Research classified by Journal of Economic Literature (JEL) codes

2006

• Giulio PALOMBA, 2006, "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 267, Sep.
• Deborah Cobb-Clark & Vincent A. Hildebrand, 2006, "The Wealth of Mexican Americans," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 519, Apr.
• Stefan Simeonov, 2006, "Determining Equipoise Points and Net Positions in the Vanguard Option Strategies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 69-93.
• Tilke, Stephan, 2006, "Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 417.
• Fred Espen Benth & Alvaro Cartea & Ruediger Kiesel, 2006, "Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0611, Oct.
• Gyöngyi Lóránth & Emanuela Sciubba, 2006, "Relative Performance, Risk and Entry in the Mutual Fund Industry," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0612, Nov.
• Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswam & Michela Scatigna, 2006, "The recent behaviour of financial market volatility," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 2, Aug.
• Marcello Pericoli & Massimo Sbracia, 2006, "The CAPM and the risk appetite index; theoretical differences and empirical similarities," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 586, Mar.
• Diego Jara, 2006, "Modelo de la regulación de las AFP en Colombia y su impacto en el portafolio de los fondos de pensiones," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 24, issue 52, pages 162-221, December, DOI: 10.32468/Espe.5204.
• Lagerblom, A. & Levy-Rueff, G., 2006, "La gestion des réserves de change et ses conséquences pour les marchés," Bulletin de la Banque de France, Banque de France, issue 148, pages 39-50.
• Bardos, M., 2006, "Banque de France scores: development, applications, and maintenance," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 05, pages 79-94, Autumn.
• Jacques Olivier & José M. Marín, 2015, "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers, Barcelona School of Economics, number 241, Sep.
• Gabriele Galati & Philip D. Wooldridge, 2006, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," BIS Working Papers, Bank for International Settlements, number 218, Oct.
• Alexander Klos & Martin Weber, 2006, "Portfolio Choice in the Presence of Non‐Tradable Income: An Experimental Analysis," German Economic Review, Verein für Socialpolitik, volume 7, issue 4, pages 427-448, November, DOI: 10.1111/j.1468-0475.2006.00128.x.
• Chiaki Hara, 2006, "Heterogeneous Risk Attitudes In A Continuous‐Time Model," The Japanese Economic Review, Japanese Economic Association, volume 57, issue 3, pages 377-405, September, DOI: 10.1111/j.1468-5876.2006.00377.x.
• Livio Stracca, 2006, "Delegated Portfolio Management: A Survey Of The Theoretical Literature," Journal of Economic Surveys, Wiley Blackwell, volume 20, issue 5, pages 823-848, December, DOI: 10.1111/j.1467-6419.2006.00271.x.
• Andrew W. Lo & Jiang Wang, 2006, "Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, volume 61, issue 6, pages 2805-2840, December, DOI: 10.1111/j.1540-6261.2006.01005.x.
• Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006, "The Wealth And Asset Holdings Of U.S.‐Born And Foreign‐Born Households: Evidence From Sipp Data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 52, issue 1, pages 17-42, March, DOI: 10.1111/j.1475-4991.2006.00174.x.
• Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006, "The Portfolio Choices of Hispanic Couples," Social Science Quarterly, Southwestern Social Science Association, volume 87, issue 5, pages 1344-1363, December, DOI: 10.1111/j.1540-6237.2006.00431.x.
• George A. Christodoulakis & Stephen E Satchell, 2006, "Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility," Working Papers, Bank of Greece, number 32, Jan.
• Naohiko Baba & Hiromichi Goko, 2006, "Survival Analysis of Hedge Funds," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-5, Mar.
• Sangwon Suh, 2006, "The Influence of Foreigners' Stock Investment on Korean Stock Prices and Its Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 1, pages 106-150, March.
• Hong Liu & Jianjun Miao, 2006, "Managerial Preferences, Corporate Governance, and Financial Structure," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-020, Mar.
• Klos Alexander & Weber Martin, 2006, "Portfolio Choice in the Presence of Non-Tradable Income: An Experimental Analysis," German Economic Review, De Gruyter, volume 7, issue 4, pages 427-448, December, DOI: 10.1111/j.1468-0475.2006.00128.x.
• Anna Zalewska, 2006, "Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 06/153, Jul.
• Marie-Hélène Broihanne & Maxime Merli & Patrick Roger, 2006, "Théorie comportementale du portefeuille. Intérêt et limites," Revue économique, Presses de Sciences-Po, volume 57, issue 2, pages 297-314.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006, "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 27, revised 2009.
• Rodolfo Apreda, 2006, "Subsidiarity portfolios and separation compacts to enhance the governance of state-owned banks," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 317, Feb.
• Alla A. Melkumian, 2006, "The opportunity cost of being constrained by the type of assets: Bonds only or stocks only," Journal of Applied Economics, Universidad del CEMA, volume 9, pages 325-343, November.
• Elena Yusupova, 2006, "Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp301, Jul.
• Eric Jondeau & Michael Rockinger, 2006, "The Economic Value of Distributional Timing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-35, Nov.
• Matthias Hagmann & Joachim Loebb, 2006, "Model Combination and Stock Return Predictability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-05, Mar.
• Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006, "Finance and Efficiency: Do Bank Branching Regulations Matter?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-36, Nov.
• Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006, "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-38, Dec.
• Pascal St-Amour, 2007, "Benchmarks in Aggregate Household Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-09, Jan.
• Simon A. BRODA & Marc S. PAOLELLA, 2008, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-08, Feb.
• Miguel Lebre de Freitas & Francisco José Veiga, 2006, "Currency substitution, portfolio diversification, and money demand," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 3, pages 719-743, August.
• Diego Jara, 2006, "Propuestas Dirigidas A Mejorar La Eficiencia De Los Fondos De Pensiones," Borradores de Economia, Banco de la Republica, number 3403, Dec.
• Mauricio A. Hernández Monsalve & Ram�n Javier Mesa Callejas, 2006, "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," Borradores del CIE, Universidad de Antioquia, CIE, number 4192, Oct.
• Diego Jara, 2006, "Modelo de la regulación de las AFP en Colombia y su impacto en el portafolio de los fondos de pensiones," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 52, pages 162-221, DOI: 10.32468/Espe.5204.
• Enrique PINZON GARCIA & Oscar M. VALENCIA ARANA, 2006, "The Determinants of Colombian Firm´s Debt-Asset Ratio (1997-2003)," Archivos de Economía, Departamento Nacional de Planeación, number 3582, Apr.
• Guillermo Buenaventura Vera & Andrés Felipe Cuevas Ulloa, 2006, "Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano," Estudios Gerenciales, Universidad Icesi.
• María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2006, "¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Mauricio A. Hernández Monsalve & Ramón Javier Mesa, 2006, "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Eduardo Fernández-Arias, 2006, "Financial Dollarization and Dedollarization," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 37-100.
• Carlos Vargas Silva, 2006, "Portfolio Reasons for Homeownership: The Case of Immigrants," Revista Ecos de Economía, Universidad EAFIT.
• BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick, 2006, "Intra-daily FX optimal portfolio allocation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006010, Feb.
• GARCIA, René & RENAULT, Eric & VEREDAS, David, 2006, "Estimation of stable distributions by indirect inference," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006112, Dec.
• van Winden, Frans A.A.M. & Bosman, R.A.J, 2006, "Global Risk, Investment and Emotions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5451, Jan.
• Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006, "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5524, Mar.
• Hsieh, David A & Fung, William & Naik, Narayan, 2006, "Hedge Funds: Performance, Risk and Capital Formation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5565, Mar.
• Albuquerque, Rui & Marques, Luis & de Francisco, Eva, 2006, "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5604, Mar.
• Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006, "Selecting Copulas for Risk Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5652, Apr.
• Portes, Richard & Papaioannou, Elias & Siourounis, Gregorios, 2006, "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5734, Jul.
• Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006, "International Stock Return Comovements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5955, Nov.
• Rydqvist, Kristian & Dahlquist, Magnus & Robertsson, Göran, 2006, "Direct Evidence of Dividend Tax Clienteles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6005, Dec.
• Leora Friedberg & Anthony Webb, 2006, "Determinants and Consequences of Bargaining Power in Households," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2006-13, Jun, revised Jun 2006.
• Yiannis Kamarianakis & Anastasios Xepapadeas, 2006, "Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings," Working Papers, University of Crete, Department of Economics, number 0709, Aug.
• Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006, "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006005, Feb.
• Priscilla Swartz, 2006, "Global Versus Regional Systematic Risk and International Asset Allocations in Asia," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 77-89, May.
• Jianjun Miao & Neng Wang, 2006, "Investment, Consumption, and Hedging under Incomplete Markets," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 459, Sep.
• Röthig, Andreas & Chiarella, Carl, 2006, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 36774, Mar.
• Röthig, Andreas & Chiarella, Carl, 2009, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77372.
• Denvir, Emily & Hutson, Elaine, 2006, "The performance and diversification benefits of funds of hedge funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 4-22, February.
• Shum, Pauline & Faig, Miquel, 2006, "What explains household stock holdings?," Journal of Banking & Finance, Elsevier, volume 30, issue 9, pages 2579-2597, September.
• Basak, Suleyman & Croitoru, Benjamin, 2006, "On the role of arbitrageurs in rational markets," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 143-173, July.
• Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006, "Optimal currency shares in international reserves: The impact of the euro and the prospects for the dollar," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 4, pages 508-547, December.
• Jin, Henry Hongbo & Mitchell, Olivia S. & Piggott, John, 2006, "Socially responsible investment in Japanese pensions," Pacific-Basin Finance Journal, Elsevier, volume 14, issue 5, pages 427-438, November.
• Brown, Jeffrey R. & Liang, Nellie & Weisbenner, Scott, 2006, "401(k) matching contributions in company stock: Costs and benefits for firms and workers," Journal of Public Economics, Elsevier, volume 90, issue 6-7, pages 1315-1346, August.
• Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006, "Towards a measure of financial fragility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24508, Feb.
• Segoviano, Miguel A., 2006, "Consistent information multivariate density optimizing methodology," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24511, Mar.
• Danielsson, Jon & Zigrand, Jean-Pierre & Jorgensen, Bjørn N. & Sarma, Mandira & de Vries, C. G., 2006, "Consistent measures of risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24517, May.
• Dante Mendes Aldrighi, 2006, "An evaluation of Stiglitz’s Contributions to the Theory of the Financial Markets," Brazilian Journal of Political Economy, Center of Political Economy, volume 26, issue 1, pages 137-157.
• René M. Stulz, 2006, "Financial Globalization, Corporate Governance and Eastern Europe," Chapters, Edward Elgar Publishing, chapter 3, in: Klaus Liebscher & Josef Christl & Peter Mooslechner & Doris Ritzberger-Grünwald, "Financial Development, Integration and Stability".
• Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006, "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20003-8.
• Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006, "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-33, Aug.
• Baquero, G. & Verbeek, M.J.C.M., 2006, "Do Sophisticated Investors Believe in the Law of Small Numbers?," 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-2006-033-F&A, Jul.
• Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006, "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 15-34.
• Werner Güth & Gerlinde Fellner & Ev Martin, 2006, "Task Transcending Satisficing - An Experimental Study," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2006-09, Jul.
• Werner Güth & M. Vittoria Levati & Matteo Ploner, 2006, "Is Satisficing Absorbable? - An Experimental Study," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2006-10, Jul.
• Werner Güth & Gerlinde Fellner & Ev Martin, 2006, "Satisficing or Optimizing? - An Experimental Study," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2006-11, Jul.
• Boschi, Melisso, 2006, "Habit formation and the transmission of financial crises," Economics Discussion Papers, University of Essex, Department of Economics, number 8900.
• Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ, 2006, "A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 11-12, pages 506-521, November.
• Edward J. Lusk & Michael HALPERIN & Li Yue, 2006, "A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 3-4, pages 168-177, March.
• Nava Ashaf & Dean Karlan & Wesley Yin, 2006, "Tying odysseus to the mast: Evidence from a commitment savings product in the philippines," Natural Field Experiments, The Field Experiments Website, number 00206.
• Brian M Lucey, Valerio Poti, Edel Tully, 2006, "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 49-68, June.
• Dipasri Ghosh, Dilip K. Ghosh, 2006, "Portfolio Theory and Portfolio Management: a Synthetic View," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 95-112, December.
• Felix Kubler & Paul S. Willen, 2006, "Collateralized borrowing and life-cycle portfolio choice," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 06-4.
• Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in asset markets," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0607, DOI: 10.26509/frbc-wp-200607.
• Gene Amromin & Jennifer Huang & Clemens Sialm, 2006, "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-05.
• Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2006, "Do consumers choose the right credit contracts?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-11.
• Una Okonkwo Osili & Anna L. Paulson, 2006, "What can we learn about financial access from U.S. immigrants?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-25.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006, "Investing for the long-run in European real estate," Working Papers, Federal Reserve Bank of St. Louis, number 2006-028, DOI: 10.20955/wp.2006.028.
• Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in asset markets," Staff Report, Federal Reserve Bank of Minneapolis, number 375, DOI: 10.21034/sr.375.
• Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006, "Towards a Measure of Financial Fragility," FMG Discussion Papers, Financial Markets Group, number dp554, Mar.
• Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006, "Consistent Measures of Risk," FMG Discussion Papers, Financial Markets Group, number dp565, May.
• Martin Evans and Viktoria Hnatkovska, 2006, "Financial Integration, Macroeconomic Volatility and Welfare," Working Papers, Georgetown University, Department of Economics, number gueconwpa~06-06-13, Jun.
• Céline Louche & Steven Lydenberg, 2006, "Investissement socialement responsable : différences entre Europe et États-Unis," Post-Print, HAL, number hal-01098187, DOI: 10.3406/ecofi.2006.4144.
• Francesco Franzoni & J. M. Marin, 2006, "Portable Alphas from Pension Mispricing," Post-Print, HAL, number halshs-00119546, Jul.
• Thierry Foucault, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00121054, Oct.
• Jacques Olivier & J. M. Marin, 2006, "The dog that did not bark: insider trading and crashes," Post-Print, HAL, number halshs-00121093, Aug.
• Thierry Foucault & T. Gehrig, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00125690.
• C. Aaron & I. Bilon & Sébastien Galanti & Y. Tadjeddine, 2006, "Les styles de gestion de portefeuille existent-ils?," Post-Print, HAL, number halshs-00224501, Aug.
• Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006, "Optimal Currency Shares in Iternational Reserves: The Impact of the Euro and the Prospects for the Dollar," Post-Print, HAL, number halshs-00754634, Dec, DOI: 10.1016/j.jjie.2006.07.002.
• Huyen Nguyen-Thi-Thanh, 2006, "On the Use of Data Envelopment Analysis in Hedge Fund Performance Appraisal," Working Papers, HAL, number halshs-00120292.
• Menkhoff, Lukas & Schmeling, Maik, 2006, "A Prospect-Theoretical Interpretation of Momentum Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-335, May.
• Schmeling, Maik, 2006, "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-337, May.
• Sørensen, Carsten & Trolle, Anders Bjerre, 2006, "Dynamic asset allocation and latent variables," Working Papers, Copenhagen Business School, Department of Finance, number 2004-8, Jun.
• Carlsson, Evert & Erlandzon, Karl, 2006, "The Bright Side of Shiller-Swaps: A Solution to Inter-generational Risk-sharing," Working Papers in Economics, University of Gothenburg, Department of Economics, number 233, Jul, revised 24 Oct 2006.
• Ekern, Steinar, 2006, "A Dozen Consistent CAPM-Related Valuation Models - So Why Use the Incorrect One?," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/6, May, revised 25 Apr 2007.
• Døskeland, Trond M. & Nordahl, Helge A., 2006, "Intergenerational Effects of Guaranteed Pension Contracts," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/13, Oct, revised 21 Jun 2007.
• Døskeland, Trond M. & Nordahl, Helge A., 2006, "Optimal Pension Insurance Design," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/14, Oct, revised 21 Jun 2007.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006, "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/23, Dec.
• van Hemert, Otto, 2006, "Life-Cycle Housing and Portfolio Choice with Bond Markets," SIFR Research Report Series, Institute for Financial Research, number 44, Sep.
• Ågren, Martin, 2006, "Prospect Theory and Higher Moments," Working Paper Series, Uppsala University, Department of Economics, number 2006:24, Oct.
• Andrea Beltratti & Claudio Morana, 2006, "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2006, Jul.
• Gollier, Christian & Muermann, Alexander, 2006, "Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 462, Mar, revised 2009.
• Bec, Frédérique & Gollier, Christian, 2006, "Assets Returns Volatility and Investment Horizon: The French Case," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 467, Jul, revised 30 Nov 2008.
• Rifki Ismal, 2006, "Indonesian Bond Market: Redemption In August – December 2005," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 1, pages 27-74, July, DOI: https://doi.org/10.21098/bemp.v9i1..
• Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso, 2006, "Análisis del origen de los beneficios del momentum en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, volume 30, issue 3, pages 401-439, September.
• Solange M. Berstein & Rómulo A. Chumacero, 2006, "Quantifying the costs of investment limits for Chilean pension funds," Fiscal Studies, Institute for Fiscal Studies, volume 27, issue 1, pages 99-123, March.
• Paul Sweeting, 2006, "Correlation and the Pension Protection Fund," Fiscal Studies, Institute for Fiscal Studies, volume 27, issue 2, pages 157-182, June.
• Dicle TAŞPINAR & Esin Okay ÖRERLER, 2006, "Türk Yatırımcısının Risk Tercihi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 239, pages 82-92.
• Hakan SARITAŞ, 2006, "Portföy büyüklüğünün portföy getirisi üzerindeki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 241, pages 105-113.
• Hüseyin İNCE, 2006, "Yapay sinir ağlarının portföy yönetiminde kullanılması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 241, pages 114-127.
• M. Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN, 2006, "Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 242, pages 27-33.
• Macide ÇİÇEK, 2006, "Türkiye’de ödemelerde nakit-kart ikamesi ve ATM nakit çekme işlemlerinin nakit talebi üzerindeki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 248, pages 120-137.
• Dirk Baur & Brian M. Lucey, 2006, "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp122, Apr.
• Charles P. Thomas, 2006, "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp162, Aug.
• Ron Bird & Richard Gerlach, 2006, "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 2, pages 111-127, August.
• Gene C. Lai & Keith M. Moore & Henry R. Oppenheimer, 2006, "Shall One Invest in Cancelled Targets after the Termination of Mergers and Acquisitions?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 2, pages 93-110, August.
• Mr. Enrique G. Mendoza, 2006, "Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies," IMF Working Papers, International Monetary Fund, number 2006/088, Mar.
• Fernando Cruz Aranda, 2006, "Valuación Del Valor En Riesgo De Bonos Cupón Cero En El Mercado Financiero Mexicano A Través Del Modelo De Vasicek, Cir Y Simulación Monte Carlo Con Saltos De Poisson," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 5, issue 1, pages 47-83, Marzo 200.
• Suleyman Basak & Alex Shapiro & Lucie Teplá, 2006, "Risk Management with Benchmarking," Management Science, INFORMS, volume 52, issue 4, pages 542-557, April, DOI: 10.1287/mnsc.1050.0476.
• Martin B. Haugh & Leonid Kogan & Jiang Wang, 2006, "Evaluating Portfolio Policies: A Duality Approach," Operations Research, INFORMS, volume 54, issue 3, pages 405-418, June, DOI: 10.1287/opre.1060.0279.
• Alex Karagrigoriu & Ilia Vonta, 2006, "On Distributional Changes of Financial Characteristics in Cyprus: What Does the Survey of Consumer Finances Say?," Financial Theory and Practice, Institute of Public Finance, volume 30, issue 4, pages 380-403.
• Chiara Oldani, 2006, "money demand and futures," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 69, May.
• Victor Mendes & Margarida Abreu, 2006, "Cultura Financeira dos Investidores e Diversificação das Carteiras," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/10.
• Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2006, "The Portfolio Choices of Hispanic Couples," IZA Discussion Papers, IZA Network @ LISER, number 1948, Jan.
• Sukanto Bhattacharya & Kuldeep Kumar, 2006, "An Entropic Approach to Analyze Investor Utility Involving a Financial Structured Product," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 2, pages 111-122, July.
• Ching-Chung Lin & Min-Hsien Chiang & Shih-Ju Chan & Chao-Hsien Lin, 2006, "Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 2, pages 187-205, July.
• Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006, "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, volume 2, issue 1, pages 1-21, January, DOI: 10.1007/s10436-005-0030-y.
• Richard J. Agnello, 2006, "Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work," Working Papers, University of Delaware, Department of Economics, number 06-02.
• Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006, "Sector diversification during crises: a European perspective," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-07.RS.
• GONZÁLEZ, Mariano & FERNÁNDEZ, Pedro, 2006, "Why Do Spanish Savings Banks Invest In The Stock Capital Of Publicly Traded Companies?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
• Naim Sipra, 2006, "Mutual Fund Performance in Pakistan, 1995-2004," Finance Working Papers, East Asian Bureau of Economic Research, number 22281, Jan.
• Zbigniew Kominek, 2006, "Regulatory induced herding? Evidence from Polish pension funds," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 96, Jun.
• Coeurdacier, Nicolas, 2006, "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06011, Oct.
• Coeurdacier, Nicolas & Guibaud, Stéphane, 2006, "International Portfolio Diversification Is Better Than You Think," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06013, Oct.
• Coeurdacier, Nicolas & Guibaud, Stéphane, 2006, "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06014, Oct.
• Coeurdacier, Nicolas & Martin, Philippe, 2006, "The Geography of Asset Trade and the Euro: Insiders and Outsiders," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06020, Dec.
• Groh, Alexander & Gottschalg, Oliver, 2006, "The risk-adjusted performance of US buyouts," HEC Research Papers Series, HEC Paris, number 834, Jan.
• Foucault, Thierry & Gehrig, Thomas, 2006, "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series, HEC Paris, number 840, Apr.
• Gottshalg, Oliver & Zipser, Daniel, 2006, "Money chasing deals and chasing money - the impact of supply and demand on buyout performance," HEC Research Papers Series, HEC Paris, number 851, Jun.
• Manganelli, Simone, 2006, "A new theory of forecasting," Working Paper Series, European Central Bank, number 584, Jan.
• Fratzscher, Marcel & Daude, Christian, 2006, "The pecking order of cross-border investment," Working Paper Series, European Central Bank, number 590, Feb.
• Coche, Joachim & Nyholm, Ken & Koivu, Matti & Poikonen, Vesa, 2006, "Foreign reserves management subject to a policy objective," Working Paper Series, European Central Bank, number 624, May.
• De Santis, Roberto A. & Gérard, Bruno, 2006, "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series, European Central Bank, number 626, May.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2006, "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series, European Central Bank, number 641, Jun.
• De Santis, Roberto A., 2006, "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series, European Central Bank, number 678, Sep.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006, "Home bias in global bond and equity markets: the role of real exchange rate volatility," Working Paper Series, European Central Bank, number 685, Oct.
• Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006, "Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar," Working Paper Series, European Central Bank, number 694, Nov.
• Kiefer, Nicholas M. & Larson, C. Erik, 2006, "Specification and Informational Issues in Credit Scoring," Working Papers, Cornell University, Center for Analytic Economics, number 06-11, Oct.
• Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006, "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-18, Dec.
• Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene M., 2006, "Is There Hedge Fund Contagion?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-1, Feb.
• Kho, Bong-Chan & Stulz, Rene M. & Warnock, Francis E., 2006, "Financial Globalization, Governance, and the Evolution of the Home Bias," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-12, Jul.
• Cronqvist, Henrik, 2006, "Advertising and Portfolio Choice," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-16, Jul.
• Eiling, Esther & Gerard, Bruno & de Roon, Frans, 2006, "International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 06-2, Apr.
• Andres Vesilind, 2006, "Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves," Bank of Estonia Working Papers, Bank of Estonia, number 2006-04, Oct, revised 12 Oct 2006.
• Hutchinson, Marion & A Gul, Ferdinand, 2006, "The effects of executive share options and investment opportunities on firms’ accounting performance: Some Australian evidence," The British Accounting Review, Elsevier, volume 38, issue 3, pages 277-297, DOI: 10.1016/j.bar.2006.02.002.
• Covas, Francisco, 2006, "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 11, pages 2167-2190, November.
• Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2006, "Markets do not select for a liquidity preference as behavior towards risk," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 2, pages 279-292, February.
• Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006, "Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 5, pages 843-877, May.
• Bhamra, Harjoat S. & Uppal, Raman, 2006, "The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 6, pages 967-991, June.
• Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006, "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, volume 92, issue 2, pages 202-208, August.
• Menkhoff, Lukas & Schmeling, Maik, 2006, "A prospect-theoretical interpretation of momentum returns," Economics Letters, Elsevier, volume 93, issue 3, pages 360-366, December.