Research classified by Journal of Economic Literature (JEL) codes

2010

• 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.
• Shaikh, Salman, 2010, "Analysis of Stock Screening Principles in Islamic Mutual Funds Industry," MPRA Paper, University Library of Munich, Germany, number 19755, Jan.
• Harin, Alexander, 2010, "Теорема О Существовании Разрывов В Шкале Вероятностей
  [Theorem of existence of ruptures in the probability scale]," MPRA Paper, University Library of Munich, Germany, number 20593, Feb.
• Sinha, Pankaj & Johar, Archit, 2010, "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper, University Library of Munich, Germany, number 20834, Feb.
• Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010, "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper, University Library of Munich, Germany, number 21154, Jan.
• Melecky, Martin, 2010, "Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches," MPRA Paper, University Library of Munich, Germany, number 21268, Mar.
• Varga, Gyorgy & Wengert, Maxim, 2010, "The growth and size of the Brazilian mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 21581, Mar.
• Campbell, Gareth & Turner, John, 2010, "‘The Greatest Bubble in History’: Stock Prices during the British Railway Mania," MPRA Paper, University Library of Munich, Germany, number 21820, Mar.
• Campbell, Gareth, 2010, "Cross-Section of a ‘Bubble’: Stock Prices and Dividends during the British Railway Mania," MPRA Paper, University Library of Munich, Germany, number 21821, Mar.
• Estrada, Fernando, 2010, "Theory of argumentation in financial markets," MPRA Paper, University Library of Munich, Germany, number 21824, Apr.
• Ardia, David & Boudt, Kris & Carl, Peter & Mullen, Katharine M. & Peterson, Brian, 2010, "Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization," MPRA Paper, University Library of Munich, Germany, number 22135, Apr.
• Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010, "From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets," MPRA Paper, University Library of Munich, Germany, number 22430, Apr.
• Pillai, Rajasekharan & Carlo, Rozita & D’souza, Rachel, 2010, "Financial Prudence among Youth," MPRA Paper, University Library of Munich, Germany, number 22450, Mar.
• Manjrekar, Rajesh & Sinha, Pankaj, 2010, "Myopic investment view of the Indian mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 22458, May.
• Berstein, Solange & Chumacero, Rómulo, 2010, "VaR Limits for Pension Funds: An Evaluation," MPRA Paper, University Library of Munich, Germany, number 22574, Apr.
• Vieira, Pedro Cosme da Costa, 2010, "Matemática Financeira com aplicações em Excel e R
  [Financial Mathematics with Excel and R application]," MPRA Paper, University Library of Munich, Germany, number 22773, May.
• Yamori, Nobuyoshi, 2010, "Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?," MPRA Paper, University Library of Munich, Germany, number 23096, Jun.
• Harin, Alexander, 2010, "Theorem of existence of ruptures in probability scale. Preliminary short version," MPRA Paper, University Library of Munich, Germany, number 23319, Jun.
• Sampagnaro, Gabriele & Battaglia, Francesca, 2010, "Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns," MPRA Paper, University Library of Munich, Germany, number 23378.
• Cadogan, Godfrey, 2010, "Canonical Representation Of Option Prices and Greeks with Implications for Market Timing," MPRA Paper, University Library of Munich, Germany, number 23426, Jun.
• Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010, "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper, University Library of Munich, Germany, number 23556, Apr.
• Harin, Alexander, 2010, "Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай
  [Theorem of existence of ruptures in probability scale. Discrete case]," MPRA Paper, University Library of Munich, Germany, number 23902, Jul.
• Siddiqi, Hammad, 2010, "The relevance of coarse thinking for investors' willingness to pay: An experimental study," MPRA Paper, University Library of Munich, Germany, number 23924, Jul.
• Korap, Levent, 2010, "Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 24275.
• Sahoo, Ganeswar, 2010, "International Capital Flows: An empirical study of the relationship between equity and debt investments," MPRA Paper, University Library of Munich, Germany, number 24797, Mar.
• Rehman, Fahd, 2010, "Asset Allocation for Government Pension Funds in Pakistan:A Case for International Diversification," MPRA Paper, University Library of Munich, Germany, number 25060, Jul.
• Murhadi, Werner-Ria, 2010, "Performance Evaluation Of Mutual Funds In Indonesia," MPRA Paper, University Library of Munich, Germany, number 25498, Mar, revised 09 Mar 2010.
• Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010, "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper, University Library of Munich, Germany, number 25707, Oct.
• Alfaro, Rodrigo & Silva, Carmen Gloria, 2010, "Stock Index Volatility: the case of IPSA," MPRA Paper, University Library of Munich, Germany, number 25906, Mar, revised 31 Mar 2010.
• Su, Yongyang & Lau, Marco Chi Keung, 2010, "Strategic asset allocation and intertemporal demands: with commodities as an asset class," MPRA Paper, University Library of Munich, Germany, number 26337, Oct.
• Michailova, Julija, 2010, "Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets," MPRA Paper, University Library of Munich, Germany, number 26390.
• Amira, Khaled & Bennour, Khaled, 2010, "Borrowing Constraint and the Effect of Option Introduction," MPRA Paper, University Library of Munich, Germany, number 26440, Oct.
• Ramosaj, Berim, 2010, "Challenges to Solvency II Reform in Insurance Industry," MPRA Paper, University Library of Munich, Germany, number 26739, Nov.
• Pfau, Wade Donald, 2010, "Will 2000-era retirees experience the worst retirement outcomes in U.S. history? A progress report after 10 years," MPRA Paper, University Library of Munich, Germany, number 27107, Nov.
• Yilmaz, Tolgahan, 2010, "Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 27314, Dec.
• Pfau, Wade Donald, 2010, "Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures," MPRA Paper, University Library of Munich, Germany, number 27487, Dec.
• CHATTI, Mohamed Ali & KABLAN, Sandrine & YOUSFI, Ouidad, 2010, "Activity diversification and performance of Islamic banks in Malaysia," MPRA Paper, University Library of Munich, Germany, number 28348, Jan.
• Petrushchak, Bohdan, 2010, "Етичні Мотиви Інвестування В Контексті Екологізації Національної Економіки
  [The ethical motives of investment in the context of national economy's ecologization]," MPRA Paper, University Library of Munich, Germany, number 28362.
• Vo, Xuan Vinh, 2010, "Foreign ownership in Vietnam stock markets - an empirical analysis," MPRA Paper, University Library of Munich, Germany, number 29863, Feb, revised 10 Jan 2011.
• Canestraro, Davide & Dacorogna, Michel, 2010, "Estimating the risk-adjusted capital is an affair in the tails," MPRA Paper, University Library of Munich, Germany, number 32831, Nov.
• Chong, Zhiwei, 2010, "Rational expectations equilibrium with transaction costs in financial markets," MPRA Paper, University Library of Munich, Germany, number 34444, Jul, revised 14 Jul 2011.
• Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010, "Decentralized investment management: evidence from the pension fund industry," MPRA Paper, University Library of Munich, Germany, number 35767, Feb.
• Salazar, Juan & Lambert, Annick, 2010, "fama and macbeth revisited: A Critique," MPRA Paper, University Library of Munich, Germany, number 35910, Dec.
• Roncalli, Thierry, 2010, "Understanding the Impact of Weights Constraints in Portfolio Theory," MPRA Paper, University Library of Munich, Germany, number 36753, Jan.
• Pasaribu, Rowland Bismark Fernando, 2010, "Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45
  [Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks]," MPRA Paper, University Library of Munich, Germany, number 36998, Apr.
• Ghossoub, Mario, 2010, "Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"," MPRA Paper, University Library of Munich, Germany, number 37717, Jun, revised 22 Mar 2012.
• Lucena, Pierre & Saturnino, Odilon & Araújo, Joseanny & Figueiredo, Antonio Carlos, 2010, "Eficácia do Uso da Estratégia de Investimento em Ações com Baixo Múltiplo Preço/Valor Patrimonial (PVPA) no Brasil
  [Effectiveness Of The Use Of Investment Strategy In Shares With Low Multiple Price," MPRA Paper, University Library of Munich, Germany, number 38121, Sep.
• Melo, Jean Marcio & Távora, Lamartine & Xavier, Leonardo & Lucena, Pierre, 2010, "Os indicadores ROE e PVPA aplicados como balizadores de estratégias de investimentos: uma análise do mercado acionário brasileiro de 1995 a 2009
  [The PVPA and ROE indicators used as a guide for inv," MPRA Paper, University Library of Munich, Germany, number 38123, Jul.
• Daskovskiy, Vadim & Kiselyov, Vladimir, 2010, "The phased approach to time value of money in economic analysis of investment projects," MPRA Paper, University Library of Munich, Germany, number 41110, May.
• Daskovskiy, Vadim & Kiselyov, Vladimir, 2010, "Assessment of investment projects on the basis of production efficiency," MPRA Paper, University Library of Munich, Germany, number 41111, May.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2010, "Systematic risks for the financial and for the non-financial Romanian companies," MPRA Paper, University Library of Munich, Germany, number 41636, Feb, revised 28 Feb 2010.
• Portmann, David & Mlambo, Chipo, 2010, "Private equity and venture capital in South Africa: A comparison of project financing decisions," MPRA Paper, University Library of Munich, Germany, number 42892, Dec, revised 16 Nov 2012.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic Risks and Characteristic-Based Factor Models," MPRA Paper, University Library of Munich, Germany, number 47344.

2009

• Attiat Ott & Oswaldo Patino, 2009, "Is Economic Integration the Solution to African Development?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 3, pages 278-295, August, DOI: 10.1007/s11294-009-9212-0.
• Jonathan Fletcher & Patricia Ntozi-Obwale, 2009, "Exploring the Conditional Performance of U.K. Unit Trusts," Journal of Financial Services Research, Springer;Western Finance Association, volume 36, issue 1, pages 21-44, August, DOI: 10.1007/s10693-009-0061-z.
• Fabrice Barthélémy & Jean-Luc Prigent, 2009, "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 1, pages 59-87, January, DOI: 10.1007/s11146-008-9122-6.
• Steven Dolvin & Mark Pyles, 2009, "REIT IPOs and the Cost of Going Public," The Journal of Real Estate Finance and Economics, Springer, volume 39, issue 1, pages 92-106, July, DOI: 10.1007/s11146-007-9101-3.
• Axel Dreher & Lars-H. Siemers, 2009, "The nexus between corruption and capital account restrictions," Public Choice, Springer, volume 140, issue 1, pages 245-265, July, DOI: 10.1007/s11127-009-9423-1.
• Jan Kallsen & Richard Vierthauer, 2009, "Quadratic hedging in affine stochastic volatility models," Review of Derivatives Research, Springer, volume 12, issue 1, pages 3-27, April, DOI: 10.1007/s11147-009-9034-5.
• Sasha Stoikov & Mehmet Sağlam, 2009, "Option market making under inventory risk," Review of Derivatives Research, Springer, volume 12, issue 1, pages 55-79, April, DOI: 10.1007/s11147-009-9036-3.
• Luis Ferruz & Luis Vicente & Laura Andreu, 2009, "Performance persistence and its influence on money and investor flows into Spanish pension plans," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 1, pages 85-100, January, DOI: 10.1007/s11156-008-0087-6.
• Carl Chen & Peter Lung & F. Wang, 2009, "Mispricing and the cross-section of stock returns," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 4, pages 317-349, May, DOI: 10.1007/s11156-008-0097-4.
• Pin-Huang Chou & Robin Chou & Kuan-Cheng Ko, 2009, "Prospect theory and the risk-return paradox: some recent evidence," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 193-208, October, DOI: 10.1007/s11156-009-0109-z.
• Dan Palmon & Ephraim Sudit & Ari Yezegel, 2009, "The value of columnists’ stock recommendations: an event study approach," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 209-232, October, DOI: 10.1007/s11156-009-0114-2.
• Ray Chou & Chun-Chou Wu & Nathan Liu, 2009, "Forecasting time-varying covariance with a range-based dynamic conditional correlation model," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 4, pages 327-345, November, DOI: 10.1007/s11156-009-0113-3.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, volume 25, pages 387-411.
• Georgeta Ilie, 2009, "Global Investment Performance Standards," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 1, issue 2, pages 130-143, June.
• Ormos, Mihály & Urbán, András & Zoltán, Tamás, 2009, "Logoptimális portfóliók empirikus vizsgálata
  [Empirical analysis of log-optimal portfolios]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 1-18.
• Mosolygó, Zsuzsa, 2009, "A népességöregedés, a vagyonzsugorodási hipotézis és a világgazdasági válság
  [Population ageing, shrinking-wealth hypothesis, and world economic crisis]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 866-880.
• Chiaki Hara, 2009, "Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods," KIER Working Papers, Kyoto University, Institute of Economic Research, number 685, Nov.
• Olga Bourachnikova & Nurmukhammad Yusupov, 2009, "Symmetric vs. Downside Risk: Does It Matter for Portfolio Choice?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2009-13.
• D'ALBIS Hippolyte & THIBAULT Emmanuel, 2009, "Annuities, Bequests and Portfolio Diversification," LERNA Working Papers, LERNA, University of Toulouse, number 09.14.290, Jun.
• Tomas Ramanauskas, 2009, "Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 3, Mar.
• Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas, 2009, "Building an Artificial Stock Market Populated by Reinforcement-Learning Agents," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 6, Sep.
• Scholz, Julia, 2009, "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 10999, Sep.
• Scholz, Julia, 2009, "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 11002, Sep.
• Rousova, Linda, 2009, "Are the Central European Stock Markets Still Different? A Cointegration Analysis," Discussion Papers in Economics, University of Munich, Department of Economics, number 10993, Sep.
• Isaac Kleshchelski & Nicolas Vincent, 2009, "Robust Equilibrium Yield Curves," Cahiers de recherche, CIRPEE, number 0907.
• Georges Dionne & Pascal François & Olfa Maalaoui Chun, 2009, "Detecting Regime Shifts in Corporate Credit Spreads," Cahiers de recherche, CIRPEE, number 0929.
• Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2009, "Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche," Cahiers de recherche, CIRPEE, number 0931.
• Oreste Tristani, 2009, "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1453-1479, October.
• Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009, "New Evidence on Taxes and Portfolio Choice," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 431, Mar.
• Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009, "New Evidence on Taxes and Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 245, Mar.
• Börsch-Supan, Axel & Gasche, Martin & Ziegelmeyer, Michael, 2009, "Auswirkungen der Finanzkrise auf die private Altersvorsorge," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 09193, Dec.
• Andrew Adams & Rajiv Bhatt & James Clunie, 2009, "The Risks in CDO-Squared Structures," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 55-74, March-Jun.
• Daniella Acker & Nigel W. Duck, 2009, "The Effect of Extreme Markets on the Benefits of International Portfolio Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 155-188, September.
• Isaac T. Tabner, 2009, "Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 209-228, September.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009, "Marriage and Other Risky Assets: A Portfolio Approach," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 030, Jan.
• Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009, "Differential Evolution and Combinatorial Search for Constrained Index Tracking," 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 0016, Mar.
• Costanza Torricelli, 2009, "Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk," 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 0017, Mar.
• Carlo Alberto Magni, 2009, "Accounting and economic measures:An integrated theory of capital budgeting," 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 0019, Dec.
• Jingjing Chai & Wolfram Horneff & Raimond Maurer & Olivia S. Mitchell, 2009, "Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp204, Aug.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09033, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09034, May.
• Kateryna Shapovalova & Alexander Subbotin, 2009, "Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09037, May.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09077, Oct.
• Keith R. McLaren, 2009, "A New Example of a Closed Form Mean-Variance Representation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/09, Feb.
• Takeo Hoshi & Takatoshi Ito, 2009, "Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR," NBER Books, National Bureau of Economic Research, Inc, number hosh07-1, September.
• James M. Poterba & Joshua Rauh & Steven F. Venti & David A. Wise, 2009, "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Chapters, National Bureau of Economic Research, Inc, "Developments in the Economics of Aging".
• Nicolas Coeurdacier & Philippe Martin, 2009, "The Geography of Asset Trade and the Euro: Insiders and Outsiders," NBER Chapters, National Bureau of Economic Research, Inc, "Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR".
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009, "International Portfolios with Supply, Demand, and Redistributive Shocks," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2007".
• Jeffrey R. Brown & Scott J. Weisbenner, 2009, "Who Chooses Defined Contribution Plans?," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Policy in a Changing Environment".
• Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009, "Measuring the Financial Sophistication of Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 14699, Feb.
• John Y. Campbell & Adi Sunderam & Luis M. Viceira, 2009, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14701, Feb.
• Pierpaolo Benigno & Salvatore Nisticò, 2009, "International Portfolio Allocation under Model Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 14734, Feb.
• Lubos Pastor & Robert F. Stambaugh, 2009, "Are Stocks Really Less Volatile in the Long Run?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14757, Feb.
• Ulrike Malmendier & Stefan Nagel, 2009, "Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14813, Mar.
• Hui Chen & Jianjun Miao & Neng Wang, 2009, "Entrepreneurial Finance and Non-diversifiable Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 14848, Apr.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2009, "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14859, Apr.
• Zhi Da & Re-Jin Guo & Ravi Jagannathan, 2009, "CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 14889, Apr.
• Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009, "Risk Shifting and Mutual Fund Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 14903, Apr.
• Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009, "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15010, May.
• Geert Bekaert & Eric Engstrom, 2009, "Inflation and the Stock Market:Understanding the "Fed Model"," NBER Working Papers, National Bureau of Economic Research, Inc, number 15024, Jun.
• Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009, "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 15038, Jun.
• Jingjing Chai & Wolfram Horneff & Raimond Maurer & Olivia S. Mitchell, 2009, "Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts," NBER Working Papers, National Bureau of Economic Research, Inc, number 15079, Jun.
• Olivia S. Mitchell & Gary R. Mottola & Stephen P. Utkus & Takeshi Yamaguchi, 2009, "Default, Framing and Spillover Effects: The Case of Lifecycle Funds in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 15108, Jun.
• Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009, "Market Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 15189, Jul.
• Nicolae B. Garleanu & Lasse H. Pedersen, 2009, "Dynamic Trading with Predictable Returns and Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15205, Aug.
• Yosef Bonaparte & Russell Cooper, 2009, "Costly Portfolio Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 15227, Aug.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009, "The Determinants of Stock and Bond Return Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 15260, Aug.
• Motohiro Yogo, 2009, "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15307, Sep.
• Ning Tang & Olivia S. Mitchell & Gary R. Mottola & Stephen Utkus, 2009, "The Efficiency of Sponsor and Participant Portfolio Choices in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 15317, Sep.
• Clemens Sialm & Laura Starks, 2009, "Mutual Fund Tax Clienteles," NBER Working Papers, National Bureau of Economic Research, Inc, number 15327, Sep.
• Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov, 2009, "Risk Aversion and Clientele Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 15333, Sep.
• David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo, 2009, "On the Scholes Liquidation Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 15381, Sep.
• Todd M. Sinai & Nicholas S. Souleles, 2009, "Can Owning a Home Hedge the Risk of Moving?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15462, Oct.
• Marcin Kacperczyk & Philipp Schnabl, 2009, "When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009," NBER Working Papers, National Bureau of Economic Research, Inc, number 15538, Nov.
• John Chalmers & Jonathan Reuter, 2009, "How Do Retirees Value Life Annuities? Evidence from Public Employees," NBER Working Papers, National Bureau of Economic Research, Inc, number 15608, Dec.
• Mikhail Mamonov & Oleg Solntsev, 2009, "Foreign Banks Expansion to Russian Banking Sector: Interim Summation, Perspective Analysis Effort," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 175-189.
• Wade D. Pfau, 2009, "Lifecycle Funds and Wealth Accumulation for Retirement:Evidence for a More Conservative Asset Allocation as Retirement Approaches," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 09-15, Oct.
• Wade D. Pfau, 2009, "An Optimizing Framework for the Glide Paths of Lifecycle Asset Allocation Funds," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 09-16, Oct.
• Wade D. Pfau, 2009, "Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-10, Oct, revised Sep 2010.
• John K. -H Quah & Bruno Strulovici, 2009, "Discounting and Patience in Optimal Stopping and Control Problems," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1480, Oct.
• Pablo Antolín & Fiona Stewart, 2009, "Private Pensions and Policy Responses to the Financial and Economic Crisis," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 36, Apr, DOI: 10.1787/224386871887.
• Pablo Antolín & Sandra Blome & David Karim & Stéphanie Payet & Gerhard Scheuenstuhl & Juan Yermo, 2009, "Investment Regulations and Defined Contribution Pensions," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 37, Jul, DOI: 10.1787/222771401034.
• Anna Christina D'Addio & José Seisdedos & Edward Whitehouse, 2009, "Investment Risk and Pensions: Measuring Uncertainty in Returns," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 70, Jun, DOI: 10.1787/224016838064.
• Edward Whitehouse & Anna Christina D'Addio & Andrew Reilly, 2009, "Investment Risk and Pensions: Impact on Individual Retirement Incomes and Government Budgets," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 87, Jun, DOI: 10.1787/224005547774.
• Sandra Dvorsky & Thomas Scheiber & Helmut Stix, 2009, "CESEE Households amid the Financial Crisis: Euro Survey Shows Darkened Economic Sentiment and Changes in Savings Behavior," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 71-83.
• Munteanu Valentin & Pantea Marius & Pelin Andrei & Gligor Delia, 2009, "Methodological Approaches In Realizing And Applying Cost-Benefit Analysis For The Investment Projects," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 156-162, May.
• Prelipcean Gabriela & Boscoianu Mircea & Lupan Mariana, 2009, "New Aspects Regarding The Evaluation Of Investments In Critical Infrastructure," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 522-527, May.
• Prunea Petru, 2009, "The Manipulation Of The Capital Market In Romania And Eu," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 528-534, May.
• Barna Flavia & Danuletiu Adina Elena & Mura Petru Ovidiu, 2009, "Role Of Information In Adoption Of Investment Decisions On Capital Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 474-479, May.
• Zapodeanu Daniela & Cociuba Mihail Ioan, 2009, "The Performance Of Investment Funds In Romania In The Context Of Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 717-722, May.
• Izabela Pruchnicka-Grabias, 2009, "The Empirical Study of Equity Long Only Hedge Funds Performance in 2007 - 2008," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 5, pages 481-493.
• Manabe Masashi, 2009, "Policy Evaluation of Public Insurance Institutions from the view points of flow of funds," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-25, Aug.
• Masato Ubukata, 2009, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-30, Sep.
• Shoko Morimoto, 2009, "Asset markets can achieve efficiency in the directed search framework," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-33, Sep.
• Till van Treeck, 2009, "A synthetic, stock--flow consistent macroeconomic model of 'financialisation'," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 33, issue 3, pages 467-493, May.
• Simon A. Broda & Marc S. Paolella, 2009, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 412-436, Fall.
• Nauro F. Campos & Renata Leite Barbosa, 2009, "Paintings and numbers: an econometric investigation of sales rates, prices, and returns in Latin American art auctions," Oxford Economic Papers, Oxford University Press, volume 61, issue 1, pages 28-51, January.
• Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009, "Fight or Flight? Portfolio Rebalancing by Individual Investors," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 124, issue 1, pages 301-348.
• Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009, "Benchmarking Money Manager Performance: Issues and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4553-4599, November.
• Andrew J. Patton, 2009, "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2295-2330, July.
• Jennifer Huang & Jiang Wang, 2009, "Liquidity and Market Crashes," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2407-2443, July.
• Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009, "An Economic Evaluation of Empirical Exchange Rate Models," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3491-3530, September.
• Massimiliano Caporin & Paolo Paruolo, 2009, "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0091, Feb.
• Massimiliano Caporin & Francesco Lisi, 2009, "Comparing and selecting performance measures for ranking assets," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0099, Apr.
• Alessandro Carretta & Gianluca Mattarocci, 2009, "Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 5, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci, "New Drivers of Performance in a Changing Financial World", DOI: 10.1057/9780230594814_5.
• Hongyan Fang & John R. Nofsinger, 2009, "Risk Aversion, Entrepreneurial Risk, and Portfolio Selection," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 13, issue 2, pages 25-55, Fall.
• Camelia M Kuhnen & Joan Y Chiao, 2009, "Genetic Determinants of Financial Risk Taking," PLOS ONE, Public Library of Science, volume 4, issue 2, pages 1-4, February, DOI: 10.1371/journal.pone.0004362.
• Ioan Ovidiu SPATACEAN & Paula NISTOR, 2009, "Considerations upon the Selection of Currency Hedging Strategies – Between Oportunity and Applicability," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 57-78, December.
• Gonçalo Faria & João Correia-da-Silva & Cláudia Ribeiro, 2009, "Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 348, Dec.
• Das, Rituparna, 2009, "Computing Skills in the Market Risk Management in the G-Sec Portfolio by the Banks in India," MPRA Paper, University Library of Munich, Germany, number 12997, Jan.
• Das, Rituparna, 2009, "Fixed Income Portfolio Management in Indian Banks," MPRA Paper, University Library of Munich, Germany, number 13126, Feb.
• Steinbacher, Matjaz, 2009, "The Role of Liquidity Individuals in the Decision-Making," MPRA Paper, University Library of Munich, Germany, number 13566.
• Steinbacher, Matjaz, 2009, "Knowledge, Preferences and Shocks in Portfolio Analysis," MPRA Paper, University Library of Munich, Germany, number 13567.
• Steinbacher, Matjaz, 2009, "Acceptable Risk in a Portfolio Analysis," MPRA Paper, University Library of Munich, Germany, number 13569.
• Varsanyi, Zoltan, 2009, "When risk weights increase the risk: some concerns for capital regulation," MPRA Paper, University Library of Munich, Germany, number 13594, Feb.
• Steinbacher, Matjaz, 2009, "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper, University Library of Munich, Germany, number 13866.
• Giofré, Maela M., 2009, "The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios," MPRA Paper, University Library of Munich, Germany, number 13925.
• Steinbacher, Matjaz, 2009, "Value-at-Risk versus Non-Value-at-Risk Traders," MPRA Paper, University Library of Munich, Germany, number 14295, Mar.
• Ferstl, Robert & Weissensteiner, Alex, 2009, "Asset-Liability Management under time-varying Investment Opportunities," MPRA Paper, University Library of Munich, Germany, number 15068, May.
• Bernard, Carole & Ghossoub, Mario, 2009, "Static Portfolio Choice under Cumulative Prospect Theory," MPRA Paper, University Library of Munich, Germany, number 15446, Apr.
• Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009, "US Industry-Level Returns and Oil Prices," MPRA Paper, University Library of Munich, Germany, number 15670, May.