Research classified by Journal of Economic Literature (JEL) codes

2010

• Masaaki Kijima & Chiaki Hara & Keiichi Tanaka & Yukio Muromachi (ed.), 2010, "Recent Advances in Financial Engineering 2009," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7700, ISBN: ARRAY(0x753e25e0), September.
• Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim, 2010, "It's all about tax rates: An empirical study of tax perception," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 106.
• Pfeffer, Annamaria, 2010, "Staatliche Zinssubvention und Auslandsverschuldung: Eine Mittelwert-Varianz-Analyse am Beispiel Ungarn," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 72.
• Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina, 2010, "The home bias in equities and distribution costs," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,24.
• Wildmann, Christian, 2010, "What drives portfolio investments of German banks in emerging capital markets?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,04.
• Memmel, Christoph, 2010, "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,07.
• Böve, Rolf & Düllmann, Klaus & Pfingsten, Andreas, 2010, "Do specialization benefits outweigh concentration risks in credit portfolios of German banks?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,10.
• Jank, Stephan, 2010, "Are there disadvantaged clienteles in mutual funds?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,11.
• Memmel, Christoph, 2010, "How correlated are changes in banks' net interest income and in their present value?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,14.
• Achleitner, Ann-Kristin & Kaserer, Christoph & Kauf, Tobias & Volk, Sarah, 2010, "DAXplus family: Ein Aktienindex zur Darstellung der Performance von Familienunternehmen
  [DAXplus Family – Primer on a family firm stock index in Germany]," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2010-05.
• Frey, Stefan & Herbst, Patrick, 2010, "The influence of buy-side analysts on mutual fund trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-10.
• Kraeussl, Roman & Wiehenkamp, Christian, 2010, "A call on Art investments," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/03.
• Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010, "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/20.
• Marekwica, Marcel & Stamos, Michael Z., 2010, "Optimal life cycle portfolio choice with housing market cycles," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/21.
• Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010, "Risk aversion under preference uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/24.
• Scholz, Peter & Walther, Ursula, 2010, "Investment certificates under German taxation: Benefit or burden for structured products' performance?," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 24.
• Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010, "Return distributions of equity-linked retirement plans," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 27.
• Schmieder, Christian & Schmieder, Philipp & Kraemer-Eis, Helmut, 2010, "Impact of Legislation on Credit Risk. How different are the UK and Germany?," EIF Working Paper Series, European Investment Fund (EIF), number 2010/08.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
• Kremer, Stephanie, 2010, "Herding of institutional traders: New evidence from daily data," Discussion Papers, Free University Berlin, School of Business & Economics, number 2010/23.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor, 2010, "Investing in times of inflation fears: Diversification properties of investments in liquid real assets," Working Paper Series, Hamburg School of Business Administration (HSBA), number 03/2010.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail, 2010, "Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen," Working Paper Series, Hamburg School of Business Administration (HSBA), number 05/2010.
• Stein, Jerome L., 2010, "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-17.
• Singer, Nico, 2010, "Safety-first portfolio optimization: Fixed versus random target," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 113.
• Kremer, Stephanie, 2010, "Herding of institutional traders," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-025.
• Breuer, Wolfgang & Gürtler, Marc, 2010, "Implied rates of return, the discount rate effect, and market risk premia," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF33V3.
• Frahm, Gabriel, 2010, "An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/10.
• Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof, 2010, "Multiple tests for the performance of different investment strategies," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 5/10.
• Kroencke, Tim Alexander & Schindler, Felix, 2010, "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-034.
• Klaus Grobys, 2010, "Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market," Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, volume 2, issue 1, pages 72-78, May.
• Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin, 2010, "An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 247-270, July.
• I-Chun Tsai & Ai Chi Hsu & Ming-Chi Chen, 2010, "Are Real Estate Investment Trusts Becoming More Dangerous? Evidence from the Asian Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 271-298, July.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010, "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 251-269, DOI: 10.1002/for.1145.
• Li King King, 2010, "Sense of Control Affects Investment Behavior," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-004, Jan.
• Michail Anthropelos & Gordan Žitković, 2010, "Partial equilibria with convex capital requirements: existence, uniqueness and stability," Annals of Finance, Springer, volume 6, issue 1, pages 107-135, January, DOI: 10.1007/s10436-009-0134-x.
• Bradford Cornell & Jakša Cvitanić & Levon Goukasian, 2010, "Beliefs regarding fundamental value and optimal investing," Annals of Finance, Springer, volume 6, issue 1, pages 83-105, January, DOI: 10.1007/s10436-009-0133-y.
• Paolo Guasoni & Miklós Rásonyi & Walter Schachermayer, 2010, "The fundamental theorem of asset pricing for continuous processes under small transaction costs," Annals of Finance, Springer, volume 6, issue 2, pages 157-191, March, DOI: 10.1007/s10436-008-0110-x.
• Jan Wenzelburger, 2010, "The two-fund separation theorem revisited," Annals of Finance, Springer, volume 6, issue 2, pages 221-239, March, DOI: 10.1007/s10436-009-0144-8.
• José Fajardo, 2010, "Behavioral arbitrage with collateral and uncertain deliveries," Annals of Finance, Springer, volume 6, issue 2, pages 241-254, March, DOI: 10.1007/s10436-009-0135-9.
• Sjur Flåm, 2010, "Portfolio management without probabilities or statistics," Annals of Finance, Springer, volume 6, issue 3, pages 357-368, July, DOI: 10.1007/s10436-008-0106-6.
• Hening Liu, 2010, "Robust consumption and portfolio choice for time varying investment opportunities," Annals of Finance, Springer, volume 6, issue 4, pages 435-454, October, DOI: 10.1007/s10436-010-0164-4.
• C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010, "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, volume 6, issue 4, pages 455-473, October, DOI: 10.1007/s10436-010-0147-5.
• Mariana Blanco & Dirk Engelmann & Alexander Koch & Hans-Theo Normann, 2010, "Belief elicitation in experiments: is there a hedging problem?," Experimental Economics, Springer;Economic Science Association, volume 13, issue 4, pages 412-438, December, DOI: 10.1007/s10683-010-9249-1.
• Rafael Weißbach & Carsten Lieres und Wilkau, 2010, "Economic capital for nonperforming loans," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 1, pages 67-85, March, DOI: 10.1007/s11408-009-0121-2.
• Xiaoquan Jiang, 2010, "Return dispersion and expected returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 107-135, June, DOI: 10.1007/s11408-009-0122-1.
• T. Hendricks & B. Kempa & C. Pierdzioch, 2010, "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 137-158, June, DOI: 10.1007/s11408-010-0129-7.
• Kristoffer Eriksen & Ola Kvaløy, 2010, "Do financial advisors exhibit myopic loss aversion?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 159-170, June, DOI: 10.1007/s11408-009-0124-z.
• Antonios Siganos, 2010, "Can small investors exploit the momentum effect?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 171-192, June, DOI: 10.1007/s11408-009-0120-3.
• Beatriz Mendes & Mariângela Semeraro & Ricardo Leal, 2010, "Pair-copulas modeling in finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 193-213, June, DOI: 10.1007/s11408-010-0130-1.
• Olaf Stotz & Gabrielle Wanzenried & Karsten Döhnert, 2010, "Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 219-243, September, DOI: 10.1007/s11408-010-0135-9.
• Bernd Scherer, 2010, "A note on asset management and market risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 309-320, September, DOI: 10.1007/s11408-010-0137-7.
• Victoria Galsband, 2010, "The cross-section of equity returns and assets’ fundamental cash-flow risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 327-351, December, DOI: 10.1007/s11408-010-0140-z.
• Carlos Castro, 2010, "Portfolio choice under local industry and country factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 353-393, December, DOI: 10.1007/s11408-010-0143-9.
• Bastien Drut, 2010, "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, volume 92, issue 1, pages 131-145, April, DOI: 10.1007/s10551-010-0638-3.
• Shaun Bond & Paul Mitchell, 2010, "Alpha and Persistence in Real Estate Fund Performance," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 1, pages 53-79, July, DOI: 10.1007/s11146-009-9230-y.
• Elias Oikarinen, 2010, "Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 4, pages 486-509, November, DOI: 10.1007/s11146-009-9175-1.
• Frank Zhang, 2010, "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, volume 13, issue 2, pages 101-124, July, DOI: 10.1007/s11147-009-9046-1.
• Zhong-guo Zhou & Janet Zhou, 2010, "Chinese IPO activity, pricing, and market cycles," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 4, pages 483-503, May, DOI: 10.1007/s11156-009-0147-6.
• Marshall Blume, 2010, "Endowment spending in volatile markets: what should fiduciaries do?," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 2, pages 163-178, August, DOI: 10.1007/s11156-009-0156-5.
• Frank Reilly & David Wright & James Gentry, 2010, "An analysis of credit risk spreads for high yield bonds," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 2, pages 179-205, August, DOI: 10.1007/s11156-009-0162-7.
• Luis Ferruz & Fernando Muñoz & Maria Vargas, 2010, "Does the size of a fund family matter when choosing an investment strategy? Evidence from spain," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 315-334, October, DOI: 10.1007/s11156-009-0106-2.
• Haim Shalit & Shlomo Yitzhaki, 2010, "How does beta explain stochastic dominance efficiency?," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 4, pages 431-444, November, DOI: 10.1007/s11156-010-0167-2.
• Lieven Moor & Piet Sercu, 2010, "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, volume 35, issue 4, pages 433-448, November, DOI: 10.1007/s11187-008-9170-6.
• 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.
• 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.