Research classified by Journal of Economic Literature (JEL) codes

1998

• Michael Haliassos & Christis Hassapis, 1998, "Borrowing Constraints, Portfolio Choice, and Precautionary Motives: Theoretical Predictions and Empirical Complications," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 11, Nov.
• JÊrÆme B. Detemple & Piero Gottardi, 1998, "Aggregation, efficiency and mutual fund separation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 2, pages 443-455.
• Rajanendra Narayan Nag & Mallinath Mukhopadhyay, 1998, "Macro-Economic Effects of Stabilisation under Financial Repression," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 33, issue 1, pages 1-17, January.
• Willem H. Buiter & Ricardo Lago & Hélène Rey, 1998, "Financing transition: investing in enterprises during macroeconomic transition," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 35, Dec.
• Bhar, Ramaprasad & Malliaris, A G, 1998, "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, volume 10, issue 3, pages 285-302, May.
• Urban J. Jermann, 1998, "International Portfolio Diversification and Labor/Leisure Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 6382, Jan.
• Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998, "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers, National Bureau of Economic Research, Inc, number 6661, Jul.
• Patrick F. Rowland & Linda L. Tesar, 1998, "Multinationals and the Gains from International Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 6733, Sep.

1997

• Wang, Cheng, 1997, "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 5170, Sep.
• Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997, "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 15, issue 1, pages 27-57, July.
• BONOMO, Marco & GARCIA, René, 1997, "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 1997.
• Bonomo, M. & Garcia, R., 1997, "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9715.
• Christian Gollier & Richard J. Zeckhauser, 1997, "Horizon Length and Portfolio Risk," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0216, Oct.
• Willem H. Buiter & Ricardo Lago & Helene Rey, 1997, "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 5882, Jan.
• William N. Goetzmann & Philippe Jorion, 1997, "A Century of Global Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5901, Jan.
• William N. Goetzmann & Philippe Jorion, 1997, "Re-emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5906, Jan.
• Robert F. Stambaugh, 1997, "Analyzing Investments Whose Histories Differ in Length," NBER Working Papers, National Bureau of Economic Research, Inc, number 5918, Feb.
• James M. Poterba & Andrew A. Samwick, 1997, "Household Portfolio Allocation Over the Life Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 6185, Sep.
• Kovenock, Dan & Phillips, Gordon M, 1997, "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 3, pages 767-803.
• Baxter, Marianne & Jermann, Urban J, 1997, "The International Diversification Puzzle Is Worse Than You Think," American Economic Review, American Economic Association, volume 87, issue 1, pages 170-180, March.
• Canner, Niko & Mankiw, N Gregory & Weil, David N, 1997, "An Asset Allocation Puzzle," American Economic Review, American Economic Association, volume 87, issue 1, pages 181-191, March.
• Willem H. Buiter & Ricardo Lago & Hélène Rey, 1997, "A portfolio approach to a cross‐sectoral and cross‐national investment strategy in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, volume 5, issue 1, pages 63-96, May, DOI: 10.1111/j.1468-0351.1997.tb00004.x.
• Daniel, Kent & Titman, Sheridan, 1997, "Evidence on the Characteristics of Cross Sectional Variation in Stock Returns," Journal of Finance, American Finance Association, volume 52, issue 1, pages 1-33, March.
• Frankel, Jeffrey A. & Schmukler, Sergio L., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt2791c3wm, May.
• W.H. Buiter & R Lagos & H Rey, 1997, "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economics," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0320, Jan.
• W.H. Buiter & R Lagos & H Rey, 1997, "Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-Making and Performance," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0340, Mar.
• Jérôme Detemple & Piero Gottardi, 1997, "Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets," CIRANO Working Papers, CIRANO, number 97s-11, Mar.
• Marco Bonomo & René Garcia, 1997, "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers, CIRANO, number 97s-20, Apr.
• HARA, Chiaki, 1997, "Robustness of the coordinating role of a redundant security," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997057, Aug.
• Buiter, Willem & Lago, Ricardo & Rey, Hélène, 1997, "A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 1548, Jan.
• Buiter, Willem & Lago, Ricardo & Rey, Hélène, 1997, "Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-making and Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 1601, Apr.
• Nielsen, Lars Tyge & Vassalou, Maria, 1997, "Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments," CEPR Discussion Papers, Centre for Economic Policy Research, number 1652, May.
• Söderlind, Paul & Dahlquist, Magnus, 1997, "Evaluating Portfolio Performance with Stochastic Discount Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 1663, Jun.
• Anderson, Ronald & Reinard, Davy & Scaillet, Olivier, 1997, "A New Index of Belgian Shares," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997016, Jul.
• Zhang, Harold H., 1997, "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 1, issue 1, pages 228-254, January.
• Ter Horst, J.R. & Verbeek, M.J.C.M., 1997, "Estimating short-run persistence in mutual fund performance," Discussion Paper, Tilburg University, Center for Economic Research, number 97.21.
• Hochgürtel, S., 1997, "Precautionary Motives and Portfolio Decisions," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-55.
• Jeffrey A. Frankel and Sergio L. Schmukler., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C97-087, May.
• Chevalier, Judith & Ellison, Glenn, 1997, "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, volume 105, issue 6, pages 1167-1200, December, DOI: 10.1086/516389.
• Manuel Moreno, 1997, "Risk management under a two-factor model of the term structure of interest rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 254, Dec.
• José Penalva, 1997, "Insurance with frequent trading," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 365, Oct, revised Mar 1999.
• Klaassen, Pieter, 1997, "Solving stochastic programming models for asset/liability management using iterative disaggregation," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0010.
• Klaassen, Pieter, 1997, "Discretized reality and spurious profits in stochastic programming models for asset/liability management," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0011.
• Lucas, André, 1997, "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0056.
• Claus Munk, 1997, "Optimal Consumption/Investment Policies with Undiversifiable Income Risk and Borrowing Constraints," Finance, University Library of Munich, Germany, number 9712003, Dec.
• Michael Haliassos & Christis Hassapis, 1997, "Non-expected Utility, Saving, and Portfolios," Macroeconomics, University Library of Munich, Germany, number 9709003, Sep, revised 09 Jun 1999.
• Matthew I. Spiegel, 1997, "Stock Price Volatility in a Multiple Security Overlapping," Yale School of Management Working Papers, Yale School of Management, number ysm32, Nov.
• William Goetzmann & Philippe Jorion, 1997, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm53, Feb, revised 01 Aug 2000.
• Boleslav Gulko, 1997, "PSA Duration: Conquering the Prepayment Risk of Mortgage Portfolios," Yale School of Management Working Papers, Yale School of Management, number ysm56, Apr.
• Krahnen, Jan Pieter & Schmid, Frank A. & Theissen, Erik, 1997, "Performance and market share: Evidence from the German mutual fund industry," CFS Working Paper Series, Center for Financial Studies (CFS), number 1997/01.
• Battermann, Harald L. & Broll, Udo & Wahl, Jack E., 1997, "Constant relative risk aversion and form equivalence classes," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 345.
• G. Dionne & F. Gagnon & K. Dachraoui, 1997, "Increases in risk and optimal portfolio," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-29.
• Urban J. Jermann, 1997, "International portfolio diversification and labor/leisure choice," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 119, DOI: 10.21034/dp.119.
• Guillermo A. Calvo & Enrique G. Mendoza, 1997, "Rational herd behavior and the globalization of securities markets," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 120, DOI: 10.21034/dp.120.
• Drudi, F. & Generale, A. & Majnoni, G., 1997, "Sensitivity of VAR Measures to Different Risk Models," Papers, Banca Italia - Servizio di Studi, number 317.
• Ohlson, J.A., 1997, "Revisiting the Basics of Return and Risk in Equilibrium," Papers, Columbia - Graduate School of Business, number 97-23.
• Bancel, F. & Richard, A., 1997, "The COncept of Financial Flexibility: A Note," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 97/133.
• Isakov, D. & Morard, B., 1997, "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.21.
• Stout, L.A., 1997, "Technology, Transactions Costs, and Investor Welfare: Is a Motley Fool Born Every Minute?," Papers, Georgetown University Law Center, number 97-5.
• Eeckhoudt,L. & Gollier, C., 1997, "Changing in Risk and Risk Taking: A Survey," Papers, Toulouse - GREMAQ, number 97.472.
• Etner, J. & Jouvet, P.-A,, 1997, "Choix d'investissement dans un modele a generations imbriquees avec incertitude et pollution," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.51.
• Eitan Goldman & Christopher S. Jones & Ron Kaniel, , "Free Cash Flow, Optimal Contracting, and Takeovers," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-97.
• Dionne, G. & Gagnon, F. & Dachraoui, K., 1997, "Increases in Risk and Optimal Portfolio," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9729.
• Augier, L. & Mokrane, M., 1997, "Strategic Uniformed Traders," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9739.
• Kang, J., 1997, "The Numeraire Portfolio Approach in Bond Portfolio Performance Evaluation," Papers, Rochester, Business - Ph.D.,, number 82.
• Dahlquist, Magnus & Söderlind, Paul, 1997, "Evaluating Portfolio Performance with Stochastic Discount Factors," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 175, May, revised 01 Sep 1998.
• Werner, Jan, 1997, "Arbitrage, Bubbles, and Valuation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 38, issue 2, pages 453-464, May.
• Calvo, Guillermo A. & Mendoza, Enrique, 1997, "Rational Herd Behavior and the Globalization of Securities Markets," Working Papers, Duke University, Department of Economics, number 97-26.
• Bertaut, Carol C. & Haliassos, Michael, 1997, "Precautionary portfolio behavior from a life-cycle perspective," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 8-9, pages 1511-1542, June.
• Wang, Cheng, 1997, "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, volume 76, issue 1, pages 72-105, September.
• Gollier, Christian & Lindsey, John & Zeckhauser, Richard J., 1997, "Investment Flexibility and the Acceptance of Risk," Journal of Economic Theory, Elsevier, volume 76, issue 2, pages 219-241, October.
• Stambaugh, Robert F., 1997, "Analyzing investments whose histories differ in length," Journal of Financial Economics, Elsevier, volume 45, issue 3, pages 285-331, September.
• Marco Antonio Bonomo & Rene Garcia, 1997, "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 368, Mar.
• Hiroya Akiba, 1997, "The Forward Exchange Rate and the Interest Rate within a Production Economy," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 12, pages 227-241.
• Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997, "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, volume 34, issue 9, pages 1475-1494, August, DOI: 10.1080/0042098975529.

1996

• Benoit F. Leleux & Veronique M. Matthys & Julian E. Lange, 1996, "Pricing High Growth Firms: Arbitrage Opportunities in the Inc. 100," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 5, issue 1, pages 43-60, Spring.
• Katz, B.G. & Owen, J., 1996, "The Investment Choices of Voucher Holders and Their Impact on Privarizad Firm Performance," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 96-08.
• Hochgürtel, S. & van Soest, A.H.O., 1996, "The Relation Between Financial and Housing Wealth of Dutch Households," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-82.
• Hochgürtel, S. & van Soest, A.H.O., 1996, "The Relation Between Financial and Housing Wealth of Dutch Households," Other publications TiSEM, Tilburg University, School of Economics and Management, number db5f1307-aa5a-4a4b-bec2-f.
• Carolyn Pitchik, 1996, "Irreversible, Unobservable, Costly Investment in the Presence of Rivals," Working Papers, University of Toronto, Department of Economics, number pitchik-96-01, Jul.
• Brouwer, F. & Ruiter, A.J.C. de, 1996, "Mean-downside risk versus mean-variance efficient asset class allocations in relation to the investment horizon," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0045.
• Carol C. Bertaut & Michael Haliassos, 1996, "Precautionary Portfolio Behavior from a Life-Cycle Perspective," Finance, University Library of Munich, Germany, number 9604001, Apr.
• J. S. Butler & Barry Schachter, 1996, "Improving Value-At-Risk Estimates By Combining Kernel Estimation With Historical Simulation," Finance, University Library of Munich, Germany, number 9605001, May.
• Matthew Spiegel, 1996, "Stock Price Volatility in a Multiple Security Overlapping Generations Model," Finance, University Library of Munich, Germany, number 9608002, Aug.
• Dionne, Georges & Gollier, Christian, 1996, "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, volume 13, issue 2, pages 147-162, September.
• Poterba, J.M. & Samwick, A.A., 1996, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-2.
• Chevalier, J. & Ellison, G., 1996, "Risk Taking by Mutual Funds as a Response to Incentives," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-3.
• Smith, L., 1996, "On the Irrelevance of Trade Timing," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-6.
• Ghysels, E. & Harvey, A. & Renault, E., 1996, "Stochastic Volatility," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9613.
• Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996, "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9615.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996, "Actifs financiers et theorie de la consommation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9617.
• Ghysels, E. & Harvey, A. & Renault, E., 1996, "Stochastic Volatility," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9613.
• Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996, "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9615.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996, "Actifs financiers et theorie de la consommation," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9617.
• Dale W. Jorgenson, 1996, "Investment - Vol. 1: Capital Theory and Investment Behavior," MIT Press Books, The MIT Press, number 0262100568, edition 1, ISBN: ARRAY(0x831d3b80), December.
• Kent Daniel & Sheridan Titman, 1996, "Evidence on the Characteristics of Cross Sectional Variation in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 5604, Jun.
• Chen, Zhiwu & Knez, Peter J, 1996, "Portfolio Performance Measurement: Theory and Applications," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 2, pages 511-555.
• Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele, 1996, "Income Risk, Borrowing Constraints, and Portfolio Choice," American Economic Review, American Economic Association, volume 86, issue 1, pages 158-172, March.
• Kandel, Shmuel & Stambaugh, Robert F, 1996, "On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, volume 51, issue 2, pages 385-424, June.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-155, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-158, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-159, Aug.
• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-186, Oct.
• Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996, "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 977, Jul.
• G. Dionne & C. Gollier, 1996, "A model of comparative statics for changes in stochastic returns with dependent risky assets," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 96-09.
• Carol C. Bertaut & Michael Haliassos, 1996, "Precautionary portfolio behavior from a life-cycle perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 542.
• Hurson, C. & Zopounidis, C., 1996, "Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b02.
• Hurson, C. & Zopounidis, C., 1996, "Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b03.
• Hooper, V. & Pointon, J., 1996, "Call Features and Term to Maturity of Callable Foreign Bonds," Papers, Australian National University - Department of Economics, number 306.
• Garvey, G.T. & Grant, S. & King, S.P., 1996, "A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs," Papers, Australian National University - Department of Economics, number 307.
• Connort, X. & Astus, P. & Sassenou, N., 1996, "Gestion quantitative active : introduction de contraintes probabilistes," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-05/f.
• Artus, P., 1996, "Crise financiere, strategie d'investissement dans les pays a risque, comportement des investisseurs," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 96-01/ei.
• Rubio, E.M., 1996, "Testing the CCAPM on Spanish Data: A New Approach," Papers, Centro de Estudios Monetarios Y Financieros-, number 9603.
• Browne, S., 1996, "Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management," Papers, Columbia - Graduate School of Business, number 96-16.
• Nielsen, L-T & Vassalou, M, 1996, "Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments," Papers, Columbia - Graduate School of Business, number 96-23.
• Moussu, C. & Thibierge, C., 1996, "Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 96/129.
• Cornu, P. & Pintado, X., 1996, "Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.11.
• Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B., 1996, "Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.12.
• Hoesli, M. & Lizieri, C. & Macgregor, B., 1996, "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.14.
• Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996, "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.15.
• Dionne, G. & Gollier, C., 1996, "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers, Toulouse - GREMAQ, number 96.420.
• Gollier, C. & Lindsey, J. & Zeckhauser, R., 1996, "Investment Flexibility and the Acceptance of Risk," Papers, Toulouse - GREMAQ, number 96.421.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996, "Actifs Financiers et Theorie de la Consommation," Papers, Toulouse - GREMAQ, number 96.426.
• Chollet, P. & Ginglinger, E., 1996, "La sous-evaluation des actions a bons de souscription d'actions a l'emission en France," Papers, Institut de Recherche en Gestion. Universite de Paris XII-, number 96-10.
• Purcal, S.T., 1996, "Optimal Portfolio Selection and Financial Planning," Papers, New South Wales - School of Economics, number 96/23.
• Bruce D. Grundy & Zvi Wiener, , "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-96.
• Domenico Cuoco & Jaksa Cvitanic, , "Optimal Consumption Choices for a "Large" Investor," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 4-96.
• Robert F. Stambaugh, , "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 5-96.
• Anup Agrawal & Charles R. Knoeber, , "Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 8-96.
• Dionne, G. & Gollier, C., 1996, "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9609.
• Irvine, P.J.A., 1996, "Do Analystz' Reports Generate Trade for Their Firms? Evidence from the Toronto Stock Exchange," Papers, Rochester, Business - Ph.D.,, number 77.

1995

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

1994

• Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele, 1994, "Income Risk, Borrowing Constraints and Portfolio Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 888, Jan.
• Jean-Michel COURTAULT, 1994, "Économétrie du portefeuille : l’approche de l’information," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994024, Jun.
• Dumas, B. & Solnik, B., 1994, "The World Price of Foreign Exchange Risk," DELTA Working Papers, DELTA (Ecole normale supérieure), number 94-05.
• Dumas, B., 1994, "A Test of the International Capm using Business Cycles Indicators as Instrumental Variables," DELTA Working Papers, DELTA (Ecole normale supérieure), number 94-07.
• Terry Dorsey, 1994, "Portfolio Management for Privately-Held Securities: Investment Selection and Performance Measurement," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 3, issue 2, pages 171-176, Spring.