Research classified by Journal of Economic Literature (JEL) codes

2010

• 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/Book Value In Brazil]," 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 investment strategies: an analysis of stock market Br," 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.
• Muteba Mwamba, John & Suteni, Mwambi, 2010, "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper, University Library of Munich, Germany, number 50240, Oct.
• Michailova, Julija, 2010, "Overconfidence, Risk Aversion and Individual Financial Decisions in Experimental Asset Markets," MPRA Paper, University Library of Munich, Germany, number 53114, revised Jan 2014.
• Ceylan, Ozcan, 2010, "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper, University Library of Munich, Germany, number 61587, Nov.
• Trabelsi, Mohamed Ali, 2010, "Overreaction and Portfolio Selection Strategies in the Tunisian stock market," MPRA Paper, University Library of Munich, Germany, number 81258, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Sélection de portefeuille via la stratégie de sur-réaction
  [Portfolio selection via the overreaction strategy]," MPRA Paper, University Library of Munich, Germany, number 81472, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Choix de portefeuille: comparaison des différentes stratégies
  [Portfolio selection: comparison of different strategies]," MPRA Paper, University Library of Munich, Germany, number 82946, Dec, revised 01 Dec 2010.
• Abozaid, Abdulazeem, 2010, "نحو صكوك إسلامية حقيقية
  [Toward genuine Islamic Sukuk]," MPRA Paper, University Library of Munich, Germany, number 93429.
• Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010, "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201030, Dec.
• David Havlíček, 2010, "Analysis of the Impact of Weather on Trading in Equity Markets
  [Analýza vlivu počasí na obchodování na akciových trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2010, issue 3, pages 49-62, DOI: 10.18267/j.cfuc.75.
• Vassiliy Chsherbakov, 2010, "Efficiency of Use of Technical Analysis: Evidences from Russian Stock Market," Ekonomika a Management, Prague University of Economics and Business, volume 2010, issue 4.
• Françoise Le Quéré, 2010, "L’habillage de portefeuille par les gérants de fonds dans la littérature : incitations, effets et risques," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 275-293, DOI: 10.3406/ecofi.2010.5405.
• Françoise Le Quéré, 2010, "Gestion déléguée des encours par les investisseurs institutionnels : description et évolution des pratiques," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 277-295, DOI: 10.3406/ecofi.2010.5797.
• Isabel Gameiro, 2010, "Monetary Policy Effects: Evidence from the Portuguese Flow of Funds," Working Papers, Banco de Portugal, Economics and Research Department, number w201014.
• 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.
• Aksel Sundström & Amanda Linell & Edwin Muchapondwa & Herbert Ntuli & Martin Sjöstedt & Sverker C. Jagers, 2019, "Skills, employment, strong local institutions and good relationships between people and parks can counter subsistence poaching," ERSA Working Paper Series, Economic Research Southern Africa, number 198, Sep.
• 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 3, 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.
• Martin Gasche & Michael Ziegelmeyer, 2010, "Hat die Finanz- und Wirtschaftskrise Verbreitung und Volumen der Riester-Rente beeinflusst?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 90, issue 4, pages 255-261, April, DOI: 10.1007/s10273-010-1065-x.
• 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(0x756511f8), September.