Research classified by Journal of Economic Literature (JEL) codes

2007

• 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.
• 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.
• 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.
• 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.

2006

• Michael Wolf, 2006, "Resampling vs. Shrinkage for Benchmarked Managers," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 263, Jan.
• Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006, "Evolutionary stable stock markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 27, issue 2, pages 449-468, January, DOI: 10.1007/s00199-005-0607-8.
• Emanuela Sciubba, 2006, "The evolution of portfolio rules and the capital asset pricing model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 1, pages 123-150, September, DOI: 10.1007/s00199-005-0013-2.
• Yaw Nyarko & Andrew Schotter & Barry Sopher, 2006, "On the informational content of advice: a theoretical and experimental study," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 2, pages 433-452, October, DOI: 10.1007/s00199-005-0037-7.
• Shwu-Jane Shieh, 2006, "Evolution of momentum and popularity," Journal of Evolutionary Economics, Springer, volume 16, issue 4, pages 419-433, October, DOI: 10.1007/s00191-006-0023-7.
• Holger Kraft & Mogens Steffensen, 2006, "Portfolio problems stopping at first hitting time with application to default risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 63, issue 1, pages 123-150, February, DOI: 10.1007/s00186-005-0026-4.
• Thomas Flavin, 2006, "How risk averse are fund managers? Evidence from Irish mutual funds," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 18, pages 1355-1363, DOI: 10.1080/09603100600592760.
• Laurens Swinkels & Pieter Van Der Sluis, 2006, "Return-based style analysis with time-varying exposures," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 6-7, pages 529-552, DOI: 10.1080/13518470500248508.
• Wolfgang Breuer & Marc Gurtler, 2006, "Performance Evaluation, Portfolio Selection, and HARA Utility," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 8, pages 649-669, DOI: 10.1080/13518470500460228.
• Alexis Yamokoski & Lisa Keister, 2006, "The Wealth Of Single Women: Marital Status And Parenthood In The Asset Accumulation Of Young Baby Boomers In The United States," Feminist Economics, Taylor & Francis Journals, volume 12, issue 1-2, pages 167-194, DOI: 10.1080/13545700500508478.
• Roberto Ghiselli Ricci & Carlo Alberto Magni, 2006, "Economic value added and systemic value added: symmetry, additive coherence and differences in performance," Applied Financial Economics Letters, Taylor & Francis Journals, volume 2, issue 3, pages 151-154, DOI: 10.1080/17446540500426797.
• Gary Gorton & K. Geert Rouwenhorst, 2006, "Facts and Fantasies about Commodity Futures," Financial Analysts Journal, Taylor & Francis Journals, volume 62, issue 2, pages 47-68, March, DOI: 10.2469/faj.v62.n2.4083.
• Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006, "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-023/2, Mar.
• Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006, "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-024/2, Mar, revised 27 Mar 2006.
• Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2006, "Optimal Portfolio Choice with Annuitization," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-78.
• Luis H. R. Alvarez & Teppo A. Rakkolainen, 2006, "A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions," Discussion Papers, Aboa Centre for Economics, number 9, Oct.
• Miquel Faig & Pauline Shum, 2006, "What Explains Household Stock Holdings?," Working Papers, University of Toronto, Department of Economics, number tecipa-218, Mar.
• Jordi Mondria, 2006, "Financial Contagion and Attention Allocation," Working Papers, University of Toronto, Department of Economics, number tecipa-254, Sep.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2006, "Inside Information and the Own Company Stock Puzzle," Journal of the European Economic Association, MIT Press, volume 4, issue 2-3, pages 623-633, 04-05.
• Antoine Bommier & Jean-Charles Rochet, 2006, "Risk Aversion and Planning Horizons," Journal of the European Economic Association, MIT Press, volume 4, issue 4, pages 708-734, June.
• Steven J. Davis & Felix Kubler & Paul Willen, 2006, "Borrowing Costs and the Demand for Equity over the Life Cycle," The Review of Economics and Statistics, MIT Press, volume 88, issue 2, pages 348-362, May.
• Lossen, Ulrich, 2006, "The Performance of Private Equity Funds: Does Diversification Matter?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 192, Jun.
• Sanchez-Romero, Miguel, 2006, "“Demand for Private Annuities and Social Security: Consequences to Individual Wealth”," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2006/07, Jun.
• Andras Niedermayer & Daniel Niedermayer, 2006, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0602, Mar.
• Alessandro Bucciol & Raffaele Miniaci, 2006, "Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions," Working Papers, University of Brescia, Department of Economics, number ubs0605.
• Pilar Abad & Sonia Benito, 2006, "Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0604.
• Alejandro Balbás & Raquel Balbás Universidad & Silvia Mayoral, 2006, "Optimizing Measures of Risk: A Simplex-like Algorithm," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/06, Sep.
• José M. Marín & Jacques Olivier, 2006, "The dog that did not bark: Insider trading and crashes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 948, Mar.
• José M. Marín & Thomas A. Rangel, 2006, "The use of derivatives in the Spanish mutual fund industry," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 990, Nov.
• José M. Marín & Antoni Sureda-Gomila, 2006, "Firms vs. insiders as traders of last resort," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 999, Nov.
• Andreas Röthig & Carl Chiarella, 2006, "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 172, Feb.
• Loriana Pelizzon & Guglielmo Weber, 2006, "Are Household Portfolios Efficient? An Analysis Conditional on Housing," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_55.
• Roman Horv??th, 2006, "Financial Accelerator Effects in the Balance Sheets of Czech Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp847, Nov.
• Miguel Lebre De Freitas & Francisco José Veiga, 2006, "Currency substitution, portfolio diversification, and money demand," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 3, pages 719-743, August, DOI: 10.1111/j.1540-5982.2006.00366.x.
• Joan Jasiak & D. Feng & C. Gourieroux, 2006, "The Ordered Qualitative Model For Credit Rating Transitions," Working Papers, York University, Department of Economics, number 2006_2, Feb.
• Teig, Michael, 2006, "Fiskalische Transparenz und ökonomische Entwicklung: Der Fall Bosnien-Herzegowina," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 56.
• Riedel, Frank & Su, Xia, 2006, "On Irreversible Investment," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 13/2006.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,10.
• Bohl, Martin T. & Döpke, Jörg & Pierdzioch, Christian, 2006, "Real-time forecasting and political stock market anomalies: evidence for the U.S," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,22.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,01.
• Trauten, Andreas & Schulz, Roland C., 2006, "IPO investment strategies and pseudo market timing," Working Papers, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS), number 36.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2006, "Multivariate normal mixture GARCH," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/09.
• Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michael, 2006, "Portfolio inertia and stock market fluctuations," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/14.
• Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan, 2006, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/24.
• Gollier, Christian & Muermann, Alexander, 2006, "Optimal choice and beliefs with ex ante savoring and ex post disappointment," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/28.
• Campbell, Rachel A. & Kräussl, Roman, 2006, "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/31.
• Koopman, Siem Jan & Kräussl, Roman & Lucas, André, 2006, "Credit cycles and macro fundamentals," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/33.
• Franke, Günter & Weber, Thomas, 2006, "Wieweit tragen rationale Modelle in der Finanzmarktforschung?," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 06/09.
• Röthig, Andreas & Chiarella, Carl, 2006, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 167.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006, "Stock Market Volatility around National Elections," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,2.
• Kozhan, Roman, 2006, "Multiple Priors And No-Transaction Region," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,4.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006, "Political Orientation of Government and Stock Market Returns," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,9.
• Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2006, "Heterogenität von Hedgefondsindizes," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 71.
• Satoguina, Honorat, 2006, "Analysis of CDM Projects' Portfolio in West African Economic and Monetary Union - Regional Baseline Assessment in Energy Sector. Case Study: Benin, Burkina Faso, Niger and Togo," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 356.
• Feilke, Franziska & Gürtler, Marc & Hibbeln, Martin, 2006, "Einsatz inflationsindexierter Anleihen im Asset-Liability-Management," Working Papers, Technische Universität Braunschweig, Institute of Finance, number FW22V2.
• Broll, Udo & Battermann, Harald L. & Wahl, Jack E., 2006, "Utility Functions of Equivalent Form and the Effect of Parameter Changes on Optimum Decision Making," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 02/06.
• Dymke, Björn M. & Walter, Andreas, 2006, "Insider trading in Germany: Do corporate insiders exploit inside information?," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 309.
• Dolzer, Armin & Nietert, Bernhard, 2006, "Portfolio selection with time constraints and a rational explanation of insufficient diversification and excessive trading," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number 12.
• Denvir, Emily & Hutson, Elaine, 2006, "The performance and diversification benefits of funds of hedge funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 4-22, February.
• Shum, Pauline & Faig, Miquel, 2006, "What explains household stock holdings?," Journal of Banking & Finance, Elsevier, volume 30, issue 9, pages 2579-2597, September.
• Basak, Suleyman & Croitoru, Benjamin, 2006, "On the role of arbitrageurs in rational markets," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 143-173, July.
• Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006, "Optimal currency shares in international reserves: The impact of the euro and the prospects for the dollar," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 4, pages 508-547, December.
• Jin, Henry Hongbo & Mitchell, Olivia S. & Piggott, John, 2006, "Socially responsible investment in Japanese pensions," Pacific-Basin Finance Journal, Elsevier, volume 14, issue 5, pages 427-438, November.
• Brown, Jeffrey R. & Liang, Nellie & Weisbenner, Scott, 2006, "401(k) matching contributions in company stock: Costs and benefits for firms and workers," Journal of Public Economics, Elsevier, volume 90, issue 6-7, pages 1315-1346, August.
• Mr. Enrique G. Mendoza, 2006, "Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies," IMF Working Papers, International Monetary Fund, number 2006/088, Mar.
• Fernando Cruz Aranda, 2006, "Valuación Del Valor En Riesgo De Bonos Cupón Cero En El Mercado Financiero Mexicano A Través Del Modelo De Vasicek, Cir Y Simulación Monte Carlo Con Saltos De Poisson," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 5, issue 1, pages 47-83, Marzo 200.
• Suleyman Basak & Alex Shapiro & Lucie Teplá, 2006, "Risk Management with Benchmarking," Management Science, INFORMS, volume 52, issue 4, pages 542-557, April, DOI: 10.1287/mnsc.1050.0476.
• Martin B. Haugh & Leonid Kogan & Jiang Wang, 2006, "Evaluating Portfolio Policies: A Duality Approach," Operations Research, INFORMS, volume 54, issue 3, pages 405-418, June, DOI: 10.1287/opre.1060.0279.
• Alex Karagrigoriu & Ilia Vonta, 2006, "On Distributional Changes of Financial Characteristics in Cyprus: What Does the Survey of Consumer Finances Say?," Financial Theory and Practice, Institute of Public Finance, volume 30, issue 4, pages 380-403.
• Chiara Oldani, 2006, "money demand and futures," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 69, May.
• Victor Mendes & Margarida Abreu, 2006, "Cultura Financeira dos Investidores e Diversificação das Carteiras," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/10.
• Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2006, "The Portfolio Choices of Hispanic Couples," IZA Discussion Papers, IZA Network @ LISER, number 1948, Jan.
• Sukanto Bhattacharya & Kuldeep Kumar, 2006, "An Entropic Approach to Analyze Investor Utility Involving a Financial Structured Product," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 2, pages 111-122, July.
• Ching-Chung Lin & Min-Hsien Chiang & Shih-Ju Chan & Chao-Hsien Lin, 2006, "Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 2, pages 187-205, July.
• Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006, "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, volume 2, issue 1, pages 1-21, January, DOI: 10.1007/s10436-005-0030-y.
• Coen Teulings & Casper Vries, 2006, "Generational Accounting, Solidarity and Pension Losses," De Economist, Springer, volume 154, issue 1, pages 63-83, March, DOI: 10.1007/s10645-006-6486-y.
• Heinz Zimmermann, 2006, "Martingales and Portfolio Decisions: A User’s Guide," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 1, pages 75-101, April, DOI: 10.1007/s11408-006-0006-6.
• Thomas Post & Helmut Gründl & Hato Schmeiser, 2006, "Portfolio management and retirement: what is the best arrangement for a family?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 265-285, September, DOI: 10.1007/s11408-006-0022-6.
• Barbara Rovetta, 2006, "Investment Policies and Excess Returns in Corporate Spin-offs: Evidence from the US Market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 287-307, September, DOI: 10.1007/s11408-006-0021-7.
• Manuel Ammann & Michael Verhofen, 2006, "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 309-337, September, DOI: 10.1007/s11408-006-0018-2.
• Cécile Moigne & Patrick Savaria, 2006, "Relative importance of hedge fund characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 419-441, December, DOI: 10.1007/s11408-006-0029-z.
• Martin Eling, 2006, "Performance measurement of hedge funds using data envelopment analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 442-471, December, DOI: 10.1007/s11408-006-0032-4.
• David Bywaters & D. Thomas, 2006, "Consumption, Wealth, and Indebtedness in the Context of Uncertainty: The Consumption Function Meets Portfolio Theory," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 298-307, August, DOI: 10.1007/s11294-006-9018-2.
• Ian Rakita, 2006, "Are the Most Profitable U.S. Companies Also the Best Investments?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 431-431, August, DOI: 10.1007/s11294-006-9035-1.
• Ken Sennewald & Klaus Wälde, 2006, "“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View," Journal of Economics, Springer, volume 89, issue 1, pages 1-36, October, DOI: 10.1007/s00712-006-0203-9.
• Móricz, Dániel, 2006, "Vállalati nyugdíjkötelezettségek és a részvények kockázata - tőkeáttétel és kereszttulajdonlás
  [Corporate pension liabilities and risk of stocks - leverage and cross-holding]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 144-157.
• Radnai, Márton & Szatmári, Alexandra, 2006, "A magyar pénzpiaci alapok összehasonlító elemzése
  [A comparative analysis of Hungarian money-market funds]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 389-407.
• Vajda, István & Ottucsák, György, 2006, "Empirikus portfólióstratégiák
  [Empirical portfolio strategies]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 624-640.
• Katona, Klára, 2006, "A magyarországi tőkeimportot befolyásoló tényezők újraértelmezése
  [Reinterpretation of the factors influencing capital imports into Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 986-1001.
• Sule Alan & Søren Leth-Petersen, 2006, "Tax Incentives and Household Portfolios: A Panel Data Analysis," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2006-13, Oct.
• Chiaki Hara & James Huang & Christoph Kuzmics, 2006, "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," KIER Working Papers, Kyoto University, Institute of Economic Research, number 620, May.
• Chiaki Hara & James Huang & Christoph Kuzmics, 2006, "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 621, May.
• Marie Pfiffelmann, 2006, "Which Optimal Design For LLDAs?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2006-06.
• Mauricio Alberto Hernández Monsalve & Ramón Javier Mesa, 2006, "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 65, pages 37-72, Julio-Dic, DOI: 10.17533/udea.le.n65a2640.
• Wiese, Jörg, 2006, "Die Modigliani/Miller-Theoreme und Ausschüttungspolitik," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1888, Nov.