Research classified by Journal of Economic Literature (JEL) codes

2006

• Foucault, Thierry & Gehrig, Thomas, 2006, "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series, HEC Paris, number 840, Apr.
• Gottshalg, Oliver & Zipser, Daniel, 2006, "Money chasing deals and chasing money - the impact of supply and demand on buyout performance," HEC Research Papers Series, HEC Paris, number 851, Jun.
• Manganelli, Simone, 2006, "A new theory of forecasting," Working Paper Series, European Central Bank, number 584, Jan.
• Fratzscher, Marcel & Daude, Christian, 2006, "The pecking order of cross-border investment," Working Paper Series, European Central Bank, number 590, Feb.
• Coche, Joachim & Nyholm, Ken & Koivu, Matti & Poikonen, Vesa, 2006, "Foreign reserves management subject to a policy objective," Working Paper Series, European Central Bank, number 624, May.
• De Santis, Roberto A. & Gérard, Bruno, 2006, "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series, European Central Bank, number 626, May.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2006, "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series, European Central Bank, number 641, Jun.
• De Santis, Roberto A., 2006, "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series, European Central Bank, number 678, Sep.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006, "Home bias in global bond and equity markets: the role of real exchange rate volatility," Working Paper Series, European Central Bank, number 685, Oct.
• Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006, "Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar," Working Paper Series, European Central Bank, number 694, Nov.
• Kiefer, Nicholas M. & Larson, C. Erik, 2006, "Specification and Informational Issues in Credit Scoring," Working Papers, Cornell University, Center for Analytic Economics, number 06-11, Oct.
• Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006, "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-18, Dec.
• Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene M., 2006, "Is There Hedge Fund Contagion?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-1, Feb.
• Kho, Bong-Chan & Stulz, Rene M. & Warnock, Francis E., 2006, "Financial Globalization, Governance, and the Evolution of the Home Bias," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-12, Jul.
• Cronqvist, Henrik, 2006, "Advertising and Portfolio Choice," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-16, Jul.
• Eiling, Esther & Gerard, Bruno & de Roon, Frans, 2006, "International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 06-2, Apr.
• Andres Vesilind, 2006, "Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves," Bank of Estonia Working Papers, Bank of Estonia, number 2006-04, Oct, revised 12 Oct 2006.
• Hutchinson, Marion & A Gul, Ferdinand, 2006, "The effects of executive share options and investment opportunities on firms’ accounting performance: Some Australian evidence," The British Accounting Review, Elsevier, volume 38, issue 3, pages 277-297, DOI: 10.1016/j.bar.2006.02.002.
• Covas, Francisco, 2006, "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 11, pages 2167-2190, November.
• Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2006, "Markets do not select for a liquidity preference as behavior towards risk," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 2, pages 279-292, February.
• Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006, "Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 5, pages 843-877, May.
• Bhamra, Harjoat S. & Uppal, Raman, 2006, "The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 6, pages 967-991, June.
• Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006, "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, volume 92, issue 2, pages 202-208, August.
• Menkhoff, Lukas & Schmeling, Maik, 2006, "A prospect-theoretical interpretation of momentum returns," Economics Letters, Elsevier, volume 93, issue 3, pages 360-366, December.
• Ehling, Paul & Ramos, Sofia B., 2006, "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, volume 13, issue 4-5, pages 396-416, October.
• Campa, Jose Manuel & Fernandes, Nuno, 2006, "Sources of gains from international portfolio diversification," Journal of Empirical Finance, Elsevier, volume 13, issue 4-5, pages 417-443, October.

2005

• 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.
• Rick Harbaugh, 2005, "Prospect Theory or Skill Signaling?," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2005-06.
• Claudio Campanale, 2005, "Increasing Returns To Savings And Wealth Inequality," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-20, May.
• Westerheide Peter, 2005, "Auswirkungen von Erbschaften und Schenkungen auf die Vermögensbildung privater Personen und Haushalte / The Importance of Intergenerational Transfers for Private Wealth Accumulation: Eine empirische Analyse auf der Basis des Sozio-oekonomischen Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 4, pages 459-481, August, DOI: 10.1515/jbnst-2005-0407.
• 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.
• Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid, 2005, "Do More Economists Hold Stocks?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2005-06, Apr.
• Markus K. Brunnermeier & Jonathan A. Parker, 2005, "Optimal Expectations," American Economic Review, American Economic Association, volume 95, issue 4, pages 1092-1118, September.
• Cabrini, Silvina M. & Stark, Brian G. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes, 2005, "Portfolios of Agricultural Market Advisory Services: How Much Diversification is Enough?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 37, issue 01, pages 1-14, April, DOI: 10.22004/ag.econ.43717.
• Ashraf, Nava & Karlan, Dean S. & Yin, Wesley, 2005, "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines," Center Discussion Papers, Yale University, Economic Growth Center, number 28411, DOI: 10.22004/ag.econ.28411.
• Rosella Nicolini & Francesco Menoncin, 2005, "The optimal behaviour of firms facing stochastic costs," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 640.05, Feb.
• Alipi Alipiev, 2005, "Necessity and Prerequisites for the Debt Market Development in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 101-107.
• Sandeep Kapur & Allan Timmermann, 2005, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0503, Jan.
• John Knight & Stephen Satchell, 2005, "Exact Properties of Measures of Optimal Investment for Institutional Investors," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0513, Sep.
• Alicia Garcia-Herrero, 2005, "Emerging Countries Sovereign Risk: Balance Sheets, Contagion and Risk Aversion," Working Papers, BBVA Bank, Economic Research Department, number 0501, Jun.
• Fousseni Chabi-Yo & René Garcia & Eric Renault, 2005, "The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments," Staff Working Papers, Bank of Canada, number 05-2, DOI: 10.34989/swp-2005-2.
• Francisco Covas, 2005, "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Staff Working Papers, Bank of Canada, number 05-26, DOI: 10.34989/swp-2005-26.
• Marco Taboga, 2005, "Maxmin Portfolio Choice," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 543, Feb.
• Esteban Gómez & Diego Vásquez & Camilo Zea, 2005, "Derivative Markets' Impact on Colombian Monetary Policy," Borradores de Economia, Banco de la Republica de Colombia, number 334, May, DOI: 10.32468/be.334.
• Diego Jara & Carolina Gómez & Andrés Pardo, 2005, "Análisis de eficiencia de los portafolio pensionales obligatorios en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 23, issue 49, pages 192-239, December, DOI: 10.32468/Espe.4905.
• Jhon Baude, 2005, "L impact des chocs boursiers sur le Crédit en France depuis le milieu des années quatre-vingt-dix," Working papers, Banque de France, number 132.
• Gest, I. & Grandjean, H., 2005, "Le patrimoine en valeurs mobilières des personnes physiques à fin décembre 2004," Bulletin de la Banque de France, Banque de France, issue 142, pages 75-84.
• Marionnet, D., 2005, "Placements financiers des ménages français : comparaisons européennes (1995-2004)," Bulletin de la Banque de France, Banque de France, issue 143, pages 53-64.
• Chassagne, F. & Noiville, V. & Ferrand-Eynard, J-B. & Grandjean, H., 2005, "Les valeurs mobilières détenues par les Français en mars 2005," Bulletin de la Banque de France, Banque de France, issue 143, pages 65-69.
• Bardos, M., 2005, "Les scores de la Banque de France : leur développement, leurs applications, leur maintenance," Bulletin de la Banque de France, Banque de France, issue 144, pages 63-73.
• Francesco Menoncin & Rosella Nicolini, 2015, "The optimal behaviour of firms facing stochastic costs," Working Papers, Barcelona School of Economics, number 161, Sep.
• Francesco Franzoni & José M. Marín, 2015, "Portable Alphas from Pension Mispricing," Working Papers, Barcelona School of Economics, number 227, Sep.
• Michael Haliassos & Michael Reiter, 2015, "Credit Card Debt Puzzles," Working Papers, Barcelona School of Economics, number 233, Sep.
• James J. Choi & David Laibson & Brigitte C. Madrian, 2005, "Are Empowerment and Education Enough? Underdiversification in 401(k) Plans," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 36, issue 2, pages 151-214.
• Patrick McGuire & Eli Remolona & Kostas Tsatsaronis, 2005, "Time-varying exposures and leverage in hedge funds," BIS Quarterly Review, Bank for International Settlements, March.
• Benjamin H Cohen, 2005, "Currency choice in international bond issuance," BIS Quarterly Review, Bank for International Settlements, June.
• Zoran Ivković & Scott Weisbenner, 2005, "Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments," Journal of Finance, American Finance Association, volume 60, issue 1, pages 267-306, February, DOI: 10.1111/j.1540-6261.2005.00730.x.
• Francisco Gomes & Alexander Michaelides, 2005, "Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence," Journal of Finance, American Finance Association, volume 60, issue 2, pages 869-904, April, DOI: 10.1111/j.1540-6261.2005.00749.x.
• Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005, "Thy Neighbor's Portfolio: Word‐of‐Mouth Effects in the Holdings and Trades of Money Managers," Journal of Finance, American Finance Association, volume 60, issue 6, pages 2801-2824, December, DOI: 10.1111/j.1540-6261.2005.00817.x.
• Egil Matsen, 2005, "Portfolio choice when managers control returns," Working Paper, Norges Bank, number 2005/15, Dec.
• Stephania Albanesi & Claudia Olivetti, 2005, "Home Production, Market Production and the Gender Wage Gap: Incentives and Expectations," Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics, number WP2005-004, Apr, revised Aug 2007.
• Junjian Miao & Neng Wang, 2005, "Investment, Consumption and Hedging under Incomplete Markets," Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics, number WP2005-011, Oct, revised Sep 2006.
• Claudia Olivetti & Stefania Albanesi, 2005, "Home Production, Market Production and the Gender Wage Gap: Incentives and Expectations," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-013, Apr.
• Ai Deng & Pierre Perron, 2005, "The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-046, Nov.
• Oswaldo Luiz do Valle Costa & Rodrigo de Barros Nabholz, 2005, "A Multi-Period Mean-Variance Portfolio Selection Problem," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 101-121.
• José Euclides de Melo Ferraz & Christian Johannes Zimmer, 2005, "Non-Linear Transaction Costs Inclusion in Mean-Variance Optimization," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 2, pages 195-221.
• Anna Zalewska, 2005, "Home bias and stock market development. The Polish experience," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 05/136, Nov.
• Rey, David & Schmid, Markus M., 2005, "Feasible Momentum Strategies - Evidence from the Swiss Stock Market," Working papers, Faculty of Business and Economics - University of Basel, number 2005/12.
• Sancetta, A., 2005, "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0506, Jan.
• Satchell, S.E. & Wright, S.M., 2005, "A Rank Approach to Equity Forecast Construction," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0553, Nov.
• Eugen Kovac, 2005, "Speculation and Survival in Financial Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp276, Sep.
• Christian Gollier, 2005, "Optimal Portfolio Management for Individual Pension Plans," CESifo Working Paper Series, CESifo, number 1394.
• Martin Vlcek, 2006, "Portfolio Choice with Loss Aversion, Asymmetric Risk-Taking Behavior and Segregation of Riskless Opportunities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-27, Apr.
• Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-18, Sep.
• Kevin Milligan, 2005, "Life-cycle asset accumulation and allocation in Canada," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 3, pages 1057-1106, August, DOI: 10.1111/j.0008-4085.2005.00316.x.
• Esteban G�mez & Diego V�squez & Camilo Zea, 2005, "Derivative Markets' Impact On Colombian Monetary Policy," Borradores de Economia, Banco de la Republica, number 2277, May.
• Diego Jara & Carolina G�mez & Andr�s Pardo, 2005, "Análisis de eficiencia de los portafolio pensionales obligatorios en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 23, issue 49, pages 192-239, DOI: 10.32468/Espe.4905.
• Sebastián Nieto, 2005, "The Macroeconomic Implications of the New Banking Capital Regulation in Emerging Markets: A Duopoly Model Adapted to Risk-Averse Banks," Revista de Economía del Rosario, Universidad del Rosario.
• Luís Diego Vélez Gómez, 2005, "Un juicio sobre el valor presente neto como criterio de decisión," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 9018, Nov.
• Enrique G. Mendoza, 2005, "Real Exchange Rate Volatility and the Price of Nontradable Goods in Economies Prone to Sudden Stops," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2005, pages 103-148.
• Beatriz Marulanda, 2005, "Del microcrédito a las microfinanzas en Colombia," Coyuntura Económica, Fedesarrollo.
• 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 & Polkovnichenko, Valery, 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.
• Bhamra, Harjoat Singh & Uppal, Raman, 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.
• Garlappi, Lorenzo & Wang, Tan & Uppal, Raman, 2005, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 5041, May.
• Garlappi, Lorenzo & DeMiguel, Victor & Uppal, Raman, 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.
• Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 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.
• Nava Ashraf & Dean S. Karlan & Wesley Yin, 2005, "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines," Working Papers, Economic Growth Center, Yale University, number 917, Jul.
• Mendoza, Enrique G., 2005, "Real exchange rate volatility and the price of nontradable goods in economies prone to sudden stops," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123316, Oct.
• Gomes, Francisco & Michaelides, Alexander, 2005, "Asset pricing with limited risk sharing and heterogeneous agents," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24649, Mar.
• Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de, 2005, "Comparing downside risk measures for heavy tailed distribution," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24671, Dec.
• Giannis Vardas & Anastasios Xepapadeas, 2005, "Robust Portfolio Choices and Asset Holdings," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 8, issue 1, pages 1-20, Summer.