Research classified by Journal of Economic Literature (JEL) codes

2009

• 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.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009, "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094625, May.
• Iglesias, Emma M. & Linton, Oliver, 2009, "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094726, Jun.
• Jianjun Miao, 2009, "Ambiguity, Risk and Portfolio Choice under Incomplete Information," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 257-279, November.
• Su-Jane Chen & Ming-Hsiang Chen, 2009, "Discount Rate Changes and Market Timing: A Multinational Study," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 329-349, November.
• Pushkarskaya, Helen & Marshall, Maria I., 2009, "Lump Sum versus Annuity: Choices of Kentucky Farmers during the Tobacco Buyout Program," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 41, issue 3, pages 613-624, December.
• Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1701, Jun.
• Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1703, Jun.
• Volker Böhm & George Vachadze, 2009, "Sovereign Risk in International Bond Markets and Nonconvergence," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c014_034, Jun.
• 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.

2008

• Ramos, Sofia B. & von Thadden, Ernst-Ludwig, 2008, "Stock exchange competition in a simple model of capital market equilibrium," Journal of Financial Markets, Elsevier, volume 11, issue 3, pages 284-307, August.
• Daude, Christian & Fratzscher, Marcel, 2008, "The pecking order of cross-border investment," Journal of International Economics, Elsevier, volume 74, issue 1, pages 94-119, January.
• Petrichev, Konstantin & Thorp, Susan, 2008, "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1138-1145, June.
• Benth, Fred Espen & Cartea, Álvaro & Kiesel, Rüdiger, 2008, "Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2006-2021, October.
• Døskeland, Trond M. & Nordahl, Helge A., 2008, "Optimal pension insurance design," Journal of Banking & Finance, Elsevier, volume 32, issue 3, pages 382-392, March.
• Huij, Joop & Derwall, Jeroen, 2008, ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, volume 32, issue 4, pages 559-572, April.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008, "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, volume 32, issue 9, pages 1941-1953, September.
• Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008, "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, volume 60, issue 3, pages 256-276.
• Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2008, "Globally evolutionarily stable portfolio rules," Journal of Economic Theory, Elsevier, volume 140, issue 1, pages 197-228, May.
• Foucault, Thierry & Gehrig, Thomas, 2008, "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, volume 88, issue 1, pages 146-168, April.
• Bae, Kee-Hong & Stulz, René M. & Tan, Hongping, 2008, "Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts," Journal of Financial Economics, Elsevier, volume 88, issue 3, pages 581-606, June.
• Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C., 2008, "The only game in town: Stock-price consequences of local bias," Journal of Financial Economics, Elsevier, volume 90, issue 1, pages 20-37, October.
• Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008, "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 1, pages 30-48, DOI: 10.1016/j.matcom.2007.09.002.
• Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2008, "How are preferences revealed?," Journal of Public Economics, Elsevier, volume 92, issue 8-9, pages 1787-1794, August.
• Alain Monfort, 2008, "Optimal portfolio allocation under asset and surplus VaR constraints," Journal of Asset Management, Palgrave Macmillan, volume 9, issue 3, pages 178-192, September, DOI: 10.1057/jam.2008.6.
• Trond M Døskeland & Helge A Nordahl, 2008, "Intergenerational Effects of Guaranteed Pension Contracts," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 33, issue 1, pages 19-46, June.
• Amaresh K. Tiwari & Pierre Mohnen & Franz C. Palm & Sybrand Schim Loeff, 2008, "Financial Constraint and R&D Investment: Evidence from CIS," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Cees Beers & Alfred Kleinknecht & Roland Ortt & Robert Verburg, "Determinants of Innovative Behaviour", DOI: 10.1057/9780230285736_10.
• Eduardo Walker, 2008, "Assessing Alternative Institutional Designs For Investment Regulation In Defined Contribution Pension Funds," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 11, issue 2, pages 121-152.
• Attiya Y. Javid & Eatzaz Ahmad, 2008, "The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2008:48.
• Ovidiu Ioan SPATACEAN, 2008, "International Financial Crisis’ Impacts upon Institutional Investors - Case of Financial Investment Companies," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 135-152, December.
• Balli, Faruk & Louis, Rosmy J. & Osman, Mohammad, 2008, "International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region," MPRA Paper, University Library of Munich, Germany, number 10160, Aug.
• Herwany, Aldrin & Febrian, Erie, 2008, "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper, University Library of Munich, Germany, number 10259, Aug.
• Canegrati, Emanuele, 2008, "Testing the CAPM: Evidences from Italian Equity Markets," MPRA Paper, University Library of Munich, Germany, number 10407, Sep.
• Kuhnen, Camelia & Knutson, Brian, 2008, "The Influence of Affect on Beliefs, Preferences and Financial Decisions," MPRA Paper, University Library of Munich, Germany, number 10410, Sep.
• Carlo Alberto, Magni, 2008, "Splitting Up Value: A Critical Review of Residual Income Theories," MPRA Paper, University Library of Munich, Germany, number 10506, Sep.
• Vymětal, Dominik, 2008, "Projekty informačních systémů v podnicích a jejich realizace
  [Information system projects in companies and their implementation]," MPRA Paper, University Library of Munich, Germany, number 10745, Apr.
• Kuhnen, Camelia M. & Chiao, Joan Y., 2008, "Genetic Determinants of Financial Risk Taking," MPRA Paper, University Library of Munich, Germany, number 10895, Sep.
• Wenzelburger, Jan, 2008, "A Note on the Two-fund Separation Theorem," MPRA Paper, University Library of Munich, Germany, number 11014, Feb, revised 31 Sep 2008.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper, University Library of Munich, Germany, number 11292, Oct.
• Zhorin, Victor & Stef-Praun, Tiberiu, 2008, "Grid-enabled estimation of structural economic models," MPRA Paper, University Library of Munich, Germany, number 11384, Nov.
• Martins, J. Albuquerque, 2008, "Reforma da Administração Pública: Antes e Depois da Democracia
  [Public Administration Reforms: Before and After Democracy]," MPRA Paper, University Library of Munich, Germany, number 11409, Mar.
• Michalski, Grzegorz, 2008, "Decreasing negative the delivery risk influence on the recepient's firm value: Portfolio approach," MPRA Paper, University Library of Munich, Germany, number 11523, Nov.
• Lawrence, Craig & Thomas, Mathew, 2008, "Real Options: Applications in Public Economics," MPRA Paper, University Library of Munich, Germany, number 11915, Jun.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 11918, Nov, revised 31 Nov 2008.
• Sergio, Bianchi & Alessandro, Trudda, 2008, "Global Asset Return in Pension Funds: a dynamical risk analysis," MPRA Paper, University Library of Munich, Germany, number 12011, May, revised 14 Jun 2008.
• Mierzejewski, Fernando, 2008, "The optimal liquidity principle with restricted borrowing," MPRA Paper, University Library of Munich, Germany, number 12549, Dec.
• Gray, Wesley & Kern, Andrew, 2008, "Fundamental Value Investors: Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 12620, Dec.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 12621, Dec.
• Alexandru, Ciprian Antoniade, 2008, "Trust and Loss Aversion in Romanian Capital Market," MPRA Paper, University Library of Munich, Germany, number 12778, Dec.
• Corduneanu, Carmen & Turcas, Daniela, 2008, "Optimizing models of a stock portfolio issued by Financial Investment Companies," MPRA Paper, University Library of Munich, Germany, number 12919, Dec.
• Collan, Mikael & Fullér, Robert & József, Mezei, 2008, "A Fuzzy Pay-off Method for Real Option Valuation," MPRA Paper, University Library of Munich, Germany, number 13601, Oct.
• Giofré, Maela/M., 2008, "EMU Effects on Stock Markets: From Home Bias to Euro Bias," MPRA Paper, University Library of Munich, Germany, number 13926, May.
• Giofré, Maela/M., 2008, "Convergence of EMU Equity Portfolios," MPRA Paper, University Library of Munich, Germany, number 13927, Dec.
• Giofré, Maela M., 2008, "Bias in foreign equity portfolios: households versus professional investors," MPRA Paper, University Library of Munich, Germany, number 13929.
• Kaizoji, Taisei & Sornette, Didier, 2008, "Market Bubbles and Chrashes," MPRA Paper, University Library of Munich, Germany, number 15204, Dec.
• Doran, James & Jiang, Danling & Peterson, David, 2008, "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper, University Library of Munich, Germany, number 15463, Apr, revised 10 Mar 2009.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirical investigation based on some listed shares in cas," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Chandra, Abhijeet, 2008, "Decision Making in the Stock Market: Incorporating Psychology with Finance," MPRA Paper, University Library of Munich, Germany, number 21288, Oct, revised 01 Nov 2008.
• Kliber, Pawel, 2008, "A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns," MPRA Paper, University Library of Munich, Germany, number 22541.
• Van Deventer, Bart & Mlambo, Chipo, 2008, "Factors influencing venture capitalists' project financing decisions in South Africa," MPRA Paper, University Library of Munich, Germany, number 24970, Aug, revised 28 Feb 2009.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [One is able again to speak of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 25443.
• Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal, 2008, "Using Artificial intelligence to select the optimal E-CRM Based business needs," MPRA Paper, University Library of Munich, Germany, number 25758, Nov.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 26751, Mar.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Carfì, David, 2008, "Optimal boundaries for decisions," MPRA Paper, University Library of Munich, Germany, number 29243.
• Roncalli, Thierry & Weisang, Guillaume, 2008, "Tracking problems, hedge fund replication and alternative beta," MPRA Paper, University Library of Munich, Germany, number 37358, Dec.
• Lucena, Pierre & Figueiredo, Antonio Carlos & Lachtermacher, Gerson, 2008, "Critérios de formação de carteiras de ativos através de hierarchical clusters
  [Criteria of portfolio formation of stocks through hierarchical clusters]," MPRA Paper, University Library of Munich, Germany, number 38105, Feb.
• Lucena, Pierre & Figueiredo, Antonio Carlos, 2008, "Anomalias no Mercado no Mercado de Ações Brasileiro: uma Modificação do Modelo de Fama de Fama e French
  [Anomalies on the Brazilian Stock Market: a Modification of the Fama and French Model]," MPRA Paper, University Library of Munich, Germany, number 38127, Sep.
• Lucena, Pierre & Figueiredo, Antonio Carlos, 2008, "Prevendo retornos de ações atrasvés de movimentos passados: uma modificação no Modelo de Grinblatt e Moskowitz
  [Predicting stock returns through past movements: a modification of Grinblatt and Moskowitz Model]," MPRA Paper, University Library of Munich, Germany, number 38128.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Bhattacharyya, Surajit, 2008, "Determinants of Corporate Investment: Post Liberalization Panel Data Evidence from Indian Firms," MPRA Paper, University Library of Munich, Germany, number 6702, Jan.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 76925, Mar.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [Can we still talk of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 77288, revised 2008.
• Repkine, Alexandre, 2008, "Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 7849, Feb.
• Qiao, Yongyuan, 2008, "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper, University Library of Munich, Germany, number 7876, Feb.
• Knutson, Brian & Wimmer, G. Elliott & Kuhnen, Camelia & Winkielman, Piotr, 2008, "Nucleus accumbens activation mediates the influence of reward cues on financial risk-taking," MPRA Paper, University Library of Munich, Germany, number 8013, Mar.
• Petranov, Stefan, 2008, "Оценка На Бета Коефициентите На Публични Дружества В България
  [Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria]," MPRA Paper, University Library of Munich, Germany, number 88385.
• Los, Cornelis A. & Tungsong, Satjaporn, 2008, "Investment Model Uncertainty and Fair Pricing," MPRA Paper, University Library of Munich, Germany, number 8859, May.
• Hopfensitz, Astrid & Wranik, Tanja, 2008, "Psychological and environmental determinants of myopic loss aversion," MPRA Paper, University Library of Munich, Germany, number 9305.
• Nwaobi, Godwin C, 2008, "The Economics of Financial Derivative Instruments," MPRA Paper, University Library of Munich, Germany, number 9463, Jul.
• Pitluck, Aaron Z., 2008, "Moral Behavior in Stock Markets: Islamic finance and socially responsible investment," MPRA Paper, University Library of Munich, Germany, number 9477, Mar.
• Garcia-Fronti, Javier, 2008, "A Short Note on the Infinite Decision Puzzle," MPRA Paper, University Library of Munich, Germany, number 9571, Jul.
• Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008, "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper, University Library of Munich, Germany, number 9604, Jul.
• Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008, "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper, University Library of Munich, Germany, number 9612, Jul.
• Canegrati, Emanuele, 2008, "A Non-Random Walk down Canary Wharf," MPRA Paper, University Library of Munich, Germany, number 9871, Aug.
• Derek Jun & Burton G. Malkiel, 2008, "New Paradigms in Stock Market Indexing," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1050, Jan.
• Noura Ben M’Barek, 2008, "L’hétérogénéité du comportement de contrôle des investisseurs institutionnels français," Revue d'Économie Financière, Programme National Persée, volume 91, issue 1, pages 231-254, DOI: 10.3406/ecofi.2008.5067.
• Alain Argile, 2008, "Les transformations du private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 13-18, DOI: 10.3406/ecofi.2008.5259.
• Jean-Hervé Lorenzi & Philippe Trainar, 2008, "Le rôle économique du private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 19-32, DOI: 10.3406/ecofi.2008.5260.
• Jérémie Delecourt, 2008, "Investisseurs institutionnels et private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 33-44, DOI: 10.3406/ecofi.2008.5261.
• Dominique Nouvellet, 2008, "Les « sept péchés capitaux » du private equity en période de bulle," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 61-67, DOI: 10.3406/ecofi.2008.5265.
• Orazio P. Attanasio & Monica Paiella, 2008, "Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 1_2008, Feb.
• José Fajardo, 2008, "Statistical Arbitrage with Default and Collateral," Working Papers, Banco de Portugal, Economics and Research Department, number w200808.
• A. S. Hurn & V.Pavlov, 2008, "Momentum in Australian Stock Returns: An Update," NCER Working Paper Series, National Centre for Econometric Research, number 23, Feb, revised 26 Feb 2008.
• Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008, "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers, Society for Economic Dynamics, number 342.
• Luis M. Viceira & Adi Sunderam & John Y. Campbell, 2008, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," 2008 Meeting Papers, Society for Economic Dynamics, number 355.
• Vasia Panousi, 2008, "Capital Taxation with Entrepreneurial Risk," 2008 Meeting Papers, Society for Economic Dynamics, number 36.
• Nicolas Vincent & Isaac Kleshchelski, 2008, "Robust Equilibrium Yield Curves," 2008 Meeting Papers, Society for Economic Dynamics, number 486.
• Motohiro Yogo, 2008, "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," 2008 Meeting Papers, Society for Economic Dynamics, number 63.
• Radu Lupu & Cristiana Tudor, 2008, "Direction of Change at the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 165-185, January.
• Akiko Terada-Hagiwara, 2008, "Asian Holdings of US Treasury Securities: Trade Integration as a Threshold," ADB Economics Working Paper Series, Asian Development Bank, number 137, Dec.
• Reinhard Madlener & Christioph Wenk, 2008, "Efficient Investment Portfolios for the Swiss Electricity Supply Sector," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2008, Aug.
• Thierry Roncalli & Jérôme Teiletche, 2008, "An Alternative Approach to Alternative Beta," Journal of Financial Transformation, Capco Institute, volume 24, pages 43-52.
• Raya Mamarbachi & Marc Day & Giampiero Favato, 2008, "Evaluating art as an alternative investment aset," Journal of Financial Transformation, Capco Institute, volume 24, pages 63-71.
• Boris Groysberg & Paul Healy & Yang Gui, 2008, "Can research committees add value for investors. An analysis of Lehman Brothers Ten Uncommon Values recommendations," Journal of Financial Transformation, Capco Institute, volume 24, pages 123-130.
• Michalski, Grzegorz, 2008, "Value-Based Inventory Management," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 82-90, March.
• Cristian TIU & Cosmin DOBRIN & Ion POPA & Constantin Bagu, 2008, "Performance measurement of hedge funds managers," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 2, pages 38-48, December.