Research classified by Journal of Economic Literature (JEL) codes

2007

• P. Herings & Felix Kubler, 2007, "Approximate CAPM When Preferences are CRRA," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 1, pages 13-31, February, DOI: 10.1007/s10614-006-9061-3.
• Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 333-354, May, DOI: 10.1007/s10614-006-9071-1.
• Chia-Hsuan Yeh, 2007, "The role of intelligence in time series properties," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 2, pages 95-123, September, DOI: 10.1007/s10614-007-9089-z.
• Stefan Illmer & Wolfgang Marty, 2007, "Return decomposition of absolute-performance multi-asset class portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 1, pages 121-134, March, DOI: 10.1007/s11408-006-0028-0.
• Nicola Carcano, 2007, "Country and currency diversification of bond investments: do they really make sense for Swiss investors?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 1, pages 95-120, March, DOI: 10.1007/s11408-006-0034-2.
• Steven Beach & Alexei Orlov, 2007, "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 147-166, June, DOI: 10.1007/s11408-007-0046-6.
• Trond Døskeland, 2007, "Strategic asset allocation for a country: the Norwegian case," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 167-201, June, DOI: 10.1007/s11408-007-0044-8.
• Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007, "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 203-220, June, DOI: 10.1007/s11408-007-0045-7.
• David Rey & Markus Schmid, 2007, "Feasible momentum strategies: Evidence from the Swiss stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 325-352, September, DOI: 10.1007/s11408-007-0051-9.
• Roland Füss & Dieter Kaiser, 2007, "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 425-444, December, DOI: 10.1007/s11408-007-0060-8.
• Stefan Neher, 2007, "Distribution of the shareholder base of Swiss cantonal banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 471-485, December, DOI: 10.1007/s11408-007-0063-5.
• Katarzyna Romaniuk, 2007, "The optimal asset allocation of the main types of pension funds: a unified framework," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), volume 32, issue 2, pages 113-128, December, DOI: 10.1007/s10713-007-0005-1.
• James Pesando & Pauline Shum, 2007, "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 31, issue 4, pages 263-277, December, DOI: 10.1007/s10824-007-9046-7.
• John Gallo & Chanwit Phengpis & Peggy Swanson, 2007, "Determinants of Equity Style," Journal of Financial Services Research, Springer;Western Finance Association, volume 31, issue 1, pages 33-51, February, DOI: 10.1007/s10693-007-0005-4.
• Timo Kuosmanen, 2007, "Performance measurement and best-practice benchmarking of mutual funds: combining stochastic dominance criteria with data envelopment analysis," Journal of Productivity Analysis, Springer, volume 28, issue 1, pages 71-86, October, DOI: 10.1007/s11123-007-0045-7.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007, "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 1, pages 35-80, January, DOI: 10.1007/s11146-007-9002-5.
• Shaun Bond & Soosung Hwang & Zhenguo Lin & Kerry Vandell, 2007, "Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 447-461, May, DOI: 10.1007/s11146-007-9022-1.
• David Johnstone, 2007, "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, volume 62, issue 1, pages 47-96, February, DOI: 10.1007/s11238-006-9006-2.
• Guangsug Hahn & Dong Chul Won, 2007, "Equilibrium in Financial Markets with Market Frictions," Korean Economic Review, Korean Economic Association, volume 23, pages 267-302.
• Bethlendi, András, 2007, "A hitelpiac szerepe a hazai háztartások fogyasztási és megtakarítási döntéseiben
  [The role of the credit market in consumption and saving decisions of Hungarian households]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1041-1065.
• Patrick Roger, 2007, "Does the consciousness of the disposition effect increase the equity premium?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2007-01.
• Pascal ST-AMOUR, 2007, "Benchmarks in Aggregate Household Portfolios," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 07.07, Jan.
• Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2007, "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 67, pages 99-118, Julio-Dic, DOI: 10.17533/udea.le.n67a2022.
• Wiese, Jörg, 2007, "Steuerinduziertes und / oder inflationsbedingtes Wachstum in der Unternehmensbewertung," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 2101, Dec.
• Wiese, Jörg, 2007, "Steuerinduziertes und / oder inflationsbedingtes Wachstum in der Unternehmensbewertung?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 3767, Dec.
• Antje Henne & Sebastian Ostrowski & Peter Reichling, 2007, "Dividend Yield and Stability versus Performance at the German Stock Market," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 07017, Jul.
• Mathias Sommer, 2007, "Savings motives and the effectiveness of tax incentives – an analysis based on the demand for life insurance in Germany," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 07125, Aug.
• Ahmad Naimzada & Giorgio Ricchiuti, 2007, "Dynamic Effects of Increasing Heterogeneity in Financial Markets," Working Papers, University of Milano-Bicocca, Department of Economics, number 111, revised 2007.
• Paulo Maio, 2007, "ICAPM with time-varying risk aversion," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 111, Feb.
• NGUYEN-THI-THANH Huyen, 2007, "On the use of data envelopment analysis in hedge fund performance appraisal," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 131, Feb.
• Ivan Ivanov & Jason Hecht, 2007, "Bond Immunization and Exchange Rate Risk: Some Further Considerations," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 63, Feb.
• Bischof, Jannis & Wüstemann, Jens, 2007, "How does fair value measurement under IAS 39 affect disclosure choices of European banks?," Papers, Sonderforschungsbreich 504, number 07-75.
• Bischof, Jannis & Ebert, Michael, 2007, "IAS 39 and biases in the risk perception of financial instruments," Papers, Sonderforschungsbreich 504, number 07-73.
• Weber, Martin & Welfens, Frank, 2007, "An individual level analysis of the disposition effect : empirical and experimental evidence," Papers, Sonderforschungsbreich 504, number 07-45.
• Weber, Martin & Welfens, Frank, 2007, "The repurchase behavior of individual investors : an experimental investigation," Papers, Sonderforschungsbreich 504, number 07-44.
• Baucells, Manel & Weber, Martin & Welfens, Frank, 2007, "Reference point formation over time : a weighting function approach," Papers, Sonderforschungsbreich 504, number 07-43.
• Weber, Martin & Welfens, Frank, 2007, "How do markets react to fundamental shocks? : An experimental analysis on underreaction and momentum," Papers, Sonderforschungsbreich 504, number 07-42.
• Carlo Alberto Magni, 2007, "A Sum&Discount Method for Appraising Firms: An Illustrative Example," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0572, Nov.
• Carlo Alberto Magni, 2007, "A Sum&Discount Method for Appraising Firms: An Illustrative Example," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 572, Nov.
• Marianna Brunetti, 2007, "Population ageing, household portfolios and financial asset returns: A survey of the literature," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0001, May.
• Ratbek Dzhumashev, 2007, "Corruption, Uncertainty And Growth," Monash Economics Working Papers, Monash University, Department of Economics, number 15-07.
• Wolfram Horneff & Raimond Maurer & Olivia Mitchell & Michael Stamos, 2007, "Money in Motion: Dynamic Portfolio Choice in Retirement," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp152, Mar.
• Maarten vanRooij & Annamaria Lusardi & Rob Alessie, 2007, "Financial Literacy and Stock Market Participation," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp162, Oct.
• Kateryna Shapovalova & Alexander Subbotin, 2007, "Investigating value and growth: what labels hide?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07066, Nov.
• John Gibson & Trinh Le & Steven Stillman, 2007, "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," Motu Working Papers, Motu Economic and Public Policy Research, number 07_12, Aug.
• Marianna Brunetti, 2007, "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica, Società editrice il Mulino, issue 2, pages 171-208.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007, "The determinants of stock and bond return comovements," Working Paper Research, National Bank of Belgium, number 119, Oct.
• Sören Blomquist & Roger Gordon, 2007, "Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES)," NBER Books, National Bureau of Economic Research, Inc, number blom07-1.
• Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007, "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Chapters, National Bureau of Economic Research, Inc, "Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES)".
• Gene Amromin & Jennifer Huang & Clemens Sialm, 2007, "The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings," NBER Chapters, National Bureau of Economic Research, Inc, "Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES)".
• Philippe Jorion, 2007, "Bank Trading Risk and Systemic Risk," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
• Jeffrey R. Brown & Scott J. Weisbenner, 2007, "Who Chooses Defined Contribution Plans?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12842, Jan.
• Nicholas Barberis & Ming Huang, 2007, "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 12936, Feb.
• Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007, "The Valuation Channel of External Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12937, Feb.
• Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007, "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12940, Feb.
• Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos, 2007, "Money in Motion: Dynamic Portfolio Choice in Retirement," NBER Working Papers, National Bureau of Economic Research, Inc, number 12942, Feb.
• Jules H. van Binsbergen & Michael W. Brandt, 2007, "Optimal Asset Allocation in Asset Liability Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 12970, Mar.
• Jonathan B. Berk & Ian Tonks, 2007, "Return Persistence and Fund Flows in the Worst Performing Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 13042, Apr.
• John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007, "Global Currency Hedging," NBER Working Papers, National Bureau of Economic Research, Inc, number 13088, May.
• Owen Lamont & Andrea Frazzini, 2007, "The Earnings Announcement Premium and Trading Volume," NBER Working Papers, National Bureau of Economic Research, Inc, number 13090, May.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007, "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13121, May.
• Mihir A. Desai & Dhammika Dharmapala, 2007, "Taxes, Institutions and Foreign Diversification Opportunities," NBER Working Papers, National Bureau of Economic Research, Inc, number 13132, May.
• Jessica A. Wachter & Missaka Warusawitharana, 2007, "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13165, Jun.
• Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner, 2007, "Neighbors Matter: Causal Community Effects and Stock Market Participation," NBER Working Papers, National Bureau of Economic Research, Inc, number 13168, Jun.
• Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007, "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 13169, Jun.
• Pierpaolo Benigno, 2007, "Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 13173, Jun.
• Malcolm Baker & Jeffrey Wurgler, 2007, "Investor Sentiment in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 13189, Jun.
• Zoran Ivkovich & Scott Weisbenner, 2007, "Information Diffusion Effects in Individual Investors' Common Stock Purchases Covet Thy Neighbors' Investment Choices," NBER Working Papers, National Bureau of Economic Research, Inc, number 13201, Jun.
• John Donaldson & Rajnish Mehra, 2007, "Risk Based Explanations of the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 13220, Jul.
• Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007, "The Fundamentals of Commodity Futures Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13249, Jul.
• Jianjun Miao & Neng Wang, 2007, "Investment, Consumption, and Hedging under Incomplete Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 13250, Jul.
• Mihir A. Desai & Dhammika Dharmapala, 2007, "Taxes and Portfolio Choice: Evidence from JGTRRA's Treatment of International Dividends," NBER Working Papers, National Bureau of Economic Research, Inc, number 13281, Jul.
• Long Chen & Lu Zhang, 2007, "Neoclassical Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 13282, Jul.
• Miles S. Kimball & Claudia R. Sahm & Matthew D. Shapiro, 2007, "Imputing Risk Tolerance from Survey Responses," NBER Working Papers, National Bureau of Economic Research, Inc, number 13337, Aug.
• Ralph S.J. Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh, 2007, "Mortgage Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 13361, Sep.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2007, "Information Immobility and the Home Bias Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 13366, Sep.
• James Poterba & Steven Venti & David A. Wise, 2007, "The Changing Landscape of Pensions in the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 13381, Sep.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007, "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 13424, Sep.
• Sumit Agarwal & John C. Driscoll & David Laibson, 2007, "Optimal Mortgage Refinancing: A Closed Form Solution," NBER Working Papers, National Bureau of Economic Research, Inc, number 13487, Oct.
• Jeffrey R. Brown, 2007, "Rational and Behavioral Perspectives on the Role of Annuities in Retirement Planning," NBER Working Papers, National Bureau of Economic Research, Inc, number 13537, Oct.
• Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007, "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13625, Nov.
• James J. Choi & David Laibson & Brigitte C. Madrian, 2007, "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 13656, Nov.
• Todd Sinai & Nicholas S. Souleles, 2007, "Net Worth and Housing Equity in Retirement," NBER Working Papers, National Bureau of Economic Research, Inc, number 13693, Dec.
• Wade D. Pfau, 2007, "Asset Allocation for the Pakistan Pension System: A Role for International Diversification?," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 07-06, Oct.
• Ricardo M. Sousa, 2007, "Wealth Shocks and Risk Aversion," NIPE Working Papers, NIPE - Universidade do Minho, number 28/2007.
• Egil Matsen & Snorre Lindset, 2007, "Optimal Portfolio Choice and Investment in Education," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 8707, Jul.
• John K.-H. Quah & Bruno Strulovici, 2007, "Comparative Statics, Informativeness, and the Interval Dominance Order," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2007-W04, Sep.
• Waldo Tapia & Juan Yermo, 2007, "Implications of Behavioural Economics for Mandatory Individual Account Pension Systems," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 11, Jul, DOI: 10.1787/103002825851.
• Fiona Stewart, 2007, "Pension Fund Investment in Hedge Funds," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 12, Sep, DOI: 10.1787/086456868358.
• Sebastián Nieto Parra & Javier Santiso, 2007, "The Usual Suspects: A Primer on Investment Banks' Recommendations and Emerging Markets," OECD Development Centre Working Papers, OECD Publishing, number 258, Jan, DOI: 10.1787/243333743053.
• Pirmin Fessler & Martin Schürz & Karin Wagner & Beat Weber, 2007, "Financial Capability of Austrian Households," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 50-67.
• Manabe Masashi, 2007, "Estimating Macro-statistics of Inter-institutional Flow of Funds," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-36, Oct.
• Manabe Masashi, 2007, "Policy evaluation of Public Financial Institutions from the view points of flow of funds," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-37, Oct.
• Kazuhiro Takino, 2007, "Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-46, Dec.
• Larry G. Epstein & Martin Schneider, 2007, "Learning Under Ambiguity," The Review of Economic Studies, Review of Economic Studies Ltd, volume 74, issue 4, pages 1275-1303.
• Jun Liu, 2007, "Portfolio Selection in Stochastic Environments," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 1, pages 1-39, January.
• Gordon J. Alexander & Gjergji Cici & Scott Gibson, 2007, "Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 1, pages 125-150, January.
• Lorenzo Garlappi & Raman Uppal & Tan Wang, 2007, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 1, pages 41-81, January.
• Valery Polkovnichenko, 2007, "Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 1, pages 83-124, January.
• Zoran Ivkovi & Scott Weisbenner, 2007, "Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 4, pages 1327-1357.
• Suleyman Basak & Anna Pavlova & Alexander Shapiro, 2007, "Optimal Asset Allocation and Risk Shifting in Money Management," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 5, pages 1583-1621, 2007 21.
• Monica Paiella, 2007, "The Forgone Gains of Incomplete Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 5, pages 1623-1646, 2007 13.
• Annaert, Jan & Deelstra, Griselda & Heyman, Dries & Vanmaele, Michèle, 2007, "Risk management of a bond portfolio using options," Insurance: Mathematics and Economics, Elsevier, volume 41, issue 3, pages 299-316, November.
• Schmeling, Maik, 2007, "Institutional and individual sentiment: Smart money and noise trader risk?," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 127-145.
• Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007, "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2405-2423, August.
• Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong, 2007, "Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework," Journal of Economic Behavior & Organization, Elsevier, volume 62, issue 3, pages 408-427, March.
• Fielding, David & Stracca, Livio, 2007, "Myopic loss aversion, disappointment aversion, and the equity premium puzzle," Journal of Economic Behavior & Organization, Elsevier, volume 64, issue 2, pages 250-268, October.
• Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007, "Representative consumer's risk aversion and efficient risk-sharing rules," Journal of Economic Theory, Elsevier, volume 137, issue 1, pages 652-672, November.
• Espino, Emilio, 2007, "Equilibrium portfolios in the neoclassical growth model," Journal of Economic Theory, Elsevier, volume 137, issue 1, pages 673-687, November.
• Grenadier, Steven R. & Wang, Neng, 2007, "Investment under uncertainty and time-inconsistent preferences," Journal of Financial Economics, Elsevier, volume 84, issue 1, pages 2-39, April.
• Miao, Jianjun & Wang, Neng, 2007, "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, volume 86, issue 3, pages 608-642, December.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007, "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, volume 26, issue 4, pages 631-655, June.
• Campbell, Rachel A. & Kraussl, Roman, 2007, "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, volume 26, issue 7, pages 1239-1260, November.
• Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007, "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, volume 21, issue 1, pages 138-152, March.
• Sansone, Alessandro & Garofalo, Giuseppe, 2007, "Asset price dynamics in a financial market with heterogeneous trading strategies and time delays," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 1, pages 247-257, DOI: 10.1016/j.physa.2007.02.022.
• Brown, Jeffrey R. & Liang, Nellie & Weisbenner, Scott, 2007, "Individual account investment options and portfolio choice: Behavioral lessons from 401(k) plans," Journal of Public Economics, Elsevier, volume 91, issue 10, pages 1992-2013, November.
• Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007, "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, volume 91, issue 10, pages 2014-2040, November.
• van Rooij, Maarten C.J. & Kool, Clemens J.M. & Prast, Henriette M., 2007, "Risk-return preferences in the pension domain: Are people able to choose?," Journal of Public Economics, Elsevier, volume 91, issue 3-4, pages 701-722, April.
• Fischer, Klaus & Khoury, Nabil, 2007, "The impact of ethical ratings on Canadian security performance: Portfolio management and corporate governance implications," The Quarterly Review of Economics and Finance, Elsevier, volume 47, issue 1, pages 40-54, March.
• 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.
• Bernd Pape, 2007, "Asset allocation and multivariate position based trading," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 163-193, December, DOI: 10.1007/s11403-007-0021-3.
• Katsutoshi Wakai, 2007, "Aggregation under homogeneous ambiguity: a two-fund separation result," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 2, pages 363-372, February, DOI: 10.1007/s00199-005-0051-9.
• George Constantinides & John Donaldson & Rajnish Mehra, 2007, "Junior is rich: bequests as consumption," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 1, pages 125-155, July, DOI: 10.1007/s00199-006-0163-x.
• 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.