Research classified by Journal of Economic Literature (JEL) codes

2007

• Dressler, Scott & Li, Victor, 2007, "Inside Money, Credit, and Investment," MPRA Paper, University Library of Munich, Germany, number 1734, Jan.
• 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.
• Riccardo Rebonato, 2007, "Introduction to Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently," Introductory Chapters, Princeton University Press, "Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently".
• Francisco Venegas Martinez, 2007, "Racionalidad economica implicita en teoria financiera," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 4, issue 1, pages 7-42, Julio-Dic.
• Ellis Connolly, 2007, "The Effect of the Australian Superannuation Guarantee on Household Saving Behaviour," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2007-08, Aug.
• Jacques Pezier, 2007, "Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-07, Jul.
• Jacques Pézier, 2007, "Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-05, Aug, revised Dec 2008.
• Claudio Campanale, 2007, "Increasing Returns to Savings and Wealth Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 4, pages 646-675, October, DOI: 10.1016/j.red.2007.02.003.
• George-Marios Angeletos, 2007, "Uninsured Idiosyncratic Investment Risk and Aggregate Saving," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 1, pages 1-30, January, DOI: 10.1016/j.red.2006.11.001.
• Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007, "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 4, pages 519-548, October, DOI: 10.1016/j.red.2007.02.004.
• Stavros Panageas, 2007, "Optimal Retirement Benefit Guarantees," 2007 Meeting Papers, Society for Economic Dynamics, number 172.
• Motohiro Yogo & Jessica Wachter, 2007, "Why do Household Portfolio Shares Rise in Wealth?," 2007 Meeting Papers, Society for Economic Dynamics, number 929.
• Sergey Titov, 2007, "An Adaptive System of Decision Making for Financial Markets," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 7, issue 3, pages 27-43.
• Andrey Zlotnik, 2007, "An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 5, issue 1, pages 20-29.
• Rien Wagenvoort, 2007, "Does the hedge fund industry deliver alpha?," Economic and Financial Reports, European Investment Bank, Economics Department, number 2006/2, Jun.
• Shimon Awerbuch & Spencer Yang, 2007, "Efficient electricity generating portfolios for Europe: maximising energy security and climate change mitigation," EIB Papers, European Investment Bank, Economics Department, number 7/2007, Jun.
• Peter Kunzel & Carlos Medeiros & Michael Papaioannou & Luisa Zanforlin, 2007, "Corporate inflation-indexed bonds in emerging market countries: recent trends and prospects," Journal of Financial Transformation, Capco Institute, volume 20, pages 69-79.
• Michalski, Grzegorz, 2007, "Portofolio Managament Approach in Trade Credit Decision Making," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 3, pages 42-53, September.
• J. Annaert & G. Deelstra & D. Heyman & M. Vanmaele, 2007, "Risk management of a bond portfolio using options," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/465, May.
• J. Annaert & S. Van Osselaer & B. Verstraete, 2007, "Performance evaluation of portfolio insurance strategies using stochastic dominance criteria," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/473, Jun.
• Michail Koubouros & Ekaterini Panopoulou, 2007, "Intertemporal Market Risks and the Cross–Section of Greek Average Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 2, pages 203-227, May, DOI: 10.1177/097265270700600204.
• Sanjay Sehgal & Meenakshi Gupta, 2007, "Tests of Technical Analysis in India," Vision, , volume 11, issue 3, pages 11-23, July, DOI: 10.1177/097226290701100303.
• Pablo Castañeda, 2007, "Long Term Risk Assessment in a Defined Contribution Pension System," Working Papers, Superintendencia de Pensiones, number 20, Oct, revised Oct 2007.
• Florian Zainhofer, 2007, "Life Cycle Portfolio Choice: A Swiss Perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 143, issue II, pages 187-238, June.
• Marie Pfiffelmann, 2007, "Which Optimal Design for Lottery Linked Deposit Accounts?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-010.RS.
• Olga Bourachnikova, 2007, "Weighting Function in the Behavioral Portfolio Theory," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-011.RS.
• Marie Briere & Ombretta Signori, 2007, "Do Inflation-Linked Bonds Still Diversify?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-029.RS.
• Marie Briere & Ariane Szafarz, 2007, "Crisis-Robust Bond Portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-030.RS.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-034.RS.
• Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2007, "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Annals of Operations Research, Springer, volume 152, issue 1, pages 141-165, July, DOI: 10.1007/s10479-006-0144-2.
• Alexander Schied, 2007, "Optimal investments for risk- and ambiguity-averse preferences: a duality approach," Finance and Stochastics, Springer, volume 11, issue 1, pages 107-129, January, DOI: 10.1007/s00780-006-0024-2.
• Jean-Paul Décamps & Stéphane Villeneuve, 2007, "Optimal dividend policy and growth option," Finance and Stochastics, Springer, volume 11, issue 1, pages 3-27, January, DOI: 10.1007/s00780-006-0027-z.
• Vathana Ly Vath & Mohamed Mnif & Huyên Pham, 2007, "A model of optimal portfolio selection under liquidity risk and price impact," Finance and Stochastics, Springer, volume 11, issue 1, pages 51-90, January, DOI: 10.1007/s00780-006-0025-1.
• Nan Chen & Paul Glasserman, 2007, "Additive and multiplicative duals for American option pricing," Finance and Stochastics, Springer, volume 11, issue 2, pages 153-179, April, DOI: 10.1007/s00780-006-0031-3.
• Erhan Bayraktar & Virginia Young, 2007, "Correspondence between lifetime minimum wealth and utility of consumption," Finance and Stochastics, Springer, volume 11, issue 2, pages 213-236, April, DOI: 10.1007/s00780-007-0035-7.
• Sara Biagini & Marco Frittelli, 2007, "The supermartingale property of the optimal wealth process for general semimartingales," Finance and Stochastics, Springer, volume 11, issue 2, pages 253-266, April, DOI: 10.1007/s00780-006-0026-0.
• L. Rogers & José Scheinkman, 2007, "Optimal exercise of executive stock options," Finance and Stochastics, Springer, volume 11, issue 3, pages 357-372, July, DOI: 10.1007/s00780-007-0041-9.
• Ioannis Karatzas & Constantinos Kardaras, 2007, "The numéraire portfolio in semimartingale financial models," Finance and Stochastics, Springer, volume 11, issue 4, pages 447-493, October, DOI: 10.1007/s00780-007-0047-3.
• Bernd Pape, 2007, "Asset allocation and multivariate position based trading," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 163-193, December, DOI: 10.1007/s11403-007-0021-3.
• Katsutoshi Wakai, 2007, "Aggregation under homogeneous ambiguity: a two-fund separation result," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 2, pages 363-372, February, DOI: 10.1007/s00199-005-0051-9.
• George Constantinides & John Donaldson & Rajnish Mehra, 2007, "Junior is rich: bequests as consumption," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 1, pages 125-155, July, DOI: 10.1007/s00199-006-0163-x.
• Michał Baran, 2007, "Asymptotic pricing in large financial markets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 66, issue 1, pages 1-20, August, DOI: 10.1007/s00186-006-0144-7.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 1, pages 89-101, DOI: 10.1080/13518470601025243.
• Johan Parmler & Andres Gonzalez, 2007, "Is Momentum Due to Data-snooping?," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 4, pages 301-318, DOI: 10.1080/13518470600880127.
• Kais Dachraoui & Georges Dionne, 2007, "Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 5, pages 397-404, DOI: 10.1080/13518470601025326.
• Sven-Olov Daunfeldt, 2007, "Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 7, pages 657-667, DOI: 10.1080/13518470701380290.
• Ming-Yuan Leon Li & Her-Jiun Sheu & Lin Lin & Yu-Chi Tang, 2007, "Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 5, issue 1, pages 51-64, DOI: 10.1080/14765280601109329.
• John Gibson & Trinh Le & Steven Stillman, 2007, "What explains the wealth gap between immigrants and the New Zealand born?," New Zealand Economic Papers, Taylor & Francis Journals, volume 41, issue 2, pages 131-162, DOI: 10.1080/00779950709558507.
• Carlo Alberto Magni, 2007, "Project valuation and investment decisions: CAPM versus arbitrage," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 2, pages 137-140, DOI: 10.1080/17446540500426821.
• Carlo Alberto Magni, 2007, "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 3, pages 165-168, DOI: 10.1080/17446540600883202.
• ,, 2007, "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, volume 2, issue 2, June.
• Charles S. Bos & Phillip Gould, 2007, "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-025/4, Feb.
• Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007, "Socially Responsible Investments : Methodology, Risk and Performance," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-31.
• Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007, "Socially Responsible Investments : Methodology, Risk Exposure and Performance," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-013.
• van Rooij, M.C.J. & Kool, C.J.M. & Prast, H.M., 2007, "Risk-return preferences in the pension domain : Are people able to choose?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 22820590-ad4e-4abc-bd21-4.
• Boes, M.J. & Drost, F.C. & Werker, B.J.M., 2007, "The impact of overnight periods on option pricing," Other publications TiSEM, Tilburg University, School of Economics and Management, number fc062462-2359-45ac-8826-d.
• Gilles Chemla & Michel A. Habib & Alexander Ljungqvist, 2007, "An Analysis of Shareholder Agreements," Journal of the European Economic Association, MIT Press, volume 5, issue 1, pages 93-121, March.
• Monika Piazzesi & Martin Schneider, 2007, "Asset Prices and Asset Quantities," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 380-389, 04-05.
• Martin D. Evans & Viktoria V. Hnatkovska, 2007, "Financial Integration, Macroeconomic Volatility, and Welfare," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 500-508, 04-05.
• Marten Palme & Annika Sundén & Paul Söderlind, 2007, "How Do Individual Accounts Work in the Swedish Pension System?," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 636-646, 04-05.
• Fatih Guvenen, 2007, "Do Stockholders Share Risk More Effectively than Nonstockholders?," The Review of Economics and Statistics, MIT Press, volume 89, issue 2, pages 275-288, May.
• Andras Niedermayer & Daniel Niedermayer, 2007, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0701, Jan.
• Graciela Sanromán, 2007, "Estimación de costes heterogéneos de participación en el mercado de activos con riesgo," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2107, Jun.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• Mohnen, Pierre & Tiwari, Amaresh & Palm, Franz & Schim van der Loeff, Sybrand, 2007, "Financial Constraint and R&D Investment: Evidence from CIS," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2007-011.
• Francisco Peñaranda, 2007, "Portfolio choice beyond the traditional approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1026, Mar.
• Ana González & Gonzalo Rubio, 2007, "Portfolio choice and the effects of liquidity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1035, May.
• Francisco Peñaranda & Enrique Sentana, 2007, "Duality in mean-variance frontiers with conditioning information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1058, Oct.
• Konstantin Petrichev & Susan Thorp, 2007, "The Private Value of Public Pensions," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 211, Dec.
• Loriana Pelizzon & Guglielmo Weber, 2007, "Efficient Portfolios when Housing Needs Change over the Life-Cycle," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_31.
• Horace W. Brock, 2007, "The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 365-402.
• Sergiy Gerasymchuk, 2007, "Mean-Variance Portfolio Selection with Reference Dependent Preferences," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 150, Apr.
• Giuseppe De Nadai & Paolo Pianca, 2007, "Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 157, Oct.
• John Gibson & Trinh Le & Steven Stillman, 2007, "What Explains the Wealth Gap between Immigrants and the New Zealand Born?," Working Papers in Economics, University of Waikato, number 07/02, Sep.
• Valentina Hartarska & Denis Nadolnyak, 2007, "An Impact Analysis of Microfinance in Bosnia and Herzegovina," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp915, Dec.
• Sonja Fagernas & Prabirjit Sarkar & Ajit Singh, 2007, "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0023, Jun.
• Andreas Röthig & Carl Chiarella, 2007, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 8, pages 719-737, August.
• John D. Burger & Francis E. Warnock, 2007, "Foreign participation in local currency bond markets," Review of Financial Economics, John Wiley & Sons, volume 16, issue 3, pages 291-304, DOI: 10.1016/j.rfe.2006.09.001.
• Rumiana Górska, 2007, "Decomposition of the realized rate of return on investment in fixed-income securities," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 3, May.
• Chenghu Ma, 2007, "Preferences, Lévy Jumps And Option Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-33, DOI: 10.1142/S2010495207500017.
• Udo Broll & B. Michael Gilroy & Elmar Lukas, 2007, "Managing Credit Risk With Credit Derivatives," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-13, DOI: 10.1142/S2010495207500042.
• Harold Bierman Jr, 2007, "The Bare Essentials of Investing:Teaching the Horse to Talk," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6199, ISBN: ARRAY(0x84c70b70).
• Tony Measor, 2007, "Successful Value Investing in Asia:10 Timeless Principles by Tony Measor," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6383, ISBN: ARRAY(0x85077370).
• Harold Bierman Jr., 2007, "Three Basic Rules," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "The Expected Return," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Securities are a Fair Gamble," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Types of Financial Securities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Investment Tips versus an Efficient Random Walk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Analysis for Buying a Stock," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Stocks versus Bonds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Taxed and Tax Deferral Accounts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Dividends versus Share Repurchase," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "The Stock Market Level," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "The Stock Market is Too High, or Is It?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Ten Subordinate Rules and Other Suggestions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Weber, Martin & Welfens, Frank, 2007, "How do Markets React to Fundamental Shocks? An Experimental Analysis on Underreaction and Momentum," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-42, Jun.
• Baucells, Manel & Weber, Martin & Welfens, Frank, 2007, "Reference Point Formation Over Time: A Weighting Function Approach," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-43, Jun.
• Weber, Martin & Welfens, Frank, 2007, "The Repurchase Behavior of Individual Investors: An Experimental Investigation," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-44, Jun.
• Weber, Martin & Welfens, Frank, 2007, "An Individual Level Analysis of the Disposition Effect: Empirical and Experimental Evidence," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-45, Jun.
• Bask, Mikael, 2007, "Measuring potential market risk," Bank of Finland Research Discussion Papers, Bank of Finland, number 20/2007.
• Behr, Andreas & Kamp, Andreas & Memmel, Christoph & Pfingsten, Andreas, 2007, "Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,05.
• Pausch, Thilo, 2007, "Endogenous credit derivatives and bank behavior," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,16.
• Kempf, Alexander & Osthoff, Peer, 2007, "The effect of socially responsible investing on portfolio performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-10.
• Agarwal, Vikas & Boyson, Nicole M. & Naik, Narayan Y., 2007, "Hedge funds for retail investors? An examination of hedged mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-04.
• Agarwal, Vikas & Kale, Jayant R., 2007, "On the relative performance of multi-strategy and funds of hedge funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-11.
• Kempf, Alexander & Osthoff, Peer, 2007, "SRI funds: Nomen est omen," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-13.
• Lusardi, Annamaria & Mitchell, Olivia S., 2007, "Financial literacy and retirement preparedness: Evidence and implications for financial education programs," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/15.
• Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Stamos, Michael Z., 2007, "Money in motion: Dynamic portfolio choice in retirement," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/21.
• van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob J. M., 2007, "Financial literacy and stock market participation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/27.
• Sinai, Todd & Souleles, Nicholas S., 2007, "Net worth and housing equity in retirement," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/34.
• Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2007, "Non-market wealth, background risk and portfolio choice," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/11.
• Heidorn, Thomas & Kaiser, Dieter G. & Muschiol, Andrea, 2007, "Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 77.
• Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007, "Commodities in asset management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 81.
• Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007, "Gold in the investment portfolio," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 87.
• Balsmeier, Benjamin, 2007, "Managerverschanzung durch spezifische Investitionen," IÖB-Diskussionspapiere, University of Münster, Institute for Economic Education, number 4/07.
• Dannenberg, Henry, 2007, "Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 5/2007.
• Breuer, Wolfgang & Feilke, Franziska & Gürtler, Marc, 2007, "Analysts' dividend forecasts, portfolio selection, and market risk premia," Working Papers, Technische Universität Braunschweig, Institute of Finance, number FW25V2.
• Müller, Elisabeth, 2007, "Returns to Private Equity: Idiosyncratic Risk Does Matter!," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-29 [rev.].
• Matthias Doepke & Fabrizio Zilibotti, 2007, "Occupational choice and the spirit of capitalism," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 326, Jun.
• 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.
• Stefan Illmer & Wolfgang Marty, 2007, "Return decomposition of absolute-performance multi-asset class portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 1, pages 121-134, March, DOI: 10.1007/s11408-006-0028-0.
• Nicola Carcano, 2007, "Country and currency diversification of bond investments: do they really make sense for Swiss investors?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 1, pages 95-120, March, DOI: 10.1007/s11408-006-0034-2.
• Steven Beach & Alexei Orlov, 2007, "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 147-166, June, DOI: 10.1007/s11408-007-0046-6.
• Trond Døskeland, 2007, "Strategic asset allocation for a country: the Norwegian case," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 167-201, June, DOI: 10.1007/s11408-007-0044-8.
• Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007, "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 203-220, June, DOI: 10.1007/s11408-007-0045-7.
• David Rey & Markus Schmid, 2007, "Feasible momentum strategies: Evidence from the Swiss stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 325-352, September, DOI: 10.1007/s11408-007-0051-9.
• Roland Füss & Dieter Kaiser, 2007, "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 425-444, December, DOI: 10.1007/s11408-007-0060-8.
• Stefan Neher, 2007, "Distribution of the shareholder base of Swiss cantonal banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 471-485, December, DOI: 10.1007/s11408-007-0063-5.
• Katarzyna Romaniuk, 2007, "The optimal asset allocation of the main types of pension funds: a unified framework," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), volume 32, issue 2, pages 113-128, December, DOI: 10.1007/s10713-007-0005-1.
• James Pesando & Pauline Shum, 2007, "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 31, issue 4, pages 263-277, December, DOI: 10.1007/s10824-007-9046-7.
• John Gallo & Chanwit Phengpis & Peggy Swanson, 2007, "Determinants of Equity Style," Journal of Financial Services Research, Springer;Western Finance Association, volume 31, issue 1, pages 33-51, February, DOI: 10.1007/s10693-007-0005-4.
• Timo Kuosmanen, 2007, "Performance measurement and best-practice benchmarking of mutual funds: combining stochastic dominance criteria with data envelopment analysis," Journal of Productivity Analysis, Springer, volume 28, issue 1, pages 71-86, October, DOI: 10.1007/s11123-007-0045-7.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007, "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 1, pages 35-80, January, DOI: 10.1007/s11146-007-9002-5.
• Shaun Bond & Soosung Hwang & Zhenguo Lin & Kerry Vandell, 2007, "Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 447-461, May, DOI: 10.1007/s11146-007-9022-1.
• David Johnstone, 2007, "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, volume 62, issue 1, pages 47-96, February, DOI: 10.1007/s11238-006-9006-2.
• Guangsug Hahn & Dong Chul Won, 2007, "Equilibrium in Financial Markets with Market Frictions," Korean Economic Review, Korean Economic Association, volume 23, pages 267-302.
• Bethlendi, András, 2007, "A hitelpiac szerepe a hazai háztartások fogyasztási és megtakarítási döntéseiben
  [The role of the credit market in consumption and saving decisions of Hungarian households]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1041-1065.
• Patrick Roger, 2007, "Does the consciousness of the disposition effect increase the equity premium?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2007-01.
• Pascal ST-AMOUR, 2007, "Benchmarks in Aggregate Household Portfolios," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 07.07, Jan.
• Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2007, "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 67, pages 99-118, Julio-Dic.
• Wiese, Jörg, 2007, "Steuerinduziertes und / oder inflationsbedingtes Wachstum in der Unternehmensbewertung," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 2101, Dec.
• Wiese, Jörg, 2007, "Steuerinduziertes und / oder inflationsbedingtes Wachstum in der Unternehmensbewertung?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 3767, Dec.
• Antje Henne & Sebastian Ostrowski & Peter Reichling, 2007, "Dividend Yield and Stability versus Performance at the German Stock Market," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 07017, Jul.
• Mathias Sommer, 2007, "Savings motives and the effectiveness of tax incentives – an analysis based on the demand for life insurance in Germany," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 07125, Aug.
• Ahmad Naimzada & Giorgio Ricchiuti, 2007, "Dynamic Effects of Increasing Heterogeneity in Financial Markets," Working Papers, University of Milano-Bicocca, Department of Economics, number 111, revised 2007.
• Paulo Maio, 2007, "ICAPM with time-varying risk aversion," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 111, Feb.
• NGUYEN-THI-THANH Huyen, 2007, "On the use of data envelopment analysis in hedge fund performance appraisal," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 131, Feb.
• Ivan Ivanov & Jason Hecht, 2007, "Bond Immunization and Exchange Rate Risk: Some Further Considerations," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 63, Feb.
• Bischof, Jannis & Wüstemann, Jens, 2007, "How does fair value measurement under IAS 39 affect disclosure choices of European banks?," Papers, Sonderforschungsbreich 504, number 07-75.