Research classified by Journal of Economic Literature (JEL) codes

2005

• Massa, Massimo & Locarno, Alberto, 2005, "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 4828, Jan.
• Eckbo, B Espen & Norli, Øyvind, 2005, "Liquidity Risk, Leverage and Long-Run IPO Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4832, Jan.
• Michaelides, Alexander & Gomes, Francisco & ,, 2005, "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," CEPR Discussion Papers, Centre for Economic Policy Research, number 4852, Jan.
• Michaelides, Alexander & Gomes, Francisco, 2005, "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 4853, Jan.
• Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2005, "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 5006, Apr.
• Uppal, Raman & Bhamra, Harjoat Singh, 2005, "The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility," CEPR Discussion Papers, Centre for Economic Policy Research, number 5020, Apr.
• Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 5041, May.
• Uppal, Raman & Garlappi, Lorenzo & DeMiguel, Victor, 2005, "How Inefficient is the 1/N Asset-Allocation Strategy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 5142, Jul.
• Miles, David & Cerny, Ales & ,, 2005, "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 5143, Jul.
• Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 5148, Jul.
• Salmon, Mark & Gemmill, Gordon T & Hwang, Soosung, 2005, "Performance Measurement with Loss Aversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 5173, Aug.
• Sentana, Enrique & Mencía, Javier, 2005, "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers, Centre for Economic Policy Research, number 5177, Aug.
• Teplá, Lucie & Basak, Suleyman & Shapiro, Alex, 2005, "Risk Management with Benchmarking," CEPR Discussion Papers, Centre for Economic Policy Research, number 5187, Aug.
• Kandel, Shmuel & Wohl, Avi & Braverman, Oded, 2005, "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers, Centre for Economic Policy Research, number 5243, Sep.
• Pesaran, M. Hashem & Zaffaroni, Paolo, 2005, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 5279, Oct.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005, "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 40, Mar.
• Henrik Cronqvist, 2005, "Advertising and Portfolio Choice," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 44, Nov.
• Pamina Koenig, 2005, "Agglomeration and the Export Decision of French Firms," Working Papers, Center for Research in Economics and Statistics, number 2005-02.
• Klaus Hellwig, 2005, "Portfolio Selection with Little Information about the Future," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 331-335, November.
• Cabrini, Silvina M. & Stark, Brian G. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao, 2005, "Portfolios of Agricultural Market Advisory Services: How Much Diversification Is Enough?," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 37, issue 1, pages 101-114, April.
• Richards, Anthony, 2005, "Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 1, pages 1-27, March.
• Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno, 2005, "Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 3, pages 493-517, September.
• Kingston, Geoffrey & Thorp, Susan, 2005, "Annuitization and asset allocation with HARA utility," Journal of Pension Economics and Finance, Cambridge University Press, volume 4, issue 3, pages 225-248, November.
• De Giorgi, Enrico, 2005, "Reward-risk portfolio selection and stochastic dominance," Journal of Banking & Finance, Elsevier, volume 29, issue 4, pages 895-926, April.
• Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005, "Comovement," Journal of Financial Economics, Elsevier, volume 75, issue 2, pages 283-317, February.
• Acharya, Viral V. & Pedersen, Lasse Heje, 2005, "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, volume 77, issue 2, pages 375-410, August.
• Jones, Christopher S. & Shanken, Jay, 2005, "Mutual fund performance with learning across funds," Journal of Financial Economics, Elsevier, volume 78, issue 3, pages 507-552, December.
• Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005, "Market selection and survival of investment strategies," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 105-122, February.
• Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005, "Evolutionary stability of portfolio rules in incomplete markets," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 43-66, February.
• Alos-Ferrer, Carlos & Ania, Ana B., 2005, "The asset market game," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 67-90, February.
• 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.
• Ilmolelian, Peter, 2005, "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper, University Library of Munich, Germany, number 1418, Nov.
• Gool van, Peter & Muller, Franciscus Leonardus Petrus, 2005, "Vastgoed en ALM
  [Real Estate and ALM]," MPRA Paper, University Library of Munich, Germany, number 22634, Sep.
• Castaneda, Pablo, 2005, "Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile," MPRA Paper, University Library of Munich, Germany, number 3346, Sep, revised 30 Dec 2006.
• Caratelli, Massimo, 2005, "Transparency between banks and their customers. information needs and public intervention," MPRA Paper, University Library of Munich, Germany, number 37108, Jan.
• Carretta, Alessandro & Mattarocci, Gianluca, 2005, "Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market," MPRA Paper, University Library of Munich, Germany, number 4293, Jun, revised Jan 2007.
• Carretta, Alessandro & Mattarocci, Gianluca, 2005, "The performance evaluation of hedge funds: a comparison of different approaches using European data," MPRA Paper, University Library of Munich, Germany, number 4294, Jun, revised Jan 2007.
• Magni, Carlo Alberto, 2005, "Theoretical Flaws In The Use Of The Capm For Investment Decisions," MPRA Paper, University Library of Munich, Germany, number 6330, Dec, revised Nov 2007.
• Magni, Carlo Alberto, 2005, "Firm Value and the mis-use of the CAPM for valuation and decision making," MPRA Paper, University Library of Munich, Germany, number 6608, Oct.
• Magni, Carlo Alberto, 2005, "Firm Value and the mis-use of the CAPM for valuation and decision making," MPRA Paper, University Library of Munich, Germany, number 7093, Oct.
• Magni, Carlo Alberto, 2005, "Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I," MPRA Paper, University Library of Munich, Germany, number 7359, Dec, revised 27 Feb 2008.
• Alexander Ludwig & Alexander Zimper, 2012, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Working Papers, University of Pretoria, Department of Economics, number 201223, Jun.
• Burton G. Malkiel & Jianping Mei & Rui Yang, 2005, "Investment Strategies to Exploit Economic Growth in China," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 80, Dec.
• Jean-Pierre Berdot & Daniel Goyeau & Jacques Léonard, 2005, "Les fondements de la rotation sectorielle des portefeuilles," Revue d'Économie Financière, Programme National Persée, volume 78, issue 1, pages 345-362, DOI: 10.3406/ecofi.2005.3960.
• Pierre-Yves Chanu, 2005, "Les attentes des salariés en matière d'épargne salariale," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 61-65, DOI: 10.3406/ecofi.2005.3969.
• François-Louis Michaud, 2005, "Gestion d'actifs et dérivés de crédit : opportunités et incertitudes," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 79-93, DOI: 10.3406/ecofi.2005.3971.
• Olivier Davanne & Thierry Pujol, 2005, "Allocation d’actifs, variation des primes de risque et benchmarks," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 95-111, DOI: 10.3406/ecofi.2005.3973.
• Christian Walter, 2005, "La gestion indicielle et la théorie des moyennes," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 113-136, DOI: 10.3406/ecofi.2005.3974.
• François-Serge Lhabitant, 2005, "La gestion alternative : les vertus de la dissidence," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 137-152, DOI: 10.3406/ecofi.2005.3975.
• Daniel Roy, 2005, "Les enjeux de la multigestion," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 153-164, DOI: 10.3406/ecofi.2005.3976.
• Nicole Notat, 2005, "Quelles perspectives pour l'ISR ?," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 165-170, DOI: 10.3406/ecofi.2005.3977.
• Catherine Aaron & Isabelle Bilon & Sébastien Galanti & Yamina Tadjeddine, 2005, "Les styles de gestion de portefeuille existent-ils ?," Revue d'Économie Financière, Programme National Persée, volume 81, issue 4, pages 171-188, DOI: 10.3406/ecofi.2005.4018.
• Eric Bayle & Marc Schwartz, 2005, "A quoi servent les analystes financiers ?," Revue d'Économie Financière, Programme National Persée, volume 81, issue 4, pages 211-235, DOI: 10.3406/ecofi.2005.4020.
• Jianming Kou & Dr Simone Varotto, 2005, "Predicting Agency Rating Migrations with Spread Implied Ratings," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-06, Jun.
• Adam Szeidl & Raj Chetty, 2005, "Consumption Commitments: Neoclassical Foundations for Habit Formation," 2005 Meeting Papers, Society for Economic Dynamics, number 122.
• Karl Schmedders, 2005, "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers, Society for Economic Dynamics, number 148.
• Dirk Krueger & Karsten Jeske, 2005, "Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises," 2005 Meeting Papers, Society for Economic Dynamics, number 242.
• Thomas Hintermaier & Emilio Espino, 2005, "Asset Trading Volume in a Production Economy," 2005 Meeting Papers, Society for Economic Dynamics, number 363.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2005, "Information Acquisition and Portfolio Underdiversification," 2005 Meeting Papers, Society for Economic Dynamics, number 77.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2005, "Information Immobility and the Home Bias Puzzle," 2005 Meeting Papers, Society for Economic Dynamics, number 78.
• Francesco Menoncin, 2005, "Risk Management for an Internationally Diversified Portfolio," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 58, issue 1, pages 9-41.
• Ramon P. DeGennaro, 2005, "Market imperfections," Journal of Financial Transformation, Capco Institute, volume 14, pages 107-117.
• Hugh R. Lamle & Terrence F. Martell, 2005, "A New Era for Commodity Investments," Journal of Financial Transformation, Capco Institute, volume 15, pages 1-6.
• Popescu, Nela, 2005, "Choosing Business Risk Measures," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 3, pages 59-64.
• Larry Epstein & Martin Schneider, 2005, "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 519, Jul.
• Marisa Cenci & Massimiliano Corradini & Andrea Gheno, 2005, "Dynamic portfolio selection in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0056, Dec.
• Emilio Espino, 2005, "Equilibrium Portfolios in the Neoclassical Growth Model," Working Papers, Universidad de San Andres, Departamento de Economia, number 87, Dec, revised Dec 2005.
• Giuseppe Garofalo & Alessandro Sansone, 2005, "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 88, Oct.
• Wolfgang Gerke & Ferdinand Mager & Alexander Röhrs, 2005, "Twenty Years of International Diversification from a German Perspective," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 57, issue 2, pages 86-102, April.
• Han N. Ozsoylev, 2005, "Amplification and Asymmetry in Crashes and Frenzies," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe11.
• Enrico De Giorgi, 2005, "Evolutionary Portfolio Selection with Liquidity Shocks," Computing in Economics and Finance 2005, Society for Computational Economics, number 15, Nov.
• Hendri Adriaens & Bertrand Melenberg, 2005, "Multi-period CAPM with Heterogeneous Agents," Computing in Economics and Finance 2005, Society for Computational Economics, number 163, Nov.
• C. Chiarella & C. Hsiao, 2005, "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005, Society for Computational Economics, number 168, Nov.
• Francisco Covas, 2005, "Uninsured Idiosyncratic Production Risk With Borrowing Constraints," Computing in Economics and Finance 2005, Society for Computational Economics, number 198, Nov.
• David Goldbaum & Bruce Mizrach, 2005, "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Computing in Economics and Finance 2005, Society for Computational Economics, number 295, Nov.
• Mark E. Wohar & David E. Rapach, 2005, "Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence," Computing in Economics and Finance 2005, Society for Computational Economics, number 329, Nov.
• M. Gilli & I. Roko, 2005, "Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches," Computing in Economics and Finance 2005, Society for Computational Economics, number 338, Nov.
• Simon Lysbjerg Hansen, 2005, "A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Computing in Economics and Finance 2005, Society for Computational Economics, number 391, Nov.
• Stanley Zin & Thomas Tallarini, 2005, "Portfolio Choice and Permanent Income," Computing in Economics and Finance 2005, Society for Computational Economics, number 408, Nov.
• Viktoria Hnatkovska & Martin Evans, 2005, "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005, Society for Computational Economics, number 419, Nov.
• Dr. Brian J. Jacobsen, 2005, "The Use of Downside Risk Measures in Portfolio Construction and Evaluation," Computing in Economics and Finance 2005, Society for Computational Economics, number 5, Nov.
• Joseph B. Nichols, 2005, "Housing Wealth and Mortgage Contracts," Computing in Economics and Finance 2005, Society for Computational Economics, number 75, Nov.
• Chia-Hsuan Yeh, 2005, "Time Series Properties Under Price Limits," Computing in Economics and Finance 2005, Society for Computational Economics, number 78, Nov.
• Yi-Feng Tzeng & Chung-Yi Yang & Chia-Hsuan Yeh, 2005, "The Effectiveness of Margin Requirements: Agent-Based Modeling Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 79, Nov.
• Thomas Steinberger, 2005, "Social security and entrepreneurial activity," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 130, Jan.
• Manuel Ammann, 2005, "Eigenschaften von Verwaltungsräten und Unternehmensperformance," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 141, issue 1, pages 1-22, March.
• Winston T.H. Koh & Edward H.K. Ng, 2005, "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," Working Papers, Singapore Management University, School of Economics, number 03-2005, Feb.
• Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 05-014.RS.
• Lynn Rees, 2005, "Abnormal Returns from Predicting Earnings Thresholds," Review of Accounting Studies, Springer, volume 10, issue 4, pages 465-496, December, DOI: 10.1007/s11142-005-4210-9.
• Borut Vojinovič, 2005, "Home Bias or Corporate Loan Market Integration and Financial Globalization," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 12, issue 3, pages 463-478, December, DOI: 10.1007/s11300-005-0070-z.
• Pierre-Guillaume Méon & Laurent Weill, 2005, "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number in, Feb.
• Winston T.H. Koh & Edward H.K. Ng, 2005, "Investing in Real Estate : Mortgage Financing Practices and Optimal Holding Period," Finance Working Papers, East Asian Bureau of Economic Research, number 22457, Jan.
• Willman, Alpo & Whelan, Karl & Altissimo, Filippo & Georgiou, Evaggelia & Sastre, Teresa & Valderrama, Maria Teresa & Sterne, Gabriel & Stocker, Marc & Weth, Mark, 2005, "Wealth and asset price effects on economic activity," Occasional Paper Series, European Central Bank, number 29, Jun.
• Ehling, Paul & Ramos, Sofia Brito, 2005, "Geographic versus industry diversification: constraints matter," Working Paper Series, European Central Bank, number 425, Jan.
• Buch, Claudia M. & Driscoll, John C. & Ostergaard, Charlotte, 2005, "Cross-border diversification in bank asset portfolios," Working Paper Series, European Central Bank, number 429, Jan.
• Stracca, Livio, 2005, "Delegated portfolio management: a survey of the theoretical literature," Working Paper Series, European Central Bank, number 520, Sep.
• Sandeep Kapur & Allan Timmermann, 2005, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Economic Journal, Royal Economic Society, volume 115, issue 506, pages 1077-1102, October.
• Stulz, Rene M., 2005, "Financial Globalization, Corporate Governance, and Eastern Europe," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-27, Dec.
• Grenadier, Steven R. & Wang, Neng, 2005, "Investment under Uncertainty and Time-Inconsistent Preferences," Research Papers, Stanford University, Graduate School of Business, number 1899, Jul.
• Andres Vesilind & Toivo Kuus, 2005, "Application of investment models in foreign exchange reserve management in Eesti Pank," Bank of Estonia Working Papers, Bank of Estonia, number 2005-6, Oct, revised 10 Oct 2005.
• Eckbo, B. Espen & Norli, Oyvind, 2005, "Liquidity risk, leverage and long-run IPO returns," Journal of Corporate Finance, Elsevier, volume 11, issue 1-2, pages 1-35, March.
• Hintermaier, Thomas & Steinberger, Thomas, 2005, "Occupational choice and the private equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 10, pages 1765-1783, October.
• Bohm, Volker & Wenzelburger, Jan, 2005, "On the performance of efficient portfolios," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 4, pages 721-740, April.
• van der Hart, Jaap & de Zwart, Gerben & van Dijk, Dick, 2005, "The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?," Emerging Markets Review, Elsevier, volume 6, issue 3, pages 238-262, September.
• G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005, "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, volume 1, issue 1, pages 1-34, January, DOI: 10.1007/s10436-004-0002-7.
• Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2005, "A risk assessment model for banks," Annals of Finance, Springer, volume 1, issue 2, pages 197-224, September, DOI: 10.1007/s10436-004-0006-3.
• Jean-Charles Rochet & Stéphane Villeneuve, 2005, "Corporate portfolio management," Annals of Finance, Springer, volume 1, issue 3, pages 225-243, August, DOI: 10.1007/s10436-005-0018-7.
• Marcelo Pinheiro, 2005, "Informational asymmetries and a multiplier effect on price correlation and trading," Annals of Finance, Springer, volume 1, issue 4, pages 395-421, October, DOI: 10.1007/s10436-005-0017-8.
• 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.

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.