Research classified by Journal of Economic Literature (JEL) codes

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• Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011, "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Papers, arXiv.org, number 1111.6826, Nov.
• John Cotter & Stuart Gabriel & Richard Roll, 2012, "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers, arXiv.org, number 1208.0371, Aug.
• Frank Riedel & Tobias Hellmann, 2013, "The Foster-Hart Measure of Riskiness for General Gambles," Papers, arXiv.org, number 1301.1471, Jan.
• Grzegorz Michalski, 2013, "Portfolio Management Approach in Trade Credit Decision Making," Papers, arXiv.org, number 1301.3823, Jan.
• Grzegorz Michalski, 2013, "Planning Optimal From the Firm Value Creation Perspective Levels of Operating Cash Investments," Papers, arXiv.org, number 1301.3824, Jan.
• Grzegorz Michalski, 2013, "Value-Based Inventory Management," Papers, arXiv.org, number 1301.3826, Jan.
• Jianqing Fan & Yuan Liao & Xiaofeng Shi, 2013, "Risks of Large Portfolios," Papers, arXiv.org, number 1302.0926, Feb.
• Luis H. R. Alvarez E. & Pekka Matomaki & Teppo A. Rakkolainen, 2013, "A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions," Papers, arXiv.org, number 1302.4181, Feb.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2013, "On the pricing and hedging of options for highly volatile periods," Papers, arXiv.org, number 1304.4688, Apr.
• Matthias Raddant & Friedrich Wagner, 2013, "Phase Transition in the S&P Stock Market," Papers, arXiv.org, number 1306.2508, Jun, revised Jun 2015.
• Krenar Avdulaj & Jozef Barunik, 2013, "Can we still benefit from international diversification? The case of the Czech and German stock markets," Papers, arXiv.org, number 1308.6120, Aug, revised Sep 2013.
• Th'eophile Griveau-Billion & Jean-Charles Richard & Thierry Roncalli, 2013, "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," Papers, arXiv.org, number 1311.4057, Nov.
• Qian Lin & Frank Riedel, 2014, "Optimal consumption and portfolio choice with ambiguity," Papers, arXiv.org, number 1401.1639, Jan.
• Vladislav Kargin, 2003, "Optimal Convergence Trading," Papers, arXiv.org, number math/0302104, Feb, revised Aug 2003.
• Giuseppe Garofalo & Alessandro Sansone, 2006, "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Papers, arXiv.org, number physics/0607276, Jul.
• Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, , "On the Explaination of Empirical Regularities: The statistical models of stock returns," DEOS Working Papers, Athens University of Economics and Business, number 1220.
• Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, , "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers, Athens University of Economics and Business, number 1318.
• Marco Fanari & Enrico Bernardini & Elisabetta Cecchet & Francesco Columba & Johnny Di Giampaolo & Gabriele Fraboni & Donatella La Licata & Simone Letta & Gianluca Mango & Gabriele Fraboni, 2025, "Stewardship Policies. A Survey of the Main Issues," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 65, Oct.
• Diego Jara, 2006, "Modelo de la Regulación de las AFP en Colombia y su Impacto en el Portafolio de los Fondos de Pensiones," Borradores de Economia, Banco de la Republica de Colombia, number 416, Nov, DOI: 10.32468/be.416.
• Dieo Jara, 2006, "Propuestas Dirigidas A Mejorar La Eficiencia De Los Fondos De Pensiones," Borradores de Economia, Banco de la Republica de Colombia, number 423, Dec, DOI: 10.32468/be.423.
• Alejandro Reveiz & Carlos Eduardo León Rincón, 2008, "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia, Banco de la Republica de Colombia, number 488, Feb, DOI: 10.32468/be.488.
• Alejandro Revéiz Herault & Sebastian Rojas, 2008, "The case for active management from the perspective of Complexity Theory," Borradores de Economia, Banco de la Republica de Colombia, number 495, Mar, DOI: 10.32468/be.495.
• Alejandro Reveiz & Carlos León, 2008, "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 506, Apr, DOI: 10.32468/be.506.
• Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008, "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 507, Apr, DOI: 10.32468/be.507.
• Alejandro Reveiz Herault, 2008, "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," Borradores de Economia, Banco de la Republica de Colombia, number 511, Apr, DOI: 10.32468/be.511.
• Alejandro Reveiz & Carlos León, 2008, "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia, Banco de la Republica de Colombia, number 520, Jun, DOI: 10.32468/be.520.
• Carlos Leon & Juan Mario Laserna, 2008, "Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo," Borradores de Economia, Banco de la Republica de Colombia, number 523, Aug, DOI: 10.32468/be.523.
• Dairo Estrada & Angela González Arbelaéz & Javier Gutiérrez Rueda, 2008, "The Effects of Diversification on Banks’ Expected Returns," Borradores de Economia, Banco de la Republica de Colombia, number 524, Aug, DOI: 10.32468/be.524.
• Martha R. López & Juan D. Prada & Norberto Rodríguez N., 2008, "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia, Banco de la Republica de Colombia, number 525, Aug, DOI: 10.32468/be.525.
• Carlos León & Francisco Vivas, 2010, "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 603, May, DOI: 10.32468/be.603.
• Carlos León & Alejandro Reveiz, 2010, "Portfolio Optimization and Long-Term Dependence," Borradores de Economia, Banco de la Republica de Colombia, number 622, Sep, DOI: 10.32468/be.622.
• Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2010, "La persistencia estadística de la inflación en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 623, Oct, DOI: 10.32468/be.623.
• Carlos Léon & Daniel vela, 2011, "Foreign reserves’ strategic asset allocation," Borradores de Economia, Banco de la Republica de Colombia, number 645, Mar, DOI: 10.32468/be.645.
• Louisa Chen & Koji Takahashi, 2024, "The road to net zero: a fund flow investigation," BIS Working Papers, Bank for International Settlements, number 1220, Oct.
• Xavier Gabaix & Ralph S J Koijen & Robert Richmond & Motohiro Yogo, 2024, "Artificial intelligence and big holdings data: Opportunities for central banks," BIS Working Papers, Bank for International Settlements, number 1222, Oct.
• Dong Lou & Gabor Pinter & Semih Uslu & Danny Walker, 2024, "Bond supply, yield drifts and liquidity provision before macroeconomic announcements," BIS Working Papers, Bank for International Settlements, number 1232, Dec.
• Hui Chen & Nengjiu Ju & Jianjun Miao, , "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-015.
• Rui Albuquerque & Jianjun Miao, , "Advance Information and Asset Prices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-017.
• Hui Chen & Jianjun Miao & Neng Wang, , "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-018.
• Jianjun Miao, , "Ambiguity, Risk and Portfolio Choice under Incomplete Information," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-019.
• Manfred Gilli & Evis Këllezi & Hilda Hysi, 2006, "A Data-Driven Optimization Heuristic for Downside Risk Minimization," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-02, Jun.
• Igor Evstigneev & Dhruv Kapoor, 2007, "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-32, Oct.
• J.B. Satinover & D. Sornette, 2008, "Anomalous Returns in a Neural Network Equity-Ranking Predictor," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-15, Jul.
• Manfred Gilli & Enrico Schumann, 2008, "Distributed Optimisation of a Portfolio's Omega," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-17, Jul.
• Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008, "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-30, Oct.
• Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, 2008, "Asset Market Games of Survival," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-31, Oct.
• Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS, 2008, "Bond Ladders and Optimal Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-32, Jul.
• Gilles DANIEL & Didier SORNETTE & Peter WOHRMANN, 2008, "Look-Ahead Benchmark Biasin Portfolio Performance Evaluation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-33, Oct.
• Manfred GILLI & Enrico SCHUMANN & Giacomo DI TOLLO & Gerda CABEJ, 2008, "Constructing Long/Short Portfolios with the Omega ratio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-34, Oct.
• Rajna GIBSON & Songtao WANG, 2008, "Hedge fund alphas: do they reflect managerial skills or mere compensation for liquidity risk bearing?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-37, Oct.
• Camilo SERRANO & Martin HOESLI, 2008, "Global Securitized Real Estate Benchmarks and Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-39, Nov.
• Rabah AMIR & Igor V. EVSTIGNEEV & Le XU, 2008, "Strategies of Survival in Dynamic Asset Market Games," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-41, Oct.
• Maria Cecilia BUSTAMANTE, 2008, "What do frictions mean for Q-theory testing?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-47, Nov.
• Bernard DUMAS & Andrew LYASOFF, 2008, "Incomplete-Market Equilibria Solved Recursively on an Event Tree," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-49, Dec.
• Jaksa CVITANIC & Semyon MALAMUD, 2009, "Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-03, Jan.
• Shengsui HU & Yannick MALEVERGNE & Didier SORNETTE, 2009, "Investors’ Misperception: A Hidden Source of High Markups in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-04, Jan.
• David B. BROWN & Enrico G. DE GIORGI & Melvyn SIM, 2009, "A Satiscing Alternative to Prospect Theory," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-19, May.
• Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2009, "Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-20, May.
• Elias OIKARINEN & Martin HOESLI & Camilo SERRANO, 2009, "Linkages Between Direct and Securitized Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-26, Jun.
• Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2009, "Survival and Evolutionary Stability of the Kelly Rule," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-32, Aug.
• Jaksa CVITANIC & Semyon MALAMUD, 2009, "Equilibrium Driven by Discounted Dividend Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-34, Aug.
• Michael A.H. DEMPSTER & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, 2009, "Growing wealth with fixed-mix strategies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-37, Aug.
• Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009, "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-41, Aug.
• Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010, "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-36, Aug.
• Martin HOESLI & Kustrim REKA, 2010, "Volatility Spillovers, Asymmetry and Extreme Events in Securitized Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-40, Sep.
• Eric JONDEAU & Michael ROCKINGER, 2010, "Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-41, Aug.
• Jaksa CVITANIC & Semyon MALAMUD, 2010, "Nonmyopic Optimal Portfolios in Viable Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-42, Oct.
• Eric JONDEAU & Emmanuel JURCZENKO & Michael ROCKINGER, 2010, "Moment Component Analysis: An Illustration with International Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-43, Sep.
• Xiaohui NI & Yannick MALEVERGNE & Didier SORNETTE & Peter WOEHRMANN, 2011, "Robust reverse engineering of crosssectional returns and improved portfolio allocation performance using the CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-03, Jan.
• Philippe BACCHETTA & Cedric TILLE & Eric VAN WINCOOP, 2011, "Regulating Asset Price Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-04, Jan.
• Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011, "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-07, Jan.
• Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011, "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-10, Mar.
• Damir FILIPOVIC & Robert KREMSLEHNER & Alexander MUERMANN, 2011, "Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-11, Mar.
• Mathias BEIGLBÖCK & Johannes MUHLE-KARBE & Johannes TEMME, 2011, "Utility Maximization, Risk Aversion, and Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-18, Apr.
• Amelie BRUNE & Thorsten HENS & Marc Olivier RIEGER & Mei WANG, 2011, "The war puzzle: contradictory effects of international conflicts on stock markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-21, May.
• Jorgen HAUG & Thorsten HENS & Peter WOHRMANN, 2011, "Risk Aversion in the Large and in the Small," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-24, Jun.
• Florian EUGSTER & Alexander F. WAGNER, 2011, "When and How is Voluntary Disclosure Quality Reflected in Equity Prices?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-25, Jun.
• Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER, 2011, "Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-33, Mar.
• Harald HAU & Sandy LAI, 2011, "The Role of Equity Funds in the Financial Crisis Propagation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-35, Sep.
• Marc S. Paolella, 2011, "Multivariate Asset Return Prediction with Mixture Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-52, Nov.
• Andreas D. Huesler & Yannick Malevergne & Didier Sornette, 2012, "Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-01, Feb.
• Harald Hau, 2012, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-07, Feb.
• Halil Mete Soner & Nizar Touzi, 2012, "Homogenization and Asymptotics for Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-13, Mar.
• Martin Hoesli & Elias Oikarinen, 2012, "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-15, Mar.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Martin Hoesli & Eva Liljeblom & Anders Löflund, 2012, "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-22, May.
• Christoph Czichowsky & Martin Schweizer, 2012, "Convex Duality in Mean Variance Hedging Under Convex Trading Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-24, Jun.
• Christoph Czichowsky & Martin Schweizer, 2012, "Cone-Constrained Continuous-Time Markowitz Problems," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-25, Jun.
• Alain Chaney & Martin Hoesli, 2012, "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-28, Aug.
• Jan Kallsen & Johannes Muhle-Karbe, 2012, "Option Pricing and Hedging with Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-30, Sep.
• Fabian Ackermann & Walt Pohl & Karl Schmedders, 2012, "Optimal and Naive Diversification in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-36, Nov.
• Rajna Gibson & Songtao Wang, 2012, "Market Belief Risk and the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-37, Nov.
• Volodymyr Vovchak, 2012, "Liquidity and Liquidity Risk in the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-44, Jun.
• Volodymyr VOVCHAK, 2014, "Liquidity and Investment Horizon," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-02, Jan.
• Rajna Gibson BRANDON & Nikolay RYABKOV, 2014, "Long/Short Equity Hedge Funds and Systematic Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-05, Jan.
• Semyon MALAMUD, 2014, "Portfolio Selection with Options and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-08, Feb.
• Ren LIU & Johannes MUHLE-KARBE & Marko WEBER, 2014, "Rebalancing with Linear and Quadratic Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-16, Feb.
• Ludovic MOREAU & Johannes MUHLE-KARBE & Halil Mete SONER, 2014, "Trading with Small Price Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-17, Feb, revised Mar 2015.
• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014, "Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices OR from SSRN: Individual Reaction to Past Performance Sequences: Evidence from a Real Marketplace," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-19, Mar, revised Jan 2015.
• Patrick GAGLIARDINI & Christian GOURIEROUX & Mirco RUBIN, 2014, "Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-20, Mar.
• Thorsten HENS & János MAYER, 2014, "Theory Matters for Financial Advice!," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-22, Mar.
• Thorsten HENS & János MAYER, 2014, "Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-23, Mar.
• Paul SCHNEIDER, 2014, "Generalized Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-29, Jul.
• Florian PELGRIN & Pascal ST-AMOUR, 2014, "Life Cycle Responses to Health Insurance Status," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-31, May, revised Jun 2015.
• Jochen KRAUSE & Marc S. PAOLELLA, 2014, "A Fast, Accurate Method for Value at Risk and Expected Shortfall," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-40, Jun.
• Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Asset Prices with Temporary Shocks to Consumption," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-41, Aug.
• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014, "A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-42, Jun, revised Dec 2014.
• Eric JONDEAU & Qunzi ZHANG, 2014, "Asymmetric Beta Comovement and Systematic Downside Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-59, Nov.
• Bruno BOUCHARD & Ludovic MOREAU & Mete SONER, 2014, "Hedging Under an Expected Loss Constraint with Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-60, Oct.
• Kasper LARSEN & Mete SONER & Gordan ZITKOVIC, 2014, "Facelifting in Utility Maximization," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-61, Oct.
• Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014, "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-67, Dec.
• Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-68, Dec, revised Nov 2015.
• Martin DUDLER & Bruno GMUER & Semyon MALAMUD, 2014, "Risk-Adjusted Time Series Momentum," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-71, Sep, revised Jan 2015.
• Jan KALLSEN & Johannes MUHLE-KARBE, 2014, "High-Resilience Limits of Block-Shaped Order Books," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-72, Sep.
• Markus LEIPPOLD & Jacob STROMBERG, 2014, "Strategic Technology Adoption and Hedging under Incomplete Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-73, Nov, revised Jan 2015.
• Matthias Doepke, , "Occupational Choice and the Spirit of Capitalism," UCLA Economics Online Papers, UCLA Department of Economics, number 419.
• Kjetil Storesletten & Chris Telmer & Amir Yaron, , "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 226.
• Harold Zhang, , "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 31.
• ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009, "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2299, Jan, DOI: 10.1080/14697680902785284.
• Shuo Cao & Huichou Huang & Ruirui Liu & Ronald MacDonald, 2017, "The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_013, Jul.
• Oliver D. Bunn & Robert J. Shiller, , "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1950.
• Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: what gain for investors?," Working Papers, Deakin University, Department of Economics, number fe_2013_02, Jan, DOI: 10.1016/j.jbankfin.2013.07.009.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Working Papers, Deakin University, Department of Economics, number fe_2014_08, Jan, DOI: 10.1016/j.jbankfin.2014.01.008.
• Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014, "How profitable is the Indian stock market?," Working Papers, Deakin University, Department of Economics, number fe_2014_14, Jan, DOI: 10.1016/j.pacfin.2014.07.001.
• Ranjeeni, Kumari & Sharma, Susan Sunila, 2015, "The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors," Working Papers, Deakin University, Department of Economics, number fe_2015_15, Jan, DOI: 10.1080/1540496X.2015.1061383.
• Burcu ERDOGAN & Guglielmo MARIA CAPORALE & Vladimir KUZIN, 2010, "Testing Stock Market Convergence: A Non-linear Factor Approach," EcoMod2010, EcoMod, number 259600051, May.
• Rania HENTATI & Jean-Luc PRIGENT, 2010, "Structured Portfolio Analysis under SharpeOmega Ratio," EcoMod2010, EcoMod, number 259600073, May.
• Romulo CHUMACERO & Solange BERSTEIN, 2010, "Quantifying the Costs of Investment Limits for Chilean Pension Funds," EcoMod2004, EcoMod, number 330600038, Jan.
• Miguel LEBRE DE FREITAS, 2010, "Currency Substitution, Portfolio Diversification and Money Demand," EcoMod2004, EcoMod, number 330600090, Jan.
• Dennis Dittrich & Werner Güth & Boris Maciejovsky, , "Overconfidence in Investment Decisions: An Experimental Approach," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2001-03.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, , "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers, Financial Markets Group, number dp717.
• 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 05-96.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-00.
• Lubos Pastor & Robert F. Stambaugh, , "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-00.
• Leonid Kogan & Raman Uppal, , "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-00.
• Lubos Pastor & Robert F. Stambaugh, , "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 16-99.
• Jason West, , "2012-01 Financial Literacy Education and Behaviour Unhinged: Combating Bias and Poor Product Design," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201201.
• Brett Doran & Michael E. Drew & Adam N. Walk, , "2012-07 The Retirement Risk Zone: A Baseline Study," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201207.
• Robert J. Bianchi & Michael E. Drew & Adam N. Walk, , "2012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201208.
• Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers, The George Washington University, Institute for International Economic Policy, number 2018-1, Jan, revised Sep 2018.
• Gliksberg, Baruch, , "Equilibria Under Monetary and Fiscal Policy Interactions in a Portfolio Choice Model," Working Papers, University of Haifa, Department of Economics, number WP2015/1.
• Gliksberg, Baruch, , "Equilibria Under Monetary and Fiscal Policy Interactions in a Portfolio Choice Model - Technical Appendix," Working Papers, University of Haifa, Department of Economics, number WP2015/2.
• Marco Aiolfi & Carlo Ambrogio Favero, , "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 221.
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