Research classified by Journal of Economic Literature (JEL) codes

2008

• Böttger, Marc & Guthoff, Anja & Heidorn, Thomas, 2008, "Loss Given Default - Modelle zur Schätzung von Recovery Rates," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 96.
• Seitz, Franz & Auer, Benjamin R., 2008, "Performancemessung: Theoretische Maße und empirische Umsetzung mit VBA," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 12.
• Rottmann, Horst & Franz, Thomas, 2008, "Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 5.
• Küster Simic, André & Thönnessen, Rasmus, 2008, "Geschlossene Schifffonds - Portfolio- und Marktrisiken. Eine empirische Untersuchung anhand von Zweitmarktkursdaten," Working Paper Series, Hamburg School of Business Administration (HSBA), number 03/2008.
• Irle, Albrecht & Prelle, Claas, 2008, "A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets," Kiel Working Papers, Kiel Institute for the World Economy, number 1449.
• Andriyashin, Anton & Härdle, Wolfgang Karl & Timofeev, Roman, 2008, "Recursive portfolio selection with decision trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-009.
• Post, Thomas & Gründl, Helmut & Schmit, Joan & Zimmer, Anja, 2008, "The impact of individual investment behavior for retirement welfare: Evidence from the United States and Germany," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-037.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.
• Becker, Franziska & Gürtler, Marc, 2008, "Quantitative forecast model for the application of the Black-Litterman approach," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF27V2.
• Frahm, Gabriel & Memmel, Christoph, 2008, "Dominating estimators for the global minimum variance portfolio," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/08.
• 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(0x93ae3d20), May.
• Morten Balling (ed.), 2008, "Asset Management in Volatile Markets," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/5, ISBN: ARRAY(0x93815098), May.
• 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.
• 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.
• Grzegorz MICHALSKI, 2008, "Inventory And Risk Management: Decreasing Delivery Risk Of Purchasers," Romanian Journal of Economics, Institute of National Economy, volume 27, issue 2(36), pages 95-103, December.
• Domenico Cuoco & Hua He & Sergei Isaenko, 2008, "Optimal Dynamic Trading Strategies with Risk Limits," Operations Research, INFORMS, volume 56, issue 2, pages 358-368, April, DOI: 10.1287/opre.1070.0433.
• Rodrigo A. Alfaro & Carmen Gloria Silva, 2008, "Volatilidad de Indices Accionarios: El caso del IPSA," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 217-233.
• Michalis Petrides & Alex Karagrigoriou, 2008, "Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances," Financial Theory and Practice, Institute of Public Finance, volume 32, issue 1, pages 45-64.
• Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro, 2008, "Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-10, Jul.
• Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2008, "The Asset Portfolios of Native-Born and Foreign-Born Households," IZA Discussion Papers, IZA Network @ LISER, number 3304, Jan.
• Campos, Nauro F. & Leite Barbosa, Renata, 2008, "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," IZA Discussion Papers, IZA Network @ LISER, number 3445, Apr.
• Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2008, "Belief Elicitation in Experiments: Is there a Hedging Problem?," IZA Discussion Papers, IZA Network @ LISER, number 3517, May.

2007

• Melisso Boschi & Aditya Goenka, 2007, "Relative Risk Aversion and the Transmission of Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-28, Dec.
• Antonio Ruiz-Porras, 2007, "Información privilegiada, administración de riesgos y utilidades esperadas: una aplicación al estudio de crisis cambiarias," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 1, pages 56-62.
• Linda Margarita Medina Herrera & Ricardo Mansilla Corona, 2007, "Un árbol de expansión mínima en la Bolsa Mexicana de Valores," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 2, pages 116-124.
• Penaranda, Francisco, 2007, "Portfolio choice beyond the traditional approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24481, Mar.
• Li, Sheng & Linton, Oliver, 2007, "Evaluating hedge fund performance: a stochastic dominance approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24486, Jul.
• Webb, David C., 2007, "Pension plan funding, risk sharing and technology choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24641, Nov.
• Fernando Gómez-Bezares Pascual & José Antonio Madariaga Ibarra & Javier Santibáñez Grúber & Amaia Apraiz Larragán, 2007, "Índices de performance, gestión activa y eficiencia. Un análisis de sensitividad y del fenómeno de la persistencia," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 220-245.
• Ferruz Agudo, Luis & Vargas Magallón, María, 2007, "Análisis de las capacidades de sincronización con el mercado y selección de valores de los gestores de fondos de inversión españoles en condiciones económicas variables," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 295, pages 663-683, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v74i.
• André de Palma & Jean-Luc Prigent, 2007, "Hedging global environment risks: An option based portfolio insurance," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-09.
• Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007, "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 25, issue 6, pages 603-625, October, DOI: 10.1108/14635780710829306.
• Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007, "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-26, Jul.
• Kaynar, B. & Birbil, S.I. & Frenk, J.B.G., 2007, "Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-032-LIS, May.
• Bert WILLEMS & Joris MORBEE, 2011, "Risk spillovers and hedging: why do firms invest too much in systemic risk?," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces11.17, May.
• Filip Žikeš, 2007, "Dependence Structure and Portfolio Diversification on Central European Stock Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/02, Jan, revised Jan 2007.
• K. Victor Chow, Bih-Shuang Huang, Ou Hu, 2007, "Marginal Conditional Stochastic Dominance Between Value and Growth," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 1-34, June.
• David A. Love & Paul A. Smith, 2007, "Does health affect portfolio choice?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-45.
• Christian Hott, 2007, "Explaining house price fluctuations," Proceedings, Federal Reserve Bank of Chicago, number 1055.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Richard G. Anderson & Jane M. Binner & Thomas Elger & Björn Hagströmer & Birger Nilsson, 2007, "Mean-variance vs. full-scale optimization: broad evidence for the U.K," Working Papers, Federal Reserve Bank of St. Louis, number 2007-016, DOI: 10.20955/wp.2007.016.
• Todd M. Sinai & Nicholas S. Souleles, 2007, "Net worth and housing equity in retirement," Working Papers, Federal Reserve Bank of Philadelphia, number 07-33.
• Francisco Penaranda, 2007, "Portfolio Choice Beyond the Traditional Approach," FMG Discussion Papers, Financial Markets Group, number dp587, Mar.
• Sheng Li & Oliver Linton, 2007, "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers, Financial Markets Group, number dp591, Jul.
• Raimond Maurer & Shohreh Valiani, 2007, "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 109.
• Terceño Gómez, A. & Brotons Martínez, J. M. & Fernández Bariviera, A., 2007, "Immunization Strategy In A Fuzzy Environment," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 95-116, November.
• Drobyshevsky Sergey & Polevoy D., 2007, "Financial aspects of currency integration in CIS," Research Paper Series, Gaidar Institute for Economic Policy, issue 109P.
• Attilio Gardini & Alessandro Magi, 2007, "Stock Market Participation: New Empirical Evidence from Italian Households'Behavior," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 66, issue 1, pages 93-114, March.
• Martin Evans and Viktoria Hnatkovska, 2007, "International Financial Integration and The Real Economy," Working Papers, Georgetown University, Department of Economics, number gueconwpa~07-07-11, Jul.
• Christian Kalhoefer, 2007, "Ranking of Mutually Exclusive Investment Projects: How Cash Flow Differences can solve the Ranking Problem," Working Papers, The German University in Cairo, Faculty of Management Technology, number 3, Nov.
• Stéphane Villeneuve & Jean-Paul Descamps, 2007, "Optimal Dividend Policy and Growth Option," Post-Print, HAL, number hal-00173171.
• W. Briec & K. Kerstens & Octave Jokung-Nguena, 2007, "Mean-variance-skewness portfolio performance gauging: A general shortage function and dual approach," Post-Print, HAL, number hal-00211572.
• W. Briec & K. Kerstens, 2007, "Portfolio selection in multidimensional general and partial moment space," Post-Print, HAL, number hal-00296711.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007, "International portfolios with supply, demand and redistributive shocks," Post-Print, HAL, number hal-01053624, Jun.
• Walter Briec & Kristiaan Kerstens & Octave Jokung, 2007, "Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach," Post-Print, HAL, number hal-05623607, Jan, DOI: 10.1287/mnsc.1060.0596.
• Edouard Challe, 2007, "Endogenous Participation Risk in Speculative Markets," Post-Print, HAL, number halshs-00170887.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007, "International portfolios with supply, demand and redistributive shocks," Sciences Po Economics Publications (main), HAL, number hal-01053624, Jun.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The necessity to correct hedge fund returns: empirical evidence and correction method," Working Papers, HAL, number halshs-00184470, Oct.
• Borglin, Anders & Flåm, Sjur Didrik, 2007, "Risk exchange as a market or production game," Working Papers in Economics, University of Bergen, Department of Economics, number 09/07, Sep.
• Borglin, Anders & Flåm, Sjur, 2007, "Risk Exchange as a Market or Production Game," Working Papers, Lund University, Department of Economics, number 2007:16, Oct.
• Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Elger, Thomas & Nilsson, Birger, 2007, "Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK," Working Papers, Lund University, Department of Economics, number 2008:1, Oct.
• Ekern, Steinar, 2007, "Simplifying and generalizing some efficient frontier and CAPM related results," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/12, Mar.
• Coeurdacier , Nicolas & Martin, Philippe, 2007, "The geography of asset holdings: Evidence from Sweden," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 202, Jan.
• Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian, 2007, "Direct Evidence of Dividend Tax Clienteles," SIFR Research Report Series, Institute for Financial Research, number 51, Mar.
• Fedyk, Yuriy & Walden, Johan, 2007, "High-Speed Natural Selection in Financial Markets with Large State Spaces," SIFR Research Report Series, Institute for Financial Research, number 52, Apr.
• Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007, "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies, Umeå University, Department of Economics, number 725, Nov.
• Angelo Antoci & Marcello Galeotti & Lucio Geronazzo, 2007, "Visitor and Firm Taxes Versus Environmental Options in a Dynamical Context," Journal of Applied Mathematics, Hindawi, volume 2007, pages 1-15, August, DOI: 10.1155/2007/97540.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ & Huang, James & Kuzmics, Christoph, 2007, "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 323, Mar.
• De Moor, Lieven & Sercu, Piet, 2007, "Country v Sector Effects in Equity Returns: Are Emerging-Market Firms just Small Firms?," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2007/03, May.
• John Board & Charles Sutcliffe, 2007, "Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate," Economic Analysis, Institute of Economic Sciences, volume 40, issue 3-4, pages 87-118.
• Brunnermeier, Markus K. & Gollier, Christian & Parker, Jonathan A., 2007, "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 429, Feb.
• Isaac Kleshchelski & Nicolas Vincent, 2007, "Robust Equilibrium Yield Curves," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 08-02, Nov.
• Helena Chuliá & Hipòlit Torró, 2007, "Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española," Investigaciones Economicas, Fundación SEPI, volume 31, issue 3, pages 445-474, September.
• Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana, 2007, "An Integrated CVaR and Real Options Approach to Investments in the Energy Sector," Economics Series, Institute for Advanced Studies, number 209, May.
• Turhan KORKMAZ & Emrah İsmail ÇELİK, 2007, "Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 261, pages 137-154.
• Christos I. Giannikos & Xiuqing Ji, 2007, "Industry Momentum at the End of the 20th Century," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 1, pages 29-46, April.
• Francois Boye, 2007, "Mexican ADRs in the 90s: as good as expected?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 93-120, June.
• José M. Marín & Jacques Olivier, 2007, "The dog that did not bark: Insider trading and crashes," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-20, Oct.
• José M. Marín & Antoni Sureda-Gomila, 2007, "Firms vs. insiders as traders of last resort," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-21, Oct.
• José M. Marín & Thomas A. Rangel, 2007, "The use of derivatives in the spanish mutual fund industry," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-22, Oct.
• Ms. Alicia García-Herrero & Mr. Francisco F. Vazquez, 2007, "International Diversification Gains and Home Bias in Banking," IMF Working Papers, International Monetary Fund, number 2007/281, Dec.
• Till van Treeck, 2007, "A Synthetic, Stock-Flow Consistent Macroeconomic Model of Financialisation," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 06-2007, May.
• Walter Briec & Kristiaan Kerstens & Octave Jokung, 2007, "Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach," Management Science, INFORMS, volume 53, issue 1, pages 135-149, January, DOI: 10.1287/mnsc.1060.0596.
• Andrea Gavosto & Guido Ponte & Carla Scaglioni, 2007, "Investment in Next Generation Networks and the Role of Regulation: A Real Option Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/31.
• Pesaran, Bahram & Pesaran, M. Hashem, 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers, IZA Network @ LISER, number 2906, Jul.
• Jose Olivares & Jean P. Sepulveda, 2007, "How Do Fund Managers Invest: Self Strategy of Herding in Private Pension Funds?," Past Working Papers, Universidad del Desarrollo, School of Business and Economics, number 01, Sep, revised Sep 2007.
• Jose Olivares & Jean Sepulveda, 2007, "How Do Fund Managers Invest: Self Strategy of Herding in Private Pension Funds?," Serie Working Papers, Universidad del Desarrollo, School of Business and Economics, number 01, Sep, revised Sep 2007.
• Christoph Weber & Oliver Woll, 2007, "Portfolio Optimization In Electricity Trading With Limited Liquidity," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 0702, Jul, revised Jul 2007.
• Olga Bourachnikova, 2007, "Weighting function in the behavioral portfolio theory," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-07.RS, May.
• Marie Pfiffelmann, 2007, "Which optimal design for lottery linked deposit," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-09.RS, May.
• Chi-Hsiou Hung, 2007, "Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_02, Mar.
• Devraj Basu & Chi-Hsiou Hung & Alexander Stremme, 2007, "Exploiting Predictability in International Anomalies," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_03, Mar.
• Chi-Hsiou Hung, 2007, "Return Explanatory Ability and Predictability of Non-Linear Market Models," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_05, Mar.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," Finance Working Papers, East Asian Bureau of Economic Research, number 21919, Apr.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007, "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07008, Apr.
• DAMBRIN, Claire & PEZET, Anne, 2007, "Text and artefacts for creating a "World of Investment Decision-Making" : an empirical study into investment procedures," HEC Research Papers Series, HEC Paris, number 865, Apr.
• Manganelli, Simone, 2007, "Asset allocation by penalized least squares," Working Paper Series, European Central Bank, number 723, Feb.
• Tristani, Oreste, 2007, "Model misspecification, the equilibrium natural interest rate and the equity premium," Working Paper Series, European Central Bank, number 808, Sep.
• De Santis, Roberto A. & Ehling, Paul, 2007, "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series, European Central Bank, number 815, Sep.
• Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007, "Development and Validation of Credit-Scoring Models," Working Papers, Cornell University, Center for Analytic Economics, number 07-12, Jul.
• Peter Bossaerts & Charles Plott & William R. Zame, 2007, "Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments," Econometrica, Econometric Society, volume 75, issue 4, pages 993-1038, July.
• Colwell, David & El-Hassan, Nadima & Kang Kwon, Oh, 2007, "Hedging diffusion processes by local risk minimization with applications to index tracking," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 7, pages 2135-2151, July.
• Gong, Liutang & Smith, William & Zou, Heng-fu, 2007, "Consumption and Risk with hyperbolic discounting," Economics Letters, Elsevier, volume 96, issue 2, pages 153-160, August.