiguity and Asset Markets," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 315-346, December.
• Jiro Akahori & Andrea Macrina, 2010, "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers, arXiv.org, number 1012.1878, Dec.
• Daniel ARMEANU & Cristina Andreea DOIA & Andreea NEGRU & Natalita HURDUC, 2010, "Using The Market Model On Romanian Stock Exchange," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 4, issue 20, pages 9-16, December.
• Chrétien, Stéphane & Coggins, Frank & Trudel, Yves, 2010, "Performance of monthly multivariate filtered historical simulation value-at-risk," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 3, issue 3, pages 259-277, June.
• Sílvia Bou & Magda Cayón, 2010, "Behavioral Aspects of Investment Fund's Markets: Are Good Managers Lucky or Skilled?," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1101, Dec, revised Dec 2010.
• Yuliya Romanyuk, 2010, "Asset-Liability Management: An Overview," Discussion Papers, Bank of Canada, number 10-10, DOI: 10.34989/sdp-2010-10.
• Yuliya Romanyuk, 2010, "Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves," Discussion Papers, Bank of Canada, number 10-13, DOI: 10.34989/sdp-2010-13.
• Fousseni Chabi-Yo & Jun Yang, 2010, "Idiosyncratic Coskewness and Equity Return Anomalies," Staff Working Papers, Bank of Canada, number 10-11, DOI: 10.34989/swp-2010-11.
• Jesus Sierra, 2010, "International Capital Flows and Bond Risk Premia," Staff Working Papers, Bank of Canada, number 10-14, DOI: 10.34989/swp-2010-14.
• Koralai Kirabaeva, 2010, "Adverse Selection, Liquidity, and Market Breakdown," Staff Working Papers, Bank of Canada, number 10-32, DOI: 10.34989/swp-2010-32.
• Sermin Gungor & Richard Luger, 2010, "Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach," Staff Working Papers, Bank of Canada, number 10-36, DOI: 10.34989/swp-2010-36.
• Paolo Fegatelli, 2010, "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," BCL working papers, Central Bank of Luxembourg, number 46, Jul.
• Andrés Schneider, 2010, "Gross Substitutability of Financial Assets: Effects on Monetary Policy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 60, pages 105-136, October -.
• Güven Sayilgan & Arma Deger Mut, 2010, "Uses of Variance and Lower Partial Moment Measures for Portfolio Optimization," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 4, issue 1, pages 47-73.
• Javier Mencía, 2010, "Testing non-linear dependence in the hedge fund industry," Working Papers, Banco de España, number 1007, Mar.
• Olympia Bover, 2010, "Housing purchases and the dynamics of housing wealth," Working Papers, Banco de España, number 1036, Dec.
• Paolo Angelini & Giovanni Guazzarotti, 2010, "Information uncertainty and the reaction of stock prices to news," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 765, Jul.
• Gómez-Pineda, Javier G., 2010, "El mercado de bonos," Chapters, Banco de la Republica de Colombia, chapter 8, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de acciones," Chapters, Banco de la Republica de Colombia, chapter 9, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de derivados," Chapters, Banco de la Republica de Colombia, chapter 10, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010, "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 185, pages 63-106, April - J.
• Scaillet, Olivier & Topaloglou, Nikolas, 2010, "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 169-180.
• Durant, D. & Frey, L., 2010, "Une premi re comparaison des droits de pension des m nages fran ais et am ricains," Working papers, Banque de France, number 280.
• Francisco Peñaranda & Enrique Sentana, 2015, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, Barcelona School of Economics, number 488, Sep.
• Haim Shalit, 2010, "Portfolio Risk Management Using The Lorenz Curve," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1011.
• Riedel, Frank, 2010, "Optimal Stopping under Ambiguity in Continuous Time," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 429, Dec.
• Herzberg, Frederik, 2015, "Social choice of convex risk measures through Arrovian aggregation of variational preferences," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 432, Dec.
• J L Ford & Zahid Muhammad, 2010, "Safety-First and Portfolio Selection: An Econometric Study for Pakistan's Banking Sector," Discussion Papers, Department of Economics, University of Birmingham, number 10-18, Jun.
• Conrado Brum & Elizabeth Bucacos & Patricia Carballo, 2010, "La demanda de dinero en una economía dolarizada. Una estimación para Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2010013, Sep.
• Gary Charness & Uri Gneezy, 2010, "Portfolio Choice And Risk Attitudes: An Experiment," Economic Inquiry, Western Economic Association International, volume 48, issue 1, pages 133-146, January, DOI: 10.1111/j.1465-7295.2009.00219.x.
• Kathleen Arano & Carl Parker & Rory Terry, 2010, "Gender‐Based Risk Aversion And Retirement Asset Allocation," Economic Inquiry, Western Economic Association International, volume 48, issue 1, pages 147-155, January, DOI: 10.1111/j.1465-7295.2008.00201.x.
• Urvi Neelakantan, 2010, "Estimation And Impact Of Gender Differences In Risk Tolerance," Economic Inquiry, Western Economic Association International, volume 48, issue 1, pages 228-233, January, DOI: 10.1111/j.1465-7295.2009.00251.x.
• Ronald Bosman & Frans Van Winden, 2010, "Global Risk, Investment and Emotions," Economica, London School of Economics and Political Science, volume 77, issue 307, pages 451-471, July, DOI: 10.1111/j.1468-0335.2008.00752.x.
• Markus Knell, 2010, "The Optimal Mix Between Funded and Unfunded Pension Systems When People Care About Relative Consumption," Economica, London School of Economics and Political Science, volume 77, issue 308, pages 710-733, October, DOI: 10.1111/j.1468-0335.2009.00797.x.
• Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean‐Guy Simonato, 2010, "Default Risk in Corporate Yield Spreads," Financial Management, Financial Management Association International, volume 39, issue 2, pages 707-731, June, DOI: 10.1111/j.1755-053X.2010.01089.x.
• Andrew Ang & Nicolas P.B. Bollen, 2010, "Locked Up by a Lockup: Valuing Liquidity as a Real Option," Financial Management, Financial Management Association International, volume 39, issue 3, pages 1069-1096, September, DOI: 10.1111/j.1755-053X.2010.01104.x.
• Sebastian Dickgiesser & Christoph Kaserer, 2010, "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 302-335, August, DOI: 10.1111/j.1468-0475.2009.00476.x.
• Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2010, "Cross‐Border Diversification in Bank Asset Portfolios," International Finance, Wiley Blackwell, volume 13, issue 1, pages 79-108, March, DOI: 10.1111/j.1468-2362.2010.01253.x.
• Kyriakos C. Neanidis, 2010, "Financial Dollarization and European Union Membership," International Finance, Wiley Blackwell, volume 13, issue 2, pages 257-282, August, DOI: 10.1111/j.1468-2362.2010.01266.x.
• Laurent Barras & Olivier Scaillet & Russ Wermers, 2010, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, volume 65, issue 1, pages 179-216, February, DOI: 10.1111/j.1540-6261.2009.01527.x.
• John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010, "Global Currency Hedging," Journal of Finance, American Finance Association, volume 65, issue 1, pages 87-121, February, DOI: 10.1111/j.1540-6261.2009.01524.x.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010, "Sell‐Side School Ties," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1409-1437, August, DOI: 10.1111/j.1540-6261.2010.01574.x.
• JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN, 2010, "Predictive Regressions: A Present‐Value Approach," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1439-1471, August, DOI: 10.1111/j.1540-6261.2010.01575.x.