Research classified by Journal of Economic Literature (JEL) codes

2007

• Magni, Carlo Alberto, 2007, "Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?," MPRA Paper, University Library of Munich, Germany, number 5471.
• Magni, Carlo Alberto, 2007, "Measuring performance and valuing firms: In search of the lost capital," MPRA Paper, University Library of Munich, Germany, number 5850, Sep.
• Alpanda, Sami & Woglom, Geoffrey, 2007, "The Case Against Power Utility and a Suggested Alternative: Resurrecting Exponential Utility," MPRA Paper, University Library of Munich, Germany, number 5897, Jul.
• Kitov, Ivan & Kitov, Oleg, 2007, "Exact prediction of S&P 500 returns," MPRA Paper, University Library of Munich, Germany, number 6056, Dec.
• Magni, Carlo Alberto, 2007, "Investment decisions, equivalent risk and bounded rationality," MPRA Paper, University Library of Munich, Germany, number 6073, Aug.
• Magni, Carlo Alberto, 2007, "A Sum&Discount method for appraising firms:An illustrative example," MPRA Paper, University Library of Munich, Germany, number 6114, Nov.
• Mayanja, Abubaker B. & Legesi, Kenneth, 2007, "Risk and Return on Uganda's stock exchange," MPRA Paper, University Library of Munich, Germany, number 6407, Jul, revised Aug 2007.
• Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007, "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper, University Library of Munich, Germany, number 6512.
• Mierzejewski, Fernando, 2007, "The Short-Run Monetary Equilibrium with Liquidity Constraints," MPRA Paper, University Library of Munich, Germany, number 6526, Dec.
• Mierzejewski, Fernando, 2007, "The Money Demand with Random Output and Limited Access to Debt," MPRA Paper, University Library of Munich, Germany, number 6688, Jun.
• Magni, Carlo Alberto, 2007, "Residual income and value creation: An investigation into the lost-capital paradigm," MPRA Paper, University Library of Munich, Germany, number 6783, Nov.
• Palombizio, Ennio A., 2007, "Mutual Funds and Segregated Funds: A Comparison," MPRA Paper, University Library of Munich, Germany, number 6901, Oct.
• Magni, Carlo Alberto, 2007, "Residual income and value creation: An investigation into the lost-capital paradigm," MPRA Paper, University Library of Munich, Germany, number 7335, Nov.
• Perlin, M., 2007, "Evaluation of pairs trading strategy at the Brazilian financial market," MPRA Paper, University Library of Munich, Germany, number 8308, Dec.
• Perlin, M., 2007, "M of a kind: A Multivariate Approach at Pairs Trading," MPRA Paper, University Library of Munich, Germany, number 8309, Dec.
• Burton G. Malkiel, 2007, "The Efficiency of the Chinese Stock Markets: Some Unfinished Business on the Road to Economic Transformation," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1031, Dec.
• Riccardo Rebonato, 2007, "Introduction to Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently," Introductory Chapters, Princeton University Press, "Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently".
• Francisco Venegas Martinez, 2007, "Racionalidad economica implicita en teoria financiera," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 4, issue 1, pages 7-42, Julio-Dic.
• Ellis Connolly, 2007, "The Effect of the Australian Superannuation Guarantee on Household Saving Behaviour," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2007-08, Aug.
• Jacques Pezier, 2007, "Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-07, Jul.
• Jacques Pézier, 2007, "Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-05, Aug, revised Dec 2008.
• Claudio Campanale, 2007, "Increasing Returns to Savings and Wealth Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 4, pages 646-675, October, DOI: 10.1016/j.red.2007.02.003.
• George-Marios Angeletos, 2007, "Uninsured Idiosyncratic Investment Risk and Aggregate Saving," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 1, pages 1-30, January, DOI: 10.1016/j.red.2006.11.001.
• Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007, "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 4, pages 519-548, October, DOI: 10.1016/j.red.2007.02.004.
• Stavros Panageas, 2007, "Optimal Retirement Benefit Guarantees," 2007 Meeting Papers, Society for Economic Dynamics, number 172.
• Motohiro Yogo & Jessica Wachter, 2007, "Why do Household Portfolio Shares Rise in Wealth?," 2007 Meeting Papers, Society for Economic Dynamics, number 929.
• Sergey Titov, 2007, "An Adaptive System of Decision Making for Financial Markets," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 7, issue 3, pages 27-43.
• Andrey Zlotnik, 2007, "An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 5, issue 1, pages 20-29.
• Rien Wagenvoort, 2007, "Does the hedge fund industry deliver alpha?," Economic and Financial Reports, European Investment Bank, Economics Department, number 2006/2, Jun.
• Shimon Awerbuch & Spencer Yang, 2007, "Efficient electricity generating portfolios for Europe: maximising energy security and climate change mitigation," EIB Papers, European Investment Bank, Economics Department, number 7/2007, Jun.
• Peter Kunzel & Carlos Medeiros & Michael Papaioannou & Luisa Zanforlin, 2007, "Corporate inflation-indexed bonds in emerging market countries: recent trends and prospects," Journal of Financial Transformation, Capco Institute, volume 20, pages 69-79.
• Michalski, Grzegorz, 2007, "Portofolio Managament Approach in Trade Credit Decision Making," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 3, pages 42-53, September.
• J. Annaert & G. Deelstra & D. Heyman & M. Vanmaele, 2007, "Risk management of a bond portfolio using options," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/465, May.
• J. Annaert & S. Van Osselaer & B. Verstraete, 2007, "Performance evaluation of portfolio insurance strategies using stochastic dominance criteria," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/473, Jun.
• Michail Koubouros & Ekaterini Panopoulou, 2007, "Intertemporal Market Risks and the Cross–Section of Greek Average Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 2, pages 203-227, May, DOI: 10.1177/097265270700600204.
• Sanjay Sehgal & Meenakshi Gupta, 2007, "Tests of Technical Analysis in India," Vision, , volume 11, issue 3, pages 11-23, July, DOI: 10.1177/097226290701100303.
• Pablo Castañeda, 2007, "Long Term Risk Assessment in a Defined Contribution Pension System," Working Papers, Superintendencia de Pensiones, number 20, Oct, revised Oct 2007.
• Florian Zainhofer, 2007, "Life Cycle Portfolio Choice: A Swiss Perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 143, issue 2, pages 187-238, June.
• Marie Pfiffelmann, 2007, "Which Optimal Design for Lottery Linked Deposit Accounts?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-010.RS.
• Olga Bourachnikova, 2007, "Weighting Function in the Behavioral Portfolio Theory," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-011.RS.
• Marie Briere & Ombretta Signori, 2007, "Do Inflation-Linked Bonds Still Diversify?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-029.RS.
• Marie Briere & Ariane Szafarz, 2007, "Crisis-Robust Bond Portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-030.RS.
• Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007, "The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-034.RS.
• Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2007, "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Annals of Operations Research, Springer, volume 152, issue 1, pages 141-165, July, DOI: 10.1007/s10479-006-0144-2.
• Alexander Schied, 2007, "Optimal investments for risk- and ambiguity-averse preferences: a duality approach," Finance and Stochastics, Springer, volume 11, issue 1, pages 107-129, January, DOI: 10.1007/s00780-006-0024-2.
• Jean-Paul Décamps & Stéphane Villeneuve, 2007, "Optimal dividend policy and growth option," Finance and Stochastics, Springer, volume 11, issue 1, pages 3-27, January, DOI: 10.1007/s00780-006-0027-z.
• Vathana Ly Vath & Mohamed Mnif & Huyên Pham, 2007, "A model of optimal portfolio selection under liquidity risk and price impact," Finance and Stochastics, Springer, volume 11, issue 1, pages 51-90, January, DOI: 10.1007/s00780-006-0025-1.
• Nan Chen & Paul Glasserman, 2007, "Additive and multiplicative duals for American option pricing," Finance and Stochastics, Springer, volume 11, issue 2, pages 153-179, April, DOI: 10.1007/s00780-006-0031-3.
• Erhan Bayraktar & Virginia Young, 2007, "Correspondence between lifetime minimum wealth and utility of consumption," Finance and Stochastics, Springer, volume 11, issue 2, pages 213-236, April, DOI: 10.1007/s00780-007-0035-7.
• Sara Biagini & Marco Frittelli, 2007, "The supermartingale property of the optimal wealth process for general semimartingales," Finance and Stochastics, Springer, volume 11, issue 2, pages 253-266, April, DOI: 10.1007/s00780-006-0026-0.
• L. Rogers & José Scheinkman, 2007, "Optimal exercise of executive stock options," Finance and Stochastics, Springer, volume 11, issue 3, pages 357-372, July, DOI: 10.1007/s00780-007-0041-9.
• Ioannis Karatzas & Constantinos Kardaras, 2007, "The numéraire portfolio in semimartingale financial models," Finance and Stochastics, Springer, volume 11, issue 4, pages 447-493, October, DOI: 10.1007/s00780-007-0047-3.
• 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.
• Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007, "Are Economists More Likely to Hold Stocks?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-08, May.
• Ilia D. Dichev, 2007, "What Are Stock Investors’ Actual Historical Returns? Evidence from Dollar-Weighted Returns," American Economic Review, American Economic Association, volume 97, issue 1, pages 386-401, March, DOI: 10.1257/aer.97.1.386.
• Hanno Lustig & Adrien Verdelhan, 2007, "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk," American Economic Review, American Economic Association, volume 97, issue 1, pages 89-117, March, DOI: 10.1257/aer.97.1.89.
• Markus K. Brunnermeier & Jonathan A. Parker & Christian Gollier, 2007, "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," American Economic Review, American Economic Association, volume 97, issue 2, pages 159-165, May.
• Ernan Haruvy & Yaron Lahav & Charles N. Noussair, 2007, "Traders' Expectations in Asset Markets: Experimental Evidence," American Economic Review, American Economic Association, volume 97, issue 5, pages 1901-1920, December, DOI: 10.1257/aer.97.5.1901.
• Syngjoo Choi & Raymond Fisman & Douglas Gale & Shachar Kariv, 2007, "Consistency and Heterogeneity of Individual Behavior under Uncertainty," American Economic Review, American Economic Association, volume 97, issue 5, pages 1921-1938, December, DOI: 10.1257/aer.97.5.1921.
• Malcolm Baker & Jeffrey Wurgler, 2007, "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, volume 21, issue 2, pages 129-152, Spring.
• Collins G. Ntim & Kwaku K. Opong & Jo Danbolt, 2007, "An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests," The African Finance Journal, Africagrowth Institute, volume 9, issue 2, pages 1-25.
• Gibson, John & Le, Trinh & Stillman, Steven, 2007, "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," Motu Working Papers, Motu Economic and Public Policy Research, number 292830, Sep, DOI: 10.22004/ag.econ.292830.
• Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2007, "Agricultural Arbitrage and Risk Preferences," CUDARE Working Papers, University of California, Berkeley, Department of Agricultural and Resource Economics, number 7189, DOI: 10.22004/ag.econ.7189.
• Constantin Sanda & Lupsa Dana, 2007, "Foreign Direct Investment Incentives," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 149-154, April.
• Laura Giurca Vasilescu & Ekrem Tufan, 2007, "Should More Romanian Companies Be Listed On The Stock Exchange?," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 7-16, April.
• Viorica Chirila, 2007, "The Statistic Analysis On The Returns Of The Bet, Cac 40 And Dow Jones Euro Stoxx 50 Portfolios," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9S, pages 127-136, May.
• Ioan E. Nistor & Viorela-Ligia Văidean, 2007, "The Market Environment - Investment Constraints," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 9, pages 1-1.
• Tatiana Danescu & Ovidiu Spatacean, 2007, "Recognition, Measurement And Disclosure Of Financial Instruments According To International Financial Reporting Standards (Ifrs)," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 9, pages 1-25.
• Adrian Victor BADESCU & Adriana Elena SIMION (ISTRATE), 2007, "Portfolio Decisions On The Insurance Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 9, pages 1-13.
• Martha Starr, 2007, "Socially Responsible Investment and Pro-social Change," Working Papers, American University, Department of Economics, number 2007-23, Nov, DOI: 10.17606/7pm8-nq62.
• Erhan Bayraktar & Virginia R. Young, 2007, "Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control," Papers, arXiv.org, number 0704.2244, Apr, revised Aug 2010.
• Erhan Bayraktar & Virginia R. Young, 2007, "Correspondence between Lifetime Minimum Wealth and Utility of Consumption," Papers, arXiv.org, number math/0703820, Mar.
• Jordi Esteve Comas & Didac Ramirez Sarrio, 2007, "The relationship of capitalization period length with market portfolio composition and betas," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 176.
• Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault, 2007, "Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing," Staff Working Papers, Bank of Canada, number 07-47, DOI: 10.34989/swp-2007-47.
• Ricardo Bebczuk & Máximo Sangiácomo, 2007, "Determinants of the Non-Performing Loans Portfolio in Argentine Banks," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200716.
• Ricardo Bebczukegui & Máximo Sangiácomo, 2007, "Efficiency of Lending Sectoral Allocation in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200719, Nov.
• Orazio P. Attanasio & Monica Paiella, 2007, "Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 620, Apr.
• Monica Paiella, 2007, "The forgone gains of incomplete portfolios," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 625, Apr.
• Ewerhart, C. & Valla, N., 2007, "Forced Portfolio Liquidation," Working papers, Banque de France, number 179.
• Girardot, P. & Marionnet, D., 2007, "La composition du patrimoine des ménages entre 1997 et 2003," Bulletin de la Banque de France, Banque de France, issue 167, pages 23-41.
• Rincon, A., 2007, "La destination finale de l’épargne des ménages," Bulletin de la Banque de France, Banque de France, issue 167, pages 43-54.
• Uri Ben-Zion & Sharon Shafran & TAL SHAVIT, 2007, "Investors’ Decision To Trade Stocks – An Experimental Study," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0708.
• Riedel, Frank, 2010, "Optimal Stopping under Ambiguity," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 390, Dec.
• Christian Daude & Marcel Fratzscher, 2007, "The pecking order of cross-border investment," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Research on global financial stability: the use of BIS international financial statistics".
• Dietrich Domanski & Alexandra Heath, 2007, "Financial investors and commodity markets," BIS Quarterly Review, Bank for International Settlements, March.
• Frank Packer & Ryan Stever & Christian Upper, 2007, "The covered bond market," BIS Quarterly Review, Bank for International Settlements, September.
• Alicia Garcia-Herrero & Philip Wooldridge, 2007, "Global and regional financial integration: progress in emerging markets," BIS Quarterly Review, Bank for International Settlements, September.
• Michael Schröder, 2007, "Is there a Difference? The Performance Characteristics of SRI Equity Indices," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 1‐2, pages 331-348, January, DOI: 10.1111/j.1468-5957.2006.00647.x.
• Naoto Shimoda & Yuko Kawai, 2007, "Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-11, Apr.
• Doriana Ruffino, 2007, "Resuscitating The Businessman Risk: A Rationale For Familiarity-Based Portfolios," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2007-037, Sep.
• Giuliano Lorenzoni & Adrian Pizzinga & Rodrigo Atherino & Cristiano Fernandes & Rosane Riera Freire, 2007, "On the Statistical Validation of Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 3-28.
• Fernando Caio Galdi & José Roberto Securato, 2007, "Does Idiosyncratic Risk Matter in the Brazilian Capital Market?," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 41-58.
• Eder Oliveira Abensur, 2007, "Genetic Algorithms for Development of New Financial Products," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 59-77.
• Ball, S., 2007, "Stock market participation, portfolio choice and pensions over the life-cycle," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0707, Mar.
• Pesaran, B. & Pesaran, M.H., 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0734, Jun.
• Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2007, "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," Working Papers, Centre for Business Research, University of Cambridge, number wp343, Jun.
• Azeredo, Francisco, 2007, "The Equity Premium: A Deeper Puzzle," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt6ks5p6v5, Sep.
• Rodolfo Apreda, 2007, "Factoring governance risk into investors´expected rates of return by means of a weighted average governance index," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 356, Sep.
• Magdalena Morgese Borys, 2007, "Testing Multi-Factor Asset Pricing Models in the Visegrad Countries," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp323, Mar.
• Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-156, Aug.
• Ivan Jaccard, 2007, "Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-19, Jun.
• Enrico De Giorgi & Thorsten Hens & Marc Oliver Rieger, 2007, "Financial Market Equilibria With Cumulative Prospect Therory," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-21, May, revised Aug 2007.
• Marc Oliver Rieger, 2007, "Co-monotonicity of optimal investments and the design of structured financial products," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-28, Apr.
• Amine Jalal, 2007, "Dynamic Option-Based Strategies under Downside Loss Averse Preferences," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-34, Sep.
• Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
• John Beshears & James Choi & David Laibson & Brigitte Madrian, 2007, "How Are Preferences Revealed?," Levine's Bibliography, UCLA Department of Economics, number 122247000000001760, Dec.
• Francisco Peñaranda & Enrique Sentana, 2007, "Duality in Mean-Variance Frontiers with Conditioning Information," Working Papers, CEMFI, number wp2007_0715.
• Juan Camilo Rojas, 2007, "En busca de algunos hechos estilizados del mercado financiero colombiano," Borradores de Investigación, Universidad del Rosario, number 4360, Aug.
• Jaime Villamil, 2007, "Diversificación y valor en riesgo de un portafolio de acciones," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Ana María Iregui B & Luis Fernando Melo V & Mar�a Teresa Ram�rez G., 2007, "Productividad regional y sectorial en Colombia: análisis utilizando datos de panel," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 25, issue 53, pages 18-65, DOI: 10.32468/Espe.5301.
• María Isabel Restrepo & Diana Constanza Restrepo, 2007, "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jorge Hernan Restrepo Correa & Eduardo Arturo Cruz Trejos & Pedro Daniel Medina Varela, 2007, "Negociación de portafolios de acciones," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• María Eugenia Morales Rubiano & Oscar Fernando Castellanos Domínguez & Claudia Nelcy Jiménez Hernández, 2007, "Consideraciones metodológicas para el análisis de la competitividad en empresas de base tecnológica," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• Nicolás Acevedo Vélez, 2007, "The cattle crush strategy: trading opportunities for cattle producers," Revista Ecos de Economía, Universidad EAFIT.
• LOMBARDI, Marco & VEREDAS, David, 2007, "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007018, Mar.
• Coeurdacier, Nicolas & Martin, Philippe, 2007, "The geography of asset trade and the euro: insiders and outsiders," CEPREMAP Working Papers (Docweb), CEPREMAP, number 0701, Jan.
• Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007, "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6029, Jan.
• Martin, Philippe & Coeurdacier, Nicolas, 2007, "The Geography of Asset Trade and the Euro: Insiders and Outsiders," CEPR Discussion Papers, Centre for Economic Policy Research, number 6032, Jan.
• Hau, Harald, 2007, "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers, Centre for Economic Policy Research, number 6094, Feb.
• Michaelides, Alexander & Gomes, Francisco, 2007, "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers, Centre for Economic Policy Research, number 6136, Feb.
• Gollier, Christian & Brunnermeier, Markus & Parker, Jonathan A, 2007, "Optimal Beliefs, Asset Prices and the Preference for Skewed Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6181, Mar.
• Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007, "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6202, Mar.
• Marín Vigueras, José Maria & Olivier, Jacques, 2007, "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers, Centre for Economic Policy Research, number 6244, Apr.
• Miles, David & McCarthy, David, 2007, "Optimal Portfolio Allocation for Corporate Pension Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 6394, Jul.
• Giannone, Domenico & De Mol, Christine & Daubechies, Ingrid & Brodie, Joshua, 2007, "Sparse and Stable Markowitz Portfolios," CEPR Discussion Papers, Centre for Economic Policy Research, number 6474, Sep.
• Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2007, "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 6482, Sep.
• Sentana, Enrique & Peñaranda, Francisco, 2007, "Duality in Mean-Variance Frontiers with Conditioning Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 6566, Nov.
• Graddy, Kathryn & Margolis, Philip, 2007, "Fiddling with Value: Violins as an Investment?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6583, Nov.
• Albuquerque, Rui & Miao, Jianjun, 2007, "Advance Information and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 6588, Nov.
• Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2007, "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 6598, Dec.
• Marie Lambert, 2007, "Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-14.
• Daniela Grieco, 2007, "The entrepreneurial decision: Theories, determinants and constraints," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 200, May, revised May 2007.
• John Gibson & Trinh Le & Steven Stillman, 2007, "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 0715, Nov.
• Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007, "Financial Literacy and Stock Market Participation," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 66, Oct.
• Carolina Fugazza & Maela Giofré & Giovanna Nicodano, 2007, "International Diversification and Labor Income Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 67, Oct.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small Caps in International Diversified Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 68, Nov.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007, "Investing in Mixed Asset Portfolios: the Ex-Post Performance," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 69, Nov.
• Liutang Gong & William Smith & Heng-fu Zou, 2007, "Asset Prices and Hyperbolic Discounting," Annals of Economics and Finance, Society for AEF, volume 8, issue 2, pages 397-414, November.
• Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin, 2007, "Portfolio Selection under Parameter Uncertainty using a Predictive Distribution," Annals of Economics and Finance, Society for AEF, volume 8, issue 2, pages 305-312, November.
• Liutang Gong & William Smith & Heng-fu Zou, 2007, "Consumption and Risk with hyperbolic discounting," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 491.
• Boes, Mark-Jan & Drost, Feike C. & Werker, Bas J. M., 2007, "The Impact of Overnight Periods on Option Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 2, pages 517-533, June.
• Siegmann, Arjen, 2007, "Optimal investment policies for defined benefit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, volume 6, issue 1, pages 1-20, March.
• Röthig, Andreas & Chiarella, Carl, 2007, "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 29656.

2006

• Nicholas Barberis & Ming Huang & Richard H. Thaler, 2006, "Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing," American Economic Review, American Economic Association, volume 96, issue 4, pages 1069-1090, September, DOI: 10.1257/aer.96.4.1069.
• Sunil K. Bundoo, 2006, "An Investigation of the Size and Value Premium on the Stock Exchange of Mauritius," The African Finance Journal, Africagrowth Institute, volume 8, issue 1, pages 14-25.
• Michael Humavindu & Christos Floros, 2006, "Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa," The African Finance Journal, Africagrowth Institute, volume 8, issue 2, pages 31-51.
• Sunil Bundoo, 2006, "An Examination of the Time Variation in Systematic Risk on the Stock Exchange of Mauritius," The African Finance Journal, Africagrowth Institute, volume 8, issue 2, pages 52-66.
• SalanSS Mihaela, 2006, "Repere Ale Evolutiei Comertului Exterior Al Romaniei (1950-1970)," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 94-99, April.
• Hada Teodor & Moraru Alin, 2006, "Fundamental Analisys, Decision For Stock Exchange Investments," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 8, pages 1-34.
• Adina Martin, 2006, "Company'S Decisions On Dividends In The Context Of Current Tax Policy," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 8, pages 1-39.
• Daniela Zapodeanu & Dorina Popa, 2006, "Moving Averages In Technical Analysis Of Listed Financial Instruments," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 8, pages 1-57.
• Camelia Burja, 2006, "Efficiency of financial investments," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 3, issue 8, pages 1-15.
• Giulio PALOMBA, 2006, "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 267, Sep.
• Deborah Cobb-Clark & Vincent A. Hildebrand, 2006, "The Wealth of Mexican Americans," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 519, Apr.
• Stefan Simeonov, 2006, "Determining Equipoise Points and Net Positions in the Vanguard Option Strategies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 69-93.
• Tilke, Stephan, 2006, "Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 417.
• Fred Espen Benth & Alvaro Cartea & Ruediger Kiesel, 2006, "Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0611, Oct.
• Gyöngyi Lóránth & Emanuela Sciubba, 2006, "Relative Performance, Risk and Entry in the Mutual Fund Industry," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0612, Nov.
• Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswam & Michela Scatigna, 2006, "The recent behaviour of financial market volatility," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 2, Aug.
• Marcello Pericoli & Massimo Sbracia, 2006, "The CAPM and the risk appetite index; theoretical differences and empirical similarities," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 586, Mar.
• Diego Jara, 2006, "Modelo de la regulación de las AFP en Colombia y su impacto en el portafolio de los fondos de pensiones," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 24, issue 52, pages 162-221, December, DOI: 10.32468/Espe.5204.
• Lagerblom, A. & Levy-Rueff, G., 2006, "La gestion des réserves de change et ses conséquences pour les marchés," Bulletin de la Banque de France, Banque de France, issue 148, pages 39-50.
• Bardos, M., 2006, "Banque de France scores: development, applications, and maintenance," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 05, pages 79-94, Autumn.
• Jacques Olivier & José M. Marín, 2015, "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers, Barcelona School of Economics, number 241, Sep.
• Gabriele Galati & Philip D. Wooldridge, 2006, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," BIS Working Papers, Bank for International Settlements, number 218, Oct.
• Alexander Klos & Martin Weber, 2006, "Portfolio Choice in the Presence of Non‐Tradable Income: An Experimental Analysis," German Economic Review, Verein für Socialpolitik, volume 7, issue 4, pages 427-448, November, DOI: 10.1111/j.1468-0475.2006.00128.x.
• Chiaki Hara, 2006, "Heterogeneous Risk Attitudes In A Continuous‐Time Model," The Japanese Economic Review, Japanese Economic Association, volume 57, issue 3, pages 377-405, September, DOI: 10.1111/j.1468-5876.2006.00377.x.
• Livio Stracca, 2006, "Delegated Portfolio Management: A Survey Of The Theoretical Literature," Journal of Economic Surveys, Wiley Blackwell, volume 20, issue 5, pages 823-848, December, DOI: 10.1111/j.1467-6419.2006.00271.x.
• Andrew W. Lo & Jiang Wang, 2006, "Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, volume 61, issue 6, pages 2805-2840, December, DOI: 10.1111/j.1540-6261.2006.01005.x.
• Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006, "The Wealth And Asset Holdings Of U.S.‐Born And Foreign‐Born Households: Evidence From Sipp Data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 52, issue 1, pages 17-42, March, DOI: 10.1111/j.1475-4991.2006.00174.x.
• Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006, "The Portfolio Choices of Hispanic Couples," Social Science Quarterly, Southwestern Social Science Association, volume 87, issue 5, pages 1344-1363, December, DOI: 10.1111/j.1540-6237.2006.00431.x.
• George A. Christodoulakis & Stephen E Satchell, 2006, "Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility," Working Papers, Bank of Greece, number 32, Jan.
• Naohiko Baba & Hiromichi Goko, 2006, "Survival Analysis of Hedge Funds," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-5, Mar.