Research classified by Journal of Economic Literature (JEL) codes

1976

• Mchugh, Aj, 1976, "Relationship Between Accounting And Internal Rate Of Return Measures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 181-186, DOI: http://hdl.handle.net/10.2307/24904.
• Livingstone, Jl & Vanbreda, Mf, 1976, "Relationship Between Accounting And Internal Rate Of Return Measures - Reply," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 187-188, DOI: http://hdl.handle.net/10.2307/24904.

1975

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

1974

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

1973

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

1972

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

1969

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

1967

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

1966

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

1963

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

56

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

17

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

0

• Muge Tasci & Ozlem Ozdemir, 2017, "Reactions of dissatisfied investors: exit, voice or loyalty," Journal of Financial Services Marketing, Palgrave Macmillan, volume 22, issue 3, pages 109-118, September, DOI: 10.1057/s41264-017-0027-4.
• Hyung-Suk Choi & Doojin Ryu & Sangik Seok, 2017, "The turn-of-the-year effect in mutual fund flows," Risk Management, Palgrave Macmillan, volume 19, issue 2, pages 131-157, May, DOI: 10.1057/s41283-017-0015-y.
• Mª Caridad Sevillano & Francisco Jareño, 2018, "The impact of international factors on Spanish company returns: a quantile regression approach," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 51-76, February, DOI: 10.1057/s41283-017-0027-7.
• Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018, "The two-moment decision model with additive risks," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 77-94, February, DOI: 10.1057/s41283-017-0028-6.
• Jukka Ilomäki, 2018, "Risk and return of a trend-chasing application in financial markets: an empirical test," Risk Management, Palgrave Macmillan, volume 20, issue 3, pages 258-272, August, DOI: 10.1057/s41283-018-0036-1.
• Xu Guo & Raymond H. Chan & Wing-Keung Wong & Lixing Zhu, 2019, "Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk," Risk Management, Palgrave Macmillan, volume 21, issue 2, pages 73-98, June, DOI: 10.1057/s41283-018-0043-2.
• Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, , "How Much Would You Pay To Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 136671.
• Matteo Maggiori & Xavier Gabaix, , "International Liquidity and Exchange Rate Dynamics," Working Paper, Harvard University OpenScholar, number 181761.
• Matteo Maggiori & Stefano Giglio & Johannes Stroebel, , "No-Bubble Condition: Model-Free Tests in Housing Markets," Working Paper, Harvard University OpenScholar, number 181786.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, , "Money Doctors," Working Paper, Harvard University OpenScholar, number 228501.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, , "Money Doctors," Working Paper, Harvard University OpenScholar, number 69721.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, , "Salience and Asset Prices," Working Paper, Harvard University OpenScholar, number 69726.
• Larry Epstein & Emmanuel Farhi & Tomasz Strzalecki, , "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 8366.
• Franz Fuerst & Gianluca Marcato, , "Re-thinking Commercial Real Estate Market Segmentation," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2010-12.
• D. Seese & F. Schlottmann, , "The building blocks of complexity: a unified criterion and selected applications in risk management," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics, number 14.
• Jacinthe Cloutier & Hugo Chouinard, 0000, "Factors Influencing Knowledge of the Bitcoin Blockchain Among Canadian Adults," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15116802.
• Daniel Dupuis & Lawrence Kryzanowski, , "Governance and Short Sales," Finance Working Papers, School of Business Administration, American University of Sharjah, number 03-04/2015.
• Abdelaziz Chazi & Alexandra Theodossioub & Zaher Zantout, , "Investors’ Payout-form Preference and Taxes," Finance Working Papers, School of Business Administration, American University of Sharjah, number 06-05/2013.
• KiHoon Hong, 0, "Bitcoin as an alternative investment vehicle," Information Technology and Management, Springer, volume 0, issue , pages 1-11, DOI: 10.1007/s10799-016-0264-6.
• Szydlowski, Martin, 2019, "Incentives, project choice, and dynamic multitasking," Theoretical Economics, Econometric Society, volume 14, issue 3, July.
• Dillenberger, David & Gottlieb, Daniel & Ortoleva, Pietro, 2025, "Stochastic impatience and the separation of time and risk preferences," Theoretical Economics, Econometric Society, volume 20, issue 3, July.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000, "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-039/4, 00.
• Paul Gortner & Joël van der Weele, , "Peer Effects and Risk Sharing in Experimental Asset Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-027/I.
• Erik Kole & Reza Brink, , "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-029/IV.
• Francesco Menoncin, , "Risk management for an internationally diversified portfolio," Working Papers, University of Brescia, Department of Economics, number ubs0404.
• Víctor M. Adame-García & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, , "Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-07, revised Jun 2015.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-03, Mar.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019, "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-05, Mar.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2019, "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-07, Mar.
• Yongming Huang & Muhamad Fathul Muin, 0, "Residential Real Estate and Inflation Hedging Ability: Evidence from 14 Major Cities in Indonesia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-31.
• Takashi Nishiwaki, 2021, "Does Ambiguity Generate Demand for Options?," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2102, Apr.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 516.
• Roth, Christopher & Sonja Settele & Wohlfart, Johannes, 2021, "Risk Exposure and Acquisition of Macroeconomic Information," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1331.
• Peter D Spencer, , "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers, Department of Economics, University of York, number 03/16.
• Thorsten Hens & Klaus Schenk-Hopp�, , "Evolution of Portfolio Rules in Incomplete Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 074.
• Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 083.
• Igor V. Evstigneev & Klaus Rainer Schenk-Hopp�, , "From Rags to Riches: On Constant Proportions Investment Strategies," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 089.
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Market Selection and Survival of Investment Strategies," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 091.
• Enrico De Giorgi, , "Reward-Risk Portfolio Selection and Stochastic Dominance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 121.
• Enrico De Giorgi, , "A Note on Portfolio Selection under Various Risk Measures," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 122.
• Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, , "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 128.
• Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 139.
• Haim Levy & Enrico De Giorgi & Thorsten Hens, , "Prospect Theory and the CAPM: A contradiction or coexistence?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 157.
• Haim Levy & Enrico De Giorgi & Thorsten Hens, , "Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 161.
• Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Evolutionary Stable Stock Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 170.
• Thorsten Hens & Stefan Reimann & Bodo Vogt, , "Competitive Nash Equilibria and Two Period Fund Separation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 172.
• Enrico De Giorgi, , "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 185.
• Patrick Leoni, , "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 216.
• 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.
• Adi Gunanto, 2023, "Accounting Conservatism and Earnings Responsiveness: An Empirical Study of Public Companies in Indonesia," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 5, issue 1, pages 60-69, June.
• Jeko Milev, 2023, "Defined Contribution Pension Schemes in Central and Eastern European (CEE) Countries – Current Issues And Future Perspectives," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 5, issue 1, pages 70-78, June.
• Damien Kunjal, 2023, "Does geopolitical risk matter for ETF flows in emerging markets?," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 5, issue 2, pages 102-112, December.
• Ismael Loza-Vega, 2023, "Mexican sovereign bonds an opportunity for sustainable development and the impact of their profitability on the investor's portfolio," Scientia et PRAXIS, AMIDI Editorial, volume 3, issue 6, pages 69-89, July-Dece, DOI: 10.55965/setp.3.06.a4.
• Juan de Jesus Venegas-Flores & Marlen Hernandez-Ortiz & Imelda Ortiz-Medina, 2024, "Innovation in Portfolio Optimization through the Use of Genetic Algorithms for Sustainable Entrepreneurship in Volatile Markets," Scientia et PRAXIS, AMIDI Editorial, volume 4, issue 8, pages 61-89, July-Dece, DOI: 10.55965/setp.4.08.uady.a3.
• Dennis, Elliott & Schroeder, Ted & Renter, David, 2016, "Eliminating Arrival Antibiotic Treatment Economic Impacts on US Feedlots," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236201, May, DOI: 10.22004/ag.econ.236201.
• Cemil Senel, , "Constant Growth Dividend DiscountModel (DDM): A study on selected companies in Türkiye," Review of Socio - Economic Perspectives, Reviewsep, number 202367, DOI: 10.2478/rsep-2025-0020.
• Kenton K. Yee, 2007, "A Bayesian Framework for Combining Valuation Estimates," Papers, arXiv.org, number 0707.3482, Jul.
• Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris, 2007, "Sparse and stable Markowitz portfolios," Papers, arXiv.org, number 0708.0046, Jul, revised May 2008.
• Ivan O. Kitov & Oleg I. Kitov, 2008, "Exact prediction of S&P 500 returns," Papers, arXiv.org, number 0811.0376, Nov.
• T. Kaizoji & D. Sornette, 2008, "Market bubbles and crashes," Papers, arXiv.org, number 0812.2449, Dec.
• Winslow Strong & Jean-Pierre Fouque, 2010, "Diversity and Arbitrage in a Regulatory Breakup Model," Papers, arXiv.org, number 1003.5650, Mar, revised Dec 2010.
• Y. Malevergne & A. Saichev & D. Sornette, 2010, "Zipf's law and maximum sustainable growth," Papers, arXiv.org, number 1012.0199, Dec.
• G. Livan & S. Alfarano & E. Scalas, 2011, "The fine structure of spectral properties for random correlation matrices: an application to financial markets," Papers, arXiv.org, number 1102.4076, Feb.
• John Cotter & Franc{c}ois Longin, 2011, "Implied correlation from VaR," Papers, arXiv.org, number 1103.5655, Mar.
• Karl Case & John Cotter & Stuart Gabriel, 2011, "Housing risk and return: Evidence from a housing asset-pricing model," Papers, arXiv.org, number 1103.5971, Mar.
• John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Papers, arXiv.org, number 1110.4119, Oct.
• 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.