Research classified by Journal of Economic Literature (JEL) codes

2010

• Sara Barajas Cortés & Arturo Lorenzo Valdés, 2010, "Valuación de proyectos de inversión para PYMES con opciones reales," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 1, pages 1-17.
• Claudia Estrella Castillo Ramírez, 2010, "Volatilidad estocástica y la ecuación de Fokker-Planck: parámetros dependientes del tiempo y filtro de Kalman," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 1, pages 64-75.
• Aydanur Gacener Atis, 2010, "Turkiye’de Hanehalkinin ve Finansal Kesimin Portfoy Tercihleri," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 10, issue 2, pages 523-538.
• Gaye KOCABAS & Baris Serkan KOPURLU, 2010, "An Ex-Post Cost-Benefit Analysis of Bolu Mountain Tunnel Project," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 1279-1287.
• Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010, "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1001, revised Jan 2010.
• Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra, 2010, "¿Influyen los tigres asiáticos en el comportamiento gregario español?," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 423-444, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Andreu, Laura & Ortiz, Cristina & Sarto, José Luis, 2010, "Criterios de decisión de inversión en fondos monetarios," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 308, pages 873-898, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Terra Cristina & Vasconcelos Enrico, 2010, "Credit Market Quality, Innovation and Trade," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2010-08.
• Mohamed Ali Trabelsi, 2010, "Overreaction and portfolio‐selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 310-322, May, DOI: 10.1108/15265941011043675.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-10, Feb.
• Caporin, M. & McAleer, M.J., 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-13, Feb.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-59, Oct.
• Cuntz, A.N. & Blind, K., 2010, "Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort," 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-2010-044-LIS, Dec.
• Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010, "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers, European University Institute, number ECO2010/04.
• Yosef Bonaparte & Russell Cooper, 2010, "Costly Portfolio Adjustment," Economics Working Papers, European University Institute, number ECO2010/19.
• Yosef Bonaparte & Russell Cooper, 2010, "Rationalizing Trading Frequency and Returns," Economics Working Papers, European University Institute, number ECO2010/25.
• Franklin Allen & Ana Babus & Elena Carletti, 2010, "Financial Connections and Systemic Risk," Economics Working Papers, European University Institute, number ECO2010/26.
• Franklin Allen & Ana Babus & Elena Carletti, 2010, "Financial Connections and Systemic Risk," Economics Working Papers, European University Institute, number ECO2010/30.
• Karel Báťa, 2010, "Equity Home Bias in the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/07, Apr, revised Apr 2010.
• Radovan Parrák & Jakub Seidler, 2010, "Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/27, Nov, revised Nov 2010.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Financial Innovation and Financial Fragility," Working Papers, Fondazione Eni Enrico Mattei, number 2010.114, Sep.
• Lawrence Kryzanowski, Shishir Singh, 2010, "Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 1-37, October.
• Cristiana Cerqueira Leal, Manuel J. Rocha Armada, João L. C. Duque, 2010, "Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 38-68, October.
• Brian Baturevich, Gulnur Muradoglu, 2010, "Would You Follow MM or a Profitable Trading Strategy?," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 69-89, October.
• Michel Verlaine, 2010, "Risk Governance for funds," Cahiers du CEREFIGE, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, number 1003, revised 2010.
• Stefano Corradin & José Fillat & Carles Vergara-Alert, 2010, "Optimal portfolio choice with predictability in house prices and transaction costs," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU10-2.
• Andreas Fuster & Paul S. Willen, 2010, "Insuring consumption using income-linked assets," Working Papers, Federal Reserve Bank of Boston, number 10-1.
• Vasia Panousi, 2010, "Capital taxation with entrepreneurial risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-56.
• Svetlana Pashchenko, 2010, "Accounting for non-annuitization," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2010-03.
• Massimo Guidolin & Stuart Hyde, 2010, "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers, Federal Reserve Bank of St. Louis, number 2010-002, DOI: 10.20955/wp.2010.002.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010, "1/N and long run optimal portfolios: results for mixed asset menus," Working Papers, Federal Reserve Bank of St. Louis, number 2010-003, DOI: 10.20955/wp.2010.003.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010, "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers, Federal Reserve Bank of St. Louis, number 2010-008, DOI: 10.20955/wp.2010.008.
• Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010, "Performance maximization of actively managed funds," Staff Reports, Federal Reserve Bank of New York, number 427.
• Elena DOVAL & Oriana DOVAL, 2010, "Using The Synergy Of Alliances And Partnership For Sustainable Growth," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 12, issue 2, pages 79-91, October.
• Dimitrios Tsomocos & Charles Goodhart & M.U. Peiris & Alexandros Vardoulakis, 2010, "On Dividend Restrictions and the Collapse of the Interbank Market," FMG Discussion Papers, Financial Markets Group, number dp648, Feb.
• Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010, "Self-Fulfilling Risk Panics," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 17-2010, Jun.
• Marcela Ibáñez, 2010, "Who crops coca and why? The case of Colombian farmers," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 40, Aug.
• Helen Higgs, 2010, "Australian Art Market Prices during the Global Financial Crisis and two earlier decades," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201003, Mar.
• Ana Fostel & John Geanakoplos, 2010, "Why does Bad News Increase Volatility and Decrease Leverage?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2010-18, Jun.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00650866, May, DOI: 10.3917/reco.613.0635.
• Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476387, Apr.
• Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on International Assets and Goods Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00523364, Jul.
• Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Post-Print, HAL, number hal-00488278, DOI: 10.1007/s00780-010-0130-z.
• Ulrich Hege, 2010, "Venture Capital and Sequential Investments," Post-Print, HAL, number hal-00554148, Mar.
• Patricia Crifo & Nicolas Mottis, 2010, "SRI analysis and asset management : independent or convergent ? : A field study on the French market," Post-Print, HAL, number hal-00572379, Apr.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Post-Print, HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Hippolyte d'Albis & Emmanuel Thibault, 2010, "Annuities, Bequest and Portfolio Diversification," Post-Print, HAL, number hal-00630453, Feb, DOI: 10.1111/j.1467-9779.2009.01448.x.
• Gabriel Frahm & Christoph Memmel, 2010, "Dominating Estimators for Minimum-Variance Portfolios," Post-Print, HAL, number hal-00741629, Oct, DOI: 10.1016/j.jeconom.2010.07.007.
• Julio Carmona & Angel León & Antoni Vaello-Sebastià, 2010, "Pricing executive stock options under employment shocks," Post-Print, HAL, number hal-00753042, Nov, DOI: 10.1016/j.jedc.2010.08.002.
• Thomas Gehrig & Werner Güth & René Levínský & Vera Popova, 2010, "On the evolution of professional consulting," Post-Print, HAL, number hal-00856607, Sep, DOI: 10.1016/j.jebo.2010.02.016.
• W. Briec & K. Kerstens, 2010, "Portfolio selection in multidimensional general and partial moment space," Post-Print, HAL, number halshs-00473219, DOI: 10.1016/j.jedc.2009.11.001.
• O. Brandouy & W. Briec & K. Kerstens & I. van de Woestyne, 2010, "Portfolio performance gauging in discrete time using a luenberger productivity indicator," Post-Print, HAL, number halshs-00490032, DOI: 10.1016/j.jbankfin.2009.12.015.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Nicolas Coeurdacier & Hélène Rey, 2010, "Home bias in open economy financial macroeconomics," Sciences Po Economics Publications (main), HAL, number hal-01069440, Sep.
• Sebastien Darses & Emmanuel Denis, 2010, "Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate," Working Papers, HAL, number hal-00467704, Feb.
• Nicolas Coeurdacier & Hélène Rey, 2010, "Home bias in open economy financial macroeconomics," Working Papers, HAL, number hal-01069440, Sep.
• Bastien Drut, 2010, "Social responsibility and mean-variance portfolio selection," Working Papers, HAL, number hal-04140930.
• Hubert de La Bruslerie & Jessica Fouilloux, 2010, "Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model," Working Papers, HAL, number halshs-00536924.
• Posch, Olaf & Trimborn, Timo, 2010, "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-450, Jun.
• Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010, "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform, number 2010/15, Oct.
• Hacker, R. Scott & Hatemi-J, Abdulnasser, 2010, "A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 223, Apr.
• Frot, Emmanuel & Santiso, Javier, 2010, "Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty," SITE Working Paper Series, Stockholm School of Economics, Stockholm Institute of Transition Economics, number 9, Oct.
• Lundtofte, Frederik & Leoni, Patrick, 2010, "Growth Forecasts, Belief Manipulation and Capital Markets," Working Papers, Lund University, Department of Economics, number 2010:8, Jul, revised 30 May 2012.
• Børsum, Øystein, 2010, "Contagious Mortgage Default," Memorandum, Oslo University, Department of Economics, number 10/2010, Jun.
• Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010, "Nature or Nurture: What Determines Investor Behavior?," SIFR Research Report Series, Institute for Financial Research, number 72, Sep.
• Cronqvist, Henrik & Siegel, Stephan, 2010, "The Origins of Savings Behavior," SIFR Research Report Series, Institute for Financial Research, number 73, Sep.
• Lu, Ching-Chih & Chollete, Loran, 2010, "Bankruptcy and the size effect," UiS Working Papers in Economics and Finance, University of Stavanger, number 2010/6, Nov.
• Chollete, Loran & Ning, Cathy, 2010, "Asymmetric Dependence in US Financial Risk Factors?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2011/2, Apr.
• Eric Girardin & Dijun Tan & Woon K. Wong, 2010, "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers, Hong Kong Institute for Monetary Research, number 022010, Jan.
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010, "Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets," Working Papers, Hong Kong Institute for Monetary Research, number 202010, Jul.
• Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010, "Self-Fulfilling Risk Panics," Working Papers, Hong Kong Institute for Monetary Research, number 282010, Nov.
• Yukinobu Kitamura & Taisuke Uchino, 2010, "The Effect of Academic Background on Household Portfolio Selection: Evidence from Japanese Repeated Cross Section Data," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-149, Aug.
• Giuseppe Galloppo, 2010, "A Comparison Of Pre And Post Modern Portfolio Theory Using Resampling," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-16.
• Yan Alice Xie & Howard Qi, 2010, "Job Security And Personal Investment Portfolio," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 17-27.
• Akihiko Takahashi & Kyo Yamamoto, 2010, "A New Hedge Fund Replication Method With The Dynamic Optimal Portfolio," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 23-34.
• Islam Azzam & Jasmin Fouad, 2010, "Evaluation Of The Impact Of Day Trading On The Egyptian Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-21.
• Birol Yildiz & Ari Yezegel, 2010, "Fundamental Analysis With Artificial Neural Network," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 149-158.
• Nathaniel J. Harness & Michael M. Finke & Swarn Chatterjee, 2010, "Household Investment Asset Variation And Wealth," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 1-11.
• Lynda S. Livingston, 2010, "Evaluating Alternative Weighting Schemes For Stocks In A Best Ideas Portfolio," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 117-136.
• Giovanni Tria & Giuseppe Galloppo, 2010, "How Does National Foreign Trade React To The European Central Bank’S Policy?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 137-151.
• Ai-Chi Hsu & Szu-Hsien Lin, 2010, "Trading Strategies Based On Dividend Yield: Evidence From The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 71-84.
• Yin-Ching Jan & Su-Ling Chiu, 2010, "Holding Period And Cross-Sectional Stock Returns: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 79-91.
• Dirk Swagerman & Ivan Novakovic, 2010, "Multi-National Evidence On Calendar Patterns In Stock Returns: An Empirical Case Study On Investment Strategy And The Halloween Effect," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 23-42.
• Ilhan Meric & Christine Lentz & Wayne Smeltz & Gulser Meric, 2010, "Evidence On The Performance Of Country Index Funds In Global Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 89-101.
• William P. Dukes & Zhuoming (Joe) Peng & Margaret M. Tanner, 2010, "Steve Sharpe: A Stock Report," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 1, issue 1, pages 1-13.
• Shuoming (Joe) Peng & William P. Dukes, 2010, "The Student-Managed Fund: A Case Study of Portfolio Properties," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 1, issue 1, pages 61-72.
• Christian Camilo Vargas R, 2010, "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 3, issue 2, pages 29-44.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 636, Jun.
• Fortin, Ines & Hlouskova, Jaroslava, 2010, "Optimal Asset Allocation Under Linear Loss Aversion," Economics Series, Institute for Advanced Studies, number 257, Oct.
• Aslı YÜKSEL & Aydın YÜKSEL & Mete DOĞANAY, 2010, "İstanbul Menkul Kıymetler Borsası’nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 293, pages 69-94.
• Pels, 2010, "International Asset Holdings and the Euro," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp331, Jul.
• Thierry Ane & Carole Metais, 2010, "Jump Distribution Characteristics: Evidence from European Stock Markets," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 9, issue 1, pages 1-22, April.
• Jacob A. Bikker & Dirk W.G.A. Broeders & Dirk Jan de Dreu, 2010, "Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing?," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 2, pages 53-79, June.
• Roberto A. De Santis, 2010, "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 2, pages 147-197, June.
• Paolo Colla & José M. Marín, 2010, "Performance evaluation in competitive REE models," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2010-21, Oct.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010, "Entropy and the value of information for investors," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2010-23, Dec.
• Naoki Makimoto & Yoshihiko Sugihara, 2010, "Optimal Execution of Multiasset Block Orders under Stochastic Liquidity," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-25, Nov.
• 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.
• Luis Alvarez, 2010, "Irreversible capital accumulation under interest rate uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 72, issue 2, pages 249-271, October, DOI: 10.1007/s00186-010-0319-0.
• Eli Amir & Yanling Guan & Dennis Oswald, 2010, "The effect of pension accounting on corporate pension asset allocation," Review of Accounting Studies, Springer, volume 15, issue 2, pages 345-366, June, DOI: 10.1007/s11142-009-9102-y.
• Francesco Lisi & Edoardo Otranto, 2010, "Clustering mutual funds by return and risk levels," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-1481-7_19.
• Diana Barro & Elio Canestrelli, 2010, "Tracking error with minimum guarantee constraints," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-1481-7_2.
• Maurizio Polato & Josanco Floreani, 2010, "Distribution of Illiquid Financial Products: The Case of Italy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 4, pages 848-859, February, DOI: 10.1007/s11300-009-0114-x.
• Lieven Baele & Pilar Soriano, 2010, "The determinants of increasing equity market comovement: economic or financial integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 3, pages 573-589, September, DOI: 10.1007/s10290-010-0060-z.
• Martin Gasche & Michael Ziegelmeyer, 2010, "Hat die Finanz- und Wirtschaftskrise Verbreitung und Volumen der Riester-Rente beeinflusst?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 90, issue 4, pages 255-261, April, DOI: 10.1007/s10273-010-1065-x.
• Fernando ESTRADA, 2010, "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 18-22.
• Giulio Bottazzi & Pietro Dindo, 2010, "Evolution and market behavior with endogenous investment rules," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/20, Nov.
• Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010, "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," Discussion Papers, School of Economics, The University of New South Wales, number 2010-12, Jun.
• M. Vermorken & A. Szafarz & H. Pirotte, 2010, "Sector classification through non-Gaussian similarity," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 11, pages 861-878, DOI: 10.1080/09603101003636238.
• Nicole Branger & Beate Breuer & Christian Schlag, 2010, "Discrete-time implementation of continuous-time portfolio strategies," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 2, pages 137-152, DOI: 10.1080/13518470903075854.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010, "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 3, pages 227-244, DOI: 10.1080/13518470903102419.
• Joseph Friedman & Herbert E Phillips, 2010, "The Portfolio Implications of Adding Social Security Private Account Options to Ongoing Investments," DETU Working Papers, Department of Economics, Temple University, number 1004, Mar.
• Andrey Lizyayev, 2010, "Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-084/2, Aug.
• Yvonne Adema, 2010, "Pensions, Debt and Inflation Risk in a Monetary Union," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-109/2, Oct.
• Cem Cakmakli & Dick van Dijk, 2010, "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-115/4, Nov.
• Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010, "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-116/2/DSF 3, Nov.
• Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010, "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-117/2/DSF 4, Nov.
• Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010, "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-11.
• Takano, Y. & Sotirov, R., 2010, "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-114.
• Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010, "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-118.
• van Dalen, H.P. & Henkens, K. & Koedijk, C.G. & Slager, A.M.H., 2010, "Decision Making in the Pension Fund Board Room : An Experiment with Dutch Pension Fund Trustees," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-18.
• Allen, F. & Babus, A. & Carletti, E., 2010, "Financial Connections and Systemic Risk," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-88S.
• Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010, "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-14.
• Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010, "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1af9bcc0-1fae-4575-8bad-8.
• Takano, Y. & Sotirov, R., 2010, "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Other publications TiSEM, Tilburg University, School of Economics and Management, number 50bcc54f-7451-4e27-88a5-3.
• Allen, F. & Babus, A. & Carletti, E., 2010, "Financial Connections and Systemic Risk," Other publications TiSEM, Tilburg University, School of Economics and Management, number 76c1df26-9a76-424a-82b6-e.
• Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010, "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 876e53a4-bd96-4516-8f9f-1.
• Allen, F. & Babus, A. & Carletti, E., 2010, "Financial Connections and Systemic Risk," Other publications TiSEM, Tilburg University, School of Economics and Management, number a0b338ca-5b3b-48f9-964f-d.
• Elias Oikarinen, 2010, "Momentum and mean reversion in regional housing markets: Evidence from variance ratio tests," Discussion Papers, Aboa Centre for Economics, number 61, Dec.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-704, Jan.
• Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-713, Feb.
• Wioletta Dziuda & Jordi Mondria, 2010, "Asymmetric Information, Portfolio Managers, and Home Bias," Working Papers, University of Toronto, Department of Economics, number tecipa-393, Feb.
• Denis Gromb & Dimitri Vayanos, 2010, "A Model of Financial Market Liquidity Based on Intermediary Capital," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 456-466, 04-05.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers, Toulouse School of Economics (TSE), number 10-187, Jun.
• Karl Case & John Cotter & Stuart Gabriel, 2010, "Housing Risk and Return: Evidence From a Housing Asset-Pricing Model," Working Papers, Geary Institute, University College Dublin, number 201005, Jan.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 1001.
• Thomas Schroeder & Kwamie Dunbar, 2010, "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working papers, University of Connecticut, Department of Economics, number 2010-05, Feb.
• Gino Loyola & Yolanda Portilla, 2010, "Esquemas de Incentivos y Carteras de Inversión Innovadoras," Estudios de Economia, University of Chile, Department of Economics, volume 37, issue 1 Year 20, pages 43-66, June.
• Marie Briere & Alexandre Burgues & Ombretta Signori, 2010, "Volatility exposure for strategic asset allocation," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/169642, Mar.
• Lieven de Moor & Piet Sercu, 2010, "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191025, Nov.
• Bastien Drut, 2010, "Sovereign bonds and socially responsible investment," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/192788.
• Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2010, "Sector Classification through non-Gaussian Similarity," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/95542.
• Francisco Peñaranda & Enrique Sentana, 2010, "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1229, Jul.
• Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010, "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-07, Mar.
• Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010, "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-20, Jun.
• Annastiina Silvennoinen & Susan Thorp, 2010, "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 267, Jan.
• Daniel MANATE & Pavel FARCAS, 2010, "Model for Use of Monte Carlo Simulations in Business Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 5, issue 1, pages 110-131.
• Dimitris Christelis & Dimitris Georgarakos, 2010, "Household Economic Decisions under the Shadow of Terrorism," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_16.
• Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2010, "Stockholding: From Participation to Location and to Participation Spillovers," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_17.
• Michael Donadelli & Federico Silvestri, 2010, "Why Should Naive Investors Avoid Stock Markets ?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_19.
• Elisa Pagani, 2010, "Multiobjective Lagrangian duality for portfolio optimization with risk measures," Working Papers, University of Verona, Department of Economics, number 18/2010, Dec.
• Oehler Sincai, Iulia Monica, 2010, "Us Treasury Securities Market: Recent Evolutions, Short And Medium Term Prospects," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 14, issue 1, pages 150-165.
• Nguyen, Ha, 2010, "Valuation effects with transitory and trend productivity shocks," Policy Research Working Paper Series, The World Bank, number 5174, Jan.
• Caprio, Gerard, Jr., 2010, "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series, The World Bank, number 5198, Feb.
• Anginer, Deniz & Yildizhan, Celim, 2010, "Is there a distress risk anomaly ? pricing of systematic default risk in the cross section of equity returns," Policy Research Working Paper Series, The World Bank, number 5319, Jan.
• David A. Love & Paul A. Smith, 2010, "Does health affect portfolio choice?," Health Economics, John Wiley & Sons, Ltd., volume 19, issue 12, pages 1441-1460, December, DOI: 10.1002/hec.1562.
• Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2010, "Portfolio Inertia and Stock Market Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 4, pages 715-742, June, DOI: 10.1111/j.1538-4616.2010.00304.x.
• Imre Kondor & István Varga-Haszonits, 2010, "Instability Of Portfolio Optimization Under Coherent Risk Measures," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 425-437, DOI: 10.1142/S0219525910002591.
• Rüdiger Kiesel & Matthias Scherer & Rudi Zagst (ed.), 2010, "Alternative Investments and Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7373, ISBN: ARRAY(0x7c891988), March.
• Masaaki Kijima & Chiaki Hara & Keiichi Tanaka & Yukio Muromachi (ed.), 2010, "Recent Advances in Financial Engineering 2009," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7700, ISBN: ARRAY(0x7cb679b8), March.
• Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim, 2010, "It's all about tax rates: An empirical study of tax perception," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 106.
• Pfeffer, Annamaria, 2010, "Staatliche Zinssubvention und Auslandsverschuldung: Eine Mittelwert-Varianz-Analyse am Beispiel Ungarn," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 72.
• Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina, 2010, "The home bias in equities and distribution costs," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,24.
• Wildmann, Christian, 2010, "What drives portfolio investments of German banks in emerging capital markets?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,04.
• Memmel, Christoph, 2010, "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,07.
• Böve, Rolf & Düllmann, Klaus & Pfingsten, Andreas, 2010, "Do specialization benefits outweigh concentration risks in credit portfolios of German banks?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,10.
• Jank, Stephan, 2010, "Are there disadvantaged clienteles in mutual funds?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,11.
• Memmel, Christoph, 2010, "How correlated are changes in banks' net interest income and in their present value?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,14.
• Achleitner, Ann-Kristin & Kaserer, Christoph & Kauf, Tobias & Volk, Sarah, 2010, "DAXplus family: Ein Aktienindex zur Darstellung der Performance von Familienunternehmen
  [DAXplus Family – Primer on a family firm stock index in Germany]," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2010-05.
• Frey, Stefan & Herbst, Patrick, 2010, "The influence of buy-side analysts on mutual fund trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-10.
• Kraeussl, Roman & Wiehenkamp, Christian, 2010, "A call on Art investments," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/03.
• Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010, "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/20.
• Marekwica, Marcel & Stamos, Michael Z., 2010, "Optimal life cycle portfolio choice with housing market cycles," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/21.
• Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010, "Risk aversion under preference uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/24.