Research classified by Journal of Economic Literature (JEL) codes

2023

• Linda S. Goldberg & Signe Krogstrup, 2023, "International Capital Flow Pressures and Global Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 30887, Jan.
• Lin William Cong & Nathan Darden George & Guojun Wang, 2023, "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30967, Feb.
• Caroline Flammer & Thomas Giroux & Geoffrey Heal, 2023, "Biodiversity Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 31022, Mar.
• Zhengyang Jiang & Cameron Peng & Hongjun Yan, 2023, "Personality Differences and Investment Decision-Making," NBER Working Papers, National Bureau of Economic Research, Inc, number 31041, Mar.
• James R. Hines, Jr. & Daniel Schaffa, 2023, "Capital Gains Realizations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31059, Mar.
• Nicholas C. Barberis & Lawrence J. Jin, 2023, "Model-free and Model-based Learning as Joint Drivers of Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 31081, Mar.
• Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023, "Equity Term Structures without Dividend Strips Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31119, Apr.
• Vadim Elenev & Tim Landvoigt, 2023, "Asset Pricing with Optimal Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 31121, Apr.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023, "Biodiversity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 31137, Apr.
• Anusha Chari, 2023, "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 31143, Apr.
• David Hirshleifer & Dat Y. Mai & Kuntara Pukthuanthong, 2023, "War Discourse and Disaster Premia: 160 Years of Evidence from Stock and Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 31204, May.
• Serhiy Kozak & Stefan Nagel, 2023, "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31275, May.
• Alexander P. Frankel & Joshua L. Krieger & Danielle Li & Dimitris Papanikolaou, 2023, "Evaluation and Learning in R&D Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 31290, May.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2023, "Green Tilts," NBER Working Papers, National Bureau of Economic Research, Inc, number 31320, Jun.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2023, "War Discourse and the Cross Section of Expected Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 31348, Jun.
• Kaiji Chen & Yiqing Xiao & Tao Zha, 2023, "Deposit Regulation and Monetary Transmission in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 31396, Jun.
• Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023, "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31424, Jul.
• Bryan T. Kelly & Dacheng Xiu, 2023, "Financial Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 31502, Jul.
• Gregory W. Brown & Celine Yue Fei & David T. Robinson, 2023, "Portfolio Management in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 31664, Sep.
• Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023, "Selection into Financial Education and Effects on Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 31682, Sep.
• Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023, "Forward Return Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31687, Sep.
• Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023, "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 31778, Oct.
• Matthew E. Kahn & John Matsusaka & Chong Shu, 2023, "Divestment and Engagement: The Effect of Green Investors on Corporate Carbon Emissions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31791, Oct.
• Raymond Fisman & Pulak Ghosh & Arkodipta Sarkar & Jian Zhang, 2023, "Dirty Air and Green Investments: The Impact of Pollution Information on Portfolio Allocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31813, Oct.
• Ian Dew-Becker & Stefano Giglio, 2023, "Risk Preferences Implied by Synthetic Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31833, Nov.
• Darren Aiello & Scott R. Baker & Tetyana Balyuk & Marco Di Maggio & Mark J. Johnson & Jason D. Kotter, 2023, "Who Invests in Crypto? Wealth, Financial Constraints, and Risk Attitudes," NBER Working Papers, National Bureau of Economic Research, Inc, number 31856, Nov.
• Viral V. Acharya & Toomas Laarits, 2023, "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31863, Nov.
• Joseph S. Briggs & David Cesarini & Sean Chanwook Lee & Erik Lindqvist & Robert Östling, 2023, "Financial Windfalls, Portfolio Allocations, and Risk Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 31864, Nov.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023, "Supply and Demand and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31879, Nov.
• Shawn Cole & Leslie Jeng & Josh Lerner & Natalia Rigol & Benjamin N. Roth, 2023, "What Do Impact Investors Do Differently?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31898, Nov.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2023, "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 31907, Nov.
• Randall Morck & M. Deniz Yavuz, 2023, "Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 31975, Dec.
• Xiao Cen & Winston Wei Dou & Leonid Kogan & Wei Wu, 2023, "Fund Flows and Income Risk of Fund Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31986, Dec.
• Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," NBER Working Papers, National Bureau of Economic Research, Inc, number 32004, Dec.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2023, "Accounting for Social Security claiming behavior," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 23-05, Jun.
• Andrew Detzel & Jefferson Duarte & Avraham Kamara & Stephan Siegel & Celine Sun, 2023, "The Cross-Section of Volatility and Expected Returns: Then and Now," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 9-56, August, DOI: 10.1561/104.00000125.
• Markus Leippold & Michal Svatoň, 2023, "Trend and Reversal of Idiosyncratic Volatility Revisited," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 171-202, August, DOI: 10.1561/104.00000129.
• Russell P. Robins & Geoffrey Peter Smith, 2023, "A New Look at Expected Stock Returns and Volatility," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 225-270, August, DOI: 10.1561/104.00000130.
• Juan Carlos Matallín-Sáez, 2023, "Better Performance of Mutual Funds with Lower R2’s Does Not Suggest that Active Management Pays," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 367-387, August, DOI: 10.1561/104.00000131.
• Haimanot Kassa & Feifei Wang & Yan Xuemin (Sterling), 2023, "Expected Stock Market Returns and Volatility: Three Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 271-307, August, DOI: 10.1561/104.00000132.
• Hans Lööf & Maziar Sahamkhadam & Andreas Stephan, 2023, "Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry," Journal of Forest Economics, now publishers, volume 38, issue 2, pages 133-157, June, DOI: 10.1561/112.00000560.
• John W. Goodell & Andrea Paltrinieri & Stefano PiserÃ, 2023, "Comparing Search-Engine Intensity and Regulatory Attention Impacts on Cryptocurrencies: Uncovering Important Heterogeneities," Review of Corporate Finance, now publishers, volume 3, issue 4, pages 571-595, September, DOI: 10.1561/114.00000051.
• Hamid Reza Izadi, 2023, "Measuring the Effects of Risk Aversion Change on Households’ Performance Using Endogenous Discount Factor Model," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 374-383, June.
• Petar Rangelov, 2023, "Application of Fractal Geometry in Studies of the Bulgarian Financial Market," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 81-98, June.
• Ibrahim M. I. KHARIS & Adriana GIURGIU, 2023, "The Evolution Of Central Bank Digital Currencies And Their Affect On The Global Economy," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 32, issue 1, pages 479-486, July.
• Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023, "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv, Center for Open Science, number dcb93, Apr, DOI: 10.31219/osf.io/dcb93.
• Giglio, Stefano & Kuchler, Theresa & Stroebel, Johannes & Zeng, Xuran, 2023, "Biodiversity Risk," SocArXiv, Center for Open Science, number n7pbj, Apr, DOI: 10.31219/osf.io/n7pbj.
• Martin Holmén & Felix Holzmeister & Michael Kirchler & Matthias Stefan & Erik Wengström, 2023, "Economic Preferences and Personality Traits Among Finance Professionals and the General Population," The Economic Journal, Royal Economic Society, volume 133, issue 656, pages 2949-2977.
• Christoph Kaufmann, 2023, "Investment Funds, Monetary Policy, and the Global Financial Cycle," Journal of the European Economic Association, European Economic Association, volume 21, issue 2, pages 593-636.
• Zhao Zhao & Olivier Ledoit & Hui Jiang, 2023, "Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 73-105.
• Daniele Massacci, 2023, "Testing for Regime Changes in Portfolios with a Large Number of Assets: A Robust Approach to Factor Heteroskedasticity," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 316-367.
• Nick Taylor, 2023, "The Determinants of Volatility Timing Performance," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1228-1257.
• Tolga Cenesizoglu & Denada Ibrushi, 2023, "Time Variation in Cash Flows and Discount Rates," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1557-1589.
• Ron Bekkerman & Eliezer M Fich & Natalya V Khimich & Jeffrey Pontiff, 2023, "The Effect of Innovation Similarity on Asset Prices: Evidence from Patents’ Big Data," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 99-145.
• Benedikt Ballensiefen & Angelo Ranaldo, 2023, "Safe Asset Carry Trade," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 223-265.
• Xuanjuan Chen & Zhenzhen Sun & Tong Yao & Tong Yu, 2023, "In Search of Habitat," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 266-306.
• Adam Farago & Erik Hjalmarsson, 2023, "Small Rebalanced Portfolios Often Beat the Market over Long Horizons," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 307-342.
• Markus Broman & Michael Densmore & Pauline Shum Nolan, 2023, "The Geography of Subadvisors, Managerial Structure, and the Performance of International Equity Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 343-374.
• Jinfei Sheng & Mikhail Simutin & Terry Zhang, 2023, "Cheaper Is Not Better: On the ‘Superior’ Performance of High-Fee Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 375-404.
• Huafeng (Jason) Chen & Liang Jiang & Weiwei Liu & Hui Chen, 2023, "Predicting Returns Out of Sample: A Naïve Model Averaging Approach," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 579-614.
• Rüdiger Fahlenbrach & Eric Jondeau, 2023, "Greening the Swiss National Bank’s Portfolio," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 4, pages 792-833.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2023, "Affordable Housing and City Welfare," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 1, pages 293-330.
• Tarek A Hassan & Thomas M Mertens & Tony Zhang, 2023, "A Risk-based Theory of Exchange Rate Stabilization," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 2, pages 879-911.
• Philippe Bacchetta & Eric van Wincoop & Eric R Young, 2023, "Infrequent Random Portfolio Decisions in an Open Economy Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 3, pages 1125-1154.
• Matteo Binfarè & Gregory Brown & Robert Harris & Christian Lundblad, 2023, "How Does Human Capital Affect Investing? Evidence from University Endowments," Review of Finance, European Finance Association, volume 27, issue 1, pages 143-188.
• Thomas A Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2023, "Market Timing and Predictability in FX Markets," Review of Finance, European Finance Association, volume 27, issue 1, pages 223-246.
• Kevin Aretz & Ming-Tsung Lin & Ser-Huang Poon, 2023, "Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns," Review of Finance, European Finance Association, volume 27, issue 1, pages 289-323.
• Tong Wang, 2023, "Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium," Review of Finance, European Finance Association, volume 27, issue 1, pages 325-367.
• Paul Brockman & Dennis Y Chung & Neal M Snow, 2023, "Search-Based Peer Groups and Commonality in Liquidity," Review of Finance, European Finance Association, volume 27, issue 1, pages 33-77.
• Adam Farago & Erik Hjalmarsson, 2023, "Long-Horizon Stock Returns Are Positively Skewed," Review of Finance, European Finance Association, volume 27, issue 2, pages 495-538.
• Scott Cederburg & Travis L Johnson & Michael S O’Doherty, 2023, "On the Economic Significance of Stock Return Predictability," Review of Finance, European Finance Association, volume 27, issue 2, pages 619-657.
• Samuli Knüpfer & Elias Rantapuska & Matti Sarvimäki, 2023, "Social Interaction in the Family: Evidence from Investors’ Security Holdings," Review of Finance, European Finance Association, volume 27, issue 4, pages 1297-1327.
• Clark Liu & Johan Sulaeman & Tao Shu & P Eric Yeung, 2023, "Life is Too Short? Bereaved Managers and Investment Decisions," Review of Finance, European Finance Association, volume 27, issue 4, pages 1373-1421.
• Pascal Kieren & Jan Müller-Dethard & Martin Weber, 2023, "Risk-Taking and Asymmetric Learning in Boom and Bust Markets," Review of Finance, European Finance Association, volume 27, issue 5, pages 1743-1779.
• Philippe Bacchetta & Simon Tièche & Eric van & Ralph Koijen, 2023, "International Portfolio Choice with Frictions: Evidence from Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 10, pages 4233-4270.
• Daniel Fricke & Hannes Wilke, 2023, "Connected Funds," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 11, pages 4546-4587.
• Adrian Buss & Savitar Sundaresan & Holger Mueller, 2023, "More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4713-4758.
• Leland Bybee & Bryan Kelly & Yinan Su & Tarun Ramadorai, 2023, "Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4759-4787.
• Fabio Braggion & Felix von & Nic Schaub & Tarun Ramadorai, 2023, "Inflation and Individual Investors’ Behavior: Evidence from the German Hyperinflation," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 5012-5045.
• Anna Pavlova & Taisiya Sikorskaya & Ralph Koijen, 2023, "Benchmarking Intensity," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 859-903.
• Gregory W & Eric Ghysels & Oleg R Gredil & Stijn Van, 2023, "Nowcasting Net Asset Values: The Case of Private Equity," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 945-986.
• Florian Heeb & Julian F Kölbel & Falko Paetzold & Stefan Zeisberger, 2023, "Do Investors Care about Impact?," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 5, pages 1737-1787.
• Ishita Sen, 2023, "Regulatory Limits to Risk Management," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 6, pages 2175-2223.
• Emirhan Ilhan & Philipp Krueger & Zacharias Sautner & Laura T Starks, 2023, "Climate Risk Disclosure and Institutional Investors," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 7, pages 2617-2650.
• Pierre Mabille, 2023, "The Missing Homebuyers: Regional Heterogeneity and Credit Contractions," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 7, pages 2756-2796.
• Gregory W Brown & Oleg R Gredil & Preetesh Kantak & Tarun Ramadorai, 2023, "Finding Fortune: How Do Institutional Investors Pick Asset Managers?," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 8, pages 3071-3121.
• Sinan Gokkaya & Xi Liu & Veronika Krepely & Fei Xie & Jinfan Zhang & Lauren Cohen, 2023, "Is There Investment Value in the Soft-Dollar Arrangement? Evidence from Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 8, pages 3122-3162.
• Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2023, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 9, pages 3423-3462.
• Cristina Sbirneciu & Nicoleta Valentina Florea, 2023, "Evaluating the Impact of Emerging Technologies on the ECB's Mandate: Can the European Central Bank Use Distributed Ledger Technology and Digital Euro to Advance Financial Inclusion in Europe?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1059-1070, August.
• Mariana Zamfir, 2023, "Analysis of Investment Projects by Discounting Methods," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 877-883, December.
• James D. Ramírez Quintero & Jefferson Marulanda Piedrahita & José R. Tovar Cuevas & Diego F. Manotas Duque, 2023, "¿Qué tan sensibles son los mercados financieros al brote por COVID-19? Evidencia de los mercados de Estados Unidos y Colombia
  [How sensitive are financial markets to COVID-19 outbreak? Evidence from the United States and Colombia markets]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 36, issue 1, pages 1-23, December, DOI: https://doi.org/10.46661/revmetodos.
• Asgar Ali & K. N. Badhani, 2023, "Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 1, pages 27-43, February, DOI: 10.1057/s41260-022-00290-0.
• Jinji Hao & Jonathon Skinner, 2023, "Analyst target price and dividend forecasts and expected stock returns," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 2, pages 108-120, March, DOI: 10.1057/s41260-022-00283-z.
• Ewa Feder-Sempach & Tomasz Miziołek, 2023, "How precisely European equity ETFs mirror their flagship benchmarks? Evidence from funds replicating performance of Euro Stoxx 50 Index," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 2, pages 121-135, March, DOI: 10.1057/s41260-022-00287-9.
• Min Jeong Kim & Dohyoung Kwon, 2023, "Dynamic asset allocation strategy: an economic regime approach," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 2, pages 136-147, March, DOI: 10.1057/s41260-022-00296-8.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023, "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 3, pages 198-211, May, DOI: 10.1057/s41260-022-00292-y.
• Valentinas Rudys, 2023, "How does retirement affect optimal life cycle portfolio allocation between stocks and bonds?," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 3, pages 212-224, May, DOI: 10.1057/s41260-022-00298-6.
• Christina E. Bannier & Yannik Bofinger & Björn Rock, 2023, "The risk-return tradeoff: are sustainable investors compensated adequately?," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 3, pages 165-172, May, DOI: 10.1057/s41260-023-00303-6.
• Alain Guéniche & Philippe Dupuy & Wan Ni Lai, 2023, "Price contingent and price-volume contingent portfolio strategies," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 3, pages 173-183, May, DOI: 10.1057/s41260-023-00304-5.
• Yogesh Chauhan & Ajay Kumar Mishra & Bhavik Parikh, 2023, "Fund family versus mutual fund performance: evidence from the Indian investors’ perspective," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 4, pages 268-283, July, DOI: 10.1057/s41260-022-00301-0.
• Keith Cuthbertson & Dirk Nitzsche & Niall O’Sullivan, 2023, "UK mutual funds: performance persistence and portfolio size," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 4, pages 284-298, July, DOI: 10.1057/s41260-023-00310-7.
• Faten Ben Bouheni & Manish Tewari, 2023, "Common risk factors and risk–return trade-off for REITs and treasuries," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 5, pages 374-395, September, DOI: 10.1057/s41260-023-00309-0.
• Pelin Bengitöz & Mehmet Umutlu, 2023, "Are return predictors of industrial equity indexes common across regions?," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 5, pages 396-418, September, DOI: 10.1057/s41260-023-00313-4.
• Alexander Carlo & Piet Eichholtz & Nils Kok & Ruud Wijnands, 2023, "Pension fund investments in infrastructure," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 5, pages 329-345, September, DOI: 10.1057/s41260-023-00315-2.
• Kiran Paudel & Atsuyuki Naka, 2023, "Effects of size on the exchange-traded funds performance," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 6, pages 474-484, October, DOI: 10.1057/s41260-023-00321-4.
• Gilles Boevi Koumou, 2023, "Risk budgeting using a generalized diversity index," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 6, pages 443-458, October, DOI: 10.1057/s41260-023-00326-z.
• Bernd Scherer & Milot Hasaj, 2023, "Greenlabelling: How valuable is the SFDR Art 9 label?," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 7, pages 541-546, December, DOI: 10.1057/s41260-023-00319-y.
• Thomas Cauthorn & Christian Klein & Leonard Remme & Bernhard Zwergel, 2023, "Portfolio benefits of taxonomy orientated and renewable European electric utilities," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 7, pages 558-571, December, DOI: 10.1057/s41260-023-00325-0.
• Takashi Kanamura, 2023, "Portfolio diversification and sustainable assets from new perspectives," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 7, pages 581-600, December, DOI: 10.1057/s41260-023-00336-x.
• Neveen Ahmed & Omar Farooq & Nidaa Hamed, 2023, "Relation Between Bitcoin and Its Forks: An Empirical Investigation," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 49, issue 2, pages 249-261, April, DOI: 10.1057/s41302-023-00247-0.
• Alexis Louaas & Pierre Picard, 2023, "A pandemic business interruption insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 48, issue 1, pages 1-30, March, DOI: 10.1057/s10713-023-00080-7.
• Daliana Luca & Hato Schmeiser & Florian Schreiber, 2023, "Investment guarantees in financial products: an analysis of consumer preferences," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 48, issue 4, pages 906-940, October, DOI: 10.1057/s41288-022-00268-4.
• Egidio Palmieri & Enrico Fioravante Geretto, 2023, "ESG Innovation in the Financial Industry," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Adapting to Change", DOI: 10.1007/978-3-031-50265-1_3.
• Valeriy Zakamulin, 2023, "Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model," Risk Management, Palgrave Macmillan, volume 25, issue 1, pages 1-25, March, DOI: 10.1057/s41283-022-00112-y.
• Claudio Boido & Antonio Fasano, 2023, "Mean-variance investing with factor tilting," Risk Management, Palgrave Macmillan, volume 25, issue 2, pages 1-24, June, DOI: 10.1057/s41283-022-00113-x.
• Georgia E. Buckle & Wolfgang J. Luhan, 2023, "Do as I Do: Paternalism and Preference Differences in Decision-Making for Others," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2023-07, Aug.
• Vancsura, László & Bareith, Tibor, 2023, "Analysis of the performance of predictive models during Covid-19 and the Russian-Ukrainian war," Public Finance Quarterly, Corvinus University of Budapest, volume 69, issue 2, pages 118-132, DOI: https://doi.org/10.35551/PFQ_2023_2.
• Alexia GAUDEUL & Caterina GIANNETTI, 2023, "Trade-offs in the design of financial algorithms," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2023/288, Mar.
• Bukvić, Rajko & Pavlović, Radica, 2023, "The Cash Flow Concept in Modern Financial Analysis of Internal Sources of Companies’ Investment Financing," MPRA Paper, University Library of Munich, Germany, number 116053.
• Fang, Yi & Niu, Hui & Lin, Yuen, 2023, "Ex-ante Valuation based on Prospect Theory," MPRA Paper, University Library of Munich, Germany, number 116386, Jan.
• Olkhov, Victor, 2023, "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper, University Library of Munich, Germany, number 116896, Apr.
• Whelan, Karl, 2023, "Fortune's Formula or the Road to Ruin? The Generalized Kelly Criterion With Multiple Outcomes," MPRA Paper, University Library of Munich, Germany, number 116927, Apr.
• Arjmandi, Nabi, 2023, "Optimal Portfolio Rebalancing with Sweep Under Transaction Cost," MPRA Paper, University Library of Munich, Germany, number 117162.
• Ganchev, Alexander, 2023, "The Behaviour of Chinese Government Bond Yield Curve before and during the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 117626, Feb.
• Akermi, Najwa & Ben Yedder, Nadia & Bakari, Sayef, 2023, "Impact of Final Consumption, Domestic Investment, Exports, and Imports on Economic Growth in Albania," MPRA Paper, University Library of Munich, Germany, number 118308.
• Chen, Ying & Grith, Maria & Lai, Hannah L. H., 2023, "Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 119022, Oct.
• Winkler, Julian, 2023, "Managing fundamentals versus preferences: Re-balancing portfolios and stock returns," MPRA Paper, University Library of Munich, Germany, number 119149, Nov.
• Basharina, Olga & Baranova, Nina & Larin, Sergey, 2023, "Разработка И Апробация Цифровой Модели Принятия Эффективных Инвестиционных Решений Для Формирования Стратегий Развития Экономических Субъектов
  [Building and testing a digital model for effective investment decisions to form strategies for developm," MPRA Paper, University Library of Munich, Germany, number 119334, Sep, revised 28 Sep 2023.
• Shah, Anand & Bahri, Anu, 2023, "Tokenomics: How “Risky” are the Stablecoins?," MPRA Paper, University Library of Munich, Germany, number 119646, Dec.
• Daugaard, Dan & Kent, Danielle & Servátka, Maroš & Zhang, Le, 2023, "Optimistic framing increases responsible investment of investment professionals," MPRA Paper, University Library of Munich, Germany, number 119677, Nov.
• Chaigneau, Pierre, 2023, "Capital Structure with Information about the Upside and the Downside," MPRA Paper, University Library of Munich, Germany, number 121397, Jun.
• Tan, Ying Hsuan & Lim, Siok Jin, 2023, "Diversification Benefits of U.S. REITs for Private Investors Holding Asian Stocks," MPRA Paper, University Library of Munich, Germany, number 123668.
• Dehghan Khavari, Saeed & Abdurahimian, Mohammad Hossein & Mirjalili, Seyed hossein & Danesh, Mehdi, 2023, "تاثیر پیشینه مالی و ویژگی های دموگرافیک بر نگرانی و نشخوار ذهنی مالی سرمایه گذاران در بورس اوراق بهادار با در نظر گرفتن نقش تعدیل کنندگی عوامل مالی کنونی
  [The Effect of Financial Background and Demographic Characteristics on the Investors' Financi," MPRA Paper, University Library of Munich, Germany, number 125618, Jul, revised 19 Dec 2023.
• Roudari, Soheil & Jalili, Esmaeil & Tehranchian, Amirmansour, 2023, "بررسی زمان- فرکانس ارتباط میان نوسانات نرخ ارز، تورم و کسری بودجه دولت در اقتصاد ایران
  [Investigating the time- frequency relationship between exchange rate, inflation and government budget deficit volatilities in Iran's economy]," MPRA Paper, University Library of Munich, Germany, number 126799, Nov, revised 07 Feb 2024.
• Roudari, Soheil, 2023, "Risk spillovers between S&P500, green bond, real estate, oil markets and dollar index," MPRA Paper, University Library of Munich, Germany, number 126830, Mar.
• Roudari, Soheil & Arabi, Seyed Hadi & Shahabadi, abolfazl & Adeli, Omid Ali, 2023, "اثرات سرریز پویای ریسک میان نرخ ارز، سهام، مسکن و سکه در ایران: شواهدی جدید از مقایسه دوران تحریم و غیرتحریم
  [Effects of dynamic risk spillover between exchange rates, stocks, housing and coins in Iran: New evidence from the comparison between san," MPRA Paper, University Library of Munich, Germany, number 127003, Aug, revised 15 Jan 2025.
• Roudari, Soheil & Ahmadi, Ali Mohammad & Omidi, Vahid, 2023, "بررسی ساز و کار انتقال ریسک آنی در سبد سرمایه¬گذاری با استفاده از رویکرد R2 Connectedness: شواهدی از شرکت سرمایه¬گذاری صندوق بازنشستگی کشور
  [Examining the mechanism of Contemporaneous risk transmission in the investment portfolio using the R2 Conn," MPRA Paper, University Library of Munich, Germany, number 127024, Oct, revised 18 May 2024.
• Roudari, Soheil & Jalili, Esmaeil & Omidi, Vahid, 2023, "مدیریت سبد سرمایه¬گذاری در صنعت پالایشگاهی: بررسی شرایط با بازدهی مثبت و منفی: رویکرد Asymmetric TVP-VAR
  [Portfolio Management in the Refining Industry: Investigating Conditions with Positive and Negative Returns: An Asymmetric TVP-VAR Approach]," MPRA Paper, University Library of Munich, Germany, number 127026, Sep, revised 05 Jan 2024.
• Omidi, Vahid & Roudari, Soheil & Jamshidi, Amir, 2023, "بررسی ارتباط بین گروه بانکها، خودرو، سیمان، فلزات اساسی و فرآورده های نفتی در بورس اوراق بهادار تهران به تفکیک شرایط با بازدهی مثبت و منفی با استفاده از الگوی Asymmetric TVP-VAR
  [Investigating The Relationship Between Bank, Automotive, Cement, Bas," MPRA Paper, University Library of Munich, Germany, number 127027, Jun, revised 16 Nov 2023.
• Haohua Li & Elie Bouri & Rangan Gupta & Libing Fang, 2023, "Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?," Working Papers, University of Pretoria, Department of Economics, number 202301, Jan.
• Petr Marek & Vojtěch Menzl & Eva Dufková, 2023, "Harry Max Markowitz (1927-2023) - founder of modern portfolio theory
  [Harry Max Markowitz (1927-2023) - tvůrce moderní teorie portfolia]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2023, issue 1, pages 67-73, DOI: 10.18267/j.cfuc.585.
• Milan Fičura, 2023, "Impact of size and volume on cryptocurrency momentum and reversal," FFA Working Papers, Prague University of Economics and Business, number 5.003, Apr, revised 05 Apr 2023.
• Caio Almeida & Gustavo Freire, 2023, "Which (Nonlinear) Factor Models?," Working Papers, Princeton University. Economics Department., number 2023-07, Apr.
• Paulo M.M. Rodrigues & Gabriel Zsurkis, 2023, "First passage times in portfolio optimization: a novel nonparametric approach," Working Papers, Banco de Portugal, Economics and Research Department, number w202309.
• Voraprapa Nakavachara & Roongkiat Ratanabanchuen & Kanis Saengchote & Thitiphong Amonthumniyom & Pongsathon Parinyavuttichai & Polpatt Vinaibodee, 2023, "Do People Gamble or Invest in the Cryptocurrency Market? Transactional-Level Evidence from Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 206, Apr, revised Feb 2024.
• Miguel H. Ferreira, 2023, "Aggregate Implications of Corporate Bond Holdings by Nonfinancial Firms," Working Papers, Queen Mary University of London, School of Economics and Finance, number 967, Sep.
• Ilaria Piatti & Joel Shapiro & Xuan Wang, 2023, "Sustainable Investing and Public Goods Provision," Working Papers, Queen Mary University of London, School of Economics and Finance, number 969, Nov.
• Christian Bucio-Pacheco & Miriam Sosa-Castro & Francisco Reyes-Zarate, 2023, "Volatilidad dinamica en el sector bancario en Mexico: evidencia DCC-GARCH vs Copula-GARCH," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 20, issue 2, pages 69-93, Julio-Dic.
• Yasin Kursat Onder, 2023, "Code and data files for "Optimal GDP-indexed Bonds"," Computer Codes, Review of Economic Dynamics, number 21-334, revised .
• Ropponen, Olli & Viertola, Marika & Kari, Seppo & Valkonen, Tarmo, 2023, "The Devil Is in the Details – Finnish Companies in the Vortex of International Tax Reforms," ETLA Brief, The Research Institute of the Finnish Economy, number 120, Apr.
• Ropponen, Olli & Viertola, Marika & Kari, Seppo & Valkonen, Tarmo, 2023, "Finnish Companies in the Vortex of International Tax Reforms," ETLA Reports, The Research Institute of the Finnish Economy, number 138, Apr.
• Utpal Bhattacharya & Amit Kumar & Sujata Visaria & Jing Zhao, 2023, "Do Women Receive Worse Financial Advice? An Audit Study in Hong Kong, China," ADB Economics Working Paper Series, Asian Development Bank, number 684, Jun.
• Gizem Vergili & Mehmet Sinan Çelik, 2023, "The Relationship Between the Indices of Volatility (VIX) and Sustainability (DJSEMUP): An ARDL Approach," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 19-29.
• Georges Dionne, 2023, "Causality in empirical analyses with emphasis on asymmetric information and risk management," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 23-4, Oct.
• Mohammed M. Tumala & Ngozi V. Atoi & Tari M. Karimo, 2023, "Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 2, pages 173-208.
• Yumi Park & Sangwon Suh, 2023, "Investor Sentiment and Shorted-Stock Return," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 48, issue 4, pages 61-91.
• Christopher Hayter & Albert Link & Matthew Schaffer, 2023, "Identifying the Emergence of Academic Entrepreneurship within the Technology Transfer Literature," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 23-4, Aug.
• Min-Yuh Day & Paoyu Huang & Yirung Cheng & Yensen Ni, 2023, "Investing Strategies for Trading Stocks as Overreaction Triggered by Technical Trading Rules with Big Data Concerns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 148-161, October.
• Hong-Wen Tsai & Hui-Chung Che, 2023, "Industry Difference on Patent Drawing’s Capability for Differentiating Stock Rates of Return of Chinese Listed Companies in Non-Manufacturing Industry Sectors -- An Explore into Invention Publication Patents and Utility Model Grant Patents," Bulletin of Applied Economics, Risk Market Journals, volume 10, issue 1, pages 21-67.
• Abramov, Aleksandr (Абрамов, Александр) & Chernova, Mariya (Чернова, Мария), 2023, "Investing Pension Savings in Russia: Results and Lessons for the Future
  [Инвестирование Пенсионных Накоплений В России: Результаты И Уроки]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 3, pages 8-45, June.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023, "Analysis of the yield factors of russian government bonds
  [Анализ Факторов Доходности Российских Облигаций Федерального Займа]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202328.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023, "Analysis of the impact of monetary shocks on the term structure of interest rates in the russian economy
  [Анализ Влияния Монетарных Шоков На Временную Структуру Процентных Ставок В Российской Экономике]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202329.
• Damien KUNJAL & Saiurin NAIDOO & Caleb MOONSAMY & Thavania GOVENDER & Riley NAIDOO & Ebrahim ALLY, 2023, "Investor Herd Behaviour during the COVID-19 Pandemic: Evidence from the Johannesburg Stock Exchange," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 8, issue 2, pages 158-169, June.
• Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023, "Selection into Financial Education and Effects on Portfolio Choice," Cahiers de recherche / Working Papers, Institut sur la retraite et l'épargne / Retirement and Savings Institute, number 16.
• Dedhy Sulistiawan & Felizia Arni Rudiawarni & Bruno S. Sergi, 2023, "Intangible Assets and Crash Risk: The Case of Low Intellectual Capital Firms in Indonesia," The American Economist, Sage Publications, volume 68, issue 2, pages 216-232, October, DOI: 10.1177/05694345221137282.
• Lei Xu & Bin Li & Chen Ma & Jingyu Liu, 2023, "Supply chain finance and firm diversification: Evidence from China," Australian Journal of Management, Australian School of Business, volume 48, issue 2, pages 408-435, May, DOI: 10.1177/03128962221075366.
• David J Johnstone, 2023, "Capital budgeting and Kelly betting," Australian Journal of Management, Australian School of Business, volume 48, issue 3, pages 625-651, August, DOI: 10.1177/03128962221118837.
• Vinod Kumar, 2023, "Is the Beta Anomaly Real? A Correction in Existing Theories of Cost of Capital and Asset Pricing," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 2, pages 135-163, June, DOI: 10.1177/09726527231160863.
• Pradiptarathi Panda & Wasim Ahmad & M. Thiripalraju, 2023, "Better to Give than to Receive: A Study of BRICS Countries Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 2, pages 164-188, June, DOI: 10.1177/09726527231154100.
• Jains P. Chacko & Lakshmi Padmakumari, 2023, "The Effect of Investment Inefficiency on Expected Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 3, pages 272-296, September, DOI: 10.1177/09726527231165365.
• Meng-Shiuh Chang & Meng-Wei Chen & Peijie Ju, 2023, "Asymmetry in Hedges, Safe Havens, Flights and Contagion: Unconditional Quantile Regression Approach," SAGE Open, , volume 13, issue 4, pages 21582440231, November, DOI: 10.1177/21582440231208536.
• Yen-Chang Chen & Ying-Sing Liu, 2023, "Market Efficiency and Stock Investment Loss Aversion Guide During COVID-19 Pandemic Events: The Case for Applying Data Mining," SAGE Open, , volume 13, issue 4, pages 21582440231, December, DOI: 10.1177/21582440231215956.
• Oguzhan Cepni & Tarik Dogru & Ozgur Ozdemir, 2023, "The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test," Tourism Economics, , volume 29, issue 4, pages 906-928, June, DOI: 10.1177/13548166221077633.
• Lopes, Fernando & Leite, Paulo & Carmo Correia, Maria & Durán-Santomil, Pablo, 2023, "Market crises and benchmark-adjusted fund alphas in a small market context," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 32, issue 3, pages 1-17.
• Marcin Czugan & Michał Karwasiński & Jarosław Mizera & Ewa Balcerowicz, 2023, "Place of crowdfunding in financing investment projects in Poland," mBank - CASE Seminar Proceedings, CASE-Center for Social and Economic Research, number 0173, Mar.
• Anna Dos & Monika Foltyn-Zarychta & Matteo Pedrini & Iryna Shkura, 2023, "Millennials’ willingness to payfor socially responsible investmentand its institutional and individual antecedents – evidence from Italy, Poland, and Ukraine," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 19, pages 137-159, DOI: 10.7172/2353-6845.jbfe.2023.1.7.
• Magdalena Mikolajek-Gocejna, 2023, "Application of Chow, Cusum and Rolling Window in Testing Stability of Systematic Risk of Companies Listed in WIG-ESG in 2019–2022," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 20, pages 1-29, DOI: 10.7172/2353-6845.jbfe.2023.2.1.
• Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli & Harry Pickard & Karl Taylor, 2023, "Household portfolios and financial literacy: The flight to delegation," Working Papers, The University of Sheffield, Department of Economics, number 2023005, Feb.
• Dirk Niepelt, 2023, "Payments and prices," Working Papers, Swiss National Bank, number 2023-03.
• Marie Briere & Léopold Simar & Ariane Szafarz & Anne Vanhems, 2023, "Sensitivity to measurement errors of the distance to the efficient frontier," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 23-004, May.
• Mike G. Tsionas & Dionisis Philippas, 2023, "Measures of global sensitivity in linear programming: applications in banking sector," Annals of Operations Research, Springer, volume 330, issue 1, pages 585-607, November, DOI: 10.1007/s10479-021-03980-x.
• Sabri Boubaker & Xuyuan Han & Zhenya Liu & Yaosong Zhan, 2023, "Optimal filter rules for selling stocks in the emerging stock markets," Annals of Operations Research, Springer, volume 330, issue 1, pages 211-242, November, DOI: 10.1007/s10479-021-04381-w.
• Emawtee Bissoondoyal-Bheenick & Robert Brooks & Hung Do, 2023, "Asset allocation of Australian superannuation funds: a markov regime switching approach," Annals of Operations Research, Springer, volume 330, issue 1, pages 485-515, November, DOI: 10.1007/s10479-022-04741-0.
• Linh Xuan Diep Nguyen & Thanaset Chevapatrakul & Simona Mateut, 2023, "Shock transmissions and business linkages among US sectors," Annals of Operations Research, Springer, volume 330, issue 1, pages 517-552, November, DOI: 10.1007/s10479-022-04979-8.
• Dávid Zoltán Szabó & Zsolt Bihary, 2023, "The riskiness of stock versus money market investment with stochastic rates," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 31, issue 2, pages 393-415, June, DOI: 10.1007/s10100-022-00814-4.
• Mohammad Enamul Hoque & Faik Bilgili & Sourav Batabyal, 2023, "What do we know about spillover between the climate change futures market and the carbon futures market?," Climatic Change, Springer, volume 176, issue 12, pages 1-23, December, DOI: 10.1007/s10584-023-03640-y.
• Yumo Zhang, 2023, "Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 1, pages 97-128, June, DOI: 10.1007/s10203-022-00374-x.
• Thepdanai Danswasvong & Sira Suchintabandid, 2023, "Heterogeneity-adjusted management of pension funds using adaptive representative agents," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 2, pages 545-567, December, DOI: 10.1007/s10203-022-00384-9.
• Marcos Escobar-Anel & Lorenz Theilacker & Rudi Zagst, 2023, "Revisiting the 1/N-strategy: a neural network framework for optimal strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 2, pages 505-542, December, DOI: 10.1007/s10203-023-00388-z.
• Marcos Escobar-Anel & Lorenz Theilacker & Rudi Zagst, 2023, "Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 2, pages 543-543, December, DOI: 10.1007/s10203-023-00394-1.
• Hélène Halconruy, 2023, "The insider trading problem in a jump-binomial model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 2, pages 379-413, December, DOI: 10.1007/s10203-023-00412-2.
• Xiaofei Shi & Daran Xu & Zhanhao Zhang, 2023, "Deep learning algorithms for hedging with frictions," Digital Finance, Springer, volume 5, issue 1, pages 113-147, March, DOI: 10.1007/s42521-023-00075-z.
• Leonardo Ieracitano Vieira & Márcio Poletti Laurini, 2023, "Time-varying higher moments in Bitcoin," Digital Finance, Springer, volume 5, issue 2, pages 231-260, June, DOI: 10.1007/s42521-022-00072-8.
• Felix Reichenbach & Martin Walther, 2023, "Financial recommendations on Reddit, stock returns and cumulative prospect theory," Digital Finance, Springer, volume 5, issue 2, pages 421-448, June, DOI: 10.1007/s42521-023-00084-y.
• Jürgen E. Schatzmann & Bernhard Haslhofer, 2023, "Exploring investor behavior in Bitcoin: a study of the disposition effect," Digital Finance, Springer, volume 5, issue 3, pages 581-612, December, DOI: 10.1007/s42521-023-00086-w.
• Indrajit Saha & Veeraruna Kavitha, 2023, "Systemic-Risk and Evolutionary Stable Strategies in a Financial Network," Dynamic Games and Applications, Springer, volume 13, issue 3, pages 897-928, September, DOI: 10.1007/s13235-022-00488-2.