Research classified by Journal of Economic Literature (JEL) codes

2010

• Ryan Bartens & Shakill Hassan, 2010, "Value, size and momentum portfolios in real time: the cross section of South African stocks," Australian Journal of Management, Australian School of Business, volume 35, issue 2, pages 181-202, August, DOI: 10.1177/0312896210370081.
• Sunil S. Poshakwale & Chandra Thapa, 2010, "Foreign Investors and Global Integration of Emerging Indian Equity Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 1, pages 1-24, April, DOI: 10.1177/097265271000900101.
• Mahfuzul Haque & Oscar Varela, 2010, "US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 171-197, August, DOI: 10.1177/097265271000900203.
• Sebastian Müller & Martin Weber, 2010, "Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 62, issue 2, pages 126-153, April.
• Claudio Raddatz & Sergio Schmukler, 2010, "Pension Funds And Capital Market Development: How Much Bang For The Buck?," Working Papers, Superintendencia de Pensiones, number 38, Feb, revised Feb 2010.
• Thorsten Hock, 2010, "Tactical Size Rotation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue 3, pages 553-576, September.
• Schröder, Thomas & Dunbar, Kwamie, 2010, "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working Papers, Sacred Heart University, John F. Welch College of Business, number 2010001, Mar.
• Mark Cullen & Liran Einav & Amy Finkelstein & Iuliana Pascu, 2010, "How General Are Risk Preferences? Choices Under Uncertainty in Different Domains," Discussion Papers, Stanford Institute for Economic Policy Research, number 09-005, Jan.
• Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010, "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers, Swiss National Bank, number 2010-01.
• Bastien Drut, 2010, "Social responsibility and mean-variance portfolio selection," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-002.RS.
• Gregor Dorfleitner & Michaela Leidl & Johannes Reeder, 2010, "Theory of Social Returns in Portfolio Choice with Application to Microfinance," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-014.RS.
• Peter Diesinger & Holger Kraft & Frank Seifried, 2010, "Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?," Finance and Stochastics, Springer, volume 14, issue 3, pages 343-374, September, DOI: 10.1007/s00780-008-0085-5.
• Michael Mania & Marina Santacroce, 2010, "Exponential utility maximization under partial information," Finance and Stochastics, Springer, volume 14, issue 3, pages 419-448, September, DOI: 10.1007/s00780-009-0114-z.
• Freddy Delbaen & Shige Peng & Emanuela Rosazza Gianin, 2010, "Representation of the penalty term of dynamic concave utilities," Finance and Stochastics, Springer, volume 14, issue 3, pages 449-472, September, DOI: 10.1007/s00780-009-0119-7.
• Georg Mainik & Ludger Rüschendorf, 2010, "On optimal portfolio diversification with respect to extreme risks," Finance and Stochastics, Springer, volume 14, issue 4, pages 593-623, December, DOI: 10.1007/s00780-010-0122-z.
• Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, volume 14, issue 4, pages 625-667, December, DOI: 10.1007/s00780-010-0130-z.
• Kasper Larsen & Hang Yu, 2012, "Horizon dependence of utility optimizers in incomplete models," Finance and Stochastics, Springer, volume 16, issue 4, pages 779-801, October, DOI: 10.1007/s00780-012-0171-6.
• Ragnar Norberg, 2013, "Optimal hedging of demographic risk in life insurance," Finance and Stochastics, Springer, volume 17, issue 1, pages 197-222, January, DOI: 10.1007/s00780-012-0182-3.
• S. Gerhold & J. Muhle-Karbe & W. Schachermayer, 2013, "The dual optimizer for the growth-optimal portfolio under transaction costs," Finance and Stochastics, Springer, volume 17, issue 2, pages 325-354, April, DOI: 10.1007/s00780-011-0165-9.
• Stefan Gerhold & Paolo Guasoni & Johannes Muhle-Karbe & Walter Schachermayer, 2014, "Transaction costs, trading volume, and the liquidity premium," Finance and Stochastics, Springer, volume 18, issue 1, pages 1-37, January, DOI: 10.1007/s00780-013-0210-y.
• Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2014, "Beyond cash-additive risk measures: when changing the numéraire fails," Finance and Stochastics, Springer, volume 18, issue 1, pages 145-173, January, DOI: 10.1007/s00780-013-0220-9.
• Terrill Keasler & Chris McNeil, 2010, "Mad Money stock recommendations: market reaction and performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 1-22, January, DOI: 10.1007/s12197-008-9033-7.
• Ying Zhang & Peggy Swanson, 2010, "Are day traders bias free?—evidence from internet stock message boards," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 96-112, January, DOI: 10.1007/s12197-008-9063-1.
• Lan Liu & Hao Lin, 2010, "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 187-195, April, DOI: 10.1007/s12197-009-9104-4.
• Anchor Lin & Peggy Swanson, 2010, "Contrarian strategies and investor overreaction under price limits," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 4, pages 430-454, October, DOI: 10.1007/s12197-009-9075-5.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 227-252, October, DOI: 10.1007/s00199-009-0506-5.
• 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, undated, "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.
• Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia Tintea, 2010, "The Impact Of Eu Integration On The Risk-Return Trade-Off Of European Diversified Portfolios," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 121-134, july.
• Claudiu Tiberiu Albulescu & Lucian Briciu & Sorina Ioana Coroiu, 2010, "Determinants Of Foreign Direct Investment In Ceecs: The Role Of Financial Stability," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 85-96, july.
• Radu Criveanu & Loredana Iordache, 2010, "The European Standard For Quality In Education And Proffesional Training," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 38, pages 514-519, May.
• Lect. Aurora Murgea Ph. D, 2010, "Classical Lassical And Behavioural Finance In Investor Decision," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-12, May.
• Roxana Hetes Ph. D & oana Miru Ph. D Candidate & Assist. Oana Lobont PhD & Assist. Cristina Nicolescu PhD, 2010, "Operational Risk And Fdi In The Banking Sector," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-6, May.
• Prof. Carmen Corduneanu Ph. D & Assist. Laura Raisa Miloș Ph. D, 2010, "A Model Of Construction Of A Minimum Risk Portfolio Based On Markowitz Portfolio Theory. Application On Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-8, May.
• Assoc. Prof. Dalia Simion Ph. D & Lect. Roxana Ispas Ph. D, 2010, "Aspects Regarding The Influence Of Volatility On The Option’S Price," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-9, May.
• Dorel BERCEANU & Marian SIMINICA & Daniel CIRCIUMARU, 2010, "The market value added and the return on invested capital for industrial Romanian firms," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 155-161, May.
• Mircea Gabriel CIOLPAN, 2010, "Developments of credit default swap contracts under the influence of global crisis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 254-259, May.
• Ioan TRENCA & Eva DEZSI, 2010, "The integration of capital markets: correlation analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 44-53, December.
• Lect. Ph.D Brikena Leka & Lect. Ph.D Rezarta Shkurti, 2010, "Characteristics Of Family Businesses In Albania – A Statistical Study," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 168-177, April.
• Prof. Popescu Jenica Ph.D, 2010, "Mutations In The Investments’ Structure Of The Bank Of Romania In The Years 2009-2010: New Ways Of Action," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 17-27, November.
• Ec. Simona Moldovan, 2010, "Investors Psychology And The Herd Effect On The Financial Markets," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15S, pages 21-26, November.
• Adina Elena DănuleÅ£iu, 2010, "Working Capital Management And Profitability: A Case Of Alba County Companies," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 12, pages 1-36.
• Luca RICCETTI, 2010, "Minimum Tracking Error Volatility," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 340, Apr.
• Luca RICCETTI, 2010, "From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 351, Nov.
• Harry M. Markowitz, 2010, "Portfolio Theory: As I Still See It," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 1-23, December.
• Jessica A. Wachter, 2010, "Asset Allocation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 175-206, December.
• Wayne E. Ferson, 2010, "Investment Performance Evaluation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 207-234, December.
• Doron Avramov & Guofu Zhou, 2010, "Bayesian Portfolio Analysis," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 25-47, December.
• Larry G. Epstein & Martin Schneider, 2010, "Ambiguity and Asset Markets," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 315-346, December.
• Jiro Akahori & Andrea Macrina, 2010, "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers, arXiv.org, number 1012.1878, Dec.
• Daniel ARMEANU & Cristina Andreea DOIA & Andreea NEGRU & Natalita HURDUC, 2010, "Using The Market Model On Romanian Stock Exchange," Internal Auditing & Risk Management, Athenaeum University of Bucharest, volume 4, issue 20, pages 9-16, December.
• Chrétien, Stéphane & Coggins, Frank & Trudel, Yves, 2010, "Performance of monthly multivariate filtered historical simulation value-at-risk," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 3, issue 3, pages 259-277, June.
• Sílvia Bou & Magda Cayón, 2010, "Behavioral Aspects of Investment Fund's Markets: Are Good Managers Lucky or Skilled?," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1101, Dec, revised Dec 2010.
• Yuliya Romanyuk, 2010, "Asset-Liability Management: An Overview," Discussion Papers, Bank of Canada, number 10-10, DOI: 10.34989/sdp-2010-10.
• Yuliya Romanyuk, 2010, "Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves," Discussion Papers, Bank of Canada, number 10-13, DOI: 10.34989/sdp-2010-13.
• Fousseni Chabi-Yo & Jun Yang, 2010, "Idiosyncratic Coskewness and Equity Return Anomalies," Staff Working Papers, Bank of Canada, number 10-11, DOI: 10.34989/swp-2010-11.
• Jesus Sierra, 2010, "International Capital Flows and Bond Risk Premia," Staff Working Papers, Bank of Canada, number 10-14, DOI: 10.34989/swp-2010-14.
• Koralai Kirabaeva, 2010, "Adverse Selection, Liquidity, and Market Breakdown," Staff Working Papers, Bank of Canada, number 10-32, DOI: 10.34989/swp-2010-32.
• Sermin Gungor & Richard Luger, 2010, "Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach," Staff Working Papers, Bank of Canada, number 10-36, DOI: 10.34989/swp-2010-36.
• Paolo Fegatelli, 2010, "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," BCL working papers, Central Bank of Luxembourg, number 46, Jul.
• Andrés Schneider, 2010, "Gross Substitutability of Financial Assets: Effects on Monetary Policy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 60, pages 105-136, October -.
• Güven Sayilgan & Arma Deger Mut, 2010, "Uses of Variance and Lower Partial Moment Measures for Portfolio Optimization," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 4, issue 1, pages 47-73.
• Javier Mencía, 2010, "Testing non-linear dependence in the hedge fund industry," Working Papers, Banco de España, number 1007, Mar.
• Olympia Bover, 2010, "Housing purchases and the dynamics of housing wealth," Working Papers, Banco de España, number 1036, Dec.
• Paolo Angelini & Giovanni Guazzarotti, 2010, "Information uncertainty and the reaction of stock prices to news," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 765, Jul.
• Gómez-Pineda, Javier G., 2010, "El mercado de bonos," Chapters, Banco de la Republica de Colombia, chapter 8, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de acciones," Chapters, Banco de la Republica de Colombia, chapter 9, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de derivados," Chapters, Banco de la Republica de Colombia, chapter 10, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010, "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 185, pages 63-106, April - J.
• Scaillet, Olivier & Topaloglou, Nikolas, 2010, "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 169-180.
• Durant, D. & Frey, L., 2010, "Une premi re comparaison des droits de pension des m nages fran ais et am ricains," Working papers, Banque de France, number 280.
• Francisco Peñaranda & Enrique Sentana, 2015, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, Barcelona School of Economics, number 488, Sep.
• Haim Shalit, 2010, "Portfolio Risk Management Using The Lorenz Curve," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1011.
• Riedel, Frank, 2010, "Optimal Stopping under Ambiguity in Continuous Time," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 429, Dec.
• Herzberg, Frederik, 2015, "Social choice of convex risk measures through Arrovian aggregation of variational preferences," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 432, Dec.
• J L Ford & Zahid Muhammad, 2010, "Safety-First and Portfolio Selection: An Econometric Study for Pakistan's Banking Sector," Discussion Papers, Department of Economics, University of Birmingham, number 10-18, Jun.
• Conrado Brum & Elizabeth Bucacos & Patricia Carballo, 2010, "La demanda de dinero en una economía dolarizada. Una estimación para Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2010013, Sep.
• Gary Charness & Uri Gneezy, 2010, "Portfolio Choice And Risk Attitudes: An Experiment," Economic Inquiry, Western Economic Association International, volume 48, issue 1, pages 133-146, January, DOI: 10.1111/j.1465-7295.2009.00219.x.
• Kathleen Arano & Carl Parker & Rory Terry, 2010, "Gender‐Based Risk Aversion And Retirement Asset Allocation," Economic Inquiry, Western Economic Association International, volume 48, issue 1, pages 147-155, January, DOI: 10.1111/j.1465-7295.2008.00201.x.
• Urvi Neelakantan, 2010, "Estimation And Impact Of Gender Differences In Risk Tolerance," Economic Inquiry, Western Economic Association International, volume 48, issue 1, pages 228-233, January, DOI: 10.1111/j.1465-7295.2009.00251.x.
• Ronald Bosman & Frans Van Winden, 2010, "Global Risk, Investment and Emotions," Economica, London School of Economics and Political Science, volume 77, issue 307, pages 451-471, July, DOI: 10.1111/j.1468-0335.2008.00752.x.
• Markus Knell, 2010, "The Optimal Mix Between Funded and Unfunded Pension Systems When People Care About Relative Consumption," Economica, London School of Economics and Political Science, volume 77, issue 308, pages 710-733, October, DOI: 10.1111/j.1468-0335.2009.00797.x.
• Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean‐Guy Simonato, 2010, "Default Risk in Corporate Yield Spreads," Financial Management, Financial Management Association International, volume 39, issue 2, pages 707-731, June, DOI: 10.1111/j.1755-053X.2010.01089.x.
• Andrew Ang & Nicolas P.B. Bollen, 2010, "Locked Up by a Lockup: Valuing Liquidity as a Real Option," Financial Management, Financial Management Association International, volume 39, issue 3, pages 1069-1096, September, DOI: 10.1111/j.1755-053X.2010.01104.x.
• Sebastian Dickgiesser & Christoph Kaserer, 2010, "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 302-335, August, DOI: 10.1111/j.1468-0475.2009.00476.x.
• Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2010, "Cross‐Border Diversification in Bank Asset Portfolios," International Finance, Wiley Blackwell, volume 13, issue 1, pages 79-108, March, DOI: 10.1111/j.1468-2362.2010.01253.x.
• Kyriakos C. Neanidis, 2010, "Financial Dollarization and European Union Membership," International Finance, Wiley Blackwell, volume 13, issue 2, pages 257-282, August, DOI: 10.1111/j.1468-2362.2010.01266.x.
• Laurent Barras & Olivier Scaillet & Russ Wermers, 2010, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, volume 65, issue 1, pages 179-216, February, DOI: 10.1111/j.1540-6261.2009.01527.x.
• John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010, "Global Currency Hedging," Journal of Finance, American Finance Association, volume 65, issue 1, pages 87-121, February, DOI: 10.1111/j.1540-6261.2009.01524.x.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010, "Sell‐Side School Ties," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1409-1437, August, DOI: 10.1111/j.1540-6261.2010.01574.x.
• JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN, 2010, "Predictive Regressions: A Present‐Value Approach," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1439-1471, August, DOI: 10.1111/j.1540-6261.2010.01575.x.
• Hippolyte D'Albis & Emmanuel Thibault, 2010, "Annuities, Bequests, and Portfolio Diversification," Journal of Public Economic Theory, Association for Public Economic Theory, volume 12, issue 1, pages 75-91, February, DOI: 10.1111/j.1467-9779.2009.01448.x.
• Axel Börsch‐Supan & Martin Gasche & Michael Ziegelmeyer, 2010, "Auswirkungen der Finanzkrise auf die private Altersvorsorge," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 11, issue 4, pages 383-406, November, DOI: 10.1111/j.1468-2516.2010.00345.x.
• Petros M Migiakis, 2010, "Determinants of the Greek stock-bond correlation," Economic Bulletin, Bank of Greece, issue 33, pages 79-90, May.
• Jong Ku Kang, 2010, "An Analysis of Factors Affecting Korean Banks' Maturity Mismatch (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 4, pages 1-50, December.
• Serkan Yilmaz Kandir, 2010, "Investigating Investment Preferences of Institutional Investors toward ISE Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 44, pages 29-58.
• Mehmet Hasan Eken & Taylan Ozgür Uner, 2010, "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 45, pages 59-95.
• Dickgiesser Sebastian & Kaserer Christoph, 2010, "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, volume 11, issue 3, pages 302-335, August, DOI: 10.1111/j.1468-0475.2009.00476.x.
• Leonardo Lima Gomes & Luiz Eduardo Brandão & Antonio Carlos Figueiredo Pinto, 2010, "Electricity Contracts Portfolio Selection Based on the Optimization of the Omega Measurement," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 1, pages 45-67.
• André Alves Portela Santos, 2010, "The Out-of-Sample Performance of Robust Portfolio Optimization," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 2, pages 141-166.
• Elton Tizziani & Marcelo Cabus Klotzle & Walter Lee Ness Jr. & Luiz Felipe Motta, 2010, "The Disposition Effect in the Brazilian Equity Fund Industry," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 383-416.
• João Frois Caldeira & Marcelo Savino Portugal, 2010, "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 469-504.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010, "Entropy and the value of information for investors," Working Papers, Brown University, Department of Economics, number 2010-17.
• Pankaj Sinha & Archit Johar, 2010, "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, volume 4, issue 1, pages 17-26, May.
• Pankaj Sinha & Akshay Gupta & Hemant Mudgal, 2010, "Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing," Journal of Prediction Markets, University of Buckingham Press, volume 4, issue 2, pages 1-14, September.
• Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 635-643.
• Pesaran, M.H., 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1025, May.
• Jezek, M. & Satchell, S., 2010, "Asset Management with Price Impact and Fair Treatment of Clients," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1027, May.
• Satchell, S. & Williams, O.J., 2010, "On the Difficulty of Measuring Forecasting Skill in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1039, Aug.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/03, Jan.
• Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/06, Jan.
• Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/21, May.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/63, Oct.
• Elena Vigna, 2010, "On efficiency of mean-variance based portfolio selection in DC pension schemes," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 154, revised 2011.
• Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna, 2010, "Constrained portfolio choices in the decumulation phase of a pension plan," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 155.
• Marina Di Giacinto & Elena Vigna, 2010, "On the sub-optimality cost of immediate annuitization in DC pension funds," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 188.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010, "1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 190.
• Massimo Guidolin & Giovanna Nicodano, 2010, "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 191.
• Carolina Fugazza & Maela Giofre & Giovanna Nicodano, 2010, "International diversification and industry-related labor income risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 192.
• Philippe Bergevin, 2010, "Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings," C.D. Howe Institute Backgrounder, C.D. Howe Institute, issue 130, May.
• Rodolfo Apreda, 2010, "Shaping up the company’s internal investment fund through separation portfolios," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 416, Feb.
• Rodolfo Apreda, 2010, "Devising a non-standard convertible zero-coupon bond to enhance corporate governance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 421, May.
• Stefan Bauernschuster & Oliver Falck & Niels Große, 2010, "Can Competition Spoil Reciprocity? - A Laboratory Experiment," CESifo Working Paper Series, CESifo, number 2923.
• Jerome L. Stein, 2010, "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series, CESifo, number 2924.
• Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz, 2010, "Investment, Resolution of Risk, and the Role of Affect," CESifo Working Paper Series, CESifo, number 2975.
• Bahram Pesaran & M. Hashem Pesaran, 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash," CESifo Working Paper Series, CESifo, number 3023.
• Nicolas Sauter & Jan Walliser & Joachim Winter, 2010, "Tax Incentives, Bequest Motives, and the Demand for Life Insurance: Evidence from two Natural Experiments in Germany," CESifo Working Paper Series, CESifo, number 3040.
• Kyriakos C. Neanidis, 2010, "Financial Dollarization and European Union Membership," CESifo Working Paper Series, CESifo, number 3101.
• Maela Giofré, 2010, "Investor Protection and Foreign Stakeholders," CESifo Working Paper Series, CESifo, number 3102.
• Suleyman Basak & Dmitry Makarov, 2010, "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers, Center for Economic and Financial Research (CEFIR), number w0159, Oct.
• Camilo SERRANO & Martin HOESLI, 2010, "Housing and its Role in the Household Portfolio in Colombia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-01, Jan.
• Felix KUBLER & Karl SCHMEDDERS, 2010, "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-21, May.
• Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA, 2010, "Replicating Hedge Fund Indices with Optimization Heuristics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-22, Jun.
• Jaksa CVITANIC & Semyon MALAMUD, 2010, "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-26, Jun.
• Marc S. PAOLELLA, 2010, "ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-27, Jun, revised Jun 2010.
• Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2010, "A structural analysis of the health expenditures and portfolio choices of retired agents," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-29, Jun.
• Nicola CARCANO & Hakim DALL'O, 2010, "Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-31, Jun.
• Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010, "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-32, Jun.
• Gunther Capelle-Blancard & Stéphanie Monjon, 2010, "Socially Responsible Investing: it Takes More than Words," Working Papers, CEPII research center, number 2010-15, Aug.
• Stéphanie Prat & Sophie Brana, 2010, "The Introduction of Emerging Currencies into a Portfolio: Towards a more Complete Diversification Model," International Economics, CEPII research center, issue 121, pages 5-24.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010, "Entropy and the value of information for investors," Levine's Working Paper Archive, David K. Levine, number 661465000000000355, Dec.
• Francisco Peñaranda & Enrique Sentana, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, CEMFI, number wp2010_1004, Jul.
• M. Deidda, 2010, "Precautionary saving, financial risk and portfolio choice," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201001.
• Carlos Le�n & Francisco Vivas, 2010, "Dependencia de largo plazo y la regla de la ra�z del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia, Banco de la Republica, number 7011, May.
• Carlos Eduardo Le�n Rinc�n & Alejandro Reveiz, 2010, "Portfolio Optimization and Long-Term Dependence," Borradores de Economia, Banco de la Republica, number 7487, Sep.
• Juan Jos� Echavarr�a S. & Enrique L�pez E. & Martha Misas A., 2010, "La persistencia estad�stica de la inflaci�n en Colombia," Borradores de Economia, Banco de la Republica, number 7573, Oct.
• Edgardo Cayón Fallón & Tomás Ricardo Di Santo Rojas & Camilo Roncancio Pena, 2010, "Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS," Estudios Gerenciales, Universidad Icesi.
• Luis Berggrun Preciado & Fernando Jaramillo Recio, 2010, "Performance Evaluation, Fund Selection And Portfolio Allocation Applied To Colombia´S Pension Funds," Estudios Gerenciales, Universidad Icesi.
• Gustavo Adolfo Díaz Valencia, 2010, "Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos," Revista CIFE, Universidad Santo Tomás.
• Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Vel�squez Ceballos, 2010, "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín.
• Helio Fabio Ramirez Echeverry & Luis eduardo Suarez Balaguera, 2010, "Como Entender Los Estandares Internacionales De Informacion Financiera," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Sandra Patricia Bello-Rodríguez & Robert Baudilio Beltr�n-Ahumada, 2010, "Caracterización y pronóstico del precio spot de la energía eléctrica en Colombia," Revista de la Maestría de Derecho Económico, Universidad Javeriana - Derecho Económico.
• Carlo Alberto Magni, 2010, "Average internal rate of return and investment decisions: A new perspective," Proyecciones Financieras y Valoración, Master Consultores, number 6653, Jan.
• Carlo Alberto Magni, 2010, "On the long-standing issue of the internal rate of return: a complete resolution," Proyecciones Financieras y Valoración, Master Consultores, number 7126, Jun.
• Carlo Alberto Magni, 2010, "Purely Internal Rate of Return and Investment Decisions: A Cash-Flow Perspective," Proyecciones Financieras y Valoración, Master Consultores, number 7285, Jul.
• Gonzalo Diaz Hoyos & Ignacio Velez Pareja, 2010, "Estimating the Appropriate Risk Profile for the Tax Savings: A Contingent Claim Approach," Proyecciones Financieras y Valoración, Master Consultores, number 7417, Sep.
• Carlo Alberto Magni, 2010, "Investment decisions, NPV and bounded rationality," Proyecciones Financieras y Valoración, Master Consultores, number 7419, Sep.
• Carlo Alberto Magni, 2010, "Reasoning the `Net-Present-Value¬¥ Way: Some Biases and How to Use Psychology for Falsifying Decision Models," Proyecciones Financieras y Valoración, Master Consultores, number 7420, Sep.
• Jan Bonenkamp & Ed Westerhout, 2010, "Intergenerational risk sharing and labour supply in collective funded pension schemes with defined benefits," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 151, Jun.
• Stambaugh, Robert F. & Pástor, LuboÅ¡, 2010, "On the Size of the Active Management Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 7637, Jan.
• Huberman, Gur & Guasoni, Paolo & Wang, Zhenyu, 2010, "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 7676, Feb.
• Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010, "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 7679, Feb.
• DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2010, "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers, Centre for Economic Policy Research, number 7686, Feb.
• Boyle, Phelim & Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2010, "Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification," CEPR Discussion Papers, Centre for Economic Policy Research, number 7687, Feb.
• Patton, Andrew, 2010, "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers, Centre for Economic Policy Research, number 7780, Apr.
• Sørensen, Bent E & Luengo-Prado, Maria & Hryshko, Dmytro, 2010, "The Effect of Education on Equity Holdings," CEPR Discussion Papers, Centre for Economic Policy Research, number 7844, Jun.
• Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010, "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers, Centre for Economic Policy Research, number 7893, Jun.
• Michaelides, Alexander & Lopes-Cocco, Paula & Inkmann, Joachim, 2010, "How Deep is the Annuity Market Participation Puzzle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7940, Aug.
• Sentana, Enrique & Peñaranda, Francisco, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7943, Aug.