Research classified by Journal of Economic Literature (JEL) codes

2010

• Scholz, Peter & Walther, Ursula, 2010, "Investment certificates under German taxation: Benefit or burden for structured products' performance?," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 24.
• Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010, "Return distributions of equity-linked retirement plans," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 27.
• Schmieder, Christian & Schmieder, Philipp & Kraemer-Eis, Helmut, 2010, "Impact of Legislation on Credit Risk. How different are the UK and Germany?," EIF Working Paper Series, European Investment Fund (EIF), number 2010/08.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
• Kremer, Stephanie, 2010, "Herding of institutional traders: New evidence from daily data," Discussion Papers, Free University Berlin, School of Business & Economics, number 2010/23.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor, 2010, "Investing in times of inflation fears: Diversification properties of investments in liquid real assets," Working Paper Series, Hamburg School of Business Administration (HSBA), number 03/2010.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail, 2010, "Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen," Working Paper Series, Hamburg School of Business Administration (HSBA), number 05/2010.
• Stein, Jerome L., 2010, "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-17.
• Singer, Nico, 2010, "Safety-first portfolio optimization: Fixed versus random target," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 113.
• Kremer, Stephanie, 2010, "Herding of institutional traders," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-025.
• Breuer, Wolfgang & Gürtler, Marc, 2010, "Implied rates of return, the discount rate effect, and market risk premia," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF33V3.
• Frahm, Gabriel, 2010, "An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/10.
• Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof, 2010, "Multiple tests for the performance of different investment strategies," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 5/10.
• Kroencke, Tim Alexander & Schindler, Felix, 2010, "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-034.
• Klaus Grobys, 2010, "Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market," Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, volume 2, issue 1, pages 72-78, May.
• Balvers, Ronald & Wu, Yangru, 2010, "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 129-156, February.
• Bask, Mikael, 2010, "Measuring potential market risk," Journal of Financial Stability, Elsevier, volume 6, issue 3, pages 180-186, September.
• Mondria, Jordi & Wu, Thomas & Zhang, Yi, 2010, "The determinants of international investment and attention allocation: Using internet search query data," Journal of International Economics, Elsevier, volume 82, issue 1, pages 85-95, September.
• Broeders, Dirk & Chen, An, 2010, "Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1201-1214, June.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1383-1399, June.
• Baur, Dirk G. & McDermott, Thomas K., 2010, "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1886-1898, August.
• Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2010, "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1899-1910, August.
• Gehrig, Thomas & Güth, Werner & Leví0nský, René & Popova, Vera, 2010, "On the evolution of professional consulting," Journal of Economic Behavior & Organization, Elsevier, volume 76, issue 1, pages 113-126, October.
• Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010, "From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets," Journal of Economics and Business, Elsevier, volume 62, issue 5, pages 347-366, September.
• van der Ploeg, Frederick & Poelhekke, Steven, 2010, "The pungent smell of "red herrings": Subsoil assets, rents, volatility and the resource curse," Journal of Environmental Economics and Management, Elsevier, volume 60, issue 1, pages 44-55, July.
• Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010, "Nature or nurture: What determines investor behavior?," Journal of Financial Economics, Elsevier, volume 98, issue 3, pages 583-604, December.
• Pojarliev, Momtchil & Levich, Richard M., 2010, "Trades of the living dead: Style differences, style persistence and performance of currency fund managers," Journal of International Money and Finance, Elsevier, volume 29, issue 8, pages 1752-1775, December.
• Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010, "Market selection of constant proportions investment strategies in continuous time," Journal of Mathematical Economics, Elsevier, volume 46, issue 2, pages 248-266, March.
• De Giorgi, Enrico & Hens, Thorsten & Rieger, Marc Oliver, 2010, "Financial market equilibria with cumulative prospect theory," Journal of Mathematical Economics, Elsevier, volume 46, issue 5, pages 633-651, September.
• Bekaert, Geert & Engstrom, Eric, 2010, "Inflation and the stock market: Understanding the "Fed Model"," Journal of Monetary Economics, Elsevier, volume 57, issue 3, pages 278-294, April.
• Basu, Anup K. & Drew, Michael E., 2010, "The appropriateness of default investment options in defined contribution plans: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 3, pages 290-305, June.
• Tang, Ning & Mitchell, Olivia S. & Mottola, Gary R. & Utkus, Stephen P., 2010, "The efficiency of sponsor and participant portfolio choices in 401(k) plans," Journal of Public Economics, Elsevier, volume 94, issue 11-12, pages 1073-1085, December.
• Alan, Sule & Atalay, Kadir & Crossley, Thomas F. & Jeon, Sung-Hee, 2010, "New evidence on taxes and portfolio choice," Journal of Public Economics, Elsevier, volume 94, issue 11-12, pages 813-823, December.

2009

• Coeurdacier, Nicolas, 2009, "Do trade costs in goods market lead to home bias in equities?," Journal of International Economics, Elsevier, volume 77, issue 1, pages 86-100, February.
• Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2009, "Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 1, pages 25-34, August.
• Pelizzon, Loriana & Weber, Guglielmo, 2009, "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 2110-2121, November.
• Cardak, Buly A. & Wilkins, Roger, 2009, "The determinants of household risky asset holdings: Australian evidence on background risk and other factors," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 850-860, May.
• Darvas, Zsolt, 2009, "Leveraged carry trade portfolios," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 944-957, May.
• Ivkovic, Zoran & Weisbenner, Scott, 2009, "Individual investor mutual fund flows," Journal of Financial Economics, Elsevier, volume 92, issue 2, pages 223-237, May.
• Greenwood, Robin & Nagel, Stefan, 2009, "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, volume 93, issue 2, pages 239-258, August.
• Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van, 2009, "Mortgage timing," Journal of Financial Economics, Elsevier, volume 93, issue 2, pages 292-324, August.
• Coeurdacier, Nicolas & Martin, Philippe, 2009, "The geography of asset trade and the euro: Insiders and outsiders," Journal of the Japanese and International Economies, Elsevier, volume 23, issue 2, pages 90-113, June.
• Koenig, Pamina, 2009, "Agglomeration and the export decisions of French firms," Journal of Urban Economics, Elsevier, volume 66, issue 3, pages 186-195, November.
• Hakim, Abdul & McAleer, Michael, 2009, "Forecasting conditional correlations in stock, bond and foreign exchange markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2830-2846, DOI: 10.1016/j.matcom.2008.07.013.
• Giofré, Maela, 2009, "The role of information asymmetries and inflation hedging in international equity portfolios," Journal of Multinational Financial Management, Elsevier, volume 19, issue 4, pages 237-255, October.
• Desai, Mihir A. & Dharmapala, Dhammika, 2009, "Taxes, institutions and foreign diversification opportunities," Journal of Public Economics, Elsevier, volume 93, issue 5-6, pages 703-714, June.
• Dennis Kristensen & Andrew Ang, 2009, "Testing Conditional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-09, Mar.
• Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-15, Apr.
• Valeri Voev, 2009, "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-56, Nov.
• Olaf Posch, 2009, "Risk premia in general equilibrium," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-58, Nov.
• Sergei Izmalkov & Muhamet Yildiz, 2009, "Investor Sentiments," Working Papers, New Economic School (NES), number w0138, Feb.
• Suleyman Basak & Dmitry Makarov, 2009, "Strategic Asset Allocation in Money Management," Working Papers, New Economic School (NES), number w0158, Aug.
• Joshua D. Coval & Jakub W. Jurek & Erik Stafford, 2009, "Economic Catastrophe Bonds," American Economic Review, American Economic Association, volume 99, issue 3, pages 628-666, June.
• Francis A. Longstaff, 2009, "Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets," American Economic Review, American Economic Association, volume 99, issue 4, pages 1119-1144, September, DOI: 10.1257/aer.99.4.1119.
• Asen Ivanov & Dan Levin & James Peck, 2009, "Hindsight, Foresight, and Insight: An Experimental Study of a Small-Market Investment Game with Common and Private Values," American Economic Review, American Economic Association, volume 99, issue 4, pages 1484-1507, September, DOI: 10.1257/aer.99.4.1484.
• Benjamin R. Mandel, 2009, "Art as an Investment and Conspicuous Consumption Good," American Economic Review, American Economic Association, volume 99, issue 4, pages 1653-1663, September, DOI: 10.1257/aer.99.4.1653.
• James J. Choi & David Laibson & Brigitte C. Madrian, 2009, "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," American Economic Review, American Economic Association, volume 99, issue 5, pages 2085-2095, December, DOI: 10.1257/aer.99.5.2085.
• Charles Engel & Akito Matsumoto, 2009, "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 155-188, July.
• Richard H. Borgman, 2009, "Prudent Intesting? The Credit Crisis of August 2007 Mainsail II Siv-Lite, and the State Cash Investment Pool," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue Number Sp, pages 645-666, November.
• Barnett, Barry J. & Coble, Keith H., 2008, "Are Our Agricultural Risk Management Tools Adequate for a New Era?," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, volume 24, issue 01, pages 1-4, DOI: 10.22004/ag.econ.94700.
• Bogan, Vicki, 2009, "Investment Decisions and Offspring Gender," Working Papers, Cornell University, Department of Applied Economics and Management, number 48923, Jan, DOI: 10.22004/ag.econ.48923.
• Bernstein, Shai & Lerner, Josh & Schoar, Antoinette, 2009, "The Investment Strategies of Sovereign Wealth Funds," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 50460, DOI: 10.22004/ag.econ.50460.
• Pushkarskaya, Helen N. & Marshall, Maria I., 2009, "Lump Sum versus Annuity: Choices of Kentucky Farmers during the Tobacco Buyout Program," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 3, pages 1-12, December, DOI: 10.22004/ag.econ.56647.
• Nalley, Lawton Lanier & Barkely, Andrew & Watkins, Brad & Hignight, Jeffrey A., 2009, "Enhancing Farm Profitability through Portfolio Analysis: The Case of Spatial Rice Variety Selection," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 3, pages 1-12, December, DOI: 10.22004/ag.econ.56650.
• Hotz, Joffre & Unterschultz, James R., 2009, "Hedging Alberta Government's Oil and Gas Revenue: Is Acting Like a Farmer a Viable Strategy?," Staff Paper Series, University of Alberta, Department of Resource Economics and Environmental Sociology, number 91401, DOI: 10.22004/ag.econ.91401.
• Surendranath JORY & Mark PERRY & Thomas A. HEMPHILL, 2009, "Shanghai, Dubai, Mumbai Or Goodbye?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 4, pages 103-123, November.
• Ana POPA & Laura GIURCA VASILESCU, 2009, "The real estate investments and the financial crisis in Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 65-70, December.
• Alina MANTA & Dan Florentin SICHIGEA, 2009, "Correlations between risk management indicators and performance levels on the example of S.C. Bancpost S.A," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 255-260, May.
• Claudia MITITELU & Stefan MITITELU, 2009, "The management of liquidity risk," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 277-285, May.
• Assist. Ph.D Dalia Simion & Assist. Ph.D Daniel Toba & Ph.D Student Danut Barbu, 2009, "Analysis And Modelation Of The Consumer’S Behaviour Of Financial Products On The Romanian Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 125-135, April.
• Tatiana Mosteanu & Carmen Maria Lacatus, 2009, "The Issue Of Municipal Bonds, A Challenge For The Romanian Local Public Administrations," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-47.
• George Horia Ionescu & DragoÅŸ Mihai Ungureanu & Ruxandra Dana Vilag & Florian Bogdan Stoian, 2009, "Financial Contagion And Investors Behavior," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-57.
• Lubos Pastor & Pietro Veronesi, 2009, "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 361-381, November.
• Robert A. Jarrow, 2009, "Credit Risk Models," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 37-68, November.
• Peter Bossaerts, 2009, "What Decision Neuroscience Teaches Us About Financial Decision Making," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 383-404, November.
• Robert A. Jarrow, 2009, "The Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 69-96, November.
• Sara Biagini & Alev{s} v{C}ern'y, 2009, "Admissible Strategies in Semimartingale Portfolio Selection," Papers, arXiv.org, number 0910.3936, Oct, revised Dec 2010.
• David Wozabal & Ronald Hochreiter, 2009, "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers, arXiv.org, number 0911.3802, Nov, revised Jan 2014.
• Camilo Serrano & Martin Hoesli, 2009, "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," ERES, European Real Estate Society (ERES), number eres2009_265, Jan.
• Cocozza, Rosa & Orlando, Albina, 2009, "Managing structured bonds: An analysis using RAROC and EVA," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 2, issue 4, pages 409-426, September.
• Fernandes, José Luiz Barros & Ornelas, José Renato Haas, 2009, "Minimising operational risk in portfolio allocation decisions," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 2, issue 4, pages 438-450, September.
• Enzo Mignarri, 2009, "Exchange Traded Commodities: characteristics and fiscal regime," BANCARIA, Bancaria Editrice, volume 10, pages 73-78, October.
• Michele Bonollo & Paola Mosconi & Marta Pegorin, 2009, "Concentration risk and Basel Pillar II. Add-On or Portfolio Model? Some proposals," BANCARIA, Bancaria Editrice, volume 11, pages 27-47, November.
• Enrica Bolognesi, 2009, "The Italian Asset management industry from the fund managers’ perspective," BANCARIA, Bancaria Editrice, volume 12, pages 48-65, December.
• Caterina Lucarelli & Gianni Brighetti, 2009, "Neuroscience and risk tolerance in financial decision-making processes," BANCARIA, Bancaria Editrice, volume 12, pages 88-103, December.
• Maria Debora Braga, 2009, "Hedge fund and market risk: new concepts and models, beyond VaR," BANCARIA, Bancaria Editrice, volume 9, pages 76-87, September.
• J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de B, 2009, "Buy-and-Hold Strategies and Comonotonic Approximations," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 213.
• Alicia Garcia-Herrero & Philip Woolbridge & Doo Yong Yang, 2009, "Why don\'t Asians invest in Asia:The determinants of cross-border portfolio holdings," Working Papers, BBVA Bank, Economic Research Department, number 0908, Apr.
• Serkan Yilmaz Kandir, 2009, "Investigation of Prudent Investment Hypothesis in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 1, pages 81-100.
• Javier Mencía & Enrique Sentana, 2009, "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers, Banco de España, number 0909, Jun.
• Javier Mencía, 2009, "Assessing the risk-return trade-off in loans portfolios," Working Papers, Banco de España, number 0911, Jun.
• Rangel José Gonzalo & Engle Robert F., 2009, "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers, Banco de México, number 2009-03, Feb.
• Alain Monfort., 2009, "Une mod lisation s quentielle de la VaR," Working papers, Banque de France, number 250.
• Alain Monfort, 2009, "Optimal Portfolio Allocation under Asset and Surplus VaR Constraints," Working papers, Banque de France, number 251.
• Luc Arrondel & Frédérique Savignac, 2009, "Stockholding: Does housing wealth matter?," Working papers, Banque de France, number 266.
• Marie Brière & Ombretta Signori, 2009, "Do Inflation‐Linked Bonds Still Diversify?," European Financial Management, European Financial Management Association, volume 15, issue 2, pages 279-297, March, DOI: 10.1111/j.1468-036X.2008.00470.x.
• Michael McAleer, 2009, "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 5, pages 831-849, December, DOI: 10.1111/j.1467-6419.2009.00588.x.
• Juan‐Ángel Jiménez‐Martín & Michael McAleer & Teodosio Pérez‐Amaral, 2009, "The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 5, pages 850-855, December, DOI: 10.1111/j.1467-6419.2009.00590.x.
• Mark Grinblatt & Matti Keloharju, 2009, "Sensation Seeking, Overconfidence, and Trading Activity," Journal of Finance, American Finance Association, volume 64, issue 2, pages 549-578, April, DOI: 10.1111/j.1540-6261.2009.01443.x.
• Nicholas Barberis & Wei Xiong, 2009, "What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation," Journal of Finance, American Finance Association, volume 64, issue 2, pages 751-784, April, DOI: 10.1111/j.1540-6261.2009.01448.x.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2009, "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, volume 64, issue 3, pages 1187-1215, June, DOI: 10.1111/j.1540-6261.2009.01462.x.
• Ľuboš Pástor & Robert F. Stambaugh, 2009, "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, volume 64, issue 4, pages 1583-1628, August, DOI: 10.1111/j.1540-6261.2009.01474.x.
• Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009, "International Stock Return Comovements," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2591-2626, December, DOI: 10.1111/j.1540-6261.2009.01512.x.
• Bong‐Chan Kho & René M. Stulz & Francis E. Warnock, 2009, "Financial Globalization, Governance, and the Evolution of the Home Bias," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 2, pages 597-635, May, DOI: 10.1111/j.1475-679X.2009.00323.x.
• Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009, "Portfolio Selection With Monotone Mean‐Variance Preferences," Mathematical Finance, Wiley Blackwell, volume 19, issue 3, pages 487-521, July, DOI: 10.1111/j.1467-9965.2009.00376.x.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009, "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," Real Estate Economics, American Real Estate and Urban Economics Association, volume 37, issue 3, pages 341-381, September, DOI: 10.1111/j.1540-6229.2009.00245.x.
• Courtney Coile & Kevin Milligan, 2009, "How Household Portfolios Evolve After Retirement: The Effect Of Aging And Health Shocks," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 55, issue 2, pages 226-248, June, DOI: 10.1111/j.1475-4991.2009.00320.x.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009, "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics, Boston College Department of Economics, number 722, Oct.
• Seewon Kim, 2009, "Demand for Risky Assets with Uncertain Labor Income : A Panel Study (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 4, pages 82-117, December.
• Hasan F. Baklaci, 2009, "An Empirical Examination of Bilateral Interaction Between Foreign Investors’ Trading and Returns in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 42, pages 35-58.
• Erkin Uzun, 2009, "Aftermarket Performances of Book Building and Fixed Price Offerings on the Istanbul stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 43, pages 53-80.
• Hui Chen & Jianjun Miao & Neng Wang, 2009, "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-180, Mar.
• Bruno Ribeiro Castro & Andrea Maria Accioly Fonseca Minardi, 2009, "Performance Comparison of Active and Passive Stock Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 143-161.
• Flávia de Souza Costa Neves Cavazotte & Paulo Tavares Dias Filho & Otacílio Torres Vilas Boas, 2009, "The Influence of Emotions on the Endowment Effect," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 196-213.
• Raphael Braga Silva & Roberto Moreno Moreira & Luiz Felipe Jacques Motta, 2009, "The Impact of Foreign Asset Investments on the Performance of Brazilian Pension Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 237-258.
• Pedro Gabriel Boainain & Pedro L. Valls Pereira, 2009, "Head and Shoulders: Testing the Profitability of this Chart Pattern of Technical Analysis in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 3, pages 265-303.
• Luiz Augusto Martits & William Eid Junior, 2009, "Loss Aversion: A Comparison of Investment Decision Making Between Individual Investors and Pension Funds in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 4, pages 429-457.
• Evarist Stoja & Arnold Polanski, 2009, "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/616, Sep.
• Mihir A. Desai & Dhammika Dharmapala, 2009, "Dividend Taxes and International Portfolio Choice," Working Papers, Oxford University Centre for Business Taxation, number 0911.
• Paul J.J. Welfens, 2009, "Portfolio Modelling and Growth," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei161, Jan.
• Paul J.J. Welfens, 2009, "Explaining oil price dynamics," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei169, May.
• Denis Dupré & Isabelle Girerd-Potin & Sonia Jimenez-Garces & Pascal Louvet, 2009, "Influence de la notation éthique sur l'évolution du prix des actions. Un modèle théorique," Revue économique, Presses de Sciences-Po, volume 60, issue 1, pages 5-31.
• Jezek, M., 2009, "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0951, Dec.
• Elena Vigna, 2009, "Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 108, revised 2009.
• Sara Biagini & Ales Cerny, 2009, "Admissible strategies in semimartingale portfolio selection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 117, revised 2010.
• Diego Valderrama & Katheryn N. Russ, 2009, "A Theory of Banks, Bonds, and the Distribution of Firm Size," Working Papers, University of California, Davis, Department of Economics, number 4, Oct.
• Li, GuangJie, 2009, "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/4, Mar, revised Aug 2009.
• Vanessa da Costa Val Munhoz & Gilberto Libânio, 2009, "Volatilidade dos fluxos financeiros e fuga de capitais: uma análise exploratória da vulnerabilidade externa no Brasil," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td371, Nov.
• Rodolfo Apreda, 2009, "An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 398, Jun.
• Magdalena Morgese Borys & Petr Zemcik, 2009, "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp391, Sep.
• M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008, "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series, CESifo, number 2231.
• Jerome L. Stein, 2009, "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series, CESifo, number 2539.
• Frédérique Bec & Christian Gollier, 2009, "Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement," CESifo Working Paper Series, CESifo, number 2596.
• Frédérique Bec & Christian Gollier, 2009, "Assets Returns Volatility and Investment Horizon: The French Case," CESifo Working Paper Series, CESifo, number 2622.
• Gary Burtless, 2009, "Lessons of the Financial Crisis for the Design of National Pension Systems," CESifo Working Paper Series, CESifo, number 2735.
• Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009, "Testing for Convergence in Stock Markets: A Non-Linear Factor Approach," CESifo Working Paper Series, CESifo, number 2845.
• M. Hashem Pesaran & Paolo Zaffaroni, 2009, "Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios," CESifo Working Paper Series, CESifo, number 2857.
• Sergei Izmalkov & Muhamet Yildiz, 2009, "Investor Sentiments," Working Papers, Center for Economic and Financial Research (CEFIR), number w0138, Feb.
• Suleyman Basak & Dmitry Makarov, 2009, "Strategic Asset Allocation in Money Management," Working Papers, Center for Economic and Financial Research (CEFIR), number w0158, Aug.
• Manfred GILLI & Enrico SCHUMANN, 2009, "An Empirical Analysis of Alternative Portfolio Selection Criteria," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-06, Mar.
• Camilo SERRANO & Martin HOESLI, 2009, "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-08, Mar.
• Ramazan GENCA & Rajna GIBSON & Yi XUE, 2009, "The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-11, Feb.
• Semyon MALAMUD & Fabio TROJANI, 2009, "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-13, Mar.
• Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2009, "Health and (other) Asset Holdings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-18, May.
• Enrico G. DE GIORGI & Shane LEGG, 2009, "Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-25, Jun.
• Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009, "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-45, Dec.
• Mei WANG & Abraham BERNSTEIN & Marc CHESNEY, 2009, "An Experimental Study On Real Option Strategies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-48, Dec.
• Rabah AMIR & Igor V. EVSTIGNEEV & Thorsten HENS & Le XU, 2009, "Evolutionary Finance and Dynamic Games," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-49, Dec.
• Mei WANG & Abraham BERNSTEIN & Marc CHESNEY, 2009, "An Experimental Study On Real Option Strategies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-50, Dec.
• André Lemelin, 2009, "Commerce et flux financiers internationaux : MIRAGE-D," Working Papers, CEPII research center, number 2009-27, Nov.
• Dirk Bergemann & Ulrich Hege & Liang Peng, 2009, "Venture Capital and Sequential Investments," Levine's Working Paper Archive, David K. Levine, number 814577000000000046, Jan.
• Vicent Aragó Manzana, 2009, "Teorías sobre cobertura con contratos de futuro," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Alberto Castro Iragorri, 2009, "Administración de riesgos en los Fondos Privados de Pensiones," Archivos de Economía, Departamento Nacional de Planeación, number 5250, Jan.
• Carlos Humberto Ortiz & Jos� Ignacio Uribe & Harvy Vivas, 2009, "Transformación industrial, Autonomía tecnológica y Crecimiento Económico: Colombia 1925-2005," Archivos de Economía, Departamento Nacional de Planeación, number 5283, Feb.
• Lina Marcela González & Sof�a Patricia Claros & Germ�n Cano & H�ctor Flechas, 2009, "Comparación evaluación costo-beneficio Programas nutricionales en Colombia Familias en acción y Hogares comunitarios," Archivos de Economía, Departamento Nacional de Planeación, number 5501, Apr.
• Marleny Cardona Acevedo & John Fernando Mac�as Prada & Paula Andrea Suesc�n �lvarez, 2009, "La educación para el trabajo de jóvenes en Colombia, ¿Mecanismo de Inserción Laboral y Equidad?," Archivos de Economía, Departamento Nacional de Planeación, number 5504, Apr.
• Óscar Montero, 2009, "Proyección de tasas de interés para la planeación de futuros préstamos Inter-Companía: una aproximación alternativa," Archivos de Economía, Departamento Nacional de Planeación, number 5669, Jun.
• Luis Berggrun Preciado & Virginia Camacho Roger, 2009, "Cómo Crear Un Portafolio De Inversión Con Las Opciones Que Ofrecen Los Fondos De Pensiones Voluntarias En Colombia: El Caso De Skandia," Estudios Gerenciales, Universidad Icesi.
• Carlos Andrés Hernández García, 2009, "Efectos del sistema multifondos en el Régimen de Ahorro Individual en Colombia," Revista de Economía del Rosario, Universidad del Rosario.
• Sebastián Nieto-Parra, 2009, "Who Saw Sovereign Debt Crises Coming?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2009, pages 125-169.
• Carlo Alberto Magni, 2009, "Modeling excess profit," Proyecciones Financieras y Valoración, Master Consultores, number 5522, May.
• Carlo Alberto Magni, 2009, "The use of Npv and CAPM for capital budgeting is not a good idea. A reply to De Reyck (2005)," Proyecciones Financieras y Valoración, Master Consultores, number 5546, May.
• Carlo Alberto Magni, 2009, "Ambiguita Nell¬¥Applicazione del CAPM per la valutazione degli investimenti," Proyecciones Financieras y Valoración, Master Consultores, number 5549, May.
• Carlo Alberto Magni, 2009, "A fuzzy expert system for solving real-option decision processes," Proyecciones Financieras y Valoración, Master Consultores, number 5677, Jun.
• Carlo Alberto Magni, 2009, "A Logical Umbrella for Firm Evaluation: The Fundamental Relation [Un Ombrello Logico Per La Valutazione Di Azienda: La Relazione Fondamentale]," Proyecciones Financieras y Valoración, Master Consultores, number 5730, Jul.
• Roberto Ghiselli Ricci & Carlo Alberto Magni, 2009, "Economic value added and systemic value added: symmetry, aditive coherence and differences in performance," Proyecciones Financieras y Valoración, Master Consultores, number 5736, Jul.
• Carlo Alberto Magni, 2009, "Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value," Proyecciones Financieras y Valoración, Master Consultores, number 5737, Aug.
• G. Mastroleo & G. Facchinetti & Carlo Alberto Magni, 2009, "A proposal for modeling real options through fuzzy expert system," Proyecciones Financieras y Valoración, Master Consultores, number 5842, Sep.
• Gisella Facchinetti & Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola, 2009, "An application of fuzzy expert systems to strategic investments: the case of Florim S.p.a," Proyecciones Financieras y Valoración, Master Consultores, number 5850, Sep.
• Carlo Alberto Magni, 2009, "Accounting and economic measures: an integrated theory of capital budgeting," Proyecciones Financieras y Valoración, Master Consultores, number 5983, Nov.
• Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola & Gisella Facchinetti, 2009, "Strategic options and expert systems: a fruitful marriage," Proyecciones Financieras y Valoración, Master Consultores, number 6122, Nov.
• Manfred Gilli & Enrico Schumann, 2009, "Heuristic Optimisation in Financial Modelling," Working Papers, COMISEF, number 007, Feb.
• Manfred Gilli & Enrico Schumann, 2009, "Optimal enough?," Working Papers, COMISEF, number 010, Jun.
• GAHUNGU, Joachim & SMEERS, Yves, 2009, "Multi-assets real options," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009051, Sep.
• DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2009, "Stock prices, anticipations and investment in general equilibrium," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009083, Dec.
• Dumas, Bernard & Lyasoff, Andrew, 2009, "Incomplete-Market Equilibria Solved Recursively on an Event Tree," CEPR Discussion Papers, Centre for Economic Policy Research, number 7138, Jan.
• Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009, "Marriage and Other Risky Assets: A Portfolio Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 7162, Feb.
• Timmermann, Allan & Liu, Jun, 2009, "Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications," CEPR Discussion Papers, Centre for Economic Policy Research, number 7188, Mar.
• Stambaugh, Robert F. & Pástor, LuboÅ¡, 2009, "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7199, Mar.
• Thesmar, David & Hombert, Johan, 2009, "Limits of Limits of Arbitrage: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 7212, Mar.
• Haliassos, Michael & Georgarakos, Dimitris & Bilias, Yannis, 2009, "Portfolio Inertia and Stock Market Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 7239, Mar.
• Basak, Suleyman & Chabakauri, Georgy, 2009, "Dynamic Mean-Variance Asset Allocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 7256, Apr.
• Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers, Centre for Economic Policy Research, number 7345, Jun.
• Hau, Harald, 2009, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 7348, Jun.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2009, "Dynamic Trading with Predictable Returns and Transaction Costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 7392, Aug.
• Hvide, Hans K. & Døskeland, Trond, 2009, "Do Individual Investors Have Asymmetric Information Based On Work Experience?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7428, Aug.
• Pedersen, Lasse Heje, 2009, "When Everyone Runs for the Exit," CEPR Discussion Papers, Centre for Economic Policy Research, number 7436, Aug.
• Cuoco, Domenico & Kaniel, Ron, 2009, "Equilibrium Prices in the Presence of Delegated Portfolio Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 7453, Sep.
• Martin T. Bohl & Christian A. Salm, 2009, "The Other January Effect: International Evidence," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0809, Apr.
• Christian Wolff & Thorsten Lehnert & Cokki Versluis, 2009, "A Cumulative Prospect Theory Approach to Option Pricing," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-03.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009, "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 82, Feb.
• Maela Giofré, 2009, "Convergence of EMU Equity Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 88, Jul.
• Elena Vigna, 2009, "Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 89, Sep.
• Motohiro Yogo, 2009, "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2009-3, Jan, revised Jan 2009.
• Balbás, Alejandro & Balbás, Raquel, 2009, "Compatibility between pricing rules and risk measures: the CCVaR," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb090201, Jan.
• Portilla, Yolanda, 2009, "Two-sided career concern and financial equilibrium," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we091207, Mar.