Research classified by Journal of Economic Literature (JEL) codes

2005

• Pierangelo Ciurlia & Ilir Roko, 2005, "Valuation of American Continuous-Installment Options," Computational Economics, Springer;Society for Computational Economics, volume 25, issue 1, pages 143-165, February, DOI: 10.1007/s10614-005-6279-4.
• Louis Kaplow, 2005, "The Value of a Statistical Life and the Coefficient of Relative Risk Aversion," Journal of Risk and Uncertainty, Springer, volume 31, issue 1, pages 23-34, July, DOI: 10.1007/s11166-005-2928-1.
• Axel Dreher & Lars Siemers, 2005, "The Intriguing Nexus Between Corruption and Capital Account Restrictions," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 05-113, Nov, DOI: 10.3929/ethz-a-005104867.
• Bugár, Gyöngyi & Uzsoki, Máté, 2005, "Nemzetközi részvény befektetési lehetőségek Közép- és Kelet-Európa új európai uniós tagállamainak szemszögéből
  [Opportunities for investing in international stocks, seen from the viewpoint of the new Central and East European member-states of the ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 576-598.
• Kutas, Gábor & Végh, Richárd, 2005, "A Budapest Likviditási Mérték bevezetéséről. A magyar részvények likviditásának összehasonlító elemzése a budapesti, a varsói és a londoni értéktőzsdéken
  [Introduction of the Budapest Liquidity Measure]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 686-711.
• Holger Kraft & Mogens Steffensen, 2005, "How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/07, May.
• Chiaki Hara, 2005, "Heterogeneous Risk Attitudes in a Continuous-Time Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 609, Dec.
• Michel Normandin & Pascal St-Amour, 2005, "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 05.03, Mar.
• Pascal St-Amour, 2005, "Direct Preference for Wealth in Aggregate Household Portfolio," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 05.04, Mar.
• Sarah Brown & Karl Taylor, 2005, "Household Debt and Financial Assets: Evidence from Great Britain, Germany and the United States," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/5, Mar.
• Rosarius, Stephan & Wiese, Jörg, 2005, "Erweiterungen zu „Simplified Discounting Rules in Binomial Models“ von Frank Richter," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1893, Aug.
• Klaus Fischer & Nabil Khoury, 2005, "The Impact of Ethical Ratings on Canadian Security Performance: Portfolio Management and Corporate Governance Implications," Cahiers de recherche, CIRPEE, number 0501.
• Michel Normandin & Pascal St-Amour, 2005, "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de recherche, CIRPEE, number 0503.
• Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato, 2005, "Default Risk in Corporate Yield Spreads," Cahiers de recherche, CIRPEE, number 0532.
• S D Flåm, 2005, "Portfolio Management without Probabilities or Statistics," Economics Discussion Paper Series, Economics, The University of Manchester, number 0508.
• Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1580505, May.
• Sule Alan, 2005, "Entry Costs and Stock Market Participation Over the Life Cycle," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 126, Jan.
• Mitchell Ratner & Ricardo P. C. Leal, 2005, "Sector Integration and the Benefits of Global Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 9, issue 3-4, pages 237-269, September.
• Edouard Challe, 2005, "Endogenous Participation Rick in Speculative Markets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 90, Sep.
• Albrecht, Peter & Coche, Joachim & Maurer, Raimond & Rogalla, Ralph, 2005, "Optimal investment policies for hybrid pension plans : analyzing the perspective of sponsors and members," Papers, Sonderforschungsbreich 504, number 05-28.
• Alain Chateauneuf & Ghizlane Lakhnati, 2005, "Increases in risk and demand for risky asset," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05033, Apr, DOI: 10.1016/j.mathsocsi.2015.02.005.
• Alexis Bonnet & Isabelle Nagot, 2005, "Methodology of measuring performance in alternative investment," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05078, Oct.
• Martin D. D. Evans & Viktoria Hnatkovska, 2005, "Solving General Equilibrium Models with Incomplete Markets and Many Assets," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0318, Oct.
• Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005, "Mimicking Portfolios with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 11020, Jan.
• Wayne E. Ferson & Andrea Heuson & Tie Su, 2005, "Weak and Semi-Strong Form Stock Return Predictability Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 11021, Jan.
• Philippe Jorion, 2005, "Bank Trading Risk and Systemic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11037, Jan.
• George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005, "Junior is Rich: Bequests as Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 11122, Feb.
• George-Marios Angeletos, 2005, "Uninsured Idiosyncratic Investment Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11180, Mar.
• Claude B. Erb & Campbell R. Harvey, 2005, "The Tactical and Strategic Value of Commodity Futures," NBER Working Papers, National Bureau of Economic Research, Inc, number 11222, Mar.
• John R. Graham & Campbell R. Harvey & Hai Huang, 2005, "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 11426, Jun.
• Anna Obizhaeva & Jiang Wang, 2005, "Optimal Trading Strategy and Supply/Demand Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 11444, Jun.
• Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005, "The Only Game in Town: Stock-Price Consequences of Local Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 11488, Jul.
• Enrique G. Mendoza, 2005, "Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 11691, Oct.
• Kee-Hong Bae & Rene M. Stulz & Hongping Tan, 2005, "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," NBER Working Papers, National Bureau of Economic Research, Inc, number 11697, Oct.
• Martin D. D. Evans & Viktoria Hnatkovska, 2005, "International Capital Flows, Returns and World Financial Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 11701, Oct.
• Henry Hongbo Jin & Olivia S. Mitchell & John Piggott, 2005, "Socially Responsible Investment in Japanese Pensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 11747, Nov.
• Sendhil Mullainathan & Andrei Shleifer, 2005, "Persuasion in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 11838, Dec.
• Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005, "International Stock Return Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 11906, Dec.
• Florin Bilbiie, 2005, "Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W09, Mar.
• Karl Schmedders, 2005, "Two-Fund Separation in Dynamic General Equilibrium," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1398, Jan.
• Shizuka Sekita, 2005, "The Small Saving Tax Exemption and Japanese Household Asset Allocation Behavior: Impact of the 1988 and 2006 Revisions (in Japanese)," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 05-17, Jun.
• Enrique Sentana, 2005, "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 1, pages 56-78.
• Han N. Ozsoylev, 2005, "Amplification and Asymmetry in Crashes and Frenzies," Economics Series Working Papers, University of Oxford, Department of Economics, number 2005-FE-11, Oct.
• Juan F. Castro & Eduardo Morón, 2005, "Financial Dollarization and the Size of the Fear," Working Papers, Centro de Investigación, Universidad del Pacífico, number 05-03, Jan.
• Francois-Éric Racicot & Raymond Théoret, 2005, "Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0292005, Jul.
• Magni, Carlo Alberto, 2005, "On decomposing net final values: EVA, SVA, and shadow project," MPRA Paper, University Library of Munich, Germany, number 12357.

2004

• Soo-Jong Kim & Suyeol Ryu, 2004, "Comparative Statics Under Uncertainty With The Monotone Likelihood Ratio Order," Korean Economic Review, Korean Economic Association, volume 20, pages 293-304.
• Janecskó, Balázs, 2004, "A Bázel II. belső minősítésen alapuló módszerének közgazdasági-matematikai háttere és a granularitási korrekció elmélete
  [The economic and mathematical background to the Basel II internal ratings-based method and the theory of granularity correcti," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 218-234.
• Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2004, "Survival of the Fittest on Wall Street," Discussion Papers, University of Copenhagen. Department of Economics, number 04-03, Feb.
• Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER, 2004, "Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 04.10, Jun.
• Wiese, Jörg, 2004, "Unternehmensbewertung mit dem Nachsteuer-CAPM?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1894, Feb.
• Akhmad Bayhaqi, 2004, "Speculative Investment Drives Out Good Investment: Why it is Important to Minimize Speculative Investment of Real Estate in Singapore," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 52, pages 81-101, August.
• Kaïs Dachraoui & Georges Dionne, 2004, "Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors," Cahiers de recherche, CIRPEE, number 0411.
• Thomas Flavin, 2004, "The effect of the Euro on country versus industry portfolio diversification," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1411004, Oct.
• Deborah A. Cobb-Clark & Vincent Hildebrand, 2004, "The Wealth of Mexican Americans," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 116, May.
• Sule Alan, 2004, "Precautionary Wealth and Portfolio Allocation: Evidence from Canadian Microdata," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 117, May.
• Kevin Milligan, 2004, "Life-cycle Asset Accumulation and Allocation in Canada," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 122, Oct.
• Barbara Berkel, 2004, "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 04061, Nov.
• Ken L. Bechmann, 2004, "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 1-2, pages 3-34, March-Jun.
• Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 101, Sep.
• Raman Uppal & Lorenzo Garlappi & Tan Wang, 2004, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 54, Sep.
• Guerdjikova, Ani, 2004, "Evolution of wealth and asset prices in markets with case-based investors," Papers, Sonderforschungsbreich 504, number 04-49.
• Klos, Alexander & Weber, Martin, 2004, "Portfolio choice in the presence of nontradeable income : an experimental analysis," Papers, Sonderforschungsbreich 504, number 04-01.
• Sévi, B., 2004, "On the exact minimum variance hedge of an un- certain quantity with flexibility," Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1, number 04.12.53.
• Don U.A. Galagedera & Elizabeth A. Maharaj, 2004, "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/04, Oct.
• Mary Beth Combs, 2004, "The Price of Independence: How the 1870 Married Women's Property Act Altered the Investment Risks Faced by Lower Middle Class British Women," Journal of Economic Insight, Missouri Valley Economic Association, volume 30, issue 2, pages 1-26.
• Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner, 2004, "The Geography of Stock Market Participation: The Influence of Communities and Local Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 10235, Jan.
• Olivia S. Mitchell & John Piggott, 2004, "Unlocking Housing Equity in Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 10340, Mar.
• William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004, "Portfolio Diversification and City Agglomeration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10343, Mar.
• Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2004, "401(k) Matching Contributions in Company Stock: Costs and Benefits for Firms and Workers," NBER Working Papers, National Bureau of Economic Research, Inc, number 10419, Apr.
• Zoran Ivkovich & Scott Weisbenner, 2004, "Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10436, Apr.
• Gopal K. Basak & Ravi Jagannathan & Tongshu Ma, 2004, "A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1," NBER Working Papers, National Bureau of Economic Research, Inc, number 10447, Apr.
• Gary Gorton & K. Geert Rouwenhorst, 2004, "Facts and Fantasies about Commodity Futures," NBER Working Papers, National Bureau of Economic Research, Inc, number 10595, Jun.
• Zoran Ivkovich & Clemens Sialm & Scott Weisbenner, 2004, "Portfolio Concentration and the Performance of Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 10675, Aug.
• Ravi Bansal & Magnus Dahlquist & Campbell R. Harvey, 2004, "Dynamic Trading Strategies and Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 10820, Oct.
• Kevin Milligan, 2004, "Life-Cycle Asset Accumulation and Allocation in Canada," NBER Working Papers, National Bureau of Economic Research, Inc, number 10860, Oct.
• Raj Chetty & Adam Szeidl, 2004, "Consumption Commitments and Habit Formation," NBER Working Papers, National Bureau of Economic Research, Inc, number 10970, Dec.
• Anthony W. Lynch & Sinan Tan, 2004, "Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 10994, Dec.
• Anthony W. Lynch & Sinan Tan, 2004, "Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 11010, Dec.
• Miguel Lebre de Freitas, 2004, "Currency Substitution, portfolio Diversification and Money Demand," NIPE Working Papers, NIPE - Universidade do Minho, number 9/2004.
• Darren Massey, 2004, "Is the Risk Profile of Australian Superannuation Funds Changing?," Taxation, ATAX, University of New South Wales, number 101, Nov.
• John Quah, 2004, "The aggregate weak axiom in a financial economy through dominant substitution effects," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W18, Aug.
• Michael Ben-Gad, 2004, "The Welfare Effects of the Reagan Deficits: A Portfolio Choice Approach," Economic Inquiry, Western Economic Association International, volume 42, issue 3, pages 441-454, July.
• Andrew J. Patton, 2004, "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 1, pages 130-168.
• Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004, "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-18, Sep.
• Anjum Aqeel & Mohammed Nishat, 2004, "The Determinants of Foreign Direct Investment in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 651-664.
• Shahbaz Nasir & Mahmood Khalid, 2004, "Saving-investment Behaviour in Pakistan: An Empirical Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 665-682.
• Zeshan Atique & Mohsin Hasnain Ahmad & Usman Azhar, 2004, "The Impact of FDI on Economic Growth under Foreign Trade Regimes: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 707-718.
• Carlos Alves & Victor Mendes, 2004, "Self-Interest on Mutual Fund Management: Evidence from the Portuguese Market," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 162, Nov.
• Cabrini, Silvina M. & Stark, Brian G. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes, 2004, "Portfolios Of Agricultural Market Advisory Services: How Much Diversification Is Enough?," 2004 Conference, April 19-20, 2004, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 19013, DOI: 10.22004/ag.econ.19013.
• Thomas Grebel & Horst Hanusch & Esther Merey, 2004, "Schumpeterian Dynamics and Financial Market Anomalies," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 264, May.
• Aydogan Ulker, 2004, "Wealth Holdings and Portfolio Allocation of Older Couples: The Role of Spouses’ Marital History," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 477, Sep.
• Ivan Popchev & Irina Radeva, 2004, "Bonds Portfolio Management: Analysis and Application of the Model of Multiperiod Immunization," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 28-43.
• Joseph Atta-Mensah, 2004, "Commodity-Linked Bonds: A Potential Means for Less-Developed Countries to Raise Foreign Capital," Staff Working Papers, Bank of Canada, number 04-20, DOI: 10.34989/swp-2004-20.
• Joseph Atta-Mensah, 2004, "The Demand for Money in a Stochastic Environment," Staff Working Papers, Bank of Canada, number 04-7, DOI: 10.34989/swp-2004-7.
• Ingo Fender & John Kiff, 2004, "CDO rating methodology: Some thoughts on model risk and its implications," BIS Working Papers, Bank for International Settlements, number 163, Nov.
• Rogér Otten & Dennis Bams, 2004, "How to measure mutual fund performance: economic versus statistical relevance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 44, issue 2, pages 203-222, July, DOI: 10.1111/j.1467-629X.2004.00105.x.
• Lilia Maliar & Serguei Maliar, 2004, "Quasi‐geometric discounting: A closed‐form solution under the exponential utility function," Bulletin of Economic Research, Wiley Blackwell, volume 56, issue 2, pages 201-206, April, DOI: 10.1111/j.1467-8586.2004.00197.x.
• Foort Hamelink & Martin Hoesli, 2004, "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 3, pages 437-462, September, DOI: 10.1111/j.1080-8620.2004.00098.x.
• Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004, "Cross-Border Diversification in Bank Asset Portfolios," Working Paper, Norges Bank, number 2004/11, Sep.
• Christian Johannes Zimmer & Beat Matthias Niederhauser, 2004, "Determining an Efficient Frontier in a Stochastic Moment Setting," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 1, pages 91-116.
• Kugler, Peter & Weder, Beatrice, 2004, "International Portfolio Holdings and Swiss Franc Asset Returns," Working papers, Faculty of Business and Economics - University of Basel, number 2004/04.
• Hara, C. & Christoph Kuzmics, 2004, "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0452, Jul.
• Davies, G.B. & Satchell, S.E., 2004, "Continuous Cumulative Prospect Theory and Individual Asset Allocation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0467, Nov.
• Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004, "Portfolio Selection with Monotone Mean-Variance Preferences," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 6, revised 2007.
• Schwartz, Eduardo S & Tebaldi, Claudio, 2004, "Illiquid Assets and Optimal Portfolio Choice," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt7q65t12x, Dec.
• Rodolfo Apreda, 2004, "Enhancing corporate governance with one-and two-tiered convertible preferred stock," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 260, Apr.
• Alan Auerbach & David Bradford, 2001, "Generalized Cash Flow Taxation," CESifo Working Paper Series, CESifo, number 425.
• Gerlinde Fellner & Werner Güth & Boris Maciejovsky, 2001, "Illusion of Expertise in Portfolio Decisions - An Experimental Approach," CESifo Working Paper Series, CESifo, number 621.
• Dennis Dittrich & Werner Güth & Boris Maciejovsky, 2001, "Overconfidence in Investment Decisions: An Experimental Approach," CESifo Working Paper Series, CESifo, number 626.
• Pascal St-Amour, 2004, "Ratchet vs Blasé Investors and Asset Markets," CIRANO Working Papers, CIRANO, number 2004s-11, Mar.
• Saltuk Ozerturk, 2004, "Direct sale of information when precision is unobservable," Canadian Journal of Economics, Canadian Economics Association, volume 37, issue 2, pages 269-293, May.
• Francisco Peñaranda & Enrique Sentana, 2004, "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers, CEMFI, number wp2004_0410.
• Francisco Peñaranda, 2004, "Are Vector Autoregressions an Accurate Model for Dynamic Asset Allocation?," Working Papers, CEMFI, number wp2004_0419.
• Palomino, Frédéric & Sadrieh, Abdolkarim, 2004, "Overconfidence and Delegated Portfolio Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4231, Feb.
• Hardouvelis, Gikas & Priestley, Richard & Malliaropoulos, Dimitrios, 2004, "The Impact of Globalization on the Equity Cost of Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4346, Apr.
• Timmermann, Allan & Catão, Luís, 2004, "Country and Industry Dynamics in Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4368, Apr.
• Sentana, Enrique & Peñaranda, Francisco, 2004, "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4422, Jun.
• Kugler, Peter & Weder di Mauro, Beatrice, 2004, "International Portfolio Holdings and Swiss Franc Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4467, Jul.
• Muellbauer, John & Aron, Janine, 2004, "Estimates of Personal Sector Wealth for South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4646, Sep.
• Brunnermeier, Markus & Parker, Jonathan A, 2004, "Optimal Expectation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4656, Oct.
• Basak, Suleyman & Croitoru, Benjamin, 2004, "On the Role of Arbitrageurs in Rational Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4768, Dec.
• Goetzmann, William & Massa, Massimo & Simonov, Andrei, 2004, "Portfolio Diversification, Proximity Investment and City Agglomeration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4786, Dec.
• Massa, Massimo, 2004, "Mutual Fund Competition and Stock Market Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4787, Dec.
• Massa, Massimo & Simonov, Andrei, 2004, "Hedging, Familiarity and Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4789, Dec.
• Massa, Massimo & Simonov, Andrei, 2004, "History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4815, Dec.
• Massa, Massimo & Phalippou, Ludovic, 2004, "Mutual Funds and the Market for Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4818, Dec.
• Giannis Vardas & Anastasios Xepapadeas, 2004, "Uncertainty Aversion, Robust Control and Asset Holdings," Working Papers, University of Crete, Department of Economics, number 0402, Feb.
• Giannis Vardas & Anastasios Xepapadeas, 2004, "Uncertainty Aversion and Robust Portfolio Choices," Working Papers, University of Crete, Department of Economics, number 0408, Oct.
• Kyoung Jin Choi & Hyeng Keun Koo & Do Young Kwak, 2004, "Optimal Stopping of Active Portfolio Management," Annals of Economics and Finance, Society for AEF, volume 5, issue 1, pages 93-126, May.
• Marquering, Wessel & Verbeek, Marno, 2004, "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 2, pages 407-429, June.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004, "Do countries or industries explain momentum in Europe?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 73c21ccd-7c67-4e11-8eac-5.
• Patrick Coggi & Bogdan Manescu, 2004, "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004, Department of Economics, University of St. Gallen, number 2004-01, Jan.
• David Colwell & Nadima El-Hassan & Oh-Kang Kwon, 2004, "Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 119, Feb.
• Saltuk Ozerturk, 2004, "Direct sale of information when precision is unobservable," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 37, issue 2, pages 269-293, May, DOI: 10.1111/j.0008-4085.2004.00002.x.
• Vladislav KArgin, 2004, "Optimal Convergence Trading," Finance, University Library of Munich, Germany, number 0401003, Jan.
• Capocci Daniel & Corhay Albert & Hübner Georges, 2004, "Hedge Fund Performance and Persistence in Bull and Bear Markets," Finance, University Library of Munich, Germany, number 0402018, Feb.
• Don U.A. Galagedera & Roland Shami, 2004, "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Finance, University Library of Munich, Germany, number 0406011, Jun.
• Don U.A. Galagedera, 2004, "A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis," Finance, University Library of Munich, Germany, number 0406013, Jun.
• Sandeep Kapur & Allan Timmermann, 2004, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance, University Library of Munich, Germany, number 0408001, Aug.
• Cornelis A. Los, 2004, "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance, University Library of Munich, Germany, number 0409038, Sep.
• Cornelis A. Los, 2004, "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance, University Library of Munich, Germany, number 0409047, Sep.
• Don U.A. Galagedera & Elizabeth A. Maharaj, 2004, "Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data," Finance, University Library of Munich, Germany, number 0409056, Sep.
• Fernando Rubio, 2004, "Data Mining Sobre El Beta En España," Finance, University Library of Munich, Germany, number 0410011, Oct.
• Julius Moschitz, 2004, "Spillovers across High Yield Markets," Finance, University Library of Munich, Germany, number 0412024, Dec.
• Valeri Zakamouline, 2004, "A Unified Approach to Portfolio Optimization with Linear Transaction Costs," GE, Growth, Math methods, University Library of Munich, Germany, number 0404003, Apr, revised 28 Apr 2004.
• Sujit Chakravorti & Subir Lall, 2004, "Managerial Incentives and Financial Contagion," International Finance, University Library of Munich, Germany, number 0408003, Aug.
• Alexander Harin, 2004, "Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events," Risk and Insurance, University Library of Munich, Germany, number 0409002, Sep.
• Peter G. Zhang, 2004, "Chinese Yuan Revaluation and Derivative Products," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Open-Door Policy and a Quarter-Century Reform," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "The Chinese Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Banking System in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "The Chinese Capital Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Administration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Forwards and Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Non-Deliverable Forwards and Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "The Asian Financial Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "FX Forwards and Futures during the Asian Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "NDFs during the Asian Financial Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Options, Structured Notes, and Other Products," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "CNY Forwards," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "CNY NDFs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Uses of CNY NDFs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Chinese Yuan (Renminbi) Derivative Products".