Research classified by Journal of Economic Literature (JEL) codes

2009

• Steinbacher, Matjaz, 2009, "Behavior of Investors on a Multi-Asset Market," MPRA Paper, University Library of Munich, Germany, number 15898, Jun.
• Hopfensitz, Astrid, 2009, "Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback," MPRA Paper, University Library of Munich, Germany, number 16096, Jun.
• Deetz, Marcus & Poddig, Thorsten & Varmaz, Armin, 2009, "Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik
  [Classifying Hedge Funds u," MPRA Paper, University Library of Munich, Germany, number 16939, Aug.
• Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi, 2009, "Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation," MPRA Paper, University Library of Munich, Germany, number 17099, Aug.
• Walker, Todd & Haley, M. Ryan & McGee, M. Kevin, 2009, "Disparity, Shortfall, and Twice-Endogenous HARA Utility," MPRA Paper, University Library of Munich, Germany, number 17139, Sep.
• Yamori, Nobuyoshi, 2009, "Characteristics of Japan’s Commodities Index and its Correlation with Stock Index," MPRA Paper, University Library of Munich, Germany, number 17160, Sep.
• Keel, Simon & Ardia, David, 2009, "Generalized Marginal Risk," MPRA Paper, University Library of Munich, Germany, number 17258, Sep.
• Hopfensitz, Astrid & Wranik, Tanja, 2009, "How to adapt to changing markets: experience and personality in a repeated investment game," MPRA Paper, University Library of Munich, Germany, number 17835, Sep.
• Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila, 2009, "What determines IPO underpricing ? Evidence from a frontier market," MPRA Paper, University Library of Munich, Germany, number 18069.
• Bunea-Bontaş, Cristina Aurora & Petre, Mihaela Cosmina & Culiţă, Gica, 2009, "Issues on Hedge Effectiveness Testing," MPRA Paper, University Library of Munich, Germany, number 18131, Oct.
• Torro, Hipolit, 2009, "Assessing the influence of spot price predictability on electricity futures hedging," MPRA Paper, University Library of Munich, Germany, number 18892, Mar.
• Pfau, Wade Donald, 2009, "The Role of International Diversification in Public Pension Systems: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 19037, Sep.
• Pfau, Wade Donald, 2009, "Emerging Market Pension Funds and International Diversification," MPRA Paper, University Library of Munich, Germany, number 19039, Jun.
• Moawia, Alghalith, 2009, "General closed-form solutions to the dynamic optimization problem in incomplete markets," MPRA Paper, University Library of Munich, Germany, number 19313, Dec.
• Moawia, Alghalith, 2009, "A new approach to stochastic optimization: the investment-consumption model," MPRA Paper, University Library of Munich, Germany, number 19315, Dec.
• Moawia, Alghalith, 2009, "Optimal option pricing and trading: a new theory," MPRA Paper, University Library of Munich, Germany, number 19317, Dec.
• Moawia, Alghalith, 2009, "A new stopping time and American option model: a solution to the free-boundary problem," MPRA Paper, University Library of Munich, Germany, number 19318, Dec.
• Janda, Karel, 2009, "The Origins of Czech Credit Guarantees Programs and the Value of Guarantee Fund Portfolio on Czech Stock Exchanges," MPRA Paper, University Library of Munich, Germany, number 19404, Dec.
• Janda, Karel & Svárovská, Barbora, 2009, "The Problems of Correlation in the Financial Risk Management – the Contribution of Microfinance," MPRA Paper, University Library of Munich, Germany, number 19486, Dec.
• Bolgun, Evren & Kurun, Engin & Guven, Serhat, 2009, "Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 19887, Oct.
• Giofré, Maela/M., 2009, "Investor protection and foreign stakeholders," MPRA Paper, University Library of Munich, Germany, number 20238, Nov, revised Jan 2010.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 20975, Sep, revised 20 Sep 2009.
• Gerasimchuk, Ivetta & Ilyumzhinova, Kamila & Schorn, Alistair & Kraft, Georg & Smith, Kevin & Lottmann, Juergen & Eckstein, Mark & Khmeleva, Ekaterina & Perelet, Renat & Shvarts, Evgeny, 2009, "Pure Profit for Russia: Benefits of Responsible Finance," MPRA Paper, University Library of Munich, Germany, number 21098, Dec, revised 03 Mar 2010.
• Küçük, Ugur N., 2009, "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper, University Library of Munich, Germany, number 21878, Aug.
• Giovanis, Eleftherios, 2009, "Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB," MPRA Paper, University Library of Munich, Germany, number 22326.
• Giovanis, Eleftherios, 2009, "The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets," MPRA Paper, University Library of Munich, Germany, number 22328.
• Stefano, Collina, 2009, "Islamic equity funds: an Italian perspective," MPRA Paper, University Library of Munich, Germany, number 22343, Sep.
• Khan, Muhammad Irfan, 2009, "Price Earning Ratio and Market to Book Ratio," MPRA Paper, University Library of Munich, Germany, number 23969.
• Sasidharan, Anand, 2009, "Does seasonality persists in Indian stock markets?," MPRA Paper, University Library of Munich, Germany, number 24185, Jun, revised Aug 2010.
• Panousi, Vasia, 2009, "Capital Taxation with Entrepreneurial Risk," MPRA Paper, University Library of Munich, Germany, number 24237.
• Panousi, Vasia & Papanikolaou, Dimitris, 2009, "Investment, idiosyncratic risk, and ownership," MPRA Paper, University Library of Munich, Germany, number 24239.
• Moawia, Alghalith, 2009, "Optimal option pricing and trading: a new theory," MPRA Paper, University Library of Munich, Germany, number 25619, Dec.
• Li, Jing & Xu, Mingxin, 2009, "Minimizing Conditional Value-at-Risk under Constraint on Expected Value," MPRA Paper, University Library of Munich, Germany, number 26342, Feb, revised 25 Oct 2010.
• Torre-Gallegos, Antonio de la & Bellini, Edith, 2009, "Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características
  [Stock market crisis in Spain and their comparison with other intern," MPRA Paper, University Library of Munich, Germany, number 26547, Oct.
• Cifarelli, Giulio & Paladino, Giovanna, 2009, "Oil and portfolio risk diversification," MPRA Paper, University Library of Munich, Germany, number 28293, Dec, revised Nov 2010.
• Gonzales, Rolando, 2009, "Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping
  [Portfolio analysis with Sharpe ratios resampled by bootstrapping]," MPRA Paper, University Library of Munich, Germany, number 28402.
• Qian, Hang, 2009, "Bayesian Portfolio Selection with Gaussian Mixture Returns," MPRA Paper, University Library of Munich, Germany, number 32688, Jan.
• Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009, "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 928.
• Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009, "Testing for Convergence in Stock Markets: A Non-linear Factor Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 932.
• Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2009, "Private Households Display Strong Aversion to Investment Risk," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 2, pages 13-18.
• Guven, Cahit, 2009, "Weather and financial risk-taking: is happiness the channel?," Working Papers, Deakin University, Department of Economics, number eco_2009_06, Jan.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-17.
• Michel Aglietta & Ludovic Moreau & Adrian Roche, 2009, "The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-3.
• Vincent Bignon & Antonio Miscio, 2009, "Media Bias in Financial Newspapers: Evidence from Early 20th Century France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-4.
• Sabrina Khanniche, 2009, "Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-46.
• Salem Boubakri, 2009, "Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-5.
• Malte Sunderkoetter & Christoph Weber, 2009, "Valuing fuel diversification in optimal investment policies for electricity generation portfolios," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 0904, Nov, revised Nov 2009.
• Michailidis, G., 2009, "Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Subhasis Bera & Shikha Gupta, 2009, "South-South FDI vs North-South FDI : A Comparative Analysis in the Context of India," Finance Working Papers, East Asian Bureau of Economic Research, number 22909, Jan.
• Foucault, Thierry & Kadan, Ohad & Kandel, Eugene, 2009, "Liquidity cycles and make/take fees in electronic markets," HEC Research Papers Series, HEC Paris, number 920, Oct.
• Olivier, Jacque & Tay, Anthony, 2009, "Time-varying incentives in the mutual fund industry," HEC Research Papers Series, HEC Paris, number 925, Nov.
• Groh, Alexander P. & Gottschalg, Oliver, 2009, "The opportunity cost of capital of US buyouts," IESE Research Papers, IESE Business School, number D/780, Feb.
• Saffi, Pedro A.C. & Sturgess, Jason, 2009, "Equity lending markets and ownership structure," IESE Research Papers, IESE Business School, number D/836, Nov.
• Gerlinde Fellner & Matthias Sutter, 2009, "Causes, Consequences, and Cures of Myopic Loss Aversion - An Experimental Investigation," Economic Journal, Royal Economic Society, volume 119, issue 537, pages 900-916, April.
• Beshears, John & Choi, James & Laibson, David & Madrian, Brigitte C., 2009, "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp09-016, Jun.
• Chabi-Yo, Fousseni & Yang, Jun, 2009, "Default Risk, Idiosyncratic Coskewness and Equity Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-18, Oct.
• Chabot, Benjamin & Kurz, Christopher J., 2009, "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers, Yale University, Department of Economics, number 64, Jun.
• John K.-H. Quah & Bruno Strulovici, 2009, "Comparative Statics, Informativeness, and the Interval Dominance Order," Econometrica, Econometric Society, volume 77, issue 6, pages 1949-1992, November.
• Enrique Sentana, 2009, "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 65-101, November.
• Naimzada, Ahmad K. & Ricchiuti, Giorgio, 2009, "Dynamic effects of increasing heterogeneity in financial markets," Chaos, Solitons & Fractals, Elsevier, volume 41, issue 4, pages 1764-1772, DOI: 10.1016/j.chaos.2008.07.022.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2009, "Asymmetric multivariate normal mixture GARCH," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2129-2154, April.
• Lombardi, Marco J. & Veredas, David, 2009, "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2309-2324, April.
• Dressler, Scott J. & Li, Victor E., 2009, "Inside money, credit, and investment," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 4, pages 970-984, April.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2009, "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 162-178, February.
• Mencía, Javier & Sentana, Enrique, 2009, "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Journal of Econometrics, Elsevier, volume 153, issue 2, pages 105-121, December.
• Magni, Carlo Alberto, 2009, "Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?," European Journal of Operational Research, Elsevier, volume 192, issue 2, pages 549-560, January.
• Magni, Carlo Alberto, 2009, "Splitting up value: A critical review of residual income theories," European Journal of Operational Research, Elsevier, volume 198, issue 1, pages 1-22, October.
• Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009, "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 42-54, January.
• Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009, "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, volume 16, issue 2, pages 280-305, March.
• Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin, 2009, "Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management," Journal of Empirical Finance, Elsevier, volume 16, issue 2, pages 330-336, March.
• Huisman, Ronald & Mahieu, Ronald & Schlichter, Felix, 2009, "Electricity portfolio management: Optimal peak/off-peak allocations," Energy Economics, Elsevier, volume 31, issue 1, pages 169-174, January.
• Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika, 2009, "Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp09-11.
• Francisco Peñaranda, 2009, "Understanding portfolio efficiency with conditioning information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1146, Jan, revised Oct 2011.
• Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-06, Apr.
• David B. Brown & Enrico G. De Giorgi & Melvyn Sim, 2009, "A Satisficing Alternative to Prospect Theory," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-09, May.
• Enrico G. De Giorgi & Shane Legg, 2009, "Portfolio Selection with Narrow Framing: Probability Weighting Matters," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-12, Jun.
• Enrico G. De Giorgi, 2009, "Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-22, Aug.
• Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009, "Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 248, Apr.
• Daniel MANATE & Paval FARCAS, 2009, "The Fundamental Analysis of Financial Instruments in the Context of Diverse Investing Styles," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 4, issue 2, pages 108-129.
• Dinga, Emil, 2009, "Asupra Posibilităţii Utilizării Unui Model De Optimizare Pentru Obţinerea Sustenabilităţii," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 13, issue 2, pages 7-17.
• Lucia Milone & Paolo Pellizzari, 2009, "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 188, Jun.
• Diana Barro & Elio Canestrelli, 2009, "Portfolio management with minimum guarantees: some modeling and optimization issues," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 193, Nov.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009, "Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-11.
• Didier, Tatiana & Lowenkron, Alexandre, 2009, "The current account as a dynamic portfolio choice problem," Policy Research Working Paper Series, The World Bank, number 4861, Mar.
• Gerlinde Fellner & Matthias Sutter, 2009, "Causes, Consequences, and Cures of Myopic Loss Aversion – An Experimental Investigation," Economic Journal, Royal Economic Society, volume 119, issue 537, pages 900-916, April, DOI: 10.1111/j.1468-0297.2009.02251.x.
• 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, DOI: 10.1111/j.1538-4616.2009.00263.x.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009, "Marriage and Other Risky Assets: A Portfolio Approach," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp03_09, Jan.
• Terence Tai-Leung Chong & Tau-Hing Lam & Melvin J. Hinich, 2009, "Are Nonlinear Trading Rules Profitable In The Chinese Stock Market?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 1-20, DOI: 10.1142/S201049520950002X.
• Jingliang Xiao & Robert D Brooks & Wing-Keung Wong, 2009, "Garch And Volume Effects In The Australian Stock Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 1-20, DOI: 10.1142/S2010495209500055.
• John M Longo (ed.), 2009, "Hedge Fund Alpha:A Framework for Generating and Understanding Investment Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7012, ISBN: ARRAY(0x53a04b78), March.
• John M. Longo, 2009, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo, 2009, "Hedge Fund Research Vs. Traditional Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Jorge Barreiro & John M. Longo, 2009, "Achieving Hedge Fund Alpha In Brazil," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Irina Samoylova & John M. Longo, 2009, "Achieving Hedge Fund Alpha In Russia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Ali Jaffery & John M. Longo, 2009, "Achieving Hedge Fund Alpha In India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo & Wei-Kang Shih & Ben Sopranzetti, 2009, "Achieving Hedge Fund Alpha In China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Sanjeev Khullar, 2009, "Using Derivatives To Create Alpha," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Saad Rathore, 2009, "Best Execution Of Hedge Fund Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo, 2009, "Growth Of The Hedge Fund Management Company: Evolving From A Single Strategy Fund To A Multistrategy Fund Or Multiple Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Jeffrey Glattfelder & John Longo & Stephen Spence, 2009, "Fund Of Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo, 2009, "The Psychology Of Hedge Fund Managers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Saad Rathore, 2009, "Risk Management For Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Erman Civelek, 2009, "Hedge Fund Due Diligence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• John M. Longo & Yaxuan Qi, 2009, "From Birth To Death: The Lifecycle Of A Hedge Fund Investment Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Mitchell D. Eichen & John M. Longo, 2009, "The Future Of Hedge Funds: Seven Emerging Trends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: John M Longo, "Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance".
• Maela Giofre, 2009, "Convergence of EMU Equity Portfolios," FIW Working Paper series, FIW, number 028, Feb.
• John Beshears & James Choi & David Laibson & Brigitte Madrian, 2009, "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Yale School of Management Working Papers, Yale School of Management, number amz2547, May, revised 24 Jun 2009.
• Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2009, "Detecting intentional herding: what lies beneath intraday data in the spanish stock market," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2009-01, Jan.
• Frahm, Gabriel & Memmel, Christoph, 2009, "Dominating estimators for the global minimum variance portfolio," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,01.
• Uhlenbrock, Birgit, 2009, "Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,08.
• Busch, Ramona & Kick, Thomas, 2009, "Income diversification in the German banking industry," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,09.
• Fecht, Falko & Wedow, Michael, 2009, "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,10.
• Ernst, Cornelia & Stange, Sebastian & Kaserer, Christoph, 2009, "Measuring market liquidity risk - which model works best?," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2009-01.
• Stange, Sebastian & Kaserer, Christoph, 2009, "Market liquidity risk: an overview," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2009-04.
• Achleitner, Ann-Kristin & Kaserer, Christoph & Ampenberger, Markus & Bitsch, Florian, 2009, "The German entrepreneurial index (GEX®): a primer on an ownership-based style index in Germany," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2009-13.
• Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009, "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-02.
• Boonenkamp, Ute & Kempf, Alexander & Homburg, Carsten, 2009, "Fundamental information in technical trading strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-12.
• Kempf, Alexander & Niessen-Ruenzi, Alexandra & Merkle, Christoph, 2009, "Low risk and high return - how emotions shape expectations on the stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-10.
• Christelis, Dimitris & Georgarakos, Dimitris, 2009, "Household economic decisions under the shadow of terrorism," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/56.
• Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2009, "Stockholding: From participation to location and to participation spillovers," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/02.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/18.
• Christelis, Dimitris & Georgarakos, Dimitris, 2009, "Investing at home and abroad: Different costs, different people," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/28.
• Georgarakos, Dimitris & Pasini, Giacomo, 2009, "Trust, sociability and stock market participation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/29.
• Scholtz, Hellmut D., 2009, "Modell zur Maximierung des Endvermögens unter gleichzeitiger Sicherstellung intertemporärer Vermögenserhaltung/Solvenz," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 11, issue 9, pages 496-505.
• Heidorn, Thomas & Kaiser, Dieter G. & Roder, Christoph, 2009, "Empirische Analyse der Drawdowns von Dach-Hedgefonds," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 109.
• Schalast, Christoph & Tiemann, Marcel & Tuppi, Pascal, 2009, "Staatsfonds - neue Akteure an den Finanzmärkten?," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 114.
• Cremers, Heinz & Walzner, Jens, 2009, "Modellierung des Kreditrisikos im Portfoliofall," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 127.
• Pasche, Markus, 2009, "Fundamental uncertainty, portfolio choice, and liquidity preference theory," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2009-48.
• Grau-Carles, Pilar & Sainz, Jorge & Otamendi, Javier & Doncel, Luis Miguel, 2009, "Different risk-adjusted fund performance measures: a comparison," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2009-54.
• Dannenberg, Henry, 2009, "Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ans," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2009.
• Amendola, Alessandra & Storti, Giuseppe, 2009, "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-007.
• Post, Thomas, 2009, "Individual welfare gains from deferred life-annuities under stochastic Lee-Carter mortality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-022.
• Eckel, Stefanie & Löffler, Gunter & Maurer, Alina & Schmidt, Volker, 2009, "Measuring the effects of geographical distance on stock market correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-025.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-044.
• Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2009, "Renting versus owning and the role of income risk: The case of Germany," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-060.
• Silberhorn, Nadja & Hildebrandt, Lutz, 2009, "Is cross-category brand loyalty determined by risk aversion?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-061.
• Becker, Franziska & Gürtler, Marc & Hibbeln, Martin, 2009, "Markowitz versus Michaud: Portfolio optimization strategies reconsidered," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF30V3.
• Müller, Elisabeth, 2009, "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-29 [rev.2].
• Müller, Elisabeth, 2009, "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-29 [rev.3].
• Schindler, Felix, 2009, "Long-term benefits from investing in international real estate," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-023.
• Schindler, Felix, 2009, "Volatilitätseffekte am US-amerikanischen Häusermarkt," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-048.
• Michael Wolf & Dan Wunderli, 2009, "Fund-of-funds construction by statistical multiple testing methods," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 445, Sep.
• Anginer, Deniz & Yildizhan, Celim, 2009, "Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns," MPRA Paper, University Library of Munich, Germany, number 53885, Sep, revised 23 Apr 2013.
• Hussain, Ashiq, 2009, "Equity & Stock Analysis/Valuation," MPRA Paper, University Library of Munich, Germany, number 58902, Dec, revised 31 Dec 2009.
• Camilleri, Silvio John & Galea, Gabriella, 2009, "The Diversification Potential Offered by Emerging Markets in Recent Years," MPRA Paper, University Library of Munich, Germany, number 62491.
• Trabelsi, Mohamed Ali, 2009, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
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• Martina Prskavcová, 2009, "Social Responsibility Investing
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• Jan Vlachý, 2009, "Strategie podniku a finanční teorie
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• Laura Badian & Gregory Harrington, 2009, "Évolution de la politique des fonds souverains," Revue d'Économie Financière, Programme National Persée, volume 9, issue 1, pages 149-164, DOI: 10.3406/ecofi.2009.5427.
• Laura Badian & Gregory Harrington, 2009, "The Evolving Politics of Sovereign Wealth Funds," Revue d'Économie Financière, Programme National Persée, volume 9, issue 1, pages 143-156, DOI: 10.3406/ecofi.2009.5501.
• Umberto Triacca, 2009, "Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 285-291, November.
• Leon Vinokur, 2009, "Disposition in the Carbon Market and Institutional Constraints," Working Papers, Queen Mary University of London, School of Economics and Finance, number 652, Oct.
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• Franz Fuerst & Gianluca Marcato, 2009, "Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2009-01.
• Franz Fuerst & George Matysiak, 2009, "Drivers of Fund Performance: A Panel Data Analysis," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2009-02.
• Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S.J. Koijen, 2009, "Optimal Health and Longevity Insurance," 2009 Meeting Papers, Society for Economic Dynamics, number 185.
• Paula Lopes & Alex Michaelides & Joachim Inkmann, 2009, "How deep is the annuity market participation puzzle?," 2009 Meeting Papers, Society for Economic Dynamics, number 239.
• Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009, "Market Selection," 2009 Meeting Papers, Society for Economic Dynamics, number 274.
• Cosmin Ilut, 2009, "Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle," 2009 Meeting Papers, Society for Economic Dynamics, number 328.
• Claudio Campanale, 2009, "Learning, Ambiguity and Life-Cycle Portfolio Allocation," 2009 Meeting Papers, Society for Economic Dynamics, number 38.
• Georgy chabakauri & Suleyman Basak, 2009, "Dynamic Hedging in Incomplete Markets: A Simple Solution," 2009 Meeting Papers, Society for Economic Dynamics, number 594.
• Irina-Eugenia Iamandi & Laura-Gabriela Constantin, 2009, "Addressing Socially Responsible Investments through Alternative Risk Transfer Solutions at International Level," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 12, issue 33, pages 61-94, (3).
• Dejan Eric & Goran Andjelic & Srdjan Redzepagic, 2009, "Application of MACD and RVI indicators as functions of investment strategy optimization on the financial market," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 1, pages 171-196.
• Yi Xue & Ramazan Gencay, 2009, "Hierarchical Information and the Rate of Information Diffusion," Working Paper series, Rimini Centre for Economic Analysis, number 29_09, Jan.
• Yi Xue & Ramazan Gencay, 2009, "Trading Frequency and Volatility Clustering," Working Paper series, Rimini Centre for Economic Analysis, number 31_09, Jan.
• Valentina Galvani & Andre Plourde, 2009, "Spanning with Zero-Price Investment Assets," Working Papers, University of Alberta, Department of Economics, number 2009-05, Jan.
• Valentina Galvani & Andre Plourde, 2009, "Portfolio Diversification in Energy Markets," Working Papers, University of Alberta, Department of Economics, number 2009-06, Jan.
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• Mafalda Ribeiro & C. Machado Santos, 2009, "Hedge funds strategies -are they consistent?," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 10/2009, Nov.
• Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2009, "Performance analysis of a collateralized fund obligation (CFO) equity tranche," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 09-4, Jul.
• Imad A. Moosa & Talla M. Al-Deehani, 2009, "The Myth of International Diversification," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 3, pages 383-406.
• Christian Kraemer & Reinhard Madlener, 2009, "Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 3/2009, Nov.
• Günther Westner & Reinhard Madlener, 2009, "Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 4/2009, Nov.
• Günther Westner & Reinhard Madlener, 2009, "The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 5/2009, Nov.
• Robert Wright, 2009, "Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares," Journal of Financial Transformation, Capco Institute, volume 25, pages 12-14.
• Michael R. Powers & Thomas Y. Powers, 2009, "Risk and Return Measures for a Non-Gaussian World," Journal of Financial Transformation, Capco Institute, volume 25, pages 51-54.
• Kevin Kneafsey, 2009, "Four demons," Journal of Financial Transformation, Capco Institute, volume 26, pages 18-23.
• Alina Teodora Ciuhureanu & Nicolae Baltes, 2009, "Aspects Regarding The Role Of The Financial Management In Elaborating And Implementing The Organisation’S Strategies," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 175-182.
• Marius Vorniceanu & Brindusa Covaci & Cristinel Claudiu Cocosatu, 2009, "Credit Risk In Financing Sme In Romania," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2009/24, Jun.
• Zenivic Gherasim & Mariuta Serban & Raluca Stefan, 2009, "Impact Of Economic Crisis On Developing Organizational Integrated Software Systems For Companies And Public Institutions," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2009/83, Oct.
• Moawia Alghalith, 2009, "General Closed-Form Solutions To The Dynamic Optimization Problem In Incomplete Markets," Economics Research Papers, Department of Economics, University of the West Indies-St. Augustine, number 00000, Nov.
• Horobet, Alexandra & Lupu, Radu, 2009, "Are Capital Markets Integrated? A Test of Information Transmission within the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 64-80, June.
• Andreea ZAMFIR, 2009, "The promotion of renewable energy sources: European experiences and steps forward," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 1, pages 152-167, June.