Research classified by Journal of Economic Literature (JEL) codes

1997

• Klaassen, Pieter, 1997, "Solving stochastic programming models for asset/liability management using iterative disaggregation," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0010.
• Klaassen, Pieter, 1997, "Discretized reality and spurious profits in stochastic programming models for asset/liability management," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0011.
• Lucas, André, 1997, "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0056.
• Claus Munk, 1997, "Optimal Consumption/Investment Policies with Undiversifiable Income Risk and Borrowing Constraints," Finance, University Library of Munich, Germany, number 9712003, Dec.
• Michael Haliassos & Christis Hassapis, 1997, "Non-expected Utility, Saving, and Portfolios," Macroeconomics, University Library of Munich, Germany, number 9709003, Sep, revised 09 Jun 1999.
• Matthew I. Spiegel, 1997, "Stock Price Volatility in a Multiple Security Overlapping," Yale School of Management Working Papers, Yale School of Management, number ysm32, Nov.
• William Goetzmann & Philippe Jorion, 1997, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm53, Feb, revised 01 Aug 2000.
• Boleslav Gulko, 1997, "PSA Duration: Conquering the Prepayment Risk of Mortgage Portfolios," Yale School of Management Working Papers, Yale School of Management, number ysm56, Apr.
• Krahnen, Jan Pieter & Schmid, Frank A. & Theissen, Erik, 1997, "Performance and market share: Evidence from the German mutual fund industry," CFS Working Paper Series, Center for Financial Studies (CFS), number 1997/01.
• Battermann, Harald L. & Broll, Udo & Wahl, Jack E., 1997, "Constant relative risk aversion and form equivalence classes," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 345.
• Wang, Cheng, 1997, "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, volume 76, issue 1, pages 72-105, September.
• Gollier, Christian & Lindsey, John & Zeckhauser, Richard J., 1997, "Investment Flexibility and the Acceptance of Risk," Journal of Economic Theory, Elsevier, volume 76, issue 2, pages 219-241, October.
• Stambaugh, Robert F., 1997, "Analyzing investments whose histories differ in length," Journal of Financial Economics, Elsevier, volume 45, issue 3, pages 285-331, September.
• G. Dionne & F. Gagnon & K. Dachraoui, 1997, "Increases in risk and optimal portfolio," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-29.
• Urban J. Jermann, 1997, "International portfolio diversification and labor/leisure choice," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 119.
• Guillermo A. Calvo & Enrique G. Mendoza, 1997, "Rational herd behavior and the globalization of securities markets," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 120.
• Drudi, F. & Generale, A. & Majnoni, G., 1997, "Sensitivity of VAR Measures to Different Risk Models," Papers, Banca Italia - Servizio di Studi, number 317.
• Ohlson, J.A., 1997, "Revisiting the Basics of Return and Risk in Equilibrium," Papers, Columbia - Graduate School of Business, number 97-23.
• Bancel, F. & Richard, A., 1997, "The COncept of Financial Flexibility: A Note," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 97/133.
• Isakov, D. & Morard, B., 1997, "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.21.
• Stout, L.A., 1997, "Technology, Transactions Costs, and Investor Welfare: Is a Motley Fool Born Every Minute?," Papers, Georgetown University Law Center, number 97-5.
• Eeckhoudt,L. & Gollier, C., 1997, "Changing in Risk and Risk Taking: A Survey," Papers, Toulouse - GREMAQ, number 97.472.
• Etner, J. & Jouvet, P.-A,, 1997, "Choix d'investissement dans un modele a generations imbriquees avec incertitude et pollution," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.51.
• Eitan Goldman & Christopher S. Jones & Ron Kaniel, , "Free Cash Flow, Optimal Contracting, and Takeovers," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-97.
• Dionne, G. & Gagnon, F. & Dachraoui, K., 1997, "Increases in Risk and Optimal Portfolio," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9729.
• Augier, L. & Mokrane, M., 1997, "Strategic Uniformed Traders," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9739.
• Kang, J., 1997, "The Numeraire Portfolio Approach in Bond Portfolio Performance Evaluation," Papers, Rochester, Business - Ph.D.,, number 82.
• Dahlquist, Magnus & Söderlind, Paul, 1997, "Evaluating Portfolio Performance with Stochastic Discount Factors," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 175, May, revised 01 Sep 1998.
• Werner, Jan, 1997, "Arbitrage, Bubbles, and Valuation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 38, issue 2, pages 453-464, May.
• Wang, Cheng, 1997, "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 5170, Sep.
• Calvo, Guillermo A. & Mendoza, Enrique, 1997, "Rational Herd Behavior and the Globalization of Securities Markets," Working Papers, Duke University, Department of Economics, number 97-26.
• Bertaut, Carol C. & Haliassos, Michael, 1997, "Precautionary portfolio behavior from a life-cycle perspective," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 8-9, pages 1511-1542, June.
• Marco Antonio Bonomo & Rene Garcia, 1997, "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 368, Mar.
• Hiroya Akiba, 1997, "The Forward Exchange Rate and the Interest Rate within a Production Economy," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 12, pages 227-241.
• Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997, "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, volume 34, issue 9, pages 1475-1494, August, DOI: 10.1080/0042098975529.
• Ter Horst, J.R. & Verbeek, M.J.C.M., 1997, "Estimating short-run persistence in mutual fund performance," Discussion Paper, Tilburg University, Center for Economic Research, number 97.21.
• Hochgürtel, S., 1997, "Precautionary Motives and Portfolio Decisions," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-55.

1996

• Katz, B.G. & Owen, J., 1996, "The Investment Choices of Voucher Holders and Their Impact on Privarizad Firm Performance," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 96-08.
• Hochgürtel, S. & van Soest, A.H.O., 1996, "The Relation Between Financial and Housing Wealth of Dutch Households," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-82.
• Hochgürtel, S. & van Soest, A.H.O., 1996, "The Relation Between Financial and Housing Wealth of Dutch Households," Other publications TiSEM, Tilburg University, School of Economics and Management, number db5f1307-aa5a-4a4b-bec2-f.
• Carolyn Pitchik, 1996, "Irreversible, Unobservable, Costly Investment in the Presence of Rivals," Working Papers, University of Toronto, Department of Economics, number pitchik-96-01, Jul.
• Brouwer, F. & Ruiter, A.J.C. de, 1996, "Mean-downside risk versus mean-variance efficient asset class allocations in relation to the investment horizon," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0045.
• Carol C. Bertaut & Michael Haliassos, 1996, "Precautionary Portfolio Behavior from a Life-Cycle Perspective," Finance, University Library of Munich, Germany, number 9604001, Apr.
• J. S. Butler & Barry Schachter, 1996, "Improving Value-At-Risk Estimates By Combining Kernel Estimation With Historical Simulation," Finance, University Library of Munich, Germany, number 9605001, May.
• Matthew Spiegel, 1996, "Stock Price Volatility in a Multiple Security Overlapping Generations Model," Finance, University Library of Munich, Germany, number 9608002, Aug.
• Dionne, Georges & Gollier, Christian, 1996, "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, volume 13, issue 2, pages 147-162, September.
• Poterba, J.M. & Samwick, A.A., 1996, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-2.
• Chevalier, J. & Ellison, G., 1996, "Risk Taking by Mutual Funds as a Response to Incentives," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-3.
• Smith, L., 1996, "On the Irrelevance of Trade Timing," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-6.
• Ghysels, E. & Harvey, A. & Renault, E., 1996, "Stochastic Volatility," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9613.
• Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996, "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9615.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996, "Actifs financiers et theorie de la consommation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9617.
• Ghysels, E. & Harvey, A. & Renault, E., 1996, "Stochastic Volatility," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9613.
• Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996, "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9615.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996, "Actifs financiers et theorie de la consommation," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9617.
• Dale W. Jorgenson, 1996, "Investment - Vol. 1: Capital Theory and Investment Behavior," MIT Press Books, The MIT Press, number 0262100568, edition 1, ISBN: ARRAY(0x8e63e8d0), December.
• Kent Daniel & Sheridan Titman, 1996, "Evidence on the Characteristics of Cross Sectional Variation in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 5604, Jun.
• Chen, Zhiwu & Knez, Peter J, 1996, "Portfolio Performance Measurement: Theory and Applications," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 2, pages 511-555.
• Benoit F. Leleux & Veronique M. Matthys & Julian E. Lange, 1996, "Pricing High Growth Firms: Arbitrage Opportunities in the Inc. 100," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 5, issue 1, pages 43-60, Spring.
• Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele, 1996, "Income Risk, Borrowing Constraints, and Portfolio Choice," American Economic Review, American Economic Association, volume 86, issue 1, pages 158-172, March.
• Kandel, Shmuel & Stambaugh, Robert F, 1996, "On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, volume 51, issue 2, pages 385-424, June.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-155, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-158, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-159, Aug.
• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-186, Oct.
• Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996, "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 977, Jul.
• G. Dionne & C. Gollier, 1996, "A model of comparative statics for changes in stochastic returns with dependent risky assets," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 96-09.
• Carol C. Bertaut & Michael Haliassos, 1996, "Precautionary portfolio behavior from a life-cycle perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 542.
• Hurson, C. & Zopounidis, C., 1996, "Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b02.
• Hurson, C. & Zopounidis, C., 1996, "Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b03.
• Hooper, V. & Pointon, J., 1996, "Call Features and Term to Maturity of Callable Foreign Bonds," Papers, Australian National University - Department of Economics, number 306.
• Garvey, G.T. & Grant, S. & King, S.P., 1996, "A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs," Papers, Australian National University - Department of Economics, number 307.
• Connort, X. & Astus, P. & Sassenou, N., 1996, "Gestion quantitative active : introduction de contraintes probabilistes," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-05/f.
• Artus, P., 1996, "Crise financiere, strategie d'investissement dans les pays a risque, comportement des investisseurs," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 96-01/ei.
• Rubio, E.M., 1996, "Testing the CCAPM on Spanish Data: A New Approach," Papers, Centro de Estudios Monetarios Y Financieros-, number 9603.
• Browne, S., 1996, "Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management," Papers, Columbia - Graduate School of Business, number 96-16.
• Nielsen, L-T & Vassalou, M, 1996, "Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments," Papers, Columbia - Graduate School of Business, number 96-23.
• Moussu, C. & Thibierge, C., 1996, "Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 96/129.
• Cornu, P. & Pintado, X., 1996, "Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.11.
• Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B., 1996, "Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.12.
• Hoesli, M. & Lizieri, C. & Macgregor, B., 1996, "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.14.
• Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996, "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.15.
• Dionne, G. & Gollier, C., 1996, "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers, Toulouse - GREMAQ, number 96.420.
• Gollier, C. & Lindsey, J. & Zeckhauser, R., 1996, "Investment Flexibility and the Acceptance of Risk," Papers, Toulouse - GREMAQ, number 96.421.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996, "Actifs Financiers et Theorie de la Consommation," Papers, Toulouse - GREMAQ, number 96.426.
• Chollet, P. & Ginglinger, E., 1996, "La sous-evaluation des actions a bons de souscription d'actions a l'emission en France," Papers, Institut de Recherche en Gestion. Universite de Paris XII-, number 96-10.
• Purcal, S.T., 1996, "Optimal Portfolio Selection and Financial Planning," Papers, New South Wales - School of Economics, number 96/23.
• Bruce D. Grundy & Zvi Wiener, , "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-96.
• Domenico Cuoco & Jaksa Cvitanic, , "Optimal Consumption Choices for a "Large" Investor," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 4-96.
• Robert F. Stambaugh, , "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 5-96.
• Anup Agrawal & Charles R. Knoeber, , "Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 8-96.
• Dionne, G. & Gollier, C., 1996, "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9609.
• Irvine, P.J.A., 1996, "Do Analystz' Reports Generate Trade for Their Firms? Evidence from the Toronto Stock Exchange," Papers, Rochester, Business - Ph.D.,, number 77.

1995

• Arthur J. Raymond, 1995, "Short-Term Foreign Assets and Portfolio Risk," Eastern Economic Journal, Eastern Economic Association, volume 21, issue 3, pages 327-337, Summer.
• Rady, Sven, 1995, "Option pricing with a quadratic diffusion term," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119174, Nov.
• Sven Rady, 1995, "Option Pricing With a Quadratic Diffusion Term," FMG Discussion Papers, Financial Markets Group, number dp226, Nov.
• Kast, R. & Lapied, A., 1995, "Discrete Time Option Pricing with Bid-Ask Spreads," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a26.
• Venditti, A., 1995, "Altruism and Determinacy of Equilibria in Overlapping Generations Models with Externalities," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a27.
• Etner, J. & Jouvet, P.-A., 1995, "Choix d'investissement dans un modele a generations imbriquees avec incertitude et pollution," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a29.
• Avouyi-Dovi, S. & Caulet, R., 1995, "Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie I: breve synthese de la theorie," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1995-18/t.
• Avouyi-Dovi, S. & Caulet, R., 1995, "Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1995-19/t.
• Browne, S., 1995, "Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin," Papers, Columbia - Graduate School of Business, number 95-08.
• Browne, S., 1995, "The Return on Investment from Proportional Portfolio Strategies," Papers, Columbia - Graduate School of Business, number 95-09.
• Vassalou, M., 1995, "Tests of Alternative International Asset Pricing Models," Papers, Columbia - Graduate School of Business, number 95-27.
• Heal, G., 1995, "Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World," Papers, Columbia - Graduate School of Business, number 95-30.
• Edwards, F.R., 1995, "Mutual Funds and Financial Stability," Papers, Columbia - Graduate School of Business, number 95-31.
• Edwards, F.R. & Park, J.M., 1995, "Do Managed Futures Make Good Investments?," Papers, Columbia - Graduate School of Business, number 95-32.
• Arrondel, L., 1995, "Patrimoine et actifs financiers en 1992," Papers, Laval - Laboratoire Econometrie, number 29.
• Agell, J. & Berg, L. & Edin, P.A., 1995, "Tax Reform, Consumption and Asset Structure," Papers, Uppsala - Working Paper Series, number 16.
• Agell, J. & Berg, L. & Edin, P.A., 1995, "Tax Reform, Consumption and Asset Structure," Papers, Uppsala - Working Paper Series, number 1995-17.
• Renström, Thomas I. & Roszbach, Kasper, 1995, "Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 65, Aug.
• Caballé, Jordi & Pomansky, Alexey, 1995, "Mixed Risk Aversion," Working Paper Series, Research Institute of Industrial Economics, number 444, Nov.
• DIONNE, Georges & GOLLIER, Christian, 1995, "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9560.
• Louis Kaplow, 1991, "Taxation and Risk Taking: A General Equilibrium Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 3709, May.
• Shmuel Kandel & Robert F. Stambaugh, 1995, "On the Predictability of Stock Returns: An Asset-Allocation Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 4997, Jan.
• Marianne Baxter & Urban J. Jermann, 1995, "The International Diversification Puzzle is Worse Than You Think," NBER Working Papers, National Bureau of Economic Research, Inc, number 5019, Feb.
• Patric H. Hendershott & William C. LaFayette, 1995, "Debt Usage and Mortgage Choice: Sensitivity to Default Insurance Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 5069, Mar.
• William C. LaFayette & Donald R. Haurin & Patric H. Hendershott, 1995, "Endogenous Mortgage Choice, Borrowing Constraints and the Tenure Decision," NBER Working Papers, National Bureau of Economic Research, Inc, number 5074, Mar.
• Judith A. Chevalier & Glenn D. Ellison, 1995, "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers, National Bureau of Economic Research, Inc, number 5234, Aug.
• Kevin Grundy & Burton G. Malkiel, 1995, "Reports of Beta's Death Have Been Greatly Exaggerated," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 133, Sep.
• Hochgürtel, S. & Alessie, R.J.M. & van Soest, A.H.O., 1995, "Household portfolio allocation in the Netherlands : Saving accounts versus stocks and bonds," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-24.
• Jan Werner, 1995, "Arbitrage, bubbles and valuation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 121, Apr.
• José M. Marín & Jacques P. Olivier, 1995, "On the impact of leverage constraints on asset prices and trading volume," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 146, Nov, revised Aug 2002.
• Kovenock, D. & Phillips, G.M., 1995, "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 313.95.
• James M. Poterba & Andrew A. Samwick, 1995, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 26, issue 2, pages 295-372.
• Dumas, Bernard & Solnik, Bruno, 1995, "The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, volume 50, issue 2, pages 445-479, June.
• William N. Goetzmann & Susan M. Wachter, 1995, "Clustering Methods for Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, volume 23, issue 3, pages 271-310, September, DOI: 10.1111/1540-6229.00666.
• Dan Kovenock & Gordon M Phillips, 1995, "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 95-4, Mar.
• Dan Kovenock & Gordon M. Phillips, 1995, "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," CESifo Working Paper Series, CESifo, number 89.
• Richard Guay & Jean-François L'Her & Jean-Marc Suret, 1995, "Anomalies de marché et sélection des titres au Canada," CIRANO Papers, CIRANO, number 95c-02, Jan.
• Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.
• Wang, C., 1995, "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-08.
• Zhang, H.H., 1995, "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-24.
• Zhang, H.H., 1995, "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-26.
• Mauricio Cárdenas, 1995, "La inversión en Colombia 1950 - 1994," Coyuntura Económica, Fedesarrollo.
• Leonardo Villar, 1995, "Evolución de las importaciones: ciclos de apertura y restricción," Coyuntura Económica, Fedesarrollo.
• GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995, "Stochastic Volatility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995069, Dec.
• Frydman, R. & Pistor, K. & Rapaczynski, A., 1995, "Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 95-31.

1994

• Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele, 1994, "Income Risk, Borrowing Constraints and Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 888, Jan.
• Jean-Michel COURTAULT, 1994, "Économétrie du portefeuille : l’approche de l’information," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994024, Jun.
• Dumas, B. & Solnik, B., 1994, "The World Price of Foreign Exchange Risk," DELTA Working Papers, DELTA (Ecole normale supérieure), number 94-05.
• Dumas, B., 1994, "A Test of the International Capm using Business Cycles Indicators as Instrumental Variables," DELTA Working Papers, DELTA (Ecole normale supérieure), number 94-07.
• Cebula, Richard & Barth, James & Belton, Willie, 1994, "A Tobit Analysis of Determinants of Geographic Differentials in the Commercial Bank Closing Rate in the United States," MPRA Paper, University Library of Munich, Germany, number 51513, Oct.
• Armstrong, J. Scott & Brodie, Roderick J., 1994, "Effects of portfolio planning methods on decision making: experimental results," MPRA Paper, University Library of Munich, Germany, number 81684.
• Bernard Dumas & Bruno Solnik, 1994, "The world price of foreign exchange risk," Working Papers, HAL, number hal-00607984.
• Bernard Dumas, 1994, "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Chapters, National Bureau of Economic Research, Inc, "The Internationalization of Equity Markets".
• Bernard Dumas, 1994, "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 4657, Feb.
• Niko Canner & N. Gregory Mankiw & David N. Weil, 1994, "An Asset Allocation Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 4857, Sep.
• Terry Dorsey, 1994, "Portfolio Management for Privately-Held Securities: Investment Selection and Performance Measurement," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 3, issue 2, pages 171-176, Spring.

1993

• Michael Haliassos & Andrew B. Lyon, 1993, "Progressivity of Capital Gains Taxation with Optimal Portfolio Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 4253, Jan.
• Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1993, "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 4294, Mar.
• Bernard Dumas & Bruno Solnik, 1993, "The World Price of Foreign Exchange Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 4459, Sep.
• Zuliu Hu, 1993, "Risk Taking and Optimal Taxation in the Presence of Nontradable Human Capital," IMF Staff Papers, Palgrave Macmillan, volume 40, issue 3, pages 622-637, September.
• Michael G. Papaioannou & Tugrul Temel, 1993, "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ARCH Methodology," IMF Staff Papers, Palgrave Macmillan, volume 40, issue 3, pages 663-679, September.
• Dumas, B. & Solnik, B., 1993, "The World Price of Foreign Exchange Risk," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 93-9.
• Tugrul Temel & Mr. Michael G. Papaioannou, 1993, "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ArCH Methodology," IMF Working Papers, International Monetary Fund, number 1993/010, Feb.
• Baxter, M. & Jermann, U.J., 1993, "The International Diversification Puzzle is Worse than you Think," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 350.
• Bloch, M. & Guerard, J. & Markowitz, H. & Todd, P. & Xu, G., 1993, "A comparison of some aspects of the U.S. and Japanese equity markets," Japan and the World Economy, Elsevier, volume 5, issue 1, pages 3-26, May.

1992

• Brainard, William C & Tobin, James, 1992, "On the Internationalization of Portfolios," Oxford Economic Papers, Oxford University Press, volume 44, issue 4, pages 533-565, October.
• Jianjun Miao & Rui Albuquerque, 2008, "Advance Information and Asset Prices," 2008 Meeting Papers, Society for Economic Dynamics, number 44.

1991

• Brainard, William & Tobin, James, 1991, "On the Internationalization of Portfolios," Discussion Papers, The Research Institute of the Finnish Economy, number 389.
• Markowitz, Harry M, 1991, "Foundations of Portfolio Theory," Journal of Finance, American Finance Association, volume 46, issue 2, pages 469-477, June.
• Lambert, Ra & Larcker, Df & Verrecchia, Re, 1991, "Portfolio Considerations In Valuing Executive-Compensation," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 129-149, DOI: http://hdl.handle.net/10.2307/24910.
• Karl E. Case & Robert J. Shiller & Allan N. Weiss, 1991, "Index-Based Futures and Options Markets in Real Estate," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1006, Dec.
• William C. Brainard & James Tobin, 1991, "On the Internationalization of Portfolios," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 991, Oct.
• O'Donnell, Owen & Propper, Carol, 1991, "Equity and the distribution of UK National Health Service resources," Journal of Health Economics, Elsevier, volume 10, issue 1, pages 1-19, May.
• Jones, Andrew M., 1991, "An econometric investigation of low birth weight in the United States," Journal of Health Economics, Elsevier, volume 10, issue 1, pages 81-99, May.
• O'Donnell, Owen & Propper, Carol, 1991, "Equity and the distribution of U.K. National Health Service resources," Journal of Health Economics, Elsevier, volume 10, issue 2, pages 247-249, July.
• Jones, Andrew M., 1991, "An econometric investigation of low birth weight in the United States," Journal of Health Economics, Elsevier, volume 10, issue 3, pages 381-381, October.
• Foldes, Lucien, 1991, "Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5138, Jan.
• Stark, Oded, 1991, "Migration in LDCs: Risk, Remittances, and the Family," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 28, issue 4, pages 39-41, DOI: 10.5089/9781451951790.022.A013.

1990

• Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues., 1990, "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Economics Working Papers, University of California at Berkeley, number 90-134, Jan.
• Albert Marcet & Kenneth J. Singleton, 1990, "Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 319, Apr, revised Jul 1998.
• Harry M. Markowitz, 1990, "Foundations of Portfolio Theory," Nobel Prize in Economics documents, Nobel Prize Committee, number 1990-1, Dec.
• Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony, 1990, "The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt3xh3d7xn, Jan.
• Foldes, Lucien, 1990, "Optimal sure portfolio plans," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5137, Nov.
• Foldes, Lucien, 1990, "Certainty equivalence in the continuous-time portfolio-cum-saving model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5144, Jan.
• Kuchiki, Akifumi, 1990, "The Pricing Mechanism of Primary Commodities since the 1970s," The Developing Economies, Institute of Developing Economies, Japan External Trade Organization(JETRO), volume 28, issue 1, pages 95-110, March.

1989

• Foldes, Lucien, 1989, "Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5142, Jan.

1988

• Dwayne Benjamin, 1988, "Household Composition and Labor Demand: A Test of Rural Labor Market Efficiency," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 624, Nov.
• Rafael Cosgaya & Ildefonso Grande, 1988, "La bolsa de Bilbao: evolución y perspectivas de futuro," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 13, issue 04, pages 286-301.
• Benjamin, D., 1988, "Household Conposition And Labor Demand: A Test Of Rural Labor Market Efficiency," Papers, Princeton, Woodrow Wilson School - Public and International Affairs, number 140.

1987

• Carlsson, Bo, 1987, "Productivity Analysis: A Micro-to-Macro Perspective," Working Paper Series, Research Institute of Industrial Economics, number 181, Dec, revised Mar 1990.
• Earl, Peter, 1987, "Handbook of behavioral economics. vol. A 1986: behavioral microeconomics : Benjamin Gilad and Stanley Kaish (eds.), JAI Press, Greenwich, CT, 1986. pp. xxiii + 352," Journal of Economic Psychology, Elsevier, volume 8, issue 3, pages 385-385, September.
• Earl, Peter, 1987, "Handbook of behavioral economics. vol. B 1986: Behavioral macroeconomics. : Benjamin Gilad and Stanley Kaish (eds.), JAI Press, Greenwich, CT, 1986. pp. xxiii + 352," Journal of Economic Psychology, Elsevier, volume 8, issue 3, pages 385-388, September.

1986

• Södersten, Jan, 1986, "The Investment Funds System Reconsidered," Working Paper Series, Research Institute of Industrial Economics, number 174, Dec, revised Jan 1988.