Research classified by Journal of Economic Literature (JEL) codes

2005

• Harry M. Kat, 2005, "The Dangers Of Mechanical Investment Decision-Making: The Case Of Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005, "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Bing Liang, 2005, "ALTERNATIVE INVESTMENTS: CTAs, HEDGE FUNDS, AND FUNDS-OF-FUNDS," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Harry M. Kat, 2005, "Managed Futures And Hedge Funds: A Match Made In Heaven," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005, "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• William Fung & David A. Hsieh, 2005, "Extracting Portable Alphas From Equity Long/Short Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Milind Sharma, 2005, "AIRAP—ALTERNATIVE RAPMs FOR ALTERNATIVE INVESTMENTS," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Sule Alan, 2005, "Entry Costs and Stock Market Participation Over the Life Cycle," Working Papers, York University, Department of Economics, number 2005_1, Jan.
• William N. Goetzmann & Massimo Massa & Andrei Simonov, 2005, "Portfolio Diversification, Proximity Investment and City Agglomeration," Yale School of Management Working Papers, Yale School of Management, number ysm452, Apr.
• William N. Goetzmann & Alok Kumar, 2005, "Why Do Individual Investors Hold Under-Diversified Portfolios?," Yale School of Management Working Papers, Yale School of Management, number ysm454, Apr.
• Fellner, Gerlinde & Sutter, Matthias, 2005, "Causes, consequences, and cures of myopic loss aversion: An experimental investigation," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 16/2005.
• Cai, Fang & Warnock, Francis E., 2005, "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,06.
• Brooks, Robin & Del Negro, Marco, 2005, "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,11.
• Memmel, Christoph & Wehn, Carsten, 2005, "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,02.
• Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel, 2005, "Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,03.
• Kempf, Alexander & Memmel, Christoph, 2005, "On the estimation of the global minimum variance portfolio," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 05-02.
• Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michael, 2005, "Equity culture and the distribution of wealth," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/20.
• Haliassos, Michael & Reiter, Michael, 2005, "Credit card debt puzzles," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/26.
• Agarwal, Sumit & Chomsisengphet, Souphala & Liu, Chunlin & Souleles, Nicholas S., 2005, "Do consumers choose the right credit contracts?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/32.
• Bertaut, Carol C. & Haliassos, Michael, 2005, "Credit cards: Facts and theories," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/19.
• Kluß, Norbert & Bayer, Marcus & Cremers, Heinz, 2005, "Wertsicherungsstrategien für das Asset Management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 62.
• Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2005, "Möglichkeiten der Strukturierung von Hedgefondsportfolios," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 68.
• Müller, Sebastian & Müller, Gerhard, 2005, "Sicherheits-orientiertes Portfoliomanagement," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 09/2005.
• Brooks, Robin & Del Negro, Marco, 2005, "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers, Kiel Institute for the World Economy, number 1244.
• Cai, Fang & Warnock, Francis E., 2005, "International Diversification at Home and Abroad," Kiel Working Papers, Kiel Institute for the World Economy, number 1246.
• Dreher, Axel & Siemers, Lars-H. R., 2005, "The Intriguing Nexus between Corruption and Capital Account Restrictions," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 35.
• Weißbach, Rafael & von Lieres und Wilkau, Carsten, 2005, "On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model Approach," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,06.
• Lawrenz, Claudia & Tschiersch, Patrick & Weißbach, Rafael, 2005, "Testing Homogeneity of Time-Continuous Rating Transitions," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,34.
• Breuer, Wolfgang & Gürtler, Marc, 2005, "Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation," Working Papers, Technische Universität Braunschweig, Institute of Finance, number FW17V4.
• Sennewald, Ken & Wälde, Klaus, 2005, ""Itô's Lemma" and the Bellman equation: An applied view," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 04/05.
• Sennewald, Ken & Wälde, Klaus, 2005, ""Ito's Lemma" and the Bellman equation for Poisson processes: An applied view," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 58.
• Schröder, Michael, 2005, "Is there a Difference? The Performance Characteristics of SRI Equity Indexes," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-50.
• 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.
• 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.
• 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.
• Centre for the Study of Living Standards, 2005, "What Explains the Canada-US ICT Investment Intensity Gap?," CSLS Research Reports, Centre for the Study of Living Standards, number 2005-06, Dec.
• 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.

2004

• 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.
• Taboga, Marco, 2004, "A Simple Model of Robust Portfolio Selection," MPRA Paper, University Library of Munich, Germany, number 16472, Jun.
• Gilroy, Bernard Michael & Lukas, Elmar, 2004, "Optionen der Internationalisierung: Motive ausländischer Direktinvestitionen in einem neuen Licht
  [Options of internationalisation: motives for foreign direct invetsment in a new light]," MPRA Paper, University Library of Munich, Germany, number 21539.
• Ji, Tingting, 2004, "Essays on consumer portfolio choice and credit risk," MPRA Paper, University Library of Munich, Germany, number 3161, Oct.
• Ji, Tingting, 2004, "Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling," MPRA Paper, University Library of Munich, Germany, number 3187, Oct.
• Lucena, Pierre & Fugueiredo, Antonio Carlos, 2004, "Pressupostos de Eficiência de Mercado: um estudo empírico na Bovespa
  [Assumptions of Market Efficiency: an empirical analysis at Bovespa/Brazil]," MPRA Paper, University Library of Munich, Germany, number 40884.
• Jonathan A. Parker & Christian Julliard, 2004, "Consumption Risk and the Cross-Section of Expected Returns," Working Papers, Princeton University, School of Public and International Affairs, Discussion Papers in Economics, number 138, Mar.
• Olivier Davanne, 2004, "Volatilité des marchés financiers et allocation d’actifs," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 177-201, DOI: 10.3406/ecofi.2004.5038.
• Serge Darolles & Gaëlle Le Fol, 2004, "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 231-243, DOI: 10.3406/ecofi.2004.5042.
• Caroline Marie-Jeanne, 2004, "Finance et éthique, la réconciliation ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 319-332, DOI: 10.3406/ecofi.2004.5047.
• Frédéric Gonand, 2004, "Fonds de pension américains : une évaluation du risque macroéconomique," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 291-311, DOI: 10.3406/ecofi.2004.4907.
• Francesco Giurda & Elias Tzavalis, 2004, "Is the Currency Risk Priced in Equity Markets?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 511, Mar.
• Ellis Connolly & Marion Kohler, 2004, "The Impact of Superannuation on Household Saving," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-01, Mar.
• Anthony Richards, 2004, "Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-05, Jun.
• Carol Alexander & Anca Dimitriu, 2004, "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-01, Jan.
• Carol Alexander & Anca Dimitriu, 2004, "A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-03, Mar.
• Dirk Krueger & Karsten Jeske, 2004, "Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises," 2004 Meeting Papers, Society for Economic Dynamics, number 100.
• Adam Szeidl & Raj Chetty, 2004, "Consumption Commitments and Asset Prices," 2004 Meeting Papers, Society for Economic Dynamics, number 354.
• Claudio Campanale, 2004, "Learning and the Return to Private Equity," 2004 Meeting Papers, Society for Economic Dynamics, number 650.
• Igor Livshits & Jim MacGee, 2004, "Accounting for the Rise in Consumer Bankruptcies in the U.S. and Canada," 2004 Meeting Papers, Society for Economic Dynamics, number 822.
• Myron Scholes, 2004, "The future of hedge funds," Journal of Financial Transformation, Capco Institute, volume 10, pages 8-11.
• John Mulvey, 2004, "The role of hedge funds for long-term investors," Journal of Financial Transformation, Capco Institute, volume 10, pages 23-28.
• François-Serge Lhabitant & Michelle Learned De Piante Vicin, 2004, "Finding the sweet spot of hedge fund diversification," Journal of Financial Transformation, Capco Institute, volume 10, pages 31-39.
• Christopher Kundro & Stuart Feffer, 2004, "Valuation issues and operational risk in hedge funds," Journal of Financial Transformation, Capco Institute, volume 10, pages 41-47.
• Ashley Kovas, 2004, "Hedge funds and U.K. regulation," Journal of Financial Transformation, Capco Institute, volume 10, pages 49-55.
• George Feiger & Pascal Botteron, 2004, "Should you, would you, could you invest in hedge funds?," Journal of Financial Transformation, Capco Institute, volume 10, pages 57-65.
• Carol Kaufman, 2004, "Shadow accounting: The evolving practice of exercising due diligence in fund reporting," Journal of Financial Transformation, Capco Institute, volume 10, pages 67-71.
• John Purvis, 2004, "An E.U.-wide passport for hedge funds," Journal of Financial Transformation, Capco Institute, volume 10, pages 74-78.
• Wolfgang Mansfeld, 2004, "A single market for hedge funds," Journal of Financial Transformation, Capco Institute, volume 10, pages 80-81.
• Shelby du Pasquier, 2004, "Marketing of hedge funds in Switzerland," Journal of Financial Transformation, Capco Institute, volume 10, pages 82-85.
• McFall Lamm, 2004, "The hedge fund revolution," Journal of Financial Transformation, Capco Institute, volume 10, pages 87-95.
• Peter Douglas, 2004, "Hedge funds in Asia," Journal of Financial Transformation, Capco Institute, volume 10, pages 97-105.
• Noel Amenc & Jean-René Giraud, 2004, "Key findings of the Edhec ‘European alternative multi-management practices’ survey," Journal of Financial Transformation, Capco Institute, volume 10, pages 107-113.
• Tycho Sneyers, 2004, "Private equity - An industry in transformation," Journal of Financial Transformation, Capco Institute, volume 10, pages 116-118.
• Ruud van Frederikslust & Roy van der Geest, 2004, "Initial returns and long-run performance of private equity-backed initial public offerings on the Amsterdam Stock Exchange," Journal of Financial Transformation, Capco Institute, volume 10, pages 121-127.
• Lars Hamich, 2004, "What lies beneath," Journal of Financial Transformation, Capco Institute, volume 11, pages 48-51.
• James Hedges, 2004, "Hedge fund indices," Journal of Financial Transformation, Capco Institute, volume 11, pages 52-56.
• Larry Epstein & Martin Schneider, 2004, "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 507, May.
• David Goldbaum & Bruce Mizrach, 2004, "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Departmental Working Papers, Rutgers University, Department of Economics, number 200414, Jun.
• Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004, "A Risk Assessment Model for Banks," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe11.
• Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004, "A Time Series Analysis of Financial Fragility in the UK Banking System," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe18.
• Chia-Hsuan Yeh, 2004, "Statistical Evidences for the Influence of GP's Representation on Forecasting," Computing in Economics and Finance 2004, Society for Computational Economics, number 156, Aug.
• D. Widijanto & S. Nagornii, 2004, "Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization," Computing in Economics and Finance 2004, Society for Computational Economics, number 160, Aug.
• Jan Wenzelburger & Volker Boehm, 2004, "On the performance of efficient portfolios," Computing in Economics and Finance 2004, Society for Computational Economics, number 197, Aug.
• Hendri Adriaens & Bas Donkers, 2004, "Extending the CAPM model," Computing in Economics and Finance 2004, Society for Computational Economics, number 204, Aug.
• Thomas Weitzenblum & Philippe Bernard, 2004, "Portfolio choice, life-cycle and idiosyncratic income risk : the semi-external habit formation approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 223, Aug.
• Ya-Chi Huang & Shu-Heng Chen, 2004, "Discussing the Survivability Issue in Agent-Based Artificial Stock Market," Computing in Economics and Finance 2004, Society for Computational Economics, number 300, Aug.
• Renato G. Flores Jr & Gustavo M. de Athayde, 2004, "A Strategy for Including Odd and Even-Numbered Higher Moments in Portfolio Selection," Computing in Economics and Finance 2004, Society for Computational Economics, number 341, Aug.
• Pierangelo Ciurlia & Ilir Roko, 2004, "Valuation of American Continuous-Installment Options," Computing in Economics and Finance 2004, Society for Computational Economics, number 345, Aug.
• Nalan Gulpinar & Berc Rustem, 2004, "Robust investment policies with bound forecasts," Computing in Economics and Finance 2004, Society for Computational Economics, number 68, Aug.
• Carl Chiarella & Chih-ying Hsiao, 2004, "Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming," Computing in Economics and Finance 2004, Society for Computational Economics, number 73, Aug.
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• Yannis Bilias & Michael Haliassos, 2004, "The Distribution of Gains from Access to Stocks," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 125, Sep.
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• 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.
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• 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.
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• 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.