Research classified by Journal of Economic Literature (JEL) codes

2009

• Mihai BOTEZATU, 2009, "Comparable investment capital," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 1, pages 180-192, June.
• CUCU Virginia, 2009, "The importance of investment decision in enterprise management," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 1 Special, pages 204-210, July.
• NICOLESCU Ciprian & CEPTUREANU Eduard, 2009, "Romanian entrepreneurial environment, key aspect in investment decision," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 1 Special, pages 234-239, July.
• BOTEZATU Mihai, 2009, "Capital investments in options contracts and straddle contracts," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 2 Special, pages 12-18, July.
• MIHAILESCU Laurentiu & POPA Gabriela, 2009, "Modern methods for hedging the market risk," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 2 Special, pages 40-45, July.
• ILIE Georgeta, 2009, "Investment opportunities in infrastructure regardless of financial crisis," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 2 Special, pages 78-84, July.
• NECULAI Cristina, 2009, "The relations between incomes flows, expences flows, result flows– flows of cash, flows of money, cash – flow in the process of the accesion the complementary founds (EFARD)," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 2 Special, pages 85-90, July.
• Deepak Jadhav & T.V. Ramanathan & U.V. Naik-Nimbalkar, 2009, "Modified Estimators of the Expected Shortfall," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 2, pages 87-107, May, DOI: 10.1177/097265270900800201.
• Helmut Laux & Robert M. Gillenkirch & Matthias M. Schabel, 2009, "Incentive Compensation, Valuation, and Capital Market Access," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 61, issue 4, pages 335-360, October.
• Dimitrios Christelis & Dimitris Georgarakos, 2009, "Household Economic Decisions under the Shadow of Terrorism," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 213, Jan.
• Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos, 2009, "Stockholding: From Participation to Location and to Participation Spillovers," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 230, Jun.
• Manuel Ammann & Michael Steiner, 2009, "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue I, pages 1-36, March.
• Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-02-2009, Apr.
• Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-03-2009, Apr.
• Christian Hott, 2009, "Explaining House Price Fluctuations," Working Papers, Swiss National Bank, number 2009-05.
• Khalid Sekkat & Ariane Szafarz, 2009, "Valuing homeownership," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-006.RS, Feb.
• Marie Briere & Bastien Drut, 2009, "The Revenge of Purchasing Power Parity on Carry Trades during Crises," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-013.RS.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-014.RS.
• Bastien Drut, 2009, "Nice but cautious guys: The cost of responsible investing in the bond markets," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-034.RS.
• Joël Ludvigsen, 2009, "Decision time in Belgium: an experiment as to how business angels evaluate investment opportunities," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-037.RS.
• Marie Briere & Ombretta Signori, 2009, "Inflation-hedging portfolios in Different Regimes," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-047.RS.
• Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009, "Differential evolution and combinatorial search for constrained index-tracking," Annals of Operations Research, Springer, volume 172, issue 1, pages 153-176, November, DOI: 10.1007/s10479-009-0552-1.
• Markku Kallio & Antti Pirjetä, 2009, "Computational methods for incentive option valuation," Computational Management Science, Springer, volume 6, issue 2, pages 209-231, May, DOI: 10.1007/s10287-008-0085-0.
• Igor Evstigneev & Dhruv Kapoor, 2009, "Arbitrage in stationary markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 32, issue 1, pages 5-12, May, DOI: 10.1007/s10203-008-0083-2.
• Rafael Weißbach & Patrick Tschiersch & Claudia Lawrenz, 2009, "Testing time-homogeneity of rating transitions after origination of debt," Empirical Economics, Springer, volume 36, issue 3, pages 575-596, June, DOI: 10.1007/s00181-008-0212-3.
• Marie-Amélie Morlais, 2009, "Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem," Finance and Stochastics, Springer, volume 13, issue 1, pages 121-150, January, DOI: 10.1007/s00780-008-0079-3.
• Walter Schachermayer & Mihai Sîrbu & Erik Taflin, 2009, "In which financial markets do mutual fund theorems hold true?," Finance and Stochastics, Springer, volume 13, issue 1, pages 49-77, January, DOI: 10.1007/s00780-008-0072-x.
• Alexander Schied & Torsten Schöneborn, 2009, "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," Finance and Stochastics, Springer, volume 13, issue 2, pages 181-204, April, DOI: 10.1007/s00780-008-0082-8.
• Nicole Bäuerle & Ulrich Rieder, 2009, "MDP algorithms for portfolio optimization problems in pure jump markets," Finance and Stochastics, Springer, volume 13, issue 4, pages 591-611, September, DOI: 10.1007/s00780-009-0093-0.
• Holger Kraft & Frank Seifried & Mogens Steffensen, 2013, "Consumption-portfolio optimization with recursive utility in incomplete markets," Finance and Stochastics, Springer, volume 17, issue 1, pages 161-196, January, DOI: 10.1007/s00780-012-0184-1.
• Qiang Bu & Nelson Lacey, 2009, "On understanding mutual fund terminations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 1, pages 80-99, January, DOI: 10.1007/s12197-007-9022-2.
• Kevin Krieger & David Peterson, 2009, "Predicting stock splits with the help of firm-specific experiences," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 4, pages 410-421, October, DOI: 10.1007/s12197-008-9054-2.
• James Dow, 2009, "Age, investing horizon and asset allocation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 4, pages 422-436, October, DOI: 10.1007/s12197-008-9039-1.
• Ehud Lehrer, 2009, "A new integral for capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 39, issue 1, pages 157-176, April, DOI: 10.1007/s00199-007-0302-z.
• Emilio Espino & Thomas Hintermaier, 2009, "Asset trading volume in a production economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 39, issue 2, pages 231-258, May, DOI: 10.1007/s00199-007-0290-z.
• Jan Werner, 2009, "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 41, issue 2, pages 231-246, November, DOI: 10.1007/s00199-008-0388-y.
• Frank Krysiak, 2009, "Sustainability and its relation to efficiency under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 41, issue 2, pages 297-315, November, DOI: 10.1007/s00199-008-0397-x.
• Lucia Milone & Paolo Pellizzari, 2009, "Mutual Funds Flows and the “Sheriff of Nottingham” Effect," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes, "Artificial Economics", DOI: 10.1007/978-3-642-02956-1_10.
• Antje Henne & Sebastian Ostrowski & Peter Reichling, 2009, "Dividend yield and stability versus performance on the German stock market: a descriptive study," Review of Managerial Science, Springer, volume 3, issue 3, pages 225-248, November, DOI: 10.1007/s11846-009-0029-2.
• Wolfgang Kürsten & Mario Brandtner, 2009, "Kohärente Risikomessung versus individuelle Akzeptanzmengen — Anmerkungen zum impliziten Risikoverständnis des “Conditional Value-at-Risk”," Schmalenbach Journal of Business Research, Springer, volume 61, issue 4, pages 358-381, June, DOI: 10.1007/BF03373658.
• Carlos Forner & Sonia Sanabria & Joaquín Marhuenda, 2009, "Post-earnings announcement drift: Spanish evidence," Spanish Economic Review, Springer;Spanish Economic Association, volume 11, issue 3, pages 207-241, September, DOI: 10.1007/s10108-008-9048-4.
• Andy Stirling & Go Yoshizawa & Tatsujiro Suzuki, 2009, "Electricity System Diversity in the UK and Japan - a Multicriteria Diversity Analysis," SPRU Working Paper Series, SPRU - Science Policy Research Unit, University of Sussex Business School, number 176, Feb.
• Sergio Ortobelli & Svetlozar Rachev & Haim Shalit & Frank Fabozzi, 2009, "Orderings and Probability Functionals Consistent with Preferences," Applied Mathematical Finance, Taylor & Francis Journals, volume 16, issue 1, pages 81-102, DOI: 10.1080/13504860802327180.
• Jeroen Rombouts & Marno Verbeek, 2009, "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 6, pages 737-745, DOI: 10.1080/14697680902785284.
• Arco van Oord & Martin Martens & Herman K. van Dijk, 2009, "Robust Optimization of the Equity Momentum Strategy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-011/4, Feb.
• Chris Elbers & Jan Willem Gunning & Melinda Vigh, 2009, "Investment under Risk with Discrete and Continuous Assets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-054/2, Jun.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-061/4, Jul.
• Andrey M. Lizyayev, 2009, "Stochastic Dominance: Convexity and Some Efficiency Tests," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-112/2, Dec, revised 05 Jan 2010.
• Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen, 2009, "Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?," Discussion Papers, Aboa Centre for Economics, number 52, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-636, Aug.
• Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-638, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-643, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-644, Aug.
• Michael McAleer, 2009, "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-652, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-667, Sep.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009, "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-669, Sep.
• Abdul Hakim & Michael McAleer, 2009, "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-676, Oct.
• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-683, Oct.
• John F. Crean, 2009, "Credit Risk, Default Loss, and the Economics of Bankruptcy," Working Papers, University of Toronto, Department of Economics, number tecipa-354, Mar.
• Alicia García-Herrero & Philip Wooldridge & Doo Yong Yang, 2009, "Why Don't Asians Invest in Asia? The Determinants of Cross-Border Portfolio Holdings," Asian Economic Papers, MIT Press, volume 8, issue 3, pages 228-246, Fall.
• d'Albis, Hippolyte & Thibault, Emmanuel, 2009, "Annuities, Bequests and Portfolio Diversification," TSE Working Papers, Toulouse School of Economics (TSE), number 09-010, Feb.
• Hopfensitz, Astrid, 2009, "Previous Outcomes and Reference Dependence: A Meta Study of Repeated Investment Tasks with Restricted Feedback," TSE Working Papers, Toulouse School of Economics (TSE), number 09-087, Sep.
• Hopfensitz, Astrid & Krawczyk, Michal & Van Winden, Frans, 2009, "Investment, Resolution of Risk, and the Role of Affect," TSE Working Papers, Toulouse School of Economics (TSE), number 09-123, Nov.
• Jacques Drèze & Oussama Lachiri & Enrico Minelli, 2009, "Stock Prices, Anticipations and Investment in General Equilibrium," Working Papers, University of Brescia, Department of Economics, number 0916.
• Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-04.
• Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-07.
• Michael McAleer, 2009, "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-10.
• Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009, "The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-12.
• Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-18.
• Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-19.
• Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-20.
• Marie Briere & Ombretta Signori, 2009, "Do inflation-linked bonds still diversify?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/169891, Mar.
• Shihe Fu & Liwei Shan, 2009, "Corporate Equality and Equity Prices: Doing Well While Doing Good?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_09, Sep.
• Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009, "Means-tested income support, portfolio choice and decumulation in retirement," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-12, Apr.
• Miksjuk Alexei, 2009, "Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 09/07e, Nov.
• Francisco Venegas Martínez & Eduardo Hernández Pérez, 2009, "Comportamiento asintótico del rendimiento sobre el capital y de la razón precio-utilidad," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 3, issue 1, pages 14-28.
• Benjamin Chabot & Christopher J. Kurz, 2009, "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers, Economic Growth Center, Yale University, number 972, Jun.
• Ahmet Kamil TUNCEL, 2009, "Beta Tahmininde Getiri Araligi Etkisi: IMKB Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 131-139.
• Nieto-Parra, Sebastián, 2009, "Who saw sovereign debt crises coming?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123066, Oct.
• Peñaranda, Francisco, 2009, "Understanding portfolio efficiency with conditioning information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24415, Jan.
• W Pfau, 2009, "The Role of International Diversification in Public Pension Systems: The Case of Pakistan," Economic Issues Journal Articles, Economic Issues, volume 14, issue 2, pages 81-106, September.
• Walker, Eduardo, 2009, "Los mercados de las rentas vitalicias en Chile. Competencia, regulación, ¿y miopía?," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 301, pages 145-179, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v76i.
• González, Marcelo & Farías, Pablo, 2009, "Desempeño operacional posterior a la oferta pública inicial de acciones de las empresas chilenas," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 303, pages 751-773, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Steven L. Green, 2009, "Why 5 percent? An analysis of optimal endowment spending rates," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 26, issue 4, pages 216-231, October, DOI: 10.1108/10867370910995681.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-17, Aug.
• Hakim, M.S. & McAleer, M.J., 2009, "VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-32, Nov.
• da Veiga, B. & Chan, F. & McAleer, M.J., 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-39, Nov.
• Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009, "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-107-F&A, Jan.
• Andreu, L. & Swinkels, L.A.P., 2009, "Performance Evaluation of Balanced Pension Plans," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-037-F&A, Oct.
• Alexandru Todea & Adrian Zoicas-Ienciu & Angela-Maria Filip, 2009, "Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 63-72.
• Subhasis Bera, 2009, "South-South FDI vs North-South FDI: A Comparative Analysis in the Context of India," Working Papers, eSocialSciences, number id:2143.
• Andreas Ziegler & Timo Busch & Volker H. Hoffmann, 2009, "Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 09/105, Feb.
• Flavia Corneli, 2009, "The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment," Economics Working Papers, European University Institute, number ECO2009/41.
• Karel Janda & Barbora Svárovská, 2009, "Investing into Microfinance Investment Funds," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/32, Dec, revised Dec 2009.
• Josh Lerner & Shai Bernstein & Antoinette Schoar, 2009, "The Investment Strategies of Sovereign Wealth Funds," Working Papers, Fondazione Eni Enrico Mattei, number 2009.25, Apr.
• Carlo Alberto Magni, 2009, "Opportunity Cost, Excess Profit, and Counterfactual Conditionals," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 1, pages 118-154, April.
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009, "The valuation channel of external adjustment," Working Papers, Federal Reserve Bank of Boston, number 09-18.
• Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009, "Global, local, and contagious investor sentiment," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 37.
• Geert Bekaert & Eric Engstrom, 2009, "Inflation and the stock market: Understanding the “Fed Model”," Proceedings, Federal Reserve Bank of San Francisco, issue jan.
• Katheryn N. Russ & Diego Valderrama, 2009, "A theory of banks, bonds, and the distribution of firm size," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-25.
• Steffan G. Ball, 2009, "Stock market participation, portfolio choice and pensions over the life-cycle," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-64.
• Geng Li, 2009, "Information sharing and stock market participation: evidence from extended families," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-47.
• Erik Hjalmarsson & Peter Manchev, 2009, "Characteristic-based mean-variance portfolio choice," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 981.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009, "Time and risk diversification in real estate investments: assessing the ex post economic value," Working Papers, Federal Reserve Bank of St. Louis, number 2009-001, DOI: 10.20955/wp.2009.001.
• Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson, 2009, "Dynamics in systematic liquidity," Working Papers, Federal Reserve Bank of St. Louis, number 2009-025, DOI: 10.20955/wp.2009.025.
• Monika Piazzesi & Martin Schneider, 2009, "Inflation and the price of real assets," Staff Report, Federal Reserve Bank of Minneapolis, number 423.
• Shawn Cole & Xavier Gine & Jeremy Tobacman & Petia Topalova & Robert M. Townsend & James Vickery, 2009, "Barriers to household risk management: evidence from India," Staff Reports, Federal Reserve Bank of New York, number 373, May.
• Mancino Maria Elvira & Simona Sanfelici, 2009, "Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2009-09, Dec.
• Francisco Peñaranda, 2009, "Understanding Portfolio Efficiency with Conditioning Information," FMG Discussion Papers, Financial Markets Group, number dp626, Jan.
• Giulio Cifarelli & Giovanna Paladino, 2009, "Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2009_12.rdf.
• Drobyshevsky Sergey & Narkevich Sergey & E. Pikulina & D. Polevoy, 2009, "Analysis Of a Possible Bubble On the Russian Real Estate Market," Research Paper Series, Gaidar Institute for Economic Policy, issue 128.
• David Amdur, 2009, "International Diversification in Debt vs Equity," Working Papers, Georgetown University, Department of Economics, number gueconwpa~09-09-01, Sep.
• Edwin Le Heron, 2009, "Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-01, Jan.
• Marcela Ibanez & Fredrik Carlsson, 2009, "A survey-based choice experiment on coca cultivation," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 17, Nov.
• Zulia Gubaydullina & Markus Spiwoks, 2009, "Portfolio diversification: an experimental study," Departmental Discussion Papers, University of Goettingen, Department of Economics, number 140, Mar.
• Michael E. Drew & Anup Basu & Alistair Byrnes, 2009, "Dynamic Lifecycle Strategies for Target Date Retirement Funds," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200902, Feb.
• Anup K. Basu & Michael E. Drew, 2009, "The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200903, Mar.
• Andrew C. Worthington, 2009, "Household Asset Portfolio Diversification: Evidence from the Household, Income and Labour Dynamics in Australia (HILDA) Survey," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200908, Aug.
• Claude DUPUY & Matthieu MONTALBAN & Sylvain MOURA, 2009, "Finance and Industrial Dynamics (In French)," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2009-24.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00389773, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00389789, May.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00441873, Oct.
• Laurent-Emmanuel Calvet & Paolo Sodini & John Y. Campbell, 2009, "Fight Or Flight? Portfolio Rebalancing by Individual Investors," Post-Print, HAL, number hal-00459683, Feb, DOI: 10.1162/qjec.2009.124.1.301.
• Laurent-Emmanuel Calvet & John Y. Campbell & Paolo Sodini, 2009, "Measuring the Financial Sophistication of Households," Post-Print, HAL, number hal-00459687, May, DOI: 10.1257/aer.99.2.393.
• J. Y. Campbell & P. Sodini & Laurent-Emmanuel Calvet, 2009, "Fight or Flight ? Portfolio Rebalancing by Individual Investors," Post-Print, HAL, number hal-00495693, May.
• David Thesmar, 2009, "Limits of Limits of Arbitrage: Theory and Evidence," Post-Print, HAL, number hal-00495715.
• Ulrich Hege, 2009, "Venture Capital and Sequential Investments," Post-Print, HAL, number hal-00496178, Aug.
• Nicolas Coeurdacier & Philippe Martin, 2009, "The geography of asset trade and the euro: insiders and outsiders," Post-Print, HAL, number hal-03602444, Jun, DOI: 10.1016/j.jjie.2008.11.001.
• Fabrice Barthélémy & Jean-Luc Prigent, 2009, "Optimal Time to Sell in Real Estate Portfolio Management," Post-Print, HAL, number hal-03679715, Jan, DOI: 10.1007/s11146-008-9122-6.
• Edwin Le Héron, 2009, "Fiscal and Monetary Policies in a Keynesian Stock-flow Consistent Model," Post-Print, HAL, number halshs-00385799.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Post-Print, HAL, number halshs-00389789, May.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print, HAL, number halshs-00441873, Oct.
• Raphaëlle Bellando & Linh Tran Dieu, 2009, "La relation entre flux d entrées nets et performance des fonds : une étude appliquée au cas des OPCVM actions français," Post-Print, HAL, number halshs-00451026.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2009, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00674163, Oct.
• Pamina Koenig, 2009, "Agglomeration and the Export Decision of French Firms," Post-Print, HAL, number halshs-00754328, Nov, DOI: 10.1016/j.jue.2009.07.002.
• Pamina Koenig, 2009, "Agglomeration and the Export Decision of French Firms," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754328, Nov, DOI: 10.1016/j.jue.2009.07.002.
• Nicolas Coeurdacier & Philippe Martin, 2009, "The geography of asset trade and the euro: insiders and outsiders," Sciences Po Economics Publications (main), HAL, number hal-03602444, Jun, DOI: 10.1016/j.jjie.2008.11.001.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009, "When bonds matter: home bias in goods and assets," Sciences Po Economics Publications (main), HAL, number hal-03602482, Oct.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2009, "Liquidity Cycles and Make/Take Fees in Electronic Markets," Working Papers, HAL, number hal-00489430, Oct.
• Sophie Brana & Stéphanie Prat, 2009, "The Introduction Of Emerging Currencies Into A Portfolio: Towards A More Complete Diversification Model," Working Papers, HAL, number hal-00616581, Mar.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009, "When bonds matter: home bias in goods and assets," Working Papers, HAL, number hal-03602482, Oct.
• Vincent Bignon & Antonio Miscio, 2009, "Media Bias in Financial Newspapers: Evidence from Early 20th Century France," Working Papers, HAL, number hal-04140891.
• 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," Working Papers, HAL, number hal-04140892.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," Working Papers, HAL, number hal-04140896.
• Julien Chevallier, 2009, "Energy Risk Management with Carbon Assets," Working Papers, HAL, number halshs-00410059, Aug.
• Witt, Rudolf & Waibel, Hermann, 2009, "Climate Risk And Farming Systems In Rural Cameroon," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-423, Jul.
• Witt, Rudolf & Waibel, Hermann, 2009, "Lower Partial Moments as a measure of vulnerability to poverty in Cameroon," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-434, Nov.
• Muchapondwa, Edwin & Sterner, Thomas, 2009, "Agricultural Risk Management through Community-Based Wildlife Conservation in Rural Zimbabwe," Working Papers in Economics, University of Gothenburg, Department of Economics, number 409, Dec.
• Oxelheim, Lars & Wihlborg, Clas, 2009, "Corporate Distress and Restructuring with Macroeconomic Fluctuations: The Cases of GM and Ford," Working Paper Series, Research Institute of Industrial Economics, number 780, Dec.
• Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Nilsson, Birger, 2009, "Dynamics in Systematic Liquidity," Working Papers, Lund University, Department of Economics, number 2009:7, May.
• Sørensen, Lars Qvigstad, 2009, "Oil Price Shocks and Stock Return Predictability," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/13, Nov.
• Naes, Randi & Ødegaard, Bernt Arne, 2009, "Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/19, Mar.
• Chollete, Loran & Jaffee, Dwight, 2009, "Economic Implications of Extreme and Rare Events," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/32, May.
• Campbell, John & Calvert, Lauren E. & Sodini, Paolo, 2009, "Fight or Flight? Portfolio Rebalancing by Individual Investors," Scholarly Articles, Harvard University Department of Economics, number 2617031.
• Campbell, John & Calvet, Lauren E. & Sodini, Paolo, 2009, "Measuring the Financial Sophistication of Households," Scholarly Articles, Harvard University Department of Economics, number 2618438.
• Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John, 2009, "Global Currency Hedging," Scholarly Articles, Harvard University Department of Economics, number 3153308.
• Laibson, David I. & Madrian, Brigitte C. & Choi, James J., 2009, "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," Scholarly Articles, Harvard University Department of Economics, number 4686774.
• Jos Leys & Wim Van Opstal & Caroline Gijselinckx, 2009, "A Puzzle in SRI - Stakeholders in the Mist," Working Papers on Social and Co-operative Entrepreneurship, Katholieke Universiteit Leuven, HIVA, Cera Centre for Co-operative Entrepreneurship, number 0901, Mar.
• Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi, 2009, "Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 45-61.
• Chien-Cheng Wang & Yung-Shi Liau & Jack J.W. Yang, 2009, "Information Spillovers In The Spot And Etf Indices In Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 117-131.
• Li Guozhou & Christopher Gan & Sirimon Treepongkaruna, 2009, "Impact Of Hedging Pressure On Implied Volatility In Financial Times And London Stock Exchange (Ftse) Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 103-118.
• Kuei-Yuan Wang & Ching-Hai Jiang & Yen-Sheng Huang, 2009, "Market States And The Profitability Of Momentum Strategies: Evidence From The Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 89-102.
• Swarn Chatterjee, 2009, "Immigrants Have Lower Participation Rates In U.S. Financial Markets?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 1-13.
• Yang-Cheng Lu & Jehn-Yih Wong & Hao Fang, 2009, "Herding Momentum Effect And Feedback Trading Of Qualified Foreign Institutional Investors In The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 147-167.
• Philip Maymin, 2009, "The Hazards Of Propping Up: Bubbles And Chaos," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 83-93.
• Julien Chevallier, 2009, "Energy risk management with carbon assets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 32, issue 4, pages 328-349.
• Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series, Institute of Economic Research, Korea University, number 0914.
• Carsten Krabbe Nielsen, 2009, "Rational Overconfidence and Social Security," Discussion Paper Series, Institute of Economic Research, Korea University, number 0916.
• Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series, Institute of Economic Research, Korea University, number 0917.
• Walter Briec & Kristiaan Kerstens, 2009, "Portfolio Selection in Multidimensional General and Partial Moment Space," Working Papers, IESEG School of Management, number 2009-ECO-08, Aug.
• Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon, 2009, "New evidence on taxes and portfolio choice," IFS Working Papers, Institute for Fiscal Studies, number W09/11, Apr.