Research classified by Journal of Economic Literature (JEL) codes

2007

• 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.
• Michał Baran, 2007, "Asymptotic pricing in large financial markets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 66, issue 1, pages 1-20, August, DOI: 10.1007/s00186-006-0144-7.
• Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 1, pages 89-101, DOI: 10.1080/13518470601025243.
• Johan Parmler & Andres Gonzalez, 2007, "Is Momentum Due to Data-snooping?," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 4, pages 301-318, DOI: 10.1080/13518470600880127.
• Kais Dachraoui & Georges Dionne, 2007, "Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 5, pages 397-404, DOI: 10.1080/13518470601025326.
• Sven-Olov Daunfeldt, 2007, "Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 7, pages 657-667, DOI: 10.1080/13518470701380290.
• Ming-Yuan Leon Li & Her-Jiun Sheu & Lin Lin & Yu-Chi Tang, 2007, "Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 5, issue 1, pages 51-64, DOI: 10.1080/14765280601109329.
• John Gibson & Trinh Le & Steven Stillman, 2007, "What explains the wealth gap between immigrants and the New Zealand born?," New Zealand Economic Papers, Taylor & Francis Journals, volume 41, issue 2, pages 131-162, DOI: 10.1080/00779950709558507.
• Carlo Alberto Magni, 2007, "Project valuation and investment decisions: CAPM versus arbitrage," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 2, pages 137-140, DOI: 10.1080/17446540500426821.
• Carlo Alberto Magni, 2007, "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 3, pages 165-168, DOI: 10.1080/17446540600883202.
• ,, 2007, "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, volume 2, issue 2, June.
• Charles S. Bos & Phillip Gould, 2007, "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-025/4, Feb.
• Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007, "Socially Responsible Investments : Methodology, Risk and Performance," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-31.
• Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007, "Socially Responsible Investments : Methodology, Risk Exposure and Performance," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-013.
• van Rooij, M.C.J. & Kool, C.J.M. & Prast, H.M., 2007, "Risk-return preferences in the pension domain : Are people able to choose?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 22820590-ad4e-4abc-bd21-4.
• Boes, M.J. & Drost, F.C. & Werker, B.J.M., 2007, "The impact of overnight periods on option pricing," Other publications TiSEM, Tilburg University, School of Economics and Management, number fc062462-2359-45ac-8826-d.
• Gilles Chemla & Michel A. Habib & Alexander Ljungqvist, 2007, "An Analysis of Shareholder Agreements," Journal of the European Economic Association, MIT Press, volume 5, issue 1, pages 93-121, March.
• Monika Piazzesi & Martin Schneider, 2007, "Asset Prices and Asset Quantities," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 380-389, 04-05.
• Martin D. Evans & Viktoria V. Hnatkovska, 2007, "Financial Integration, Macroeconomic Volatility, and Welfare," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 500-508, 04-05.
• Marten Palme & Annika Sundén & Paul Söderlind, 2007, "How Do Individual Accounts Work in the Swedish Pension System?," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 636-646, 04-05.
• Fatih Guvenen, 2007, "Do Stockholders Share Risk More Effectively than Nonstockholders?," The Review of Economics and Statistics, MIT Press, volume 89, issue 2, pages 275-288, May.
• Andras Niedermayer & Daniel Niedermayer, 2007, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0701, Jan.
• Graciela Sanromán, 2007, "Estimación de costes heterogéneos de participación en el mercado de activos con riesgo," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2107, Jun.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• Mohnen, Pierre & Tiwari, Amaresh & Palm, Franz & Schim van der Loeff, Sybrand, 2007, "Financial Constraint and R&D Investment: Evidence from CIS," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2007-011.
• Francisco Peñaranda, 2007, "Portfolio choice beyond the traditional approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1026, Mar.
• Ana González & Gonzalo Rubio, 2007, "Portfolio choice and the effects of liquidity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1035, May.
• Francisco Peñaranda & Enrique Sentana, 2007, "Duality in mean-variance frontiers with conditioning information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1058, Oct.
• Konstantin Petrichev & Susan Thorp, 2007, "The Private Value of Public Pensions," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 211, Dec.
• Loriana Pelizzon & Guglielmo Weber, 2007, "Efficient Portfolios when Housing Needs Change over the Life-Cycle," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_31.
• Horace W. Brock, 2007, "The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 365-402.
• Sergiy Gerasymchuk, 2007, "Mean-Variance Portfolio Selection with Reference Dependent Preferences," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 150, Apr.
• Giuseppe De Nadai & Paolo Pianca, 2007, "Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 157, Oct.
• John Gibson & Trinh Le & Steven Stillman, 2007, "What Explains the Wealth Gap between Immigrants and the New Zealand Born?," Working Papers in Economics, University of Waikato, number 07/02, Sep.
• Valentina Hartarska & Denis Nadolnyak, 2007, "An Impact Analysis of Microfinance in Bosnia and Herzegovina," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp915, Dec.
• Sonja Fagernas & Prabirjit Sarkar & Ajit Singh, 2007, "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0023, Jun.
• Andreas Röthig & Carl Chiarella, 2007, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 8, pages 719-737, August.
• John D. Burger & Francis E. Warnock, 2007, "Foreign participation in local currency bond markets," Review of Financial Economics, John Wiley & Sons, volume 16, issue 3, pages 291-304, DOI: 10.1016/j.rfe.2006.09.001.
• Rumiana Górska, 2007, "Decomposition of the realized rate of return on investment in fixed-income securities," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 3, May.
• Chenghu Ma, 2007, "Preferences, Lévy Jumps And Option Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-33, DOI: 10.1142/S2010495207500017.
• Udo Broll & B. Michael Gilroy & Elmar Lukas, 2007, "Managing Credit Risk With Credit Derivatives," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-13, DOI: 10.1142/S2010495207500042.
• Harold Bierman Jr, 2007, "The Bare Essentials of Investing:Teaching the Horse to Talk," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6199, ISBN: ARRAY(0x5d66d630), May.
• Tony Measor, 2007, "Successful Value Investing in Asia:10 Timeless Principles by Tony Measor," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6383, ISBN: ARRAY(0x609a44d8), May.
• Harold Bierman Jr., 2007, "Three Basic Rules," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "The Expected Return," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Securities are a Fair Gamble," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Types of Financial Securities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Investment Tips versus an Efficient Random Walk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Analysis for Buying a Stock," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Stocks versus Bonds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Taxed and Tax Deferral Accounts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Dividends versus Share Repurchase," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "The Stock Market Level," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "The Stock Market is Too High, or Is It?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Harold Bierman Jr., 2007, "Ten Subordinate Rules and Other Suggestions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "The Bare Essentials Of Investing Teaching the Horse to Talk".
• Weber, Martin & Welfens, Frank, 2007, "How do Markets React to Fundamental Shocks? An Experimental Analysis on Underreaction and Momentum," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-42, Jun.
• Baucells, Manel & Weber, Martin & Welfens, Frank, 2007, "Reference Point Formation Over Time: A Weighting Function Approach," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-43, Jun.
• Weber, Martin & Welfens, Frank, 2007, "The Repurchase Behavior of Individual Investors: An Experimental Investigation," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-44, Jun.
• Weber, Martin & Welfens, Frank, 2007, "An Individual Level Analysis of the Disposition Effect: Empirical and Experimental Evidence," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-45, Jun.
• Gary Gorton & Fumio Hayashi & K. Rouwenhorst, 2007, "The Fundamentals of Commodity Futures Returns," Yale School of Management Working Papers, Yale School of Management, number amz2605, Jun, revised 01 Oct 2008.
• Bask, Mikael, 2007, "Measuring potential market risk," Bank of Finland Research Discussion Papers, Bank of Finland, number 20/2007.
• Behr, Andreas & Kamp, Andreas & Memmel, Christoph & Pfingsten, Andreas, 2007, "Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,05.
• Pausch, Thilo, 2007, "Endogenous credit derivatives and bank behavior," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,16.
• Kempf, Alexander & Osthoff, Peer, 2007, "The effect of socially responsible investing on portfolio performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-10.
• Agarwal, Vikas & Boyson, Nicole M. & Naik, Narayan Y., 2007, "Hedge funds for retail investors? An examination of hedged mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-04.
• Agarwal, Vikas & Kale, Jayant R., 2007, "On the relative performance of multi-strategy and funds of hedge funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-11.
• Kempf, Alexander & Osthoff, Peer, 2007, "SRI funds: Nomen est omen," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-13.
• Lusardi, Annamaria & Mitchell, Olivia S., 2007, "Financial literacy and retirement preparedness: Evidence and implications for financial education programs," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/15.
• Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Stamos, Michael Z., 2007, "Money in motion: Dynamic portfolio choice in retirement," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/21.
• van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob J. M., 2007, "Financial literacy and stock market participation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/27.
• Sinai, Todd & Souleles, Nicholas S., 2007, "Net worth and housing equity in retirement," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/34.
• Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2007, "Non-market wealth, background risk and portfolio choice," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/11.
• Heidorn, Thomas & Kaiser, Dieter G. & Muschiol, Andrea, 2007, "Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 77.
• Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007, "Commodities in asset management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 81.
• Demidova-Menzel, Nadeshda & Heidorn, Thomas, 2007, "Gold in the investment portfolio," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 87.
• Balsmeier, Benjamin, 2007, "Managerverschanzung durch spezifische Investitionen," IÖB-Diskussionspapiere, University of Münster, Institute for Economic Education, number 4/07.
• Dannenberg, Henry, 2007, "Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 5/2007.
• Breuer, Wolfgang & Feilke, Franziska & Gürtler, Marc, 2007, "Analysts' dividend forecasts, portfolio selection, and market risk premia," Working Papers, Technische Universität Braunschweig, Institute of Finance, number FW25V2.
• Müller, Elisabeth, 2007, "Returns to Private Equity: Idiosyncratic Risk Does Matter!," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-29 [rev.].
• Matthias Doepke & Fabrizio Zilibotti, 2007, "Occupational choice and the spirit of capitalism," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 326, Jun.
• 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.
• Hyung, Namwon & de Vries, Casper G., 2007, "Portfolio selection with heavy tails," Journal of Empirical Finance, Elsevier, volume 14, issue 3, pages 383-400, June.
• Marilyn Clark-Murphy & Craig P. Speelman, 2007, "Decision Making Clusters in Retirement Savings: Preliminary Findings," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 10, issue 2, pages 115-127.
• Loriana Pelizzon & Guglielmo Weber, 2007, "Efficient Portfolios when Housing Needs Change over the Life-Cycle," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0037, Feb.
• Martin D D Evans & Viktoria V Hnatkovska, 2007, "International Financial Integration and the Real Economy," IMF Staff Papers, Palgrave Macmillan, volume 54, issue 2, pages 220-269, June.
• Haim Kedar-Levy, 2007, "Why Would Financial Bubbles Evolve After New Technologies?," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 12, issue 1, pages 83-106, Spring.
• Rena, Ravinder, 2007, "Insurance Industry In Eritrea - Achievements And Challenges," MPRA Paper, University Library of Munich, Germany, number 10762, Feb.
• Dobrota, Gabriela & Chirculescu, Felicia, 2007, "Consolidation of the Financing Decision on the Microeconomic Level," MPRA Paper, University Library of Munich, Germany, number 11438, Apr.
• Kotov, Denis, 2007, "Опыт Использования Портфельных Концепций Менеджмента Для Анализа Распределения Инвестиционного Потенциала В Интегрированной Бизнес-Группе
  [Using of the Portfolio Theory for the Analysis of the Investment Allocation within the Business Group]," MPRA Paper, University Library of Munich, Germany, number 11659, Apr.
• Apergis, Nicholas & Lamprinidis, Lampros, 2007, "More Evidence on the Relationship between the Stock and the Real Estate Market," MPRA Paper, University Library of Munich, Germany, number 124596, Jul, revised 2011.
• Antoci, Angelo & Galeotti, Marcello & Geronazzo, Lucio, 2007, "Visitor and firm taxes versus environmental options in a dynamical context," MPRA Paper, University Library of Munich, Germany, number 13667.
• Borsje, Jethro & Levering, Leonard & Embregts, Hanno & Frasincar, Flavius, 2007, "Hermes: an Ontology-Based News Personalization Portal," MPRA Paper, University Library of Munich, Germany, number 1422, Jan.
• Magni, Carlo Alberto, 2007, "Project valuation and investment decisions: CAPM versus arbitrage," MPRA Paper, University Library of Munich, Germany, number 14525, Mar.
• Magni, Carlo Alberto, 2007, "Project selection and equivalent CAPM-based investment criteria," MPRA Paper, University Library of Munich, Germany, number 14526.
• Dressler, Scott & Li, Victor, 2007, "Inside Money, Credit, and Investment," MPRA Paper, University Library of Munich, Germany, number 1734, Jan.
• Levent, Korap & Özgür, Aslan, 2007, "Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 19504.
• Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João, 2007, "Análise do Desempenho Recente de Fundos de Investimento no Brasil
  [Recent Performance Analysis of Mutual Funds in Brazil]," MPRA Paper, University Library of Munich, Germany, number 2994, Apr.
• Demir, Firat, 2007, "Private Investment and Cash Flow Relationship Revisited: Capital Market Imperfections and Financialization of Real Sectors in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 3081, Jan.
• Alos, Elisa & Ewald, Christian-Oliver, 2007, "Malliavin differentiability of the Heston volatility and applications to option pricing," MPRA Paper, University Library of Munich, Germany, number 3237, May.
• Ewald, Christian-Oliver & Xiao, Yajun, 2007, "Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model," MPRA Paper, University Library of Munich, Germany, number 3301.
• Djumashev, R, 2007, "Corruption, uncertainty and growth," MPRA Paper, University Library of Munich, Germany, number 3716, Jun.
• Demir, Firat, 2007, "Private Investment, Portfolio Choice and Financialization of Real Sectors in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 3835, revised Jul 2007.
• Arkes, Hal & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2007, "Prospect Theory and Reference Point Adaptation: Evidence from the US, China, and Korea," MPRA Paper, University Library of Munich, Germany, number 4009, Jul.
• Khumalo, Bhekuzulu, 2007, "Knowledge Theory and Investment: Enhanced Investment Decision Based on the properties of Point X," MPRA Paper, University Library of Munich, Germany, number 4201, Jul.
• Chang, Yanqin, 2007, "high level of international risk sharing when the productivity growth contains long run risk," MPRA Paper, University Library of Munich, Germany, number 4476, Sep.
• Ellouz, Siwar & Bellalah, Mondher, 2007, "Asset pricing and predictability of stock returns in the french market," MPRA Paper, University Library of Munich, Germany, number 4961, Mar, revised 24 Sep 2007.
• Plantinga, Auke, 2007, "Performance Measurement And Evaluation," MPRA Paper, University Library of Munich, Germany, number 5048, Sep.
• Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong, 2007, "The Accrual Anomaly: Risk or Mispricing?," MPRA Paper, University Library of Munich, Germany, number 5173, Apr.
• Magni, Carlo Alberto, 2007, "CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation," MPRA Paper, University Library of Munich, Germany, number 5468.