Research classified by Journal of Economic Literature (JEL) codes

2009

• Laurent-Emmanuel Calvet & Paolo Sodini & John Y. Campbell, 2009, "Fight Or Flight? Portfolio Rebalancing by Individual Investors," Post-Print, HAL, number hal-00459683, Feb, DOI: 10.1162/qjec.2009.124.1.301.
• Laurent-Emmanuel Calvet & John Y. Campbell & Paolo Sodini, 2009, "Measuring the Financial Sophistication of Households," Post-Print, HAL, number hal-00459687, May, DOI: 10.1257/aer.99.2.393.
• J. Y. Campbell & P. Sodini & Laurent-Emmanuel Calvet, 2009, "Fight or Flight ? Portfolio Rebalancing by Individual Investors," Post-Print, HAL, number hal-00495693, May.
• David Thesmar, 2009, "Limits of Limits of Arbitrage: Theory and Evidence," Post-Print, HAL, number hal-00495715.
• Ulrich Hege, 2009, "Venture Capital and Sequential Investments," Post-Print, HAL, number hal-00496178, Aug.
• Nicolas Coeurdacier & Philippe Martin, 2009, "The geography of asset trade and the euro: insiders and outsiders," Post-Print, HAL, number hal-03602444, Jun, DOI: 10.1016/j.jjie.2008.11.001.
• Fabrice Barthélémy & Jean-Luc Prigent, 2009, "Optimal Time to Sell in Real Estate Portfolio Management," Post-Print, HAL, number hal-03679715, Jan, DOI: 10.1007/s11146-008-9122-6.
• Edwin Le Héron, 2009, "Fiscal and Monetary Policies in a Keynesian Stock-flow Consistent Model," Post-Print, HAL, number halshs-00385799.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Post-Print, HAL, number halshs-00389789, May.
• Raphaëlle Bellando & Linh Tran Dieu, 2009, "La relation entre flux d entrées nets et performance des fonds : une étude appliquée au cas des OPCVM actions français," Post-Print, HAL, number halshs-00451026.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2009, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00674163, Oct.
• Pamina Koenig, 2009, "Agglomeration and the Export Decision of French Firms," Post-Print, HAL, number halshs-00754328, Nov, DOI: 10.1016/j.jue.2009.07.002.
• Pamina Koenig, 2009, "Agglomeration and the Export Decision of French Firms," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754328, Nov, DOI: 10.1016/j.jue.2009.07.002.
• Nicolas Coeurdacier & Philippe Martin, 2009, "The geography of asset trade and the euro: insiders and outsiders," Sciences Po Economics Publications (main), HAL, number hal-03602444, Jun, DOI: 10.1016/j.jjie.2008.11.001.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009, "When bonds matter: home bias in goods and assets," Sciences Po Economics Publications (main), HAL, number hal-03602482, Oct.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2009, "Liquidity Cycles and Make/Take Fees in Electronic Markets," Working Papers, HAL, number hal-00489430, Oct.
• Sophie Brana & Stéphanie Prat, 2009, "The Introduction Of Emerging Currencies Into A Portfolio: Towards A More Complete Diversification Model," Working Papers, HAL, number hal-00616581, Mar.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009, "When bonds matter: home bias in goods and assets," Working Papers, HAL, number hal-03602482, Oct.
• Vincent Bignon & Antonio Miscio, 2009, "Media Bias in Financial Newspapers: Evidence from Early 20th Century France," Working Papers, HAL, number hal-04140891.
• Michel Aglietta & Ludovic Moreau & Adrian Roche, 2009, "The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis," Working Papers, HAL, number hal-04140892.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," Working Papers, HAL, number hal-04140896.
• Julien Chevallier, 2009, "Energy Risk Management with Carbon Assets," Working Papers, HAL, number halshs-00410059, Aug.
• Witt, Rudolf & Waibel, Hermann, 2009, "Climate Risk And Farming Systems In Rural Cameroon," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-423, Jul.
• Witt, Rudolf & Waibel, Hermann, 2009, "Lower Partial Moments as a measure of vulnerability to poverty in Cameroon," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-434, Nov.
• Muchapondwa, Edwin & Sterner, Thomas, 2009, "Agricultural Risk Management through Community-Based Wildlife Conservation in Rural Zimbabwe," Working Papers in Economics, University of Gothenburg, Department of Economics, number 409, Dec.
• Oxelheim, Lars & Wihlborg, Clas, 2009, "Corporate Distress and Restructuring with Macroeconomic Fluctuations: The Cases of GM and Ford," Working Paper Series, Research Institute of Industrial Economics, number 780, Dec.
• Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Nilsson, Birger, 2009, "Dynamics in Systematic Liquidity," Working Papers, Lund University, Department of Economics, number 2009:7, May.
• Sørensen, Lars Qvigstad, 2009, "Oil Price Shocks and Stock Return Predictability," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/13, Nov.
• Naes, Randi & Ødegaard, Bernt Arne, 2009, "Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/19, Mar.
• Chollete, Loran & Jaffee, Dwight, 2009, "Economic Implications of Extreme and Rare Events," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/32, May.
• Campbell, John & Calvert, Lauren E. & Sodini, Paolo, 2009, "Fight or Flight? Portfolio Rebalancing by Individual Investors," Scholarly Articles, Harvard University Department of Economics, number 2617031.
• Campbell, John & Calvet, Lauren E. & Sodini, Paolo, 2009, "Measuring the Financial Sophistication of Households," Scholarly Articles, Harvard University Department of Economics, number 2618438.
• Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John, 2009, "Global Currency Hedging," Scholarly Articles, Harvard University Department of Economics, number 3153308.
• Laibson, David I. & Madrian, Brigitte C. & Choi, James J., 2009, "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," Scholarly Articles, Harvard University Department of Economics, number 4686774.
• Jos Leys & Wim Van Opstal & Caroline Gijselinckx, 2009, "A Puzzle in SRI - Stakeholders in the Mist," Working Papers on Social and Co-operative Entrepreneurship, Katholieke Universiteit Leuven, HIVA, Cera Centre for Co-operative Entrepreneurship, number 0901, Mar.
• Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi, 2009, "Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 45-61.
• Chien-Cheng Wang & Yung-Shi Liau & Jack J.W. Yang, 2009, "Information Spillovers In The Spot And Etf Indices In Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 117-131.
• Li Guozhou & Christopher Gan & Sirimon Treepongkaruna, 2009, "Impact Of Hedging Pressure On Implied Volatility In Financial Times And London Stock Exchange (Ftse) Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 103-118.
• Kuei-Yuan Wang & Ching-Hai Jiang & Yen-Sheng Huang, 2009, "Market States And The Profitability Of Momentum Strategies: Evidence From The Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 89-102.
• Swarn Chatterjee, 2009, "Immigrants Have Lower Participation Rates In U.S. Financial Markets?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 1-13.
• Yang-Cheng Lu & Jehn-Yih Wong & Hao Fang, 2009, "Herding Momentum Effect And Feedback Trading Of Qualified Foreign Institutional Investors In The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 147-167.
• Philip Maymin, 2009, "The Hazards Of Propping Up: Bubbles And Chaos," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 83-93.
• Julien Chevallier, 2009, "Energy risk management with carbon assets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 32, issue 4, pages 328-349.
• Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series, Institute of Economic Research, Korea University, number 0914.
• Carsten Krabbe Nielsen, 2009, "Rational Overconfidence and Social Security," Discussion Paper Series, Institute of Economic Research, Korea University, number 0916.
• Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series, Institute of Economic Research, Korea University, number 0917.
• Walter Briec & Kristiaan Kerstens, 2009, "Portfolio Selection in Multidimensional General and Partial Moment Space," Working Papers, IESEG School of Management, number 2009-ECO-08, Aug.
• Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon, 2009, "New evidence on taxes and portfolio choice," IFS Working Papers, Institute for Fiscal Studies, number W09/11, Apr.
• Gökçe AKSOY & Onur OLGUN, 2009, "Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 33-53.
• Jong-Shin Wei & Li-Hsun Wang, 2009, "Improving Earnings per Share: An Illusory Motive in Stock Repurchases," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 3, pages 243-247, December.
• Lasse Pedersen, 2009, "When Everyone Runs for the Exit," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 4, pages 177-199, December.
• Gabriele Galati & Philip Wooldridge, 2009, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 1, pages 1-23, DOI: 10.1002/ijfe.379.
• Mr. Akito Matsumoto & Mr. Charles Engel, 2009, "The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers, International Monetary Fund, number 2009/012, Jan.
• Mr. Jaewoo Lee & Mr. Fabio Ghironi & Mr. Alessandro Rebucci, 2009, "The Valuation Channel of External Adjustment," IMF Working Papers, International Monetary Fund, number 2009/275, Dec.

2008

• Hartarska, Valentina & Nadolnyak, Denis, 2008, "An Impact Analysis of Microfinance in Bosnia and Herzegovina," World Development, Elsevier, volume 36, issue 12, pages 2605-2619, December.
• Linda Margarita Medina Herrera & Ricardo Mansilla Corona, 2008, "Teoría de matrices aleatorias y correlación de series financieras: el caso de 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 2, issue 2, pages 125-135.
• Benjamín García Martínez & Arturo Lorenzo Valdés, 2008, "La matriz de covarianzas de residuales en la asignación y valuación de activos," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 2, pages 162-178.
• Cunat, Alejandro & Fons-Rosen, Christian, 2008, "Relative factor endowments and international portfolio choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19562, Jul.
• Greenwood, Robin & Vayanos, Dimitri, 2008, "Bond supply and excess bond returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24425, Feb.
• Silli, Bernhard & Cohen, Randolph B & Polk, Christopher, 2008, "Best ideas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24471, Oct.
• Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2008, "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," Chapters, Edward Elgar Publishing, chapter 2, in: Klaus Gugler & B. Burcin Yurtoglu, "The Economics of Corporate Governance and Mergers".
• Ferruz, Luis & Sarto, José Luis & Vicente, Luis, 2008, "Convergencia estratégica en la industria española de fondos de inversión," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 300, pages 1043-1060, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Frédérique Bec & Christian Gollier, 2008, "Assets returns volatility and investment horizon: The French case," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-10.
• Fabrice Barthélémy & Jean-Luc Prigent, 2008, "Optimal Time to Sell in Real Estate Portfolio Management," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-13.
• Carlo Alberto Magni, 2008, "CAPM‐based capital budgeting and nonadditivity," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 26, issue 5, pages 388-398, August, DOI: 10.1108/14635780810900251.
• Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008, "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-53, Jan.
• McAleer, M.J., 2008, "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-32, Nov.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008, "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-34, Dec.
• Blitz, D.C. & van Vliet, P., 2008, "Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes," 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-2008-033-F&A, Jun.
• de Langhe, B. & Sweldens, S. & van Osselaer, S.M.J. & Tuk, M.A., 2008, "The Emotional Information Processing System is Risk Averse: Ego-Depletion and Investment Behavior," 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-2008-064-MKT, Oct.
• Brounen, D., 2008, "The Boom and Gloom of Real Estate Markets," ERIM Inaugural Address 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 EIA-2008-035-F&A, Dec.
• Ernest Gnan & Mar Gudmundsson & Morten Balling (ed.), 2008, "Commodities, Energy and Finance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/2, ISBN: ARRAY(0x759b54d0), October.
• Morten Balling (ed.), 2008, "Asset Management in Volatile Markets," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/5, ISBN: ARRAY(0x76c21a70), October.
• Lucian Buse & Marian Siminica & Daniel Circiumaru, 2008, "Cost-Benefit Analysis – Economic Tool Used to Aid Decision-Making Regarding the Distribution of Public Funds," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 19-30.
• Lieven Baele & Koen Inghelbrecht, 2008, "Time-varying integration, the euro and international diversification strategy," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 333, Jul.
• Tobias Broer, 2008, "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," Economics Working Papers, European University Institute, number ECO2008/28.
• Zdenìk Zmeškal, 2008, "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 261-275, August.
• LU Rong & XU Longbing & XIE Xinhou & CHEN Baizhu, 2008, "Redemption puzzle of open-end fund market in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 3, pages 430-450, September.
• Tuukka Saarimaa, 2008, "Owner-Occupied Housing and Demand for Risky Financial Assets: Some Finnish Evidence," Finnish Economic Papers, Finnish Economic Association, volume 21, issue 1, pages 22-38, Spring.
• Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal, 2008, "Using Weekly Empirical Probabilities in Currency Analysis and Forecasting," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 2, pages 26-55, October.
• Dean Fantazzini, 2008, "Dynamic Copula Modelling for Value at Risk," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 2, pages 72-108, October.
• Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008, "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 679, Sep.
• Bong-Chan Kho & Rene M. Stulz & Francis E. Warnock, 2008, "Financial globalization, governance, and the evolution of the home bias," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 12.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008, "When Bonds Matter: Home Bias in Goods and Assets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-25, Nov, DOI: 10.24148/wp2008-25.
• Wolfram Horneff & Raimond Maurer & Michael Stamos, 2008, "Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 174.
• Ulf Herold & Raimond Maurer, 2008, "Structural positions and risk budgeting - Quantifying the impact of structural positions and deriving implications for active portfolio management," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 74.
• Erick Rengifo & Emanuela Trifan, 2008, "How Investors Face Financial Risk Loss Aversion and Wealth Allocation," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-01.
• H. D. Vinod & D. F. Hsu & Y. Tian, 2008, "Combining Multiple Criterion Systems for Improving Portfolio Performance," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-07.
• Berna Demiralp & Johanna Francis, 2008, "Wealth, Industry and the Transition to Entrepreneurship," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-09.
• Giulio Cifarelli & Giovanna Paladino, 2008, "Oil price Dynamics and Speculation. A Multivariate Financial Approach," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2008_15.rdf.
• Nevine Mokhtar Eid, 2008, "The Capital Asset Pricing Model: An Application on the Efficiency of Financing Higher Public Education in Egypt," Working Papers, The German University in Cairo, Faculty of Management Technology, number 8, Mar.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008, "International Portfolios with Supply, Demand, and Redistributive Shocks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00649209.
• Emmanuel Jurczenko & Bertrand Maillet & Paul Merlin, 2008, "Efficient Frontier for Robust Higher-order Moment Portfolio Selection," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00336475, Oct.
• Thierry Foucault & Thomas Gehrig, 2008, "Stock price informativeness, cross-listings and investment decisions," Post-Print, HAL, number hal-00459807, Apr, DOI: 10.1016/j.jfineco.2007.05.007.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008, "International Portfolios with Supply, Demand, and Redistributive Shocks," Post-Print, HAL, number hal-00649209.
• André de Palma & Jean-Luc Prigent, 2008, "Hedging global environment risks: An option based portfolio insurance," Post-Print, HAL, number hal-03679719, Jun, DOI: 10.1016/j.automatica.2008.02.002.
• Laurent Deville, 2008, "Exchange Traded Funds: History, Trading and Research," Post-Print, HAL, number halshs-00162223.
• Elyès Jouini & Clotilde Napp, 2008, "On Abel's Concept of Doubt and Pessimism," Post-Print, HAL, number halshs-00176611, Nov.
• Edwin Le Héron, 2008, "Fiscal and Monetary Policies in a Keynesian Stock-flow Consistent Model," Post-Print, HAL, number halshs-00388042.
• Nicolas Aubert & Thomas Rapp, 2008, "Les Salariés Actionnaires : Pourquoi Investissent-ils dans leur Entreprise ?," Post-Print, HAL, number halshs-00454019.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2008, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00673252, Dec.
• Thierry Foucault & David Thesmar & David Sraer, 2008, "Individual Investors and Volatility," Working Papers, HAL, number hal-00578370, Jul.
• Nicolas Coeurdacier & Stéphane Guibaud, 2008, "A dynamic equilibrium of imperfectly integrated financial markets," Working Papers, HAL, number hal-03602487, Oct.
• Kenza Benhima, 2008, "A Reappraisal of the Allocation Puzzle through the Portfolio Approach," Working Papers, HAL, number hal-04140729.
• Zsolt Darvas, 2008, "Leveraged Carry Trade Portfolios," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0822, Oct.
• Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas, 2008, "Financial Risk Aversion and Household Asset Diversification," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 137, Sep.
• Ibanez, Marcela & Carlsson, Fredrik, 2008, "A choice experiment on coca cropping," Working Papers in Economics, University of Gothenburg, Department of Economics, number 287, Feb, revised 01 Apr 2008.
• Cesarini, David & Johannesson, Magnus & Lichtenstein, Paul & Sandewall, Örjan & Wallace, Björn, 2008, "Is Financial Risk-Taking Behavior Genetically Transmitted?," Working Paper Series, Research Institute of Industrial Economics, number 765, Sep.
• Ekern, Steinar, 2008, "An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/24, Oct.
• Anderson, Anders, 2008, "Is Online Trading Gambling with Peanuts?," SIFR Research Report Series, Institute for Financial Research, number 62, May.
• Kaminski, Kathryn & Lo, Andrew W., 2008, "When Do Stop-Loss Rules Stop Losses?," SIFR Research Report Series, Institute for Financial Research, number 63, May.
• Cooper, David & Rege, Mari, 2008, "Social Interaction Effects and Choice Under Uncertainty. An Experimental Study," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/24, Jun.
• 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.
• Christian-Oliver Ewald & Zhaojun Yang, 2008, "Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 68, issue 1, pages 97-123, August, DOI: 10.1007/s00186-007-0190-9.
• Wolfgang Breuer & Franziska Feilke & Marc Gürtler, 2008, "Analysts’ Dividend Forecasts, Portfolio Selection, and Market Risk Premia," Operations Research Proceedings, Springer, in: Jörg Kalcsics & Stefan Nickel, "Operations Research Proceedings 2007", DOI: 10.1007/978-3-540-77903-2_39.
• Rong Lu & Baizhu Chen & Longbing Xu & Xinhou Xie, 2008, "Redemption puzzle of open-end fund market in China," Psychometrika, Springer;The Psychometric Society, volume 3, issue 3, pages 430-450, September, DOI: 10.1007/s11459-008-0020-x.
• Gianluca Fusai & Andrea Roncoroni, 2008, "Implementing Models in Quantitative Finance: Methods and Cases," Springer Finance, Springer, number 978-3-540-49959-6, ISBN: ARRAY(0x5eed27f0), October, DOI: 10.1007/978-3-540-49959-6.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2008, "Information Acquisition and Under-Diversification," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-21.
• Jon Eggins & Robert J. Hill, 2008, "Momentum and Contrarian Stock-Market Indices," Discussion Papers, School of Economics, The University of New South Wales, number 2008-07, May.
• Newton Da Costa & Carlos Mineto & Sergio Da Silva, 2008, "Disposition effect and gender," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 6, pages 411-416, DOI: 10.1080/13504850600706560.
• Stephane Mussard & Virginie Terraza, 2008, "The Shapley decomposition for portfolio risk," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 9, pages 713-715, DOI: 10.1080/13504850600748968.
• Michiel de Pooter & Martin Martens & Dick van Dijk, 2008, "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 199-229, DOI: 10.1080/07474930701873333.
• Frans van Winden & Michal Krawczyk & Astrid Hopfensitz, 2008, "Investment, Resolution of Risk, and the Role of Affect," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-047/1, May.
• Jordi Mondria & Thomas Wu & Yi Zhang, 2008, "The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data," Working Papers, University of Toronto, Department of Economics, number tecipa-326, Aug.
• Buly A Cardak & Roger K. Wilkins, 2008, "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Working Papers, School of Economics, La Trobe University, number 2008.01, Feb.
• Buly A Cardak & Roger K. Wilkins, 2008, "The Determinants of Household Risky Asset Holdings: Australian Evidence on Background Risk and Other Factors#," Working Papers, School of Economics, La Trobe University, number 2008.05, Sep.
• Elisabetta De Antoni, 2008, "Minsky�s Upward Instability: the Not-Too-Keynesian Optimism of a Financial Cassandra," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0812.
• Christopher L. Gilbert, 2008, "Commodity Speculation and Commodity Investment," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0820.
• Isaac Ehrlich & William A. Hamlen Jr. & Yong Yin, 2008, "Asset Management, Human Capital, and the Market for Risky Assets," Journal of Human Capital, University of Chicago Press, volume 2, issue 3, pages 217-262, DOI: 10.1086/593051.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, volume 116, issue 5, pages 951-979, October, DOI: 10.1086/592415.
• Francisco Peñaranda & Enrique Sentana, 2008, "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1101, Jun, revised Sep 2010.
• Fernando MIERZEJEWSKI, 2008, "The Economic Capital Of Opaque Financial Institutions," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 232-245.
• Ron Bird & Lorenzo Casavecchia, 2008, "Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 2, May.
• Diana Barro & Elio Canestrelli, 2008, "Tracking error with minimum guarantee constraints," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 172, Nov.
• Raddatz, Claudio & Schmukler, Sergio L., 2008, "Pension Funds And Capital Market Development:How Much Bang For The Buck?," Policy Research Working Paper Series, The World Bank, number 4787, Dec.
• David Love & Paul A. Smith, 2008, "Does Health Affect Portfolio Choice?," Department of Economics Working Papers, Department of Economics, Williams College, number 2008-11, May.
• David Love & Paul A. Smith & Lucy C. McNair, 2008, "A New Look at the Wealth Adequacy of Older U.S. Households," Department of Economics Working Papers, Department of Economics, Williams College, number 2008-12, Jul.
• David Love, 2008, "The Effect of Marital Status and Children on Savings and Portfolio Choice," Department of Economics Working Papers, Department of Economics, Williams College, number 2008-13, Sep.
• Peter Pedroni & Stephen Sheppard, 2008, "Economic Research Citations at Liberal Arts Colleges," Department of Economics Working Papers, Department of Economics, Williams College, number 2008-14, May.
• Gerlinde Fellner & Matthias Sutter, 2008, "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp116, Jan.
• Fellner, Gerlinde & Sutter, Matthias, 2008, "Causes, consequences, and cures of myopic loss aversion - an experimental investigation," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 116.
• Franco Peracchi & Andrei V. Tanase, 2008, "On estimating the conditional expected shortfall," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 24, issue 5, pages 471-493, September, DOI: 10.1002/asmb.729.
• Jeffrey LaFrance & Rulon Pope & Richard Just, 2008, "Agricultural Arbitrage and Risk Preferences," Working Papers, School of Economic Sciences, Washington State University, number 2009-01, Dec.
• Thomas Crossley & Mario Jametti, 2008, "Pension Benefit Insurance and Pension Plan Portfolio Choice," Working Papers, York University, Department of Economics, number 2008_05, Nov.
• John Beshears & James Choi & David Laibson & Brigitte Madrian, 2008, "Simplification and Saving," Yale School of Management Working Papers, Yale School of Management, number amz2392, Jan.
• John Beshears & James Choi & David Laibson & Brigitte Madrian, 2008, "How are Preferences Revealed?," Yale School of Management Working Papers, Yale School of Management, number amz2466, Apr.
• Fochmann, Martin & Rumpf, Dominik, 2008, "Modellierung von Aktienanlagen bei laufenden Umschichtungen und einer Besteuerung von Veräußerungsgewinnen," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 59.
• Kozluk, Tomasz, 2008, "Global and regional links between stock markets - the case of Russia and China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2008.
• Huhtala, Heli, 2008, "Along but beyond mean-variance: Utility maximization in a semimartingale model," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2008.
• Dickgiesser, Sebastian & Kaserer, Christoph, 2008, "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-04.
• Stange, Sebastian & Kaserer, Christoph, 2008, "Why and how to integrate liquidity risk into a VaR-framework," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-10.
• Osthoff, Peer, 2008, "What matters to SRI investors?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-07.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2008, "Asymmetric multivariate normal mixture GARCH," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/07.
• Haas, Markus & Mittnik, Stefan, 2008, "Multivariate regimeswitching GARCH with an application to international stock markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/08.