Research classified by Journal of Economic Literature (JEL) codes

1986

• Richard A. Brealey, 1986, "An Introduction to Risk and Return from Common Stocks, 2nd Edition," MIT Press Books, The MIT Press, number 0262521164, edition 1, ISBN: ARRAY(0x8e74b060), December.

1985

• Albu, Lucian-Liviu & Camasoiu, Ion & Georgescu, George, 1985, "A quantifying method of microinvestment optimum," MPRA Paper, University Library of Munich, Germany, number 14928, Jan.
• Schachter, B, 1985, "Open Interest And Consensus Among Investors," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 2, pages 907-910, DOI: http://hdl.handle.net/10.2307/24908.
• Deborah A. Cobb-Clark & Vincent A. Hildebrand, 2006, "The Wealth of Mexican Americans," Journal of Human Resources, University of Wisconsin Press, volume 41, issue 4.

1983

• Casey, Cj, 1983, "Prior Probability Disclosure And Loan Officers Judgments - Some Evidence Of The Impact," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 300-307, DOI: http://hdl.handle.net/10.2307/24909.
• Hoskin, Re, 1983, "Opportunity Cost And Behavior," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 78-95, DOI: http://hdl.handle.net/10.2307/24909.
• Hawawini, Gabriel, 1983, "Why beta shifts as the return interval changes," MPRA Paper, University Library of Munich, Germany, number 44893, May.

1981

• Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981, "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper, University Library of Munich, Germany, number 45754.
• Dale, Charles & Workman, Rosemarie, 1981, "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 48639.
• Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981, "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 1, issue 3, pages 379-387, September.

1980

• Stark, Oded, 1980, "On the Role of Urban-to-Rural Remittances in Rural Development," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 16, issue 3, pages 369-374, DOI: 10.1080/00220388008421764.
• Dale, Charles & Workman, Rosemarie, 1980, "The arc sine law and the treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 46101, Nov.
• Vignola, Anthony & Dale, Charles, 1980, "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper, University Library of Munich, Germany, number 48812.
• Friedman, La & Neumann, Br, 1980, "The Effects Of Opportunity Costs On Project Investment Decisions - A Replication And Extension," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 2, pages 407-419, DOI: http://hdl.handle.net/10.2307/24905.

1979

• Nair, Rd, 1979, "Economic-Analyses And Accounting Techniques - Empirical-Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 1, pages 225-242, DOI: http://hdl.handle.net/10.2307/24903.
• Samuelson, Paul A., 1979, "Why we should not make mean log of wealth big though years to act are long," Journal of Banking & Finance, Elsevier, volume 3, issue 4, pages 305-307, December.
• Hawawini, Gabriel, 1979, "An assessment of risk in thinner markets: the Belgian case," MPRA Paper, University Library of Munich, Germany, number 33971.
• Vignola, Anthony & Dale, Charles, 1979, "Is the Futures Market for Treasury Bills Efficient?," MPRA Paper, University Library of Munich, Germany, number 48762.
• Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979, "Treasury/Federal Reserve Study of Treasury Futures Markets Volume I: Summary and Recommendations," MPRA Paper, University Library of Munich, Germany, number 58273, May.
• Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979, "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper, University Library of Munich, Germany, number 58897, May.

1978

• Neumann, Br & Friedman, La, 1978, "Opportunity Costs - Further Evidence Through An Experimental Replication," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 2, pages 400-410, DOI: http://hdl.handle.net/10.2307/24905.

1976

• Markowitz, Harry M, 1976, "Investment for the Long Run: New Evidence for an Old Rule," Journal of Finance, American Finance Association, volume 31, issue 5, pages 1273-1286, December.
• Mchugh, Aj, 1976, "Relationship Between Accounting And Internal Rate Of Return Measures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 181-186, DOI: http://hdl.handle.net/10.2307/24904.
• Livingstone, Jl & Vanbreda, Mf, 1976, "Relationship Between Accounting And Internal Rate Of Return Measures - Reply," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 187-188, DOI: http://hdl.handle.net/10.2307/24904.

1975

• Ohlson, Ja, 1975, "Complete Ordering Of Information Alternatives For A Class Of Portfolio-Selection Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 267-282, DOI: http://hdl.handle.net/10.2307/24903.

1974

• Becker, Sw & Ronen, J & Sorter, Gh, 1974, "Opportunity Costs - Experimental Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 2, pages 317-329, DOI: http://hdl.handle.net/10.2307/24903.

1973

• Abdelkhalik, Ar, 1973, "Effect Of Aggregating Accounting Reports On Quality Of Lending Decision - Empirical-Investigation," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 104-138, DOI: http://hdl.handle.net/10.2307/24900.
• Edmister, Ro & Oliver, Bl, 1973, "Discussion Of Effect Of Aggregating Accounting Reports On Quality Of Lending Decision - Empirical-Investigation," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 139-150, DOI: http://hdl.handle.net/10.2307/24900.
• Abdelkhalik, Ar, 1973, "Effect Of Aggregating Accounting Reports On Quality Of Lending Decision - Empirical-Investigation - Comment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 151-162, DOI: http://hdl.handle.net/10.2307/24900.

1972

• Ophir, T, 1972, "Discussion Of Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 102-104, DOI: http://hdl.handle.net/10.2307/24898.
• Ohlson, J, 1972, "Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 45-84, DOI: http://hdl.handle.net/10.2307/24898.
• Gonedes, Nj, 1972, "Discussion Of Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 85-101, DOI: http://hdl.handle.net/10.2307/24898.
• Mandelbrot, Benoit B, 1972, "Correction of an Error in "The Variation of Certain Speculative Prices" (1963)," The Journal of Business, University of Chicago Press, volume 45, issue 4, pages 542-543, October, DOI: 10.1086/295487.

1969

• Samuelson, Paul A, 1969, "Lifetime Portfolio Selection by Dynamic Stochastic Programming," The Review of Economics and Statistics, MIT Press, volume 51, issue 3, pages 239-246, August.
• Ball, R & Brown, P, 1969, "Portfolio Theory And Accounting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 2, pages 300-323, DOI: http://hdl.handle.net/10.2307/24899.

1967

• Dyckman, Tr, 1967, "Observations On Jensens Experimental Design For Study Of Effects Of Accounting Variations In Decision Making," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 5, issue 2, pages 221-229, DOI: http://hdl.handle.net/10.2307/24902.
• Jensen, Re, 1967, "Observations On Jensens Experimental Design For Study Of Effects Of Accounting Variations In Decision Making - Rejoinder," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 5, issue 2, pages 230-251, DOI: http://hdl.handle.net/10.2307/24902.

1966

• Jensen, Re, 1966, "Experimental Design For Study Of Effects Of Accounting Variations In Decision Making," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue 2, pages 224-238, DOI: http://hdl.handle.net/10.2307/24899.
• Horrigan, Jo, 1966, "Determination Of Long-Term Credit Standing With Financial Ratios," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 44-62, DOI: http://hdl.handle.net/10.2307/24901.
• Peck, Lg, 1966, "Determination Of Long-Term Credit Standing With Financial Ratios - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 63-66, DOI: http://hdl.handle.net/10.2307/24901.
• West, Rr, 1966, "Determination Of Long-Term Credit Standing With Financial Ratios - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 67-70, DOI: http://hdl.handle.net/10.2307/24901.

1963

• Benoit Mandelbrot, 1963, "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, volume 36, pages 394-394, DOI: 10.1086/294632.

56

• Bartłomiej Lisicki, 56, "Calendar anomalies as an example of interferences of the efficient market hypothesis – pandemic and post-pandemic economic reality," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 2, pages 215-234.

17

• Bonizzi, Bruno, 0017, "Institutional investors and emerging markets with intermediate exchange rate regimes: A stock-flow consistent model," MPRA Paper, University Library of Munich, Germany, number 67933, Nov.

0

• Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, , "How Much Would You Pay To Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 136671.
• Matteo Maggiori & Xavier Gabaix, , "International Liquidity and Exchange Rate Dynamics," Working Paper, Harvard University OpenScholar, number 181761.
• Matteo Maggiori & Stefano Giglio & Johannes Stroebel, , "No-Bubble Condition: Model-Free Tests in Housing Markets," Working Paper, Harvard University OpenScholar, number 181786.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, , "Money Doctors," Working Paper, Harvard University OpenScholar, number 228501.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, , "Money Doctors," Working Paper, Harvard University OpenScholar, number 69721.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, , "Salience and Asset Prices," Working Paper, Harvard University OpenScholar, number 69726.
• Larry Epstein & Emmanuel Farhi & Tomasz Strzalecki, , "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 8366.
• Franz Fuerst & Gianluca Marcato, , "Re-thinking Commercial Real Estate Market Segmentation," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2010-12.
• D. Seese & F. Schlottmann, , "The building blocks of complexity: a unified criterion and selected applications in risk management," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics, number 14.
• Jacinthe Cloutier & Hugo Chouinard, 0000, "Factors Influencing Knowledge of the Bitcoin Blockchain Among Canadian Adults," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15116802.
• Daniel Dupuis & Lawrence Kryzanowski, , "Governance and Short Sales," Finance Working Papers, School of Business Administration, American University of Sharjah, number 03-04/2015.
• Abdelaziz Chazi & Alexandra Theodossioub & Zaher Zantout, , "Investors’ Payout-form Preference and Taxes," Finance Working Papers, School of Business Administration, American University of Sharjah, number 06-05/2013.
• KiHoon Hong, 0, "Bitcoin as an alternative investment vehicle," Information Technology and Management, Springer, volume 0, issue , pages 1-11, DOI: 10.1007/s10799-016-0264-6.
• Szydlowski, Martin, 2019, "Incentives, project choice, and dynamic multitasking," Theoretical Economics, Econometric Society, volume 14, issue 3, July.
• Dillenberger, David & Gottlieb, Daniel & Ortoleva, Pietro, 2025, "Stochastic impatience and the separation of time and risk preferences," Theoretical Economics, Econometric Society, volume 20, issue 3, July.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000, "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-039/4, 00.
• Paul Gortner & Joël van der Weele, , "Peer Effects and Risk Sharing in Experimental Asset Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-027/I.
• Erik Kole & Reza Brink, , "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-029/IV.
• Satoshi Shimizutani & Hiroyuki Yamada, 2018, "Financial Literacy of Middle and Older Generations in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-010, Jun.
• Peter Christoffersen & Eric Ghysels & Norman R. Swanson, , "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 01-15.
• Katsutoshi Wakai, 2018, "A Factor Pricing Model under Ambiguity," Discussion papers, Graduate School of Economics , Kyoto University, number e-17-012, Mar.
• Weidong Lin & Abderrahim Taamouti, 2023, "Machine Learning Based Portfolio Selection Under Systemic Risk," Working Papers, University of Liverpool, Department of Economics, number 202311.
• Fang Yang & Xuan Liu & Zongwu Cai, 2013, "Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data," Departmental Working Papers, Department of Economics, Louisiana State University, number 2013-09, Sep.
• Parthajit Kayal & Janani Sri SG, 2020, "Going Beyond Gold: Can Equities be Safe-Haven?," Working Papers, Madras School of Economics,Chennai,India, number 2020-203, Sep.
• Ishani Chaudhuri & Parthajit Kayal, 2022, "Predicting Power of Ticker Search Volume in Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2022-214, Feb.
• Malvika Saraf & Parthajit Kayal, 2022, "How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2022-215, Feb.
• Thillaikkoothan Palanichamy & Parthajit Kayal, 2022, "Multiple Dimensions of Cyclicality in Investing," Working Papers, Madras School of Economics,Chennai,India, number 2022-216, Feb.
• Abhishek Subramanian & Parthajit Kayal, 2023, "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers, Madras School of Economics,Chennai,India, number 2023-242, Aug.
• Thomas J.Flavin & Dolores Lagoa-Varela, 2019, "On the stability of Stock-bond comovements across market conditions in the Eurozone periphery," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n295-19.pdf.
• Glenn Abela & William Gatt, , "Who are the (dis)savers? A look at household saving patters and wealth composition in Malta," CBM Policy Papers, Central Bank of Malta, number PP/01/2022.
• Kazufumi Yamana, 2016, "Structural Household Finance," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron279, May.
• Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2010, "Saving Rates and Portfolio Choice with Subsistence Consumption," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/01, Jan.
• Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, , "Capital preservation and current spending with Sovereign Wealth Funds and Endowment Funds: A simulation study," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 19222.
• Knu Anton Mork, , "A pitfall in models of external habit formation," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 20325.
• David Chambers & Elroy Dimson & Christophe Spaenjers, 0, "Art as an Asset: Evidence from Keynes the Collector," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 490-520.
• Ronald Doeswijk & Trevin Lam & Laurens Swinkels, 0, "Historical Returns of the Market Portfolio," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 521-567.
• Ing-Haw Cheng & Jeffrey Pontiff, 0, "Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 635-668.
• David C Ling & Chongyu Wang & Tingyu Zhou & Jeffrey Pontiff, 0, "A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 669-704.
• Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0, "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 791-833.
• Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2011, "Large Shareholder Diversification and Corporate Risk-Taking," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3601-3641.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011, "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3688-3730.
• Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2011, "Bond Ladders and Optimal Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 4123-4166.
• Muge Tasci & Ozlem Ozdemir, 2017, "Reactions of dissatisfied investors: exit, voice or loyalty," Journal of Financial Services Marketing, Palgrave Macmillan, volume 22, issue 3, pages 109-118, September, DOI: 10.1057/s41264-017-0027-4.
• Hyung-Suk Choi & Doojin Ryu & Sangik Seok, 2017, "The turn-of-the-year effect in mutual fund flows," Risk Management, Palgrave Macmillan, volume 19, issue 2, pages 131-157, May, DOI: 10.1057/s41283-017-0015-y.
• Mª Caridad Sevillano & Francisco Jareño, 2018, "The impact of international factors on Spanish company returns: a quantile regression approach," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 51-76, February, DOI: 10.1057/s41283-017-0027-7.
• Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018, "The two-moment decision model with additive risks," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 77-94, February, DOI: 10.1057/s41283-017-0028-6.
• Jukka Ilomäki, 2018, "Risk and return of a trend-chasing application in financial markets: an empirical test," Risk Management, Palgrave Macmillan, volume 20, issue 3, pages 258-272, August, DOI: 10.1057/s41283-018-0036-1.
• Xu Guo & Raymond H. Chan & Wing-Keung Wong & Lixing Zhu, 2019, "Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk," Risk Management, Palgrave Macmillan, volume 21, issue 2, pages 73-98, June, DOI: 10.1057/s41283-018-0043-2.
• Francesco Menoncin, , "Risk management for an internationally diversified portfolio," Working Papers, University of Brescia, Department of Economics, number ubs0404.
• Víctor M. Adame-García & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, , "Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-07, revised Jun 2015.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-03, Mar.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019, "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-05, Mar.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2019, "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-07, Mar.
• Takashi Nishiwaki, 2021, "Does Ambiguity Generate Demand for Options?," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2102, Apr.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 516.
• Roth, Christopher & Sonja Settele & Wohlfart, Johannes, 2021, "Risk Exposure and Acquisition of Macroeconomic Information," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1331.
• Peter D Spencer, , "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers, Department of Economics, University of York, number 03/16.
• Thorsten Hens & Klaus Schenk-Hopp�, , "Evolution of Portfolio Rules in Incomplete Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 074.
• Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 083.
• Igor V. Evstigneev & Klaus Rainer Schenk-Hopp�, , "From Rags to Riches: On Constant Proportions Investment Strategies," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 089.
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Market Selection and Survival of Investment Strategies," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 091.
• Enrico De Giorgi, , "Reward-Risk Portfolio Selection and Stochastic Dominance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 121.
• Enrico De Giorgi, , "A Note on Portfolio Selection under Various Risk Measures," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 122.
• Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, , "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 128.
• Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 139.
• Haim Levy & Enrico De Giorgi & Thorsten Hens, , "Prospect Theory and the CAPM: A contradiction or coexistence?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 157.
• Haim Levy & Enrico De Giorgi & Thorsten Hens, , "Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 161.
• Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Evolutionary Stable Stock Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 170.
• Thorsten Hens & Stefan Reimann & Bodo Vogt, , "Competitive Nash Equilibria and Two Period Fund Separation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 172.
• Enrico De Giorgi, , "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 185.
• Patrick Leoni, , "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 216.
• Adi Gunanto, 2023, "Accounting Conservatism and Earnings Responsiveness: An Empirical Study of Public Companies in Indonesia," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 1, pages 60-69, June.
• Jeko Milev, 2023, "Defined Contribution Pension Schemes in Central and Eastern European (CEE) Countries – Current Issues And Future Perspectives," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 1, pages 70-78, June.
• Damien Kunjal, 2023, "Does geopolitical risk matter for ETF flows in emerging markets?," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 2, pages 102-112, December.
• Ismael Loza-Vega, 2023, "Mexican sovereign bonds an opportunity for sustainable development and the impact of their profitability on the investor's portfolio," Scientia et PRAXIS, AMIDI Editorial, volume 3, issue 6, pages 69-89, July-Dece, DOI: 10.55965/setp.3.06.a4.
• Juan de Jesus Venegas-Flores & Marlen Hernandez-Ortiz & Imelda Ortiz-Medina, 2024, "Innovation in Portfolio Optimization through the Use of Genetic Algorithms for Sustainable Entrepreneurship in Volatile Markets," Scientia et PRAXIS, AMIDI Editorial, volume 4, issue 8, pages 61-89, July-Dece, DOI: 10.55965/setp.4.08.uady.a3.
• Dennis, Elliott & Schroeder, Ted & Renter, David, 2016, "Eliminating Arrival Antibiotic Treatment Economic Impacts on US Feedlots," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236201, May, DOI: 10.22004/ag.econ.236201.
• Cemil Senel, , "Constant Growth Dividend DiscountModel (DDM): A study on selected companies in Türkiye," Review of Socio - Economic Perspectives, Reviewsep, number 202367, DOI: 10.2478/rsep-2025-0020.
• Kenton K. Yee, 2007, "A Bayesian Framework for Combining Valuation Estimates," Papers, arXiv.org, number 0707.3482, Jul.
• Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris, 2007, "Sparse and stable Markowitz portfolios," Papers, arXiv.org, number 0708.0046, Jul, revised May 2008.
• Ivan O. Kitov & Oleg I. Kitov, 2008, "Exact prediction of S&P 500 returns," Papers, arXiv.org, number 0811.0376, Nov.
• T. Kaizoji & D. Sornette, 2008, "Market bubbles and crashes," Papers, arXiv.org, number 0812.2449, Dec.
• Winslow Strong & Jean-Pierre Fouque, 2010, "Diversity and Arbitrage in a Regulatory Breakup Model," Papers, arXiv.org, number 1003.5650, Mar, revised Dec 2010.
• Y. Malevergne & A. Saichev & D. Sornette, 2010, "Zipf's law and maximum sustainable growth," Papers, arXiv.org, number 1012.0199, Dec.
• G. Livan & S. Alfarano & E. Scalas, 2011, "The fine structure of spectral properties for random correlation matrices: an application to financial markets," Papers, arXiv.org, number 1102.4076, Feb.
• John Cotter & Franc{c}ois Longin, 2011, "Implied correlation from VaR," Papers, arXiv.org, number 1103.5655, Mar.
• Karl Case & John Cotter & Stuart Gabriel, 2011, "Housing risk and return: Evidence from a housing asset-pricing model," Papers, arXiv.org, number 1103.5971, Mar.
• John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Papers, arXiv.org, number 1110.4119, Oct.