Research classified by Journal of Economic Literature (JEL) codes

2008

• Söderberg, Jonas, 2008, "Test of the Gaussian Copula on the Swedish Stock Market," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:9, Dec.
• Söderberg, Jonas, 2008, "Liquidity on the Scandinavian Order-driven Stock Exchanges," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:11, Dec.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ & Huang, James & Kuzmics, Christoph, 2008, "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 368, Mar.
• Laurence Fung & Ip-wing Yu, 2008, "Predicting Stock Market Returns by Combining Forecasts," Working Papers, Hong Kong Monetary Authority, number 0801, Mar.
• Beshears, John Leonard & Choi, James J. & Laibson, David I. & Madrian, Brigitte, 2008, "How Are Preferences Revealed?," Scholarly Articles, Harvard University Department of Economics, number 11130523.
• Mullainathan, Sendhil & Brown, Jeffrey R. & Kling, Jeffrey R. & Wrobel, Marian Vaillant, 2008, "Why Don't People Insure Late Life Consumption? A Framing Explanation of the Under-Annuitization Puzzle," Scholarly Articles, Harvard University Department of Economics, number 2799056.
• Stein, Jeremy & Kubik, Jeffrey D. & Hong, Harrison, 2008, "The Only Game in Town: Stock-Price Consequences of Local Bias," Scholarly Articles, Harvard University Department of Economics, number 3710665.
• Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan, 2008, "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2008/60, Oct.
• Anke Hammen, 2008, "Fachliche Zusammensetzung von Bildungsportfolios: Empirische Analyse eines Risk-Return Trade-Offs," IAAEG Discussion Papers until 2011, Institute of Labour Law and Industrial Relations in the European Union (IAAEU), number 200802, Feb.
• Buly A. Cardak & Roger Wilkins, 2008, "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n02, Feb.
• Eddy Junarsin & Eduardus Tandelilin, 2008, "The Influence Of Investment Horizon On Expected Returns And Risk Perception: Evidence From The Indonesian Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 11-30.
• Xianliang Tian & Ming Zhou, 2008, "Banking System Efficiency And Chinese Regional Economic Growth: An Empirical Analysis Based On Banks’ Micro-Efficiency," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 41-51.
• Yin-Ching Jan & Su-Ling Chiu, 2008, "Long-Run Investment Decision In The Taiwan Exchange Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 73-85.
• Meng-Fen Hsieh & Yu-Tai Yang & Tam Bang Vu, 2008, "Do Herding Behavior And Positive Feedback Effects Influence Capital Inflows? Evidence From Asia And Latin America," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 19-34.
• Lynda S. Livingston, 2008, "Is Three A Crowd? Considering The Value Of Manager Diversification For Adding Alpha," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 45-62.
• Alexander Milnikov & Mikheil Mamistvalov, 2008, "One Method of Solution of an Optimum Investment Portfolio Problem for Risky Assets," IBSU Scientific Journal, International Black Sea University, volume 2, issue 1, pages 66-70.
• Claudio Morana, 2008, "Realized portfolio selection in the euro area," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 10-2008, Jun.
• Michael Mania & Marina Santacroce, 2008, "Exponential Utility Maximization under Partial Information," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 24-2008, Jun.
• Yuyun Istavirti & Dr. Ruslan Prijadi & Dr. Andi M. Alfian Parewangi, 2008, "Kinerja Pengelolaan Dana Pada Pasar Modal Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 4, pages 361-390, April, DOI: https://doi.org/10.21098/bemp.v10i4.
• Giulio Palomba, 2008, "Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 10, issue 4, pages 379-413.
• Pythagoras PETRATOS, 2008, "Real Option Applications to Information Security," Communications & Strategies, IDATE, Com&Strat dept., volume 1, issue 70, pages 15-26, 2nd quart.
• Olivier Brandouy & Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2008, "Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator," Working Papers, IESEG School of Management, number 2008-ECO-12, Oct, revised Oct 2009.
• Macide ÇİÇEK, 2008, "Türkiye’de devlet iç borçlanma senetlerinin günlük getirilerinde mevsimsellik ve koşullu risk," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 264, pages 93-118.
• Sezgin DEMİR & Yusuf KADERLİ, 2008, "Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 266, pages 95-113.
• Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008, "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-09, Jun.
• P.V. Viswanath, 2008, "Explorations in the economics of intertemporal asset transfer in Roman Palestine," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2008-017, Sep.
• Grzegorz MICHALSKI, 2008, "Inventory And Risk Management: Decreasing Delivery Risk Of Purchasers," Romanian Journal of Economics, Institute of National Economy, volume 27, issue 2(36), pages 95-103, December.
• Domenico Cuoco & Hua He & Sergei Isaenko, 2008, "Optimal Dynamic Trading Strategies with Risk Limits," Operations Research, INFORMS, volume 56, issue 2, pages 358-368, April, DOI: 10.1287/opre.1070.0433.
• Rodrigo A. Alfaro & Carmen Gloria Silva, 2008, "Volatilidad de Indices Accionarios: El caso del IPSA," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 217-233.
• Michalis Petrides & Alex Karagrigoriou, 2008, "Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances," Financial Theory and Practice, Institute of Public Finance, volume 32, issue 1, pages 45-64.
• Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro, 2008, "Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-10, Jul.
• Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2008, "The Asset Portfolios of Native-Born and Foreign-Born Households," IZA Discussion Papers, IZA Network @ LISER, number 3304, Jan.
• Campos, Nauro F. & Leite Barbosa, Renata, 2008, "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," IZA Discussion Papers, IZA Network @ LISER, number 3445, Apr.
• Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2008, "Belief Elicitation in Experiments: Is there a Hedging Problem?," IZA Discussion Papers, IZA Network @ LISER, number 3517, May.
• Jian-Hsin Chou & Hong-Fwu Yu & Der-Rong Hwu, 2008, "Testing Term Structure Estimation Models: Evidence from Taiwan's Government Bonds Market," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 1, pages 35-63, January.
• Shih-Ju Chan & Ching-Chung Lin & Wen-Hsiu Kuo, 2008, "The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 203-228, July.
• Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008, "Forecasting market impact costs and identifying expensive trades," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 1, pages 21-39, DOI: 10.1002/for.1052.
• Gerlinde Fellner & Matthias Sutter, 2008, "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-004, Jan.
• Thomas Gehrig & Werner Güth & Rene Levinsky & Vera Popova, 2008, "Do investors optimize, follow heuristics, or listen to experts?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-086, Nov.
• Jakša Cvitanić & Vassilis Polimenis & Fernando Zapatero, 2008, "Optimal portfolio allocation with higher moments," Annals of Finance, Springer, volume 4, issue 1, pages 1-28, January, DOI: 10.1007/s10436-007-0071-5.
• Han Ozsoylev, 2008, "Amplification and asymmetry in crashes and frenzies," Annals of Finance, Springer, volume 4, issue 2, pages 157-181, March, DOI: 10.1007/s10436-007-0077-z.
• D. Won & G. Hahn & N. Yannelis, 2008, "Capital market equilibrium without riskless assets: heterogeneous expectations," Annals of Finance, Springer, volume 4, issue 2, pages 183-195, March, DOI: 10.1007/s10436-007-0074-2.
• Kasper Larsen & Gordan Žitković, 2008, "On the semimartingale property via bounded logarithmic utility," Annals of Finance, Springer, volume 4, issue 2, pages 255-268, March, DOI: 10.1007/s10436-006-0067-6.
• Marcelo Pinheiro, 2008, "Demand shocks and market manipulation," Annals of Finance, Springer, volume 4, issue 3, pages 269-298, July, DOI: 10.1007/s10436-007-0076-0.
• Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang, 2008, "Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation," Annals of Finance, Springer, volume 4, issue 3, pages 345-367, July, DOI: 10.1007/s10436-007-0081-3.
• Eugene Bland & Robert Trimm, 2008, "Defined Contribution Beta When Combined With a Defined Benefit Plan," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 3, pages 363-364, September, DOI: 10.1007/s11293-008-9119-9.
• Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008, "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 163-181, September, DOI: 10.1007/s10614-008-9137-3.

2007

• Melisso Boschi & Aditya Goenka, 2007, "Relative Risk Aversion And The Transmission Of Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-28, Oct.
• Antonio Ruiz-Porras, 2007, "Información privilegiada, administración de riesgos y utilidades esperadas: una aplicación al estudio de crisis cambiarias," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 1, pages 56-62.
• Linda Margarita Medina Herrera & Ricardo Mansilla Corona, 2007, "Un árbol de expansión mínima en la Bolsa Mexicana de Valores," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 2, pages 116-124.
• Penaranda, Francisco, 2007, "Portfolio choice beyond the traditional approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24481, Mar.
• Li, Sheng & Linton, Oliver, 2007, "Evaluating hedge fund performance: a stochastic dominance approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24486, Jul.
• Webb, David C., 2007, "Pension plan funding, risk sharing and technology choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24641, Nov.
• Fernando Gómez-Bezares Pascual & José Antonio Madariaga Ibarra & Javier Santibáñez Grúber & Amaia Apraiz Larragán, 2007, "Índices de performance, gestión activa y eficiencia. Un análisis de sensitividad y del fenómeno de la persistencia," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 220-245.
• Ferruz Agudo, Luis & Vargas Magallón, María, 2007, "Análisis de las capacidades de sincronización con el mercado y selección de valores de los gestores de fondos de inversión españoles en condiciones económicas variables," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 295, pages 663-683, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v74i.
• André de Palma & Jean-Luc Prigent, 2007, "Hedging global environment risks: An option based portfolio insurance," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-09.
• Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007, "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 25, issue 6, pages 603-625, October, DOI: 10.1108/14635780710829306.
• Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007, "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-26, Jul.
• Kaynar, B. & Birbil, S.I. & Frenk, J.B.G., 2007, "Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers," 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-2007-032-LIS, May.
• Bert WILLEMS & Joris MORBEE, 2011, "Risk spillovers and hedging: why do firms invest too much in systemic risk?," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces11.17, May.
• Filip Žikeš, 2007, "Dependence Structure and Portfolio Diversification on Central European Stock Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/02, Jan, revised Jan 2007.
• K. Victor Chow, Bih-Shuang Huang, Ou Hu, 2007, "Marginal Conditional Stochastic Dominance Between Value and Growth," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 1-34, June.
• David A. Love & Paul A. Smith, 2007, "Does health affect portfolio choice?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-45.
• Christian Hott, 2007, "Explaining house price fluctuations," Proceedings, Federal Reserve Bank of Chicago, number 1055.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Richard G. Anderson & Jane M. Binner & Thomas Elger & Björn Hagströmer & Birger Nilsson, 2007, "Mean-variance vs. full-scale optimization: broad evidence for the U.K," Working Papers, Federal Reserve Bank of St. Louis, number 2007-016, DOI: 10.20955/wp.2007.016.
• Todd M. Sinai & Nicholas S. Souleles, 2007, "Net worth and housing equity in retirement," Working Papers, Federal Reserve Bank of Philadelphia, number 07-33.
• Francisco Penaranda, 2007, "Portfolio Choice Beyond the Traditional Approach," FMG Discussion Papers, Financial Markets Group, number dp587, Mar.
• Sheng Li & Oliver Linton, 2007, "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers, Financial Markets Group, number dp591, Jul.
• Raimond Maurer & Shohreh Valiani, 2007, "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 109.
• Terceño Gómez, A. & Brotons Martínez, J. M. & Fernández Bariviera, A., 2007, "Immunization Strategy In A Fuzzy Environment," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 95-116, November.
• Drobyshevsky Sergey & Polevoy D., 2007, "Financial aspects of currency integration in CIS," Research Paper Series, Gaidar Institute for Economic Policy, issue 109P.
• Attilio Gardini & Alessandro Magi, 2007, "Stock Market Participation: New Empirical Evidence from Italian Households'Behavior," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 66, issue 1, pages 93-114, March.
• Martin Evans and Viktoria Hnatkovska, 2007, "International Financial Integration and The Real Economy," Working Papers, Georgetown University, Department of Economics, number gueconwpa~07-07-11, Jul.
• Christian Kalhoefer, 2007, "Ranking of Mutually Exclusive Investment Projects: How Cash Flow Differences can solve the Ranking Problem," Working Papers, The German University in Cairo, Faculty of Management Technology, number 3, Nov.
• Stéphane Villeneuve & Jean-Paul Descamps, 2007, "Optimal Dividend Policy and Growth Option," Post-Print, HAL, number hal-00173171.
• W. Briec & K. Kerstens & Octave Jokung-Nguena, 2007, "Mean-variance-skewness portfolio performance gauging: A general shortage function and dual approach," Post-Print, HAL, number hal-00211572.
• W. Briec & K. Kerstens, 2007, "Portfolio selection in multidimensional general and partial moment space," Post-Print, HAL, number hal-00296711.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007, "International portfolios with supply, demand and redistributive shocks," Post-Print, HAL, number hal-01053624, Jun.
• Edouard Challe, 2007, "Endogenous Participation Risk in Speculative Markets," Post-Print, HAL, number halshs-00170887.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007, "International portfolios with supply, demand and redistributive shocks," Sciences Po Economics Publications (main), HAL, number hal-01053624, Jun.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The necessity to correct hedge fund returns: empirical evidence and correction method," Working Papers, HAL, number halshs-00184470, Oct.
• Borglin, Anders & Flåm, Sjur Didrik, 2007, "Risk exchange as a market or production game," Working Papers in Economics, University of Bergen, Department of Economics, number 09/07, Sep.
• Borglin, Anders & Flåm, Sjur, 2007, "Risk Exchange as a Market or Production Game," Working Papers, Lund University, Department of Economics, number 2007:16, Oct.
• Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Elger, Thomas & Nilsson, Birger, 2007, "Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK," Working Papers, Lund University, Department of Economics, number 2008:1, Oct.
• Ekern, Steinar, 2007, "Simplifying and generalizing some efficient frontier and CAPM related results," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/12, Mar.
• Coeurdacier , Nicolas & Martin, Philippe, 2007, "The geography of asset holdings: Evidence from Sweden," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 202, Jan.
• Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian, 2007, "Direct Evidence of Dividend Tax Clienteles," SIFR Research Report Series, Institute for Financial Research, number 51, Mar.
• Fedyk, Yuriy & Walden, Johan, 2007, "High-Speed Natural Selection in Financial Markets with Large State Spaces," SIFR Research Report Series, Institute for Financial Research, number 52, Apr.
• Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007, "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies, Umeå University, Department of Economics, number 725, Nov.
• Angelo Antoci & Marcello Galeotti & Lucio Geronazzo, 2007, "Visitor and Firm Taxes Versus Environmental Options in a Dynamical Context," Journal of Applied Mathematics, Hindawi, volume 2007, pages 1-15, August, DOI: 10.1155/2007/97540.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ & Huang, James & Kuzmics, Christoph, 2007, "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 323, Mar.
• De Moor, Lieven & Sercu, Piet, 2007, "Country v Sector Effects in Equity Returns: Are Emerging-Market Firms just Small Firms?," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2007/03, May.
• John Board & Charles Sutcliffe, 2007, "Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate," Economic Analysis, Institute of Economic Sciences, volume 40, issue 3-4, pages 87-118.
• Brunnermeier, Markus K. & Gollier, Christian & Parker, Jonathan A., 2007, "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 429, Feb.
• Isaac Kleshchelski & Nicolas Vincent, 2007, "Robust Equilibrium Yield Curves," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 08-02, Nov.
• Helena Chuliá & Hipòlit Torró, 2007, "Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española," Investigaciones Economicas, Fundación SEPI, volume 31, issue 3, pages 445-474, September.
• Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana, 2007, "An Integrated CVaR and Real Options Approach to Investments in the Energy Sector," Economics Series, Institute for Advanced Studies, number 209, May.
• Turhan KORKMAZ & Emrah İsmail ÇELİK, 2007, "Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 261, pages 137-154.
• Christos I. Giannikos & Xiuqing Ji, 2007, "Industry Momentum at the End of the 20th Century," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 1, pages 29-46, April.
• Francois Boye, 2007, "Mexican ADRs in the 90s: as good as expected?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 93-120, June.
• José M. Marín & Jacques Olivier, 2007, "The dog that did not bark: Insider trading and crashes," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-20, Oct.
• José M. Marín & Antoni Sureda-Gomila, 2007, "Firms vs. insiders as traders of last resort," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-21, Oct.
• José M. Marín & Thomas A. Rangel, 2007, "The use of derivatives in the spanish mutual fund industry," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-22, Oct.
• Ms. Alicia García-Herrero & Mr. Francisco F. Vazquez, 2007, "International Diversification Gains and Home Bias in Banking," IMF Working Papers, International Monetary Fund, number 2007/281, Dec.
• Till van Treeck, 2007, "A Synthetic, Stock-Flow Consistent Macroeconomic Model of Financialisation," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 06-2007, May.
• Walter Briec & Kristiaan Kerstens & Octave Jokung, 2007, "Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach," Management Science, INFORMS, volume 53, issue 1, pages 135-149, January, DOI: 10.1287/mnsc.1060.0596.
• Andrea Gavosto & Guido Ponte & Carla Scaglioni, 2007, "Investment in Next Generation Networks and the Role of Regulation: A Real Option Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/31.
• Pesaran, Bahram & Pesaran, M. Hashem, 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers, IZA Network @ LISER, number 2906, Jul.
• Dar-Hsin Chen & Chun-Da Chen & Chih-Min Lai, 2007, "The Impacts of Opening Margin Trading on Stock Return, Volatility and Turnover Rate in Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 1, pages 97-124, January.
• Daniel Hartmann & Christian Pierdzioch, 2007, "International equity flows and the predictability of US stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 8, pages 583-599, DOI: 10.1002/for.1045.
• Tobias Broenner & Rene Levinsky & Jianying Qiu, 2007, "A Note on Skewness Seeking: An Experimental Analysis," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2007-079, Nov.
• Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino, 2007, "Towards a measure of financial fragility," Annals of Finance, Springer, volume 3, issue 1, pages 37-74, January, DOI: 10.1007/s10436-006-0061-z.
• Francesco Audrino & Robert Fernholz & Roberto Ferretti, 2007, "A Forecasting Model for Stock Market Diversity," Annals of Finance, Springer, volume 3, issue 2, pages 213-240, March, DOI: 10.1007/s10436-006-0046-y.
• Oh Kwon, 2007, "Duration, factor sensitivities, and interest rate Greeks," Annals of Finance, Springer, volume 3, issue 4, pages 471-486, October, DOI: 10.1007/s10436-006-0055-x.
• Anna Dodonova & Yuri Khoroshilov, 2007, "An Experimental Study of Trend-Chasing Behavior," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 2, pages 255-256, June, DOI: 10.1007/s11293-007-9069-7.
• Samih Azar, 2007, "The Risk of Underestimating Product Demand," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 4, pages 505-506, December, DOI: 10.1007/s11293-007-9086-6.
• P. Herings & Felix Kubler, 2007, "Approximate CAPM When Preferences are CRRA," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 1, pages 13-31, February, DOI: 10.1007/s10614-006-9061-3.
• Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 333-354, May, DOI: 10.1007/s10614-006-9071-1.
• Chia-Hsuan Yeh, 2007, "The role of intelligence in time series properties," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 2, pages 95-123, September, DOI: 10.1007/s10614-007-9089-z.
• Jose Olivares & Jean P. Sepulveda, 2007, "How Do Fund Managers Invest: Self Strategy of Herding in Private Pension Funds?," Past Working Papers, Universidad del Desarrollo, School of Business and Economics, number 01, Sep, revised Sep 2007.
• Jose Olivares & Jean Sepulveda, 2007, "How Do Fund Managers Invest: Self Strategy of Herding in Private Pension Funds?," Serie Working Papers, Universidad del Desarrollo, School of Business and Economics, number 01, Sep, revised Sep 2007.
• Christoph Weber & Oliver Woll, 2007, "Portfolio Optimization In Electricity Trading With Limited Liquidity," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 0702, Jul, revised Jul 2007.
• Olga Bourachnikova, 2007, "Weighting function in the behavioral portfolio theory," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-07.RS, May.
• Marie Pfiffelmann, 2007, "Which optimal design for lottery linked deposit," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-09.RS, May.
• Chi-Hsiou Hung, 2007, "Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_02, Mar.
• Devraj Basu & Chi-Hsiou Hung & Alexander Stremme, 2007, "Exploiting Predictability in International Anomalies," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_03, Mar.
• Chi-Hsiou Hung, 2007, "Return Explanatory Ability and Predictability of Non-Linear Market Models," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_05, Mar.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," Finance Working Papers, East Asian Bureau of Economic Research, number 21919, Apr.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007, "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07008, Apr.
• DAMBRIN, Claire & PEZET, Anne, 2007, "Text and artefacts for creating a "World of Investment Decision-Making" : an empirical study into investment procedures," HEC Research Papers Series, HEC Paris, number 865, Apr.
• Manganelli, Simone, 2007, "Asset allocation by penalized least squares," Working Paper Series, European Central Bank, number 723, Feb.
• Tristani, Oreste, 2007, "Model misspecification, the equilibrium natural interest rate and the equity premium," Working Paper Series, European Central Bank, number 808, Sep.
• De Santis, Roberto A. & Ehling, Paul, 2007, "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series, European Central Bank, number 815, Sep.
• Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007, "Development and Validation of Credit-Scoring Models," Working Papers, Cornell University, Center for Analytic Economics, number 07-12, Jul.
• Peter Bossaerts & Charles Plott & William R. Zame, 2007, "Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments," Econometrica, Econometric Society, volume 75, issue 4, pages 993-1038, July.
• Colwell, David & El-Hassan, Nadima & Kang Kwon, Oh, 2007, "Hedging diffusion processes by local risk minimization with applications to index tracking," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 7, pages 2135-2151, July.
• Gong, Liutang & Smith, William & Zou, Heng-fu, 2007, "Consumption and Risk with hyperbolic discounting," Economics Letters, Elsevier, volume 96, issue 2, pages 153-160, August.
• Hyung, Namwon & de Vries, Casper G., 2007, "Portfolio selection with heavy tails," Journal of Empirical Finance, Elsevier, volume 14, issue 3, pages 383-400, June.
• Annaert, Jan & Deelstra, Griselda & Heyman, Dries & Vanmaele, Michèle, 2007, "Risk management of a bond portfolio using options," Insurance: Mathematics and Economics, Elsevier, volume 41, issue 3, pages 299-316, November.
• Schmeling, Maik, 2007, "Institutional and individual sentiment: Smart money and noise trader risk?," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 127-145.
• Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007, "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2405-2423, August.
• Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong, 2007, "Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework," Journal of Economic Behavior & Organization, Elsevier, volume 62, issue 3, pages 408-427, March.
• Fielding, David & Stracca, Livio, 2007, "Myopic loss aversion, disappointment aversion, and the equity premium puzzle," Journal of Economic Behavior & Organization, Elsevier, volume 64, issue 2, pages 250-268, October.
• Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007, "Representative consumer's risk aversion and efficient risk-sharing rules," Journal of Economic Theory, Elsevier, volume 137, issue 1, pages 652-672, November.
• Espino, Emilio, 2007, "Equilibrium portfolios in the neoclassical growth model," Journal of Economic Theory, Elsevier, volume 137, issue 1, pages 673-687, November.
• Grenadier, Steven R. & Wang, Neng, 2007, "Investment under uncertainty and time-inconsistent preferences," Journal of Financial Economics, Elsevier, volume 84, issue 1, pages 2-39, April.
• Miao, Jianjun & Wang, Neng, 2007, "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, volume 86, issue 3, pages 608-642, December.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007, "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, volume 26, issue 4, pages 631-655, June.
• Campbell, Rachel A. & Kraussl, Roman, 2007, "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, volume 26, issue 7, pages 1239-1260, November.
• Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007, "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, volume 21, issue 1, pages 138-152, March.
• Sansone, Alessandro & Garofalo, Giuseppe, 2007, "Asset price dynamics in a financial market with heterogeneous trading strategies and time delays," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 1, pages 247-257, DOI: 10.1016/j.physa.2007.02.022.
• Brown, Jeffrey R. & Liang, Nellie & Weisbenner, Scott, 2007, "Individual account investment options and portfolio choice: Behavioral lessons from 401(k) plans," Journal of Public Economics, Elsevier, volume 91, issue 10, pages 1992-2013, November.
• Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007, "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, volume 91, issue 10, pages 2014-2040, November.
• van Rooij, Maarten C.J. & Kool, Clemens J.M. & Prast, Henriette M., 2007, "Risk-return preferences in the pension domain: Are people able to choose?," Journal of Public Economics, Elsevier, volume 91, issue 3-4, pages 701-722, April.
• Fischer, Klaus & Khoury, Nabil, 2007, "The impact of ethical ratings on Canadian security performance: Portfolio management and corporate governance implications," The Quarterly Review of Economics and Finance, Elsevier, volume 47, issue 1, pages 40-54, March.
• Burger, John D. & Warnock, Francis E., 2007, "Foreign participation in local currency bond markets," Review of Financial Economics, Elsevier, volume 16, issue 3, pages 291-304.
• Levent, Korap & Özgür, Aslan, 2007, "Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 19504.
• Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João, 2007, "Análise do Desempenho Recente de Fundos de Investimento no Brasil
  [Recent Performance Analysis of Mutual Funds in Brazil]," MPRA Paper, University Library of Munich, Germany, number 2994, Apr.
• Demir, Firat, 2007, "Private Investment and Cash Flow Relationship Revisited: Capital Market Imperfections and Financialization of Real Sectors in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 3081, Jan.
• Alos, Elisa & Ewald, Christian-Oliver, 2007, "Malliavin differentiability of the Heston volatility and applications to option pricing," MPRA Paper, University Library of Munich, Germany, number 3237, May.
• Ewald, Christian-Oliver & Xiao, Yajun, 2007, "Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model," MPRA Paper, University Library of Munich, Germany, number 3301.
• Djumashev, R, 2007, "Corruption, uncertainty and growth," MPRA Paper, University Library of Munich, Germany, number 3716, Jun.
• Demir, Firat, 2007, "Private Investment, Portfolio Choice and Financialization of Real Sectors in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 3835, revised Jul 2007.
• Arkes, Hal & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2007, "Prospect Theory and Reference Point Adaptation: Evidence from the US, China, and Korea," MPRA Paper, University Library of Munich, Germany, number 4009, Jul.
• Khumalo, Bhekuzulu, 2007, "Knowledge Theory and Investment: Enhanced Investment Decision Based on the properties of Point X," MPRA Paper, University Library of Munich, Germany, number 4201, Jul.
• Chang, Yanqin, 2007, "high level of international risk sharing when the productivity growth contains long run risk," MPRA Paper, University Library of Munich, Germany, number 4476, Sep.
• Ellouz, Siwar & Bellalah, Mondher, 2007, "Asset pricing and predictability of stock returns in the french market," MPRA Paper, University Library of Munich, Germany, number 4961, Mar, revised 24 Sep 2007.
• Plantinga, Auke, 2007, "Performance Measurement And Evaluation," MPRA Paper, University Library of Munich, Germany, number 5048, Sep.
• Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong, 2007, "The Accrual Anomaly: Risk or Mispricing?," MPRA Paper, University Library of Munich, Germany, number 5173, Apr.
• Magni, Carlo Alberto, 2007, "CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation," MPRA Paper, University Library of Munich, Germany, number 5468.
• Magni, Carlo Alberto, 2007, "Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?," MPRA Paper, University Library of Munich, Germany, number 5471.
• Magni, Carlo Alberto, 2007, "Measuring performance and valuing firms: In search of the lost capital," MPRA Paper, University Library of Munich, Germany, number 5850, Sep.
• Alpanda, Sami & Woglom, Geoffrey, 2007, "The Case Against Power Utility and a Suggested Alternative: Resurrecting Exponential Utility," MPRA Paper, University Library of Munich, Germany, number 5897, Jul.
• Kitov, Ivan & Kitov, Oleg, 2007, "Exact prediction of S&P 500 returns," MPRA Paper, University Library of Munich, Germany, number 6056, Dec.
• Magni, Carlo Alberto, 2007, "Investment decisions, equivalent risk and bounded rationality," MPRA Paper, University Library of Munich, Germany, number 6073, Aug.
• Magni, Carlo Alberto, 2007, "A Sum&Discount method for appraising firms:An illustrative example," MPRA Paper, University Library of Munich, Germany, number 6114, Nov.
• Mayanja, Abubaker B. & Legesi, Kenneth, 2007, "Risk and Return on Uganda's stock exchange," MPRA Paper, University Library of Munich, Germany, number 6407, Jul, revised Aug 2007.
• Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007, "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper, University Library of Munich, Germany, number 6512.
• Mierzejewski, Fernando, 2007, "The Short-Run Monetary Equilibrium with Liquidity Constraints," MPRA Paper, University Library of Munich, Germany, number 6526, Dec.
• Mierzejewski, Fernando, 2007, "The Money Demand with Random Output and Limited Access to Debt," MPRA Paper, University Library of Munich, Germany, number 6688, Jun.
• Magni, Carlo Alberto, 2007, "Residual income and value creation: An investigation into the lost-capital paradigm," MPRA Paper, University Library of Munich, Germany, number 6783, Nov.
• Palombizio, Ennio A., 2007, "Mutual Funds and Segregated Funds: A Comparison," MPRA Paper, University Library of Munich, Germany, number 6901, Oct.
• Magni, Carlo Alberto, 2007, "Residual income and value creation: An investigation into the lost-capital paradigm," MPRA Paper, University Library of Munich, Germany, number 7335, Nov.
• Perlin, M., 2007, "Evaluation of pairs trading strategy at the Brazilian financial market," MPRA Paper, University Library of Munich, Germany, number 8308, Dec.
• Perlin, M., 2007, "M of a kind: A Multivariate Approach at Pairs Trading," MPRA Paper, University Library of Munich, Germany, number 8309, Dec.
• Burton G. Malkiel, 2007, "The Efficiency of the Chinese Stock Markets: Some Unfinished Business on the Road to Economic Transformation," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1031, Dec.