Research classified by Journal of Economic Literature (JEL) codes

2009

• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009, "The Determinants of Stock and Bond Return Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 15260, Aug.
• Motohiro Yogo, 2009, "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15307, Sep.
• Ning Tang & Olivia S. Mitchell & Gary R. Mottola & Stephen Utkus, 2009, "The Efficiency of Sponsor and Participant Portfolio Choices in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 15317, Sep.
• Clemens Sialm & Laura Starks, 2009, "Mutual Fund Tax Clienteles," NBER Working Papers, National Bureau of Economic Research, Inc, number 15327, Sep.
• Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov, 2009, "Risk Aversion and Clientele Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 15333, Sep.
• David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo, 2009, "On the Scholes Liquidation Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 15381, Sep.
• Todd M. Sinai & Nicholas S. Souleles, 2009, "Can Owning a Home Hedge the Risk of Moving?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15462, Oct.
• Marcin Kacperczyk & Philipp Schnabl, 2009, "When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009," NBER Working Papers, National Bureau of Economic Research, Inc, number 15538, Nov.
• John Chalmers & Jonathan Reuter, 2009, "How Do Retirees Value Life Annuities? Evidence from Public Employees," NBER Working Papers, National Bureau of Economic Research, Inc, number 15608, Dec.
• Mikhail Mamonov & Oleg Solntsev, 2009, "Foreign Banks Expansion to Russian Banking Sector: Interim Summation, Perspective Analysis Effort," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 175-189.
• Wade D. Pfau, 2009, "Lifecycle Funds and Wealth Accumulation for Retirement:Evidence for a More Conservative Asset Allocation as Retirement Approaches," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 09-15, Oct.
• Wade D. Pfau, 2009, "An Optimizing Framework for the Glide Paths of Lifecycle Asset Allocation Funds," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 09-16, Oct.
• Wade D. Pfau, 2009, "Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-10, Oct, revised Sep 2010.
• John K. -H Quah & Bruno Strulovici, 2009, "Discounting and Patience in Optimal Stopping and Control Problems," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1480, Oct.
• Pablo Antolín & Fiona Stewart, 2009, "Private Pensions and Policy Responses to the Financial and Economic Crisis," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 36, Apr, DOI: 10.1787/224386871887.
• Pablo Antolín & Sandra Blome & David Karim & Stéphanie Payet & Gerhard Scheuenstuhl & Juan Yermo, 2009, "Investment Regulations and Defined Contribution Pensions," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 37, Jul, DOI: 10.1787/222771401034.
• Anna Christina D'Addio & José Seisdedos & Edward Whitehouse, 2009, "Investment Risk and Pensions: Measuring Uncertainty in Returns," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 70, Jun, DOI: 10.1787/224016838064.
• Edward Whitehouse & Anna Christina D'Addio & Andrew Reilly, 2009, "Investment Risk and Pensions: Impact on Individual Retirement Incomes and Government Budgets," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 87, Jun, DOI: 10.1787/224005547774.
• Sandra Dvorsky & Thomas Scheiber & Helmut Stix, 2009, "CESEE Households amid the Financial Crisis: Euro Survey Shows Darkened Economic Sentiment and Changes in Savings Behavior," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 71-83.
• Munteanu Valentin & Pantea Marius & Pelin Andrei & Gligor Delia, 2009, "Methodological Approaches In Realizing And Applying Cost-Benefit Analysis For The Investment Projects," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 156-162, May.
• Prelipcean Gabriela & Boscoianu Mircea & Lupan Mariana, 2009, "New Aspects Regarding The Evaluation Of Investments In Critical Infrastructure," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 522-527, May.
• Prunea Petru, 2009, "The Manipulation Of The Capital Market In Romania And Eu," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 528-534, May.
• Barna Flavia & Danuletiu Adina Elena & Mura Petru Ovidiu, 2009, "Role Of Information In Adoption Of Investment Decisions On Capital Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 474-479, May.
• Zapodeanu Daniela & Cociuba Mihail Ioan, 2009, "The Performance Of Investment Funds In Romania In The Context Of Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 717-722, May.
• Izabela Pruchnicka-Grabias, 2009, "The Empirical Study of Equity Long Only Hedge Funds Performance in 2007 - 2008," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 5, pages 481-493.
• Manabe Masashi, 2009, "Policy Evaluation of Public Insurance Institutions from the view points of flow of funds," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-25, Aug.
• Masato Ubukata, 2009, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-30, Sep.
• Shoko Morimoto, 2009, "Asset markets can achieve efficiency in the directed search framework," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-33, Sep.
• Till van Treeck, 2009, "A synthetic, stock--flow consistent macroeconomic model of 'financialisation'," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 33, issue 3, pages 467-493, May.
• Simon A. Broda & Marc S. Paolella, 2009, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 412-436, Fall.
• Nauro F. Campos & Renata Leite Barbosa, 2009, "Paintings and numbers: an econometric investigation of sales rates, prices, and returns in Latin American art auctions," Oxford Economic Papers, Oxford University Press, volume 61, issue 1, pages 28-51, January.
• Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009, "Fight or Flight? Portfolio Rebalancing by Individual Investors," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 124, issue 1, pages 301-348.
• Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009, "Benchmarking Money Manager Performance: Issues and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4553-4599, November.
• Andrew J. Patton, 2009, "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2295-2330, July.
• Jennifer Huang & Jiang Wang, 2009, "Liquidity and Market Crashes," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2407-2443, July.
• Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009, "An Economic Evaluation of Empirical Exchange Rate Models," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3491-3530, September.
• Massimiliano Caporin & Paolo Paruolo, 2009, "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0091, Feb.
• Massimiliano Caporin & Francesco Lisi, 2009, "Comparing and selecting performance measures for ranking assets," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0099, Apr.
• Alessandro Carretta & Gianluca Mattarocci, 2009, "Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 5, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci, "New Drivers of Performance in a Changing Financial World", DOI: 10.1057/9780230594814_5.
• Hongyan Fang & John R. Nofsinger, 2009, "Risk Aversion, Entrepreneurial Risk, and Portfolio Selection," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 13, issue 2, pages 25-55, Fall.
• Camelia M Kuhnen & Joan Y Chiao, 2009, "Genetic Determinants of Financial Risk Taking," PLOS ONE, Public Library of Science, volume 4, issue 2, pages 1-4, February, DOI: 10.1371/journal.pone.0004362.
• Ioan Ovidiu SPATACEAN & Paula NISTOR, 2009, "Considerations upon the Selection of Currency Hedging Strategies – Between Oportunity and Applicability," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 57-78, December.
• Gonçalo Faria & João Correia-da-Silva & Cláudia Ribeiro, 2009, "Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 348, Dec.
• Das, Rituparna, 2009, "Computing Skills in the Market Risk Management in the G-Sec Portfolio by the Banks in India," MPRA Paper, University Library of Munich, Germany, number 12997, Jan.
• Das, Rituparna, 2009, "Fixed Income Portfolio Management in Indian Banks," MPRA Paper, University Library of Munich, Germany, number 13126, Feb.
• Steinbacher, Matjaz, 2009, "The Role of Liquidity Individuals in the Decision-Making," MPRA Paper, University Library of Munich, Germany, number 13566.
• Steinbacher, Matjaz, 2009, "Knowledge, Preferences and Shocks in Portfolio Analysis," MPRA Paper, University Library of Munich, Germany, number 13567.
• Steinbacher, Matjaz, 2009, "Acceptable Risk in a Portfolio Analysis," MPRA Paper, University Library of Munich, Germany, number 13569.
• Varsanyi, Zoltan, 2009, "When risk weights increase the risk: some concerns for capital regulation," MPRA Paper, University Library of Munich, Germany, number 13594, Feb.
• Steinbacher, Matjaz, 2009, "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper, University Library of Munich, Germany, number 13866.
• Giofré, Maela M., 2009, "The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios," MPRA Paper, University Library of Munich, Germany, number 13925.
• Steinbacher, Matjaz, 2009, "Value-at-Risk versus Non-Value-at-Risk Traders," MPRA Paper, University Library of Munich, Germany, number 14295, Mar.
• Ferstl, Robert & Weissensteiner, Alex, 2009, "Asset-Liability Management under time-varying Investment Opportunities," MPRA Paper, University Library of Munich, Germany, number 15068, May.
• Bernard, Carole & Ghossoub, Mario, 2009, "Static Portfolio Choice under Cumulative Prospect Theory," MPRA Paper, University Library of Munich, Germany, number 15446, Apr.
• Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009, "US Industry-Level Returns and Oil Prices," MPRA Paper, University Library of Munich, Germany, number 15670, May.
• 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 using k-means Clustering of Self-Organizing Maps: a," 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 international market:Analysis of the principal character," 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.
• 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
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 80441, revised 2009.
• Martina Prskavcová, 2009, "Social Responsibility Investing
  [Společensky odpovědné investování]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2009, issue 2, pages 57-69, DOI: 10.18267/j.cfuc.29.
• Jan Vlachý, 2009, "Strategie podniku a finanční teorie
  [Corporate strategy and financial theory]," Politická ekonomie, Prague University of Economics and Business, volume 2009, issue 2, pages 147-162, DOI: 10.18267/j.polek.678.
• 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.
• Francisco Venegas Martinez, 2009, "Un modelo estocastico de equilibrio general para valuar derivados y bonos," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 6, issue 1, pages 111-120, Julio - D.
• Adam Clements & Annastiina Silvennoinen, 2009, "On the economic benefit of utility based estimation of a volatility model," NCER Working Paper Series, National Centre for Econometric Research, number 44, Jul.
• Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2009, "Testing for periodically collapsing rational speculative bubbles in US REITs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-11, Sep.
• 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.
• Valentina Galvani & Aslan Behnamian, 2009, "A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds," Working Papers, University of Alberta, Department of Economics, number 2009-07, Jan.
• 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.
• 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.
• Muazu Ibrahim & Paul Alagidede, 2018, "Nonlinearities in Financial Development–Economic Growth Nexus: Evidence from sub–Saharan Africa (SSA)," ERSA Working Paper Series, Economic Research Southern Africa, number 154, Aug.
• 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 1, 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.