Research classified by Journal of Economic Literature (JEL) codes

2006

• Maliar, Lilia & Maliar, Serguei, 2006, "The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 3, pages 635-654, April, DOI: 10.1353/mcb.2006.0045.
• Deborah A. Cobb-Clark & Vincent A. Hildebrand, 2006, "The Portfolio Choices of Hispanic Couples," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 147, Jan.
• Sule Alan & Søren Leth-Petersen, 2006, "Tax Incentives and Household Portfolios: A Panel Data Analysis," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 163, Oct.
• Ahmad Naimzada & Giorgio Ricchiuti, 2006, "Heterogeneous Fundamentalists and Imitative Processes," Working Papers, University of Milano-Bicocca, Department of Economics, number 104, Nov, revised Nov 2006.
• Anderson, Anders, 2006, "Is online trading gambling with peanuts?," Papers, Sonderforschungsbreich 504, number 06-02.
• Olivier ROUSSE & Benoît SEVI, 2006, "Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program," Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1, number 06.02.63.
• Annamaria Lusardi & Olivia Mitchell, 2006, "Financial Literacy and Retirement Preparedness: Evidence and Implications for Financial Education Programs," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp144, Dec.
• Paul Gompers & Josh Lerner, 2006, "The Venture Capital Cycle, 2nd Edition," MIT Press Books, The MIT Press, number 0262572389, edition 1, ISBN: ARRAY(0x8e691068), December.
• Rene M. Stulz, 2006, "Financial Globalization, Corporate Governance, and Eastern Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 11912, Jan.
• James Poterba & Joshua Rauh & Steven Venti & David Wise, 2006, "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Working Papers, National Bureau of Economic Research, Inc, number 11974, Jan.
• Steven R. Grenadier & Neng Wang, 2006, "Investment Under Uncertainty and Time-Inconsistent Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 12042, Feb.
• Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2006, "Is There Hedge Fund Contagion?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12090, Mar.
• Martin Lettau & Stijn Van Nieuwerburgh, 2006, "Reconciling the Return Predictability Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12109, Mar.
• Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2006, "Optimal Decentralized Investment Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 12144, Apr.
• Charles Engel & Akito Matsumoto, 2006, "Portfolio Choice in a Monetary Open-Economy DSGE Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 12214, May.
• Fang Cai & Francis E. Warnock, 2006, "International Diversification at Home and Abroad," NBER Working Papers, National Bureau of Economic Research, Inc, number 12220, May.
• Mark Grinblatt & Matti Keloharju, 2006, "Sensation Seeking, Overconfidence, and Trading Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 12223, May.
• Paul Willen & Felix Kubler, 2006, "Collateralized Borrowing and Life-Cycle Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 12309, Jun.
• Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006, "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," NBER Working Papers, National Bureau of Economic Research, Inc, number 12333, Jun.
• Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006, "The Performance of International Equity Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 12346, Jul.
• Leora Friedberg & Anthony Webb, 2006, "Determinants and Consequences of Bargaining Power in Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 12367, Jul.
• Nicholas Barberis & Ming Huang, 2006, "The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 12378, Jul.
• Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006, "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 12389, Jul.
• Courtney Coile & Kevin Milligan, 2006, "How Household Portfolios Evolve After Retirement: The Effect of Aging and Health Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 12391, Jul.
• Nicholas Barberis & Wei Xiong, 2006, "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12397, Jul.
• Orazio P. Attanasio & Monica Paiella, 2006, "Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 12412, Aug.
• Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006, "Benchmarking Money Manager Performance: Issues and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12461, Aug.
• John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2006, "Look at Me Now: What Attracts U.S. Shareholders?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12500, Aug.
• Gene Amromin & Jennifer Huang & Clemens Sialm, 2006, "The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings," NBER Working Papers, National Bureau of Economic Research, Inc, number 12502, Aug.
• John D. Burger & Francis E. Warnock, 2006, "Foreign Participation in Local Currency Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12548, Oct.
• Eduardo S. Schwartz & Claudio Tebaldi, 2006, "Illiquid Assets and Optimal Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 12633, Oct.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2006, "Simplification and Saving," NBER Working Papers, National Bureau of Economic Research, Inc, number 12659, Oct.
• Karen K. Lewis, 2006, "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers, National Bureau of Economic Research, Inc, number 12697, Nov.
• Eric van Wincoop & Francis E. Warnock, 2006, "Is Home Bias in Assets Related to Home Bias in Goods?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12728, Dec.
• Darius Lakdawalla & George Zanjani, 2006, "Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk-Transfer," NBER Working Papers, National Bureau of Economic Research, Inc, number 12742, Dec.
• Jonathan E. Alevy & Michael S. Haigh & John List, 2006, "Information Cascades: Evidence from An Experiment with Financial Market Professionals," NBER Working Papers, National Bureau of Economic Research, Inc, number 12767, Dec.
• Markus K. Brunnermeier & Stefan Nagel, 2006, "Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12809, Dec.
• Alexander Harin, 2006, "A Rational Irrational Man?," Microeconomics, Socionet, number harin_alexander.34115-060, Aug.
• Alexander Harin, 2006, "Principle of Uncertain Future," Microeconomics, Socionet, number harin_alexander.34115-061, Dec.
• Lubo Schmidt, 2006, "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 267, Jan.
• Egil Matsen, 2006, "Portfolio Choice when Managers Control Returns," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 6606, Feb.
• John Quah, 2006, "Additional Notes on the Comparative Statics of Constrained Optimization Problems," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W09, Aug.
• Rudiger Ahrend & Pietro Catte & Robert Price, 2006, "Factors Behind Low Long-Term Interest Rates," OECD Economics Department Working Papers, OECD Publishing, number 490, Jun, DOI: 10.1787/761527811285.
• Radu Carmen, 2006, "Piaţa de capital şi investiţiile," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Christian Beer & Peter Mooslechner & Martin Schürz & Karin Wagner, 2006, "Austrian Households’ Financial Wealth: An Analysis Based on Microeconomic Data," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 94-110.
• Jonathan Reuter & Eric Zitzewitz, 2006, "Do Ads Influence Editors? Advertising and Bias in the Financial Media," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 121, issue 1, pages 197-227.
• Nava Ashraf & Dean Karlan & Wesley Yin, 2006, "Tying Odysseus to the Mast: Evidence From a Commitment Savings Product in the Philippines," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 121, issue 2, pages 635-672.
• Robin Brooks & Marco Del Negro, 2006, "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, European Finance Association, volume 10, issue 1, pages 69-98.
• Massimo Massa & Andrei Simonov, 2006, "Hedging, Familiarity and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 2, pages 633-685.
• Jakša Cvitanić & Ali Lazrak & Lionel Martellini & Fernando Zapatero, 2006, "Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1113-1156.
• Doron Avramov & Tarun Chordia & Amit Goyal, 2006, "The Impact of Trades on Daily Volatility," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1241-1277.
• Joel M. Vanden, 2006, "Option Coskewness and Capital Asset Pricing," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1279-1320.
• Meir Statman & Steven Thorley & Keith Vorkink, 2006, "Investor Overconfidence and Trading Volume," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1531-1565.
• Dimitrios P Tsomocos & Oriol Aspachs & London School of Economics & Charles A.E. Goodhart & London School of Economics & Lea Zicchino & Bank of England, 2006, "Towards a Measure of Financial Fragility," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-04, Mar.
• Alessandro Bucciol & Raffaele Miniaci, 2006, "Optimal asset allocation based on utility maximization in the presence of market frictions," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0012, Mar.
• Loriana Pelizzon & Guglielmo Weber, 2006, "Are Household Portfolios Efficient? An Analysis Conditional on Housing," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0021, Jun.
• Alessandro Bucciol, 2006, "The Roles of Temptation and Social Security in Explaining Individual Behavior," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0032, Dec.
• Samuel Mongrut & Dídac Ramírez, 2006, "Discount Rates in Emerging Capital Markets," Working Papers, Centro de Investigación, Universidad del Pacífico, number 06-03, Jan.
• Gordon Gemmill & Soosung Hwang & Mark Salmon, 2006, "Performance measurement with loss aversion," Journal of Asset Management, Palgrave Macmillan, volume 7, issue 3, pages 190-207, September, DOI: 10.1057/palgrave.jam.2240213.
• Anna Ilyina, 2006, "Portfolio Constraints and Contagion in Emerging Markets," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 3, pages 1-1.
• John D. Burger & Francis E. Warnock, 2006, "Local Currency Bond Markets," IMF Staff Papers, Palgrave Macmillan, volume 53, issue si, pages 1-7.
• Luis Felipe Varas Greene, 2006, "Eleccion De Portafolio En Presencia De Mercados Iliquidos," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 9, issue 2, pages 79-97.
• Eduardo Walker, 2006, "Optimal Portfolios In Defined Contribution Pension Systems," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 9, issue 2, pages 99-129.
• Faruk, Balli, 2006, "New Patterns in International Portfolio Allocation and Income Smoothing," MPRA Paper, University Library of Munich, Germany, number 10121, Aug, revised 14 Aug 2008.
• Ruiz-Porras, Antonio, 2006, "Información privilegiada, administración de riesgos y utilidades esperadas: Una aplicación de los juegos de señalización al estudio de crisis cambiarias," MPRA Paper, University Library of Munich, Germany, number 1441, Dec.
• Newton, Da Costa Jr & Carlos, Mineto & Sergio, Da Silva, 2006, "Disposition effect and gender," MPRA Paper, University Library of Munich, Germany, number 1848.
• Mehar, Ayub, 2006, "Flow of portfolio investment among the Muslim countries: modelling and possibilities," MPRA Paper, University Library of Munich, Germany, number 18592, Apr, revised 07 Jun 2007.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006, "Stock market volatiltity around national elections," MPRA Paper, University Library of Munich, Germany, number 302, Jan, revised Nov 2006.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006, "Political orientation of government and stock market returns," MPRA Paper, University Library of Munich, Germany, number 307, Jul, revised Nov 2006.
• Basu, Anup & Drew, Michael, 2006, "Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence," MPRA Paper, University Library of Munich, Germany, number 3314, May, revised 02 Nov 2006.
• Castaneda, Pablo, 2006, "Long Term Risk Assessment in a Defined Contribution Pension System," MPRA Paper, University Library of Munich, Germany, number 3347, Jul, revised 30 Apr 2007.
• Cotter, John & Longin, Francois, 2006, "Implied correlation from VaR," MPRA Paper, University Library of Munich, Germany, number 3506.
• D'Erasmo, Pablo, 2006, "Investment and firm dynamics," MPRA Paper, University Library of Munich, Germany, number 3598, Mar, revised Apr 2007.
• Sarkar, Prabirjit, 2006, "Stock Market Development, Capital Accumulation and Growth in India since 1950," MPRA Paper, University Library of Munich, Germany, number 5050, Sep.
• Hałaj, Grzegorz, 2006, "Risk-based decisions on assets structure of a bank — partially observed economic conditions," MPRA Paper, University Library of Munich, Germany, number 523, Aug.
• Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006, "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper, University Library of Munich, Germany, number 561, Oct.
• Kilic, Ekrem, 2006, "Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio," MPRA Paper, University Library of Munich, Germany, number 5610, May.
• Hartmann, Daniel & Pierdzioch, Christian, 2006, "International Equity Flows and the Predictability of U.S. Stock Returns," MPRA Paper, University Library of Munich, Germany, number 562, Feb, revised Apr 2006.
• magni, Carlo Alberto, 2006, "Zelig and the Art of Measuring Excess Profit," MPRA Paper, University Library of Munich, Germany, number 5663, Jun.
• Magni, Carlo Alberto, 2006, "CAPM-based capital budgeting and nonadditivity," MPRA Paper, University Library of Munich, Germany, number 7290, Mar.
• Henryk, Gzyl & Silvia, Mayoral, 2006, "On a relationship between distorted and spectral risk measures," MPRA Paper, University Library of Munich, Germany, number 916, Nov.
• De Marchi, Raffaele, 2006, "La persistance des performances des OPCVM actions françaises
  [The persistence of French equity mutual funds]," MPRA Paper, University Library of Munich, Germany, number 92549.
• Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier, 2006, "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," MPRA Paper, University Library of Munich, Germany, number 942, Oct, revised Oct 2006.
• Cesar A. Rodriguez Garavito, 2006, "De Club de Caballeros a Foro Electronico de Negociacion: Un Analisis Institucionalista Denso de la Bolsa de Valores de Colombia," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Migration and Development., number 347, Aug.
• Ariane de Dominicis, 2006, "Les fonds d'investissement dans les actifs CO₂ : état des lieux," Revue d'Économie Financière, Programme National Persée, volume 83, issue 2, pages 47-53, DOI: 10.3406/ecofi.2006.3999.
• Thierry Deheuvels, 2006, "ISR : un concept en devenir," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 19-28, DOI: 10.3406/ecofi.2006.4139.
• Thierry Wiedeman-Goiran & Servane Pfister, 2006, "Modèles sociaux et ISR," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 29-40, DOI: 10.3406/ecofi.2006.4140.
• François Fatoux, 2006, "La responsabilité sociétale des entreprises, facteur de développement de l'investissement socialement responsable," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 41-47, DOI: 10.3406/ecofi.2006.4141.
• Céline Louche & Steven Lydenberg, 2006, "Investissement socialement responsable : différences entre Europe et États-Unis," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 81-105, DOI: 10.3406/ecofi.2006.4144.
• Wim Vermeir & Catherine Friedrich, 2006, "La performance de l'ISR," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 107-120, DOI: 10.3406/ecofi.2006.4145.
• Laurent Deborde & Alain Minczeles & Jean-Pierre Sicard, 2006, "Principes de l’investissement responsable : une démarche des grands investisseurs institutionnels sous l’égide des Nations Unies," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 121-132, DOI: 10.3406/ecofi.2006.4147.
• Gaby Bonnand, 2006, "Pourquoi et comment faut-il investir dans l'ISR ? Point de vue d'une organisation syndicale," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 139-149, DOI: 10.3406/ecofi.2006.4149.
• César de Brito, 2006, "ISR : comment les critères extra-financiers impactent les objectifs de gestion ?," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 151-170, DOI: 10.3406/ecofi.2006.4150.
• Orith Azoulay & Vincent Zeller, 2006, "ISR : stratégie de « niche » ou « mainstream »?," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 191-208, DOI: 10.3406/ecofi.2006.4153.
• Valéry Lucas-Leclin, 2006, "Qu'apporte l'analyse ISR à l'analyse financière ?," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 209-232, DOI: 10.3406/ecofi.2006.4154.
• Daniel Fermon, 2006, "Pourquoi l'ISR est déjà un enjeu économique et financier ?," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 233-244, DOI: 10.3406/ecofi.2006.4155.
• Michel Vigier, 2006, "ISR : des fonds français « canada dry »," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 263-271, DOI: 10.3406/ecofi.2006.4159.
• Frédérique Déjean, 2006, "La création du marché de l’ISR en France : logique d’offre et stratégie de communication," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 273-284, DOI: 10.3406/ecofi.2006.4160.
• Laure Delahousse, 2006, "À quelles conditions l'épargne retraite peut-elle contribuer au développement de l'investissement socialement responsable ?," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 295-306, DOI: 10.3406/ecofi.2006.4163.
• Catherine Guinefort & Eric Borremans & Morgan Carval, 2006, "Le vieillissement de la population active : quel rôle pour l'analyse extra-financière ?," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 307-316, DOI: 10.3406/ecofi.2006.4164.
• Jean-Pierre Berdot & Jacques Léonard & Sophie Nivoix, 2006, "Valeurs de croissance contre valeurs de rendement : l’impossible stratégie," Revue d'Économie Financière, Programme National Persée, volume 86, issue 5, pages 363-373, DOI: 10.3406/ecofi.2006.4217.
• Ariane de Dominicis, 2006, "Overview of carbon investment funds," Revue d'Économie Financière, Programme National Persée, volume 83, issue 2, pages 45-51, DOI: 10.3406/ecofi.2006.4422.
• Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006, "Stress testing credit risk: experience from the italian FSAP," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 59, issue 238, pages 269-291.
• Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006, "Stress testing credit risk: experience from the italian FSAP," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 59, issue 238, pages 269-291.
• Sanchez Alan, 2006, "Financial Dollarization, the portfolio approach and expectations: evidence for Latin America (1995-2005)," Working Papers, Banco Central de Reserva del Perú, number 2006-010, Oct.
• Jacques Pezier & Anthony White, 2006, "The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-10, Nov.
• Sule Alan, 2006, "Entry Costs and Stock Market Participation over the Life Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 9, issue 4, pages 588-611, October, DOI: 10.1016/j.red.2006.06.003.
• Jessica A. Wachter & Missaka Warusawitharana, 2006, "Predictable returns and asset allocation: Should a skeptical investor time the market?," 2006 Meeting Papers, Society for Economic Dynamics, number 22.
• Jianjun Miao & Neng Wang, 2006, "Investment, consumption and hedging under incomplete markets," 2006 Meeting Papers, Society for Economic Dynamics, number 289.
• Igor Livshits, 2006, "Sovereign Default and Domestic Banking," 2006 Meeting Papers, Society for Economic Dynamics, number 453.
• Ivan Jaccard, 2006, "Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle," 2006 Meeting Papers, Society for Economic Dynamics, number 574.
• Paul Willen & Felix Kubler, 2006, "Collateralized Borrowing And Life-Cycle Portfolio Choice," 2006 Meeting Papers, Society for Economic Dynamics, number 578.
• Martin D D Evans & Viktoria Hnatkovska, 2006, "International Capital Flows Returns and World Financial Integration," 2006 Meeting Papers, Society for Economic Dynamics, number 60.
• Andrea Tiseno & Monica Paiella, 2006, "Stock market optimism and participation cost: a mean-variance estimation," 2006 Meeting Papers, Society for Economic Dynamics, number 714.
• Juan Carlos Hatchondo, 2006, "Asymmetric Information and the Lack of International Portfolio," 2006 Meeting Papers, Society for Economic Dynamics, number 849.
• Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in Asset Markets," 2006 Meeting Papers, Society for Economic Dynamics, number 869.
• Sanchirico, James N. & Smith, Martin D. & Lipton, Douglas W., 2006, "An Approach to Ecosystem-Based Fishery Management," RFF Working Paper Series, Resources for the Future, number dp-06-40, Sep.
• Oikarinen, Elias, 2006, "Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data," Discussion Papers, The Research Institute of the Finnish Economy, number 1004.
• Vladimir Babikov, 2006, "The Process of Forming Bank Credit and Deposit Portfolios," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 1, issue 1, pages 4-17.
• Khaïs Dachraoui & Georges Dionne, 2006, "Conditions ensuring the decomposition of asset demand for all risk-averse investors," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 04-1, Jul.
• Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006, "Empirical evaluation of investor rationality in the asset allocation puzzle," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 06-11, Oct.
• Abdulnasser Hatemi-J & Eduardo Roca & Jia Qiu Qiu, 2006, "Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 3, pages 295-316.
• Ghassem A. Homaifar, 2006, "The Case for Securitization of Credit in Iran," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 2, pages 175-197.
• Peter Moles, 2006, "Manufacturing Growth," Journal of Financial Transformation, Capco Institute, volume 17, pages 151-159.
• Larry Epstein & Martin Schneider, 2006, "Learning Under Ambiguity," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 527, Apr.
• L. Baele & K. Inghelbrecht, 2006, "Structural versus Temporary Drivers of Country and Industry Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/413, Sep.
• Alexander Kempf & Christoph Memmel, 2006, "Estimating the global Minimum Variance Portfolio," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 58, issue 4, pages 332-348, October.
• Oriol Aspachs & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Lea Zicchino, 2006, "Towards a Measure of Financial Fragility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe04.
• Carl Chiarella & Roberto Dieci & Tony He, 2006, "Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis," Computing in Economics and Finance 2006, Society for Computational Economics, number 108, Jul.
• David Colliings & Nicola Baxter, 2006, "Computational Finance Techniques for Valuing Customers," Computing in Economics and Finance 2006, Society for Computational Economics, number 220, Jul.
• Alex Michaelides & Francisco Gomes & Valery Polkovnichenko, 2006, "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," Computing in Economics and Finance 2006, Society for Computational Economics, number 23, Jul.
• Michael Haliassos & Dimitris Georgarakos & Yiannis Bilias, 2006, "Equity Culture and the Distribution of Wealth," Computing in Economics and Finance 2006, Society for Computational Economics, number 27, Jul.
• Chiara Pederzoli & Costanza Torricelli, 2006, "Optimal banks behaviour and procyclicality," Computing in Economics and Finance 2006, Society for Computational Economics, number 349, Jul.
• M. Gilli & E. Kellezi & H. Hysi, 2006, "A Data-Driven Optimization Heuristic for Downside Risk Minimization," Computing in Economics and Finance 2006, Society for Computational Economics, number 355, Jul.
• David Moreno & David Nawrocki & Ignacio Olmeda, 2006, "A Genetic Algorithm for UPM/LPM Portfolios," Computing in Economics and Finance 2006, Society for Computational Economics, number 357, Jul.
• Beate Breuer & Nicole Branger & Christian Schlag, 2006, "Discrete-Time Implementation of Continuous-Time Portfolio Strategies," Computing in Economics and Finance 2006, Society for Computational Economics, number 393, Jul.
• Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios, 2006, "A Stochastic Programming Framework for International PortfolioManagement," Computing in Economics and Finance 2006, Society for Computational Economics, number 404, Jul.
• Natasha Todorovic & Bhavesh Gokani, 2006, "Profitability of Index-based Size and Style Rotation Strategies in the UK Equity Markets," Computing in Economics and Finance 2006, Society for Computational Economics, number 507, Jul.
• Yulei Luo, 2006, "Rational Inattention, Portfolio Choice, and the Equity Premium," Computing in Economics and Finance 2006, Society for Computational Economics, number 56, Jul.
• Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006, "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 74, Jul.
• Pablo Castañeda, 2006, "Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile," Working Papers, Superintendencia de Pensiones, number 16, Dec, revised May 2006.
• Monica Paiella, 2006, "The Foregone Gains of Incomplete Portfolios," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 156, Feb.
• Stéphane Mussard & Virginie Terraza, 2006, "The Shapley decomposition for portfolio risk," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 06-09.
• Roland Gillet & Isabelle Nagot & Ariane Szafarz, 2006, "Stratégies d'investissement en actions et fonds à capital garanti," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-008.RS, May.
• Boris Krey & Peter Zweifel, 2006, "Efficient Electricity Portfolios for Switzerland and the United States," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0602, Feb.
• Patrick Eugster & Peter Zweifel, 2006, "Correlated Risks: A Conflict of Interest Between Insurers and Consumers and Its Resolution," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0604, Apr.
• A. Cherny, 2006, "Weighted V@R and its Properties," Finance and Stochastics, Springer, volume 10, issue 3, pages 367-393, September, DOI: 10.1007/s00780-006-0009-1.
• Hiroaki Hata & Yasunari Iida, 2006, "A risk-sensitive stochastic control approach to an optimal investment problem with partial information," Finance and Stochastics, Springer, volume 10, issue 3, pages 395-426, September, DOI: 10.1007/s00780-006-0010-8.
• Gordana Dmitrašinović-Vidović & Antony Ware, 2006, "Asymptotic behaviour of mean-quantile efficient portfolios," Finance and Stochastics, Springer, volume 10, issue 4, pages 529-551, December, DOI: 10.1007/s00780-006-0018-0.
• Alet Roux & Tomasz Zastawniak, 2006, "A counter-example to an option pricing formula under transaction costs," Finance and Stochastics, Springer, volume 10, issue 4, pages 575-578, December, DOI: 10.1007/s00780-006-0016-2.
• Luciano Campi & Walter Schachermayer, 2006, "A super-replication theorem in Kabanov’s model of transaction costs," Finance and Stochastics, Springer, volume 10, issue 4, pages 579-596, December, DOI: 10.1007/s00780-006-0022-4.
• Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006, "Evolutionary stable stock markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 27, issue 2, pages 449-468, January, DOI: 10.1007/s00199-005-0607-8.
• Emanuela Sciubba, 2006, "The evolution of portfolio rules and the capital asset pricing model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 1, pages 123-150, September, DOI: 10.1007/s00199-005-0013-2.
• Yaw Nyarko & Andrew Schotter & Barry Sopher, 2006, "On the informational content of advice: a theoretical and experimental study," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 2, pages 433-452, October, DOI: 10.1007/s00199-005-0037-7.
• Shwu-Jane Shieh, 2006, "Evolution of momentum and popularity," Journal of Evolutionary Economics, Springer, volume 16, issue 4, pages 419-433, October, DOI: 10.1007/s00191-006-0023-7.
• Holger Kraft & Mogens Steffensen, 2006, "Portfolio problems stopping at first hitting time with application to default risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 63, issue 1, pages 123-150, February, DOI: 10.1007/s00186-005-0026-4.
• Thomas Flavin, 2006, "How risk averse are fund managers? Evidence from Irish mutual funds," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 18, pages 1355-1363, DOI: 10.1080/09603100600592760.
• Laurens Swinkels & Pieter Van Der Sluis, 2006, "Return-based style analysis with time-varying exposures," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 6-7, pages 529-552, DOI: 10.1080/13518470500248508.
• Alexis Yamokoski & Lisa Keister, 2006, "The Wealth Of Single Women: Marital Status And Parenthood In The Asset Accumulation Of Young Baby Boomers In The United States," Feminist Economics, Taylor & Francis Journals, volume 12, issue 1-2, pages 167-194, DOI: 10.1080/13545700500508478.
• Roberto Ghiselli Ricci & Carlo Alberto Magni, 2006, "Economic value added and systemic value added: symmetry, additive coherence and differences in performance," Applied Financial Economics Letters, Taylor & Francis Journals, volume 2, issue 3, pages 151-154, DOI: 10.1080/17446540500426797.
• Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006, "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-023/2, Mar.
• Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006, "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-024/2, Mar, revised 27 Mar 2006.
• Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2006, "Optimal Portfolio Choice with Annuitization," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-78.
• Luis H. R. Alvarez & Teppo A. Rakkolainen, 2006, "A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions," Discussion Papers, Aboa Centre for Economics, number 9, Oct.
• Miquel Faig & Pauline Shum, 2006, "What Explains Household Stock Holdings?," Working Papers, University of Toronto, Department of Economics, number tecipa-218, Mar.
• Jordi Mondria, 2006, "Financial Contagion and Attention Allocation," Working Papers, University of Toronto, Department of Economics, number tecipa-254, Sep.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2006, "Inside Information and the Own Company Stock Puzzle," Journal of the European Economic Association, MIT Press, volume 4, issue 2-3, pages 623-633, 04-05.
• Antoine Bommier & Jean-Charles Rochet, 2006, "Risk Aversion and Planning Horizons," Journal of the European Economic Association, MIT Press, volume 4, issue 4, pages 708-734, June.
• Steven J. Davis & Felix Kubler & Paul Willen, 2006, "Borrowing Costs and the Demand for Equity over the Life Cycle," The Review of Economics and Statistics, MIT Press, volume 88, issue 2, pages 348-362, May.
• Lossen, Ulrich, 2006, "The Performance of Private Equity Funds: Does Diversification Matter?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 192, Jun.
• Sanchez-Romero, Miguel, 2006, "“Demand for Private Annuities and Social Security: Consequences to Individual Wealth”," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2006/07, Jun.
• Andras Niedermayer & Daniel Niedermayer, 2006, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0602, Mar.
• Alessandro Bucciol & Raffaele Miniaci, 2006, "Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions," Working Papers, University of Brescia, Department of Economics, number ubs0605.
• Pilar Abad & Sonia Benito, 2006, "Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0604.
• Alejandro Balbás & Raquel Balbás Universidad & Silvia Mayoral, 2006, "Optimizing Measures of Risk: A Simplex-like Algorithm," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/06, Sep.
• José M. Marín & Jacques Olivier, 2006, "The dog that did not bark: Insider trading and crashes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 948, Mar.
• José M. Marín & Thomas A. Rangel, 2006, "The use of derivatives in the Spanish mutual fund industry," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 990, Nov.
• José M. Marín & Antoni Sureda-Gomila, 2006, "Firms vs. insiders as traders of last resort," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 999, Nov.
• Andreas Röthig & Carl Chiarella, 2006, "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 172, Feb.
• Loriana Pelizzon & Guglielmo Weber, 2006, "Are Household Portfolios Efficient? An Analysis Conditional on Housing," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_55.
• Roman Horv??th, 2006, "Financial Accelerator Effects in the Balance Sheets of Czech Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp847, Nov.
• Miguel Lebre De Freitas & Francisco José Veiga, 2006, "Currency substitution, portfolio diversification, and money demand," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 3, pages 719-743, August, DOI: 10.1111/j.1540-5982.2006.00366.x.
• Joan Jasiak & D. Feng & C. Gourieroux, 2006, "The Ordered Qualitative Model For Credit Rating Transitions," Working Papers, York University, Department of Economics, number 2006_2, Feb.
• Teig, Michael, 2006, "Fiskalische Transparenz und ökonomische Entwicklung: Der Fall Bosnien-Herzegowina," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 56.
• Riedel, Frank & Su, Xia, 2006, "On Irreversible Investment," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 13/2006.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,10.
• Bohl, Martin T. & Döpke, Jörg & Pierdzioch, Christian, 2006, "Real-time forecasting and political stock market anomalies: evidence for the U.S," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,22.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,01.
• Trauten, Andreas & Schulz, Roland C., 2006, "IPO investment strategies and pseudo market timing," Working Papers, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS), number 36.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2006, "Multivariate normal mixture GARCH," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/09.
• Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michael, 2006, "Portfolio inertia and stock market fluctuations," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/14.