Research classified by Journal of Economic Literature (JEL) codes

2001

• Francesco MENONCIN, 2001, "How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001035, Dec.
• Johanna ETNER & Pierre-André JOUVET, 2001, "Comportement des groupes d’investissement face à une incertitude sur l’environnement," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001013, Mar.
• Ping Li & Jianming Xia & Jia-an Yan, 2001, "Martingale Measure Method for Expected Utility Maximization in Discrete-Time Incomplete Markets," Annals of Economics and Finance, Society for AEF, volume 2, issue 2, pages 445-465, November.
• Raymond Kan & Guofu Zhou, 2001, "Tests of Mean-Variance Spanning," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 539, Sep.
• POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001, "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series, HEC Paris, number 719, Feb.
• ROCKINGER, Michael & JONDEAU, Eric, 2001, "Conditional dependency of financial series : an application of copulas," HEC Research Papers Series, HEC Paris, number 723, Feb.
• HENROTTE, Philippe, 2001, "Dynamic mean-variance analysis," HEC Research Papers Series, HEC Paris, number 729, Aug.
• ROCKINGER, Michael & JONDEAU, Eric, 2001, "Portfolio allocation in transition economies," HEC Research Papers Series, HEC Paris, number 740, Oct.
• Haliassos, Michael & Hassapis, Christis, 2001, "Non-expected Utility, Saving and Portfolios," Economic Journal, Royal Economic Society, volume 111, issue 468, pages 69-102, January.
• Lei, Vivian & Noussair, Charles N & Plott, Charles R, 2001, "Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality," Econometrica, Econometric Society, volume 69, issue 4, pages 831-859, July.
• Dachraoui, Kais & Dionne, Georges, 2001, "Stochastic dominance and optimal portfolio," Economics Letters, Elsevier, volume 71, issue 3, pages 347-354, June.
• Horváth, Edit, 2001, "A hitelkockázat és a feltételes követelés modellje
  [The model of credit risk and conditional claims]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 430-441.
• Peghe Braila & Claude Wampach, 2001, "Undiversifiable Returns in a CAPM Economy," Discussion Papers, University of Copenhagen. Department of Economics, number 01-08, Jul.
• Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001, "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 01.08, Jul.
• Kevin Amess & Panicos Demetriades, 2001, "Financial Liberalisation and the South Korean Financial Crisis: Some Qualitative Evidence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 01/3, Mar.
• Thomas J. Flavin & Michael R. Wickens, 2001, "A Risk Management Approach to Optimal Asset Allocation," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1080301, Mar.
• James M. Poterba & Andrew Samwick, 2001, "Household Portfolio Allocation over the Life Cycle," NBER Chapters, National Bureau of Economic Research, Inc, "Aging Issues in the United States and Japan".
• Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2001, "Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8073, Jan.
• Alan A. Auerbach & David F. Bradford, 2001, "Generalized Cash Flow Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 8122, Feb.
• Yacine Ait-Sahalia & Michael W. Brandt, 2001, "Variable Selection for Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 8127, Feb.
• Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2001, "The Declining U.S. Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 8172, Mar.
• James M. Poterba, 2001, "Taxation and Portfolio Structure: Issues and Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 8223, Apr.
• Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2001, "Social Interaction and Stock-Market Participation," NBER Working Papers, National Bureau of Economic Research, Inc, number 8358, Jul.
• Andrew W. Lo & Jiang Wang, 2001, "Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 8565, Oct.
• Leonid Kogan & Raman Uppal, 2001, "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 8609, Nov.
• Jay Shanken & Ane Tamayo, 2001, "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers, National Bureau of Economic Research, Inc, number 8666, Dec.
• Lee Pinkowitz & Rene M. Stulz & Rohan Williamson, 2001, "Corporate Governance and the Home Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 8680, Dec.
• Egil Matsen, 2001, "On Asymmetric Information across Countries and the Home-Bias Puzzel," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 0202, Jul.
• Helmut Elsinger & Martin Summer, 2001, "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 49, Aug.

2000

• Schmid Friedrich & Trede Mark, 2000, "Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 3, pages 315-326, June, DOI: 10.1515/jbnst-2000-0305.
• Nádasdy, Bence, 2000, "Portfólióalapú hitelkockázat-kezelés
  [Portfolio-based management of credit risk]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 373-384.
• Thomas J. Flavin & Michael R. Wickens, 2000, "Global Asset Allocation with Time-varying Risk," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1020800, Aug.
• Maurer, Raimond & Sebastian, Steffen, 2000, "Inflation risk analysis of European real estate securities," Papers, Sonderforschungsbreich 504, number 00-07.
• H. Nejat Seyhun, 2000, "Investment Intelligence from Insider Trading," MIT Press Books, The MIT Press, number 0262692341, edition 1, ISBN: ARRAY(0x672b0400), December.
• Alan J. Auerbach & Jonathan M. Siegel, 2000, "Capital Gains Realizations of the Rich and Sophisticated," NBER Working Papers, National Bureau of Economic Research, Inc, number 7532, Feb.
• Philippe Jorion & William N. Goetzmann, 2000, "A Century of Global Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 7565, Feb.
• Daniel Bergstresser & James Poterba, 2000, "Do After-Tax Returns Affect Mutual Fund Inflows?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7595, Mar.
• Lubos Pastor & Robert F. Stambaugh, 2000, "The Equity Premium and Structural Breaks," NBER Working Papers, National Bureau of Economic Research, Inc, number 7778, Jul.
• Lubos Pastor & Robert F. Stambaugh, 2000, "Evaluating and Investing in Equity Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 7779, Jul.
• Steven J. Davis & Paul Willen, 2000, "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 7905, Sep.
• James M. Poterba & John B. Shoven & Clemens Sialm, 2000, "Asset Location for Retirement Savers," NBER Working Papers, National Bureau of Economic Research, Inc, number 7991, Nov.
• Nicholas Barberis & Andrei Shleifer, 2000, "Style Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 8039, Dec.
• Egil Matsen & Øystein Thøgersen, 2000, "Designing Social Security – A Portfolio Choice Approach," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 1102, Oct.
• Karl Schmedders, 2000, "Monopolistic Security Design in Finance Economies," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1288, Mar.
• Alexandre Ziegler, 2000, "Optimal Portfolio Choice under Heterogeneous Beliefs," Review of Finance, European Finance Association, volume 4, issue 1, pages 1-19.
• Lucie Teplå, 2000, "Optimal Hedging and Valuation of Nontraded Assets," Review of Finance, European Finance Association, volume 4, issue 3, pages 231-251.
• Pastor, Lubos & Stambaugh, Robert F., 2000, "Comparing asset pricing models: an investment perspective," Journal of Financial Economics, Elsevier, volume 56, issue 3, pages 335-381, June.
• Aaronson, Daniel, 2000, "A Note on the Benefits of Homeownership," Journal of Urban Economics, Elsevier, volume 47, issue 3, pages 356-369, May.
• Flam, Sjur Didrik, 2000, "Looking for arbitrage," International Review of Economics & Finance, Elsevier, volume 9, issue 1, pages 1-9, February.
• C. Gourieroux & J.P. Laurent & O. Scaillet, 2000, "Sensitivity analysis of values at risk," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-04.
• G. Dionne, 2000, "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-20.
• K. Dachraoui & G. Dionne, 2000, "Optimal Financial Portfolio and Dependence of Risky Assets," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-57.
• Carsten Detken & Philipp Hartmann, 2000, "The Euro and International Capital Markets," EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS), number 27, Jun.
• Wessel Marquering & Marno Verbeek, 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 501075.
• Wessel Marquering & Marno Verbeek, 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0020, Mar.
• Manfred Gilli & Evis Këllezi, 2000, "A Heuristic Approach to Portfolio Optimization," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp20, Oct.
• Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE, 2000, "EMU and Portfolio Diversification Opportunities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp31, Apr.
• Daniel Aaronson & Raphael W. Bostic & Paul Huck & Robert M. Townsend, 2000, "Supplier relationships and small business use of trade credit," Working Paper Series, Federal Reserve Bank of Chicago, number WP-00-28.
• Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2000, "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 24, issue Fall, pages 3-19.
• Bertrand, P. & lesne, J.-P. & Prigent, J.-L., 2000, "Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a03.
• Flam, S.D., 2000, "Reaching Equilibrium in the Capital Asset Pricing Model," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0700.
• Flam, S.D., 2000, "Looking for Arbitrage," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 207.
• Artus, P., 2000, "Les consequences destabilisatrices de la gestion indicielle," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 2000-17/fi.
• Sentana, E., 2000, "Factor Representing Portfolios in Large Asset Markets," Papers, Centro de Estudios Monetarios Y Financieros-, number 0001.
• Harris, T.S. & Glenn Hubbard, R. & Kemsley, D., 2000, "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," Papers, Columbia - Graduate School of Business, number 00-02.
• MARTINOT, N. & Lesourd, J.-B. & Morard, B., 2000, "On the Information Content of Futures Prices, Application to LME Nonferrous Metal Futures," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.12.
• Victoria-Feser, M.-P., 2000, "Robust Portfolio Selection," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.14.
• Dionne, G., 2000, "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques., number 00-04.
• Dachraoui, K. & Dionne, G., 2000, "Optimal Financial Portfolio and Dependence of Risky Assets," Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques., number 00-12.
• John Y. Campbell & Luis M. Viceira, 2000, "Who Should Buy Long-Term Bonds?," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1895.
• John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascala J. Maenhout, 2000, "Investing Retirement Wealth? A Life-Cycle Model," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1896.
• Berg, L., 2000, "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden," Papers, Uppsala - Working Paper Series, number 2000:9.
• Ali Lazrak & J. P. Décamps, 2000, "A martingale characterization of equilibrium asset price processes," Post-Print, HAL, number hal-00485724, Jan.
• Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity analysis of Values at Risk," Post-Print, HAL, number hal-03676327, Nov, DOI: 10.1016/S0927-5398(00)00011-6.
• Jensen, Bjarne Astrup & Sørensen, Carsten, 2000, "Paying for minimum interest rate guarantees: Who should compensate who?," Working Papers, Copenhagen Business School, Department of Finance, number 2000-1, Jan.
• Olesen, Jan Overgaard, 2000, "Stocks Hedge Against Inflation In The Long Run: Evidence From A Coin- Tegration Analysis For Denmark," Working Papers, Copenhagen Business School, Department of Economics, number 06-2000, Mar.
• Olesen, Jan Overgaard & Risager, Ole, 2000, "On The Predictability Of The Danish Equity Premium," Working Papers, Copenhagen Business School, Department of Economics, number 05-2001, Mar.
• Engström, Stefan, 2000, "Costly Information, Diversification, and International Mutual Fund Performance," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 385, May, revised 30 Jan 2003.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000, "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 3, pages 177-195, July.
• Ieda, Akira & Marumo, Kohei & Yoshiba, Toshinao, 2000, "A Simplified Method for Calculating the Credit Risk of Lending Portfolios," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 18, issue 2, pages 49-82, December.
• Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2010, "The Home Bias in Equities and Distribution Costs," Working Papers, Swiss National Bank, Study Center Gerzensee, number 10.03, Oct.
• Arjen H. Siegmann & André Lucas, 2000, "Analytic Decision Rules for Financial Stochastic Programs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-041/2, May.
• Kin Lam & Liang Zou, 2000, "Adding Risks: Some General Results about Time Diversification," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-063/2, Jul.
• Liang Zou, 2000, "Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-108/2, Dec.
• Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000, "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-94.
• de Roon, F.A. & Nijman, T.E. & Ter Horst, J.R., 2000, "Evaluating Style Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-64.
• Wagner, W.B., 2000, "Decentralized International Risk Sharing and Governmental Moral Hazard," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-92.
• Marquering, W. & Verbeek, M.J.C.M., 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-78.
• Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000, "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Other publications TiSEM, Tilburg University, School of Economics and Management, number 41aeada1-3d53-4828-bfae-2.
• Miquel Faig & Pauline Shum, 2000, "Portfolio Choice in the Presence of Personal Illiquid Projects," Working Papers, University of Toronto, Department of Economics, number faig-00-03, May.
• Jenke Ter Horst & Marno Verbeek, 2000, "Estimating Short-Run Persistence In Mutual Fund Performance," The Review of Economics and Statistics, MIT Press, volume 82, issue 4, pages 646-655, November.
• Herings, P.J.J. & Kubler, F., 2000, "The Robustness of CAPM-A Computational Approach," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 002, Jan, DOI: 10.26481/umamet.2000002.
• Herings, P.J.J. & Kubler, F., 2000, "Computing equilibria in finance economies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 022, Jan, DOI: 10.26481/umamet.2000022.
• de Ruyter, J.C. & Wetzels, M.G.M., 2000, "The role of corporate image and extension similarity in service brand extensions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 035, Jan, DOI: 10.26481/umamet.2000035.
• José Penalva, 2000, "Insurance with frequent trading: A dynamic analysis of efficient insurance markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 460, Nov.
• José Penalva, 2000, "Full insurance, asymmetric information and genetic testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 461, Nov.
• Jon Bakija, 2000, "The Effect of Taxes on Portfolio Choice: Evidence from Panel Data Spanning the Tax Reform Act of 1986," Department of Economics Working Papers, Department of Economics, Williams College, number 2000-05, Oct.
• Jon Bakija, 2000, "Distinguishing Transitory and Permanent Price Elasticities of Charitable Giving with Pre-Announced Changes in Tax Law," Department of Economics Working Papers, Department of Economics, Williams College, number 2000-06, Oct.
• Luboš Pástor & Robert F. Stambaugh, 2000, "The Equity Premium and Structural Breaks," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 519, Jun.
• Steven J. Davis & Paul Willen, 2000, "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 523, Aug.
• Anil Bangia & Francis X. Diebold & Til Schuermann, 2000, "Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-26, Apr.
• Maurer, Raimond & Sebastian, Steffen, 2000, "Inflation Risk Analysis of European Real Estate Securities," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 00-07, Apr.
• Detken, Carsten & Hartmann, Philipp, 2000, "The euro and international capital markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/09.
• Petrick, Martin & Ditges, C. Markus, 2000, "Risk in agriculture as impediment to rural lending: the case of North-Western Kazakhstan," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 24.
• Ranjanendra Narayan Nag, 2000, "Stabilization Dynamics and Non Bank Financial Intermediaries," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 35, issue 2, pages 193-209, July.
• Mendoza, Enrique G., 2000, "On the Instability of Variance Decompositions of the Real Exchange Rate Across Exchange- Rate-Regimes: Evidence from Mexico and the United States," Working Papers, Duke University, Department of Economics, number 00-05.
• Detken, Carsten & Hartmann, Philipp, 2000, "The euro and international capital markets," Working Paper Series, European Central Bank, number 19, Apr.
• Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000, "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0162, Aug.
• P. Jean-Jacques Herings & Felix Kubler, 2000, "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0400, Aug.
• Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000, "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1004, Aug.
• Annette Vissing-Jorgensen, 2000, "Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1102, Aug.
• Aliprantis, C. D. & Brown, D. J. & Werner, J., 2000, "Minimum-cost portfolio insurance," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 11-12, pages 1703-1719, October.
• Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000, "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, volume 7, issue 3-4, pages 225-245, November.
• Garry J. Schinasi & R. Todd Smith, 2000, "Portfolio Diversification, Leverage, and Financial Contagion," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 2, pages 1-1.
• Hirshleifer, David & Luo, Guo Ying, 2000, "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper, University Library of Munich, Germany, number 15347.
• Gaivoronski, A & Stella, F, 2000, "Nonstationary Optimization Approach for Finding Universal Portfolios," MPRA Paper, University Library of Munich, Germany, number 21913.
• Magni, Carlo Alberto, 2000, "Systemic Value Added, Residual Income and Decomposition of a Cash Flow Stream," MPRA Paper, University Library of Munich, Germany, number 5900, Jul.
• Magni, Carlo Alberto, 2000, "Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value," MPRA Paper, University Library of Munich, Germany, number 7308, May.
• Magni, Carlo Alberto, 2000, "Irr, Roe and Npv: Formal and Conceptual Convergences in a Systemic Approach," MPRA Paper, University Library of Munich, Germany, number 7600, Dec.
• Magni, Carlo Alberto, 2000, "Scomposizione di sovraprofitti: Economic Value Added e Valore Aggiunto Sistemico
  [Excess-profit decomposition: Economic Value Added and Systemic Value Added]," MPRA Paper, University Library of Munich, Germany, number 8935.
• Jean Berthon, 2000, "Indices et performances boursières dans l’investissement éthique," Revue d'Économie Financière, Programme National Persée, volume 56, issue 1, pages 137-143, DOI: 10.3406/ecofi.2000.3817.
• Dilip K. Das, 2000, "Gli investimenti di portafoglio nelle economie di mercato emergenti: tendenze, dimensioni e problemi," Moneta e Credito, Economia civile, volume 53, issue 211, pages 301-341.
• Marc-Andre Letendre & Gregor W. Smith, 2000, "Precautionary Saving And Portfolio Allocation: Dp By Gmm," Working Paper, Economics Department, Queen's University, number 1247, Aug.
• Geoffrey H. Kingston, 2000, "Efficient Timing of Retirement," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 3, issue 4, pages 831-840, October, DOI: 10.1006/redy.2000.0097.
• Georges Dionne, 2000, "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-4, Mar.
• Kais Dachraoui & Georges Dionne, 2000, "Optimal financial portfolio and dependence of risky assets," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-12, Dec.
• Yousif Khalifa Al-Yousif, 2000, "Financial Markets: An Islamic Perspective," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 3, pages 277-298.
• Zengjing Chen & Larry G. Epstein, 2000, "Ambiguity, risk and asset returns in continuous time," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 474, Jul.
• Spyros Skouras, 2000, "Risk Neutral Forecasting," Computing in Economics and Finance 2000, Society for Computational Economics, number 117, Jul.
• Karl Schmedders, 2000, "Monopolistic Security Design In Finance Economies," Computing in Economics and Finance 2000, Society for Computational Economics, number 129, Jul.
• Michael Haliassos, Alexander Michaelides, 2000, "Portfolio Choice And Liquidity Constraints," Computing in Economics and Finance 2000, Society for Computational Economics, number 297, Jul.
• Stanley R. Pliska & Tomasz R. Bielecki, 2000, "Risk sensitive asset management with transaction costs," Finance and Stochastics, Springer, volume 4, issue 1, pages 1-33.
• A. Lazrak & J.P. DÊcamps, 2000, "A martingale characterization of equilibrium asset price processes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 1, pages 207-213.
• Sandra GØth & Sven Ludwig, 2000, "How helpful is a long memory on financial markets?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 1, pages 107-134.
• Pedro J. F. de Lima & Michelle L. Barnes, 2000, "Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2000-05.
• Petrick, Martin & Ditges, C. Markus, 2000, "Risk In Agriculture As Impediment To Rural Lending - The Case Of North-Western Kazakhstan," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 14939, DOI: 10.22004/ag.econ.14939.
• Letendre, Marc-Andre & Smith, Gregor, 2000, "Precautionary saving and portfolio allocation: DP by GMM," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273746, Aug, DOI: 10.22004/ag.econ.273746.
• Lucas, Andre, 2000, "A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 1, pages 31-39, January.
• Carsten Detken & Philipp Hartmann, 2000, "The Euro and International Capital Markets," International Finance, Wiley Blackwell, volume 3, issue 1, pages 53-94, April, DOI: 10.1111/1468-2362.00042.
• Piotroski, JD, 2000, "Value investing: The use of historical financial statement information to separate winners from losers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 1-41, DOI: http://hdl.handle.net/10.2307/26729.
• Guay, W, 2000, "Discussion of value investing: The use of historical financial statement information to separate winners from losers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 43-51, DOI: http://hdl.handle.net/10.2307/26729.
• Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2000, "A Monte-Carlo Method for Optimal Portfolios," CIRANO Working Papers, CIRANO, number 2000s-05, Jan.
• Ignacio Velez-Pareja, 2000, "Optimal Portfolio Selection: A Note," Proyecciones Financieras y Valoración, Master Consultores, number 3304, Aug.
• Hartmann, Philipp & Detken, Carsten, 2000, "The Euro and International Capital Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 2461, May.
• Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity Analysis of Values at Risk," Working Papers, Center for Research in Economics and Statistics, number 2000-05.
• Lafuente Luengo, Juan Ángel, 2000, "Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9853, Jan.
• Ledoit, Olivier & Wolf, Michael, 2000, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10089, Nov.
• Jia-an Yan & Qiang Zhang & Shuguang Zhang, 2000, "Growth Optimal Portfolio in a Market Driven by a Jump-Diffusion-Like Process or a Levy Process," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 101-116, May.
• Yunhong Yang, 2000, "Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 117-146, May.
• Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 2000, "Performance and Characteristics of Swedish Mutual Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 3, pages 409-423, September.
• Peter Diamond & John Geanakoplos, 2000, "Social Security Investment in Equities in an Economy with Short-Term Production and Land," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1259, Jun.

1999

• Frank P. Stafford & Ngina S. Chiteji, 1999, "Portfolio Choices of Parents and Their Children as Young Adults: Asset Accumulation by African-American Families," American Economic Review, American Economic Association, volume 89, issue 2, pages 377-380, May.
• Terrance Odean, 1999, "Do Investors Trade Too Much?," American Economic Review, American Economic Association, volume 89, issue 5, pages 1279-1298, December.
• Jonathan B. Berk, 1999, "A Simple Approach for Deciding When to Invest," American Economic Review, American Economic Association, volume 89, issue 5, pages 1319-1326, December.
• Karen K. Lewis, 1999, "Trying to Explain Home Bias in Equities and Consumption," Journal of Economic Literature, American Economic Association, volume 37, issue 2, pages 571-608, June, DOI: 10.1257/jel.37.2.571.
• Franklin R. Edward, 1999, "Hedge Funds and the Collapse of Long-Term Capital Management," Journal of Economic Perspectives, American Economic Association, volume 13, issue 2, pages 189-210, Spring.
• Fabio Panetta & Roberto Violi, 1999, "Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data over the Last Century," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 353, Jun.
• Willenborg, M, 1999, "Empirical analysis of the economic demand for auditing in the initial public offerings market," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 225-238, DOI: http://hdl.handle.net/10.2307/24914.
• Atreya Chakraborty & Mark Kazarosian, 1999, "Portfolio Allocation of Precautionary Assets: Panel Evidence for the United States," Boston College Working Papers in Economics, Boston College Department of Economics, number 432, Aug.
• Sciubba, E., 1999, "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9909, Jun.
• David Chaundy, 1999, "Can Domestic Liabilities Explain the Home Bias in UK Investment Portfolios?," Working Papers, Centre for Business Research, University of Cambridge, number wp116, Mar.
• Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999, "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt93s6p8gb, Feb.
• Vachadze, G., 1999, "A Time Homogeneous Stationary Equilbrium Model of Asset Pricing with Heterogeneous Agents," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp148, Jun.
• Michel Normandin & Pascal St-Amour, 2005, "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," CIRANO Working Papers, CIRANO, number 2005s-07, Mar.