Research classified by Journal of Economic Literature (JEL) codes

2022

• Sergio Mayordomo & Mar'ia Rodriguez-Moreno & Juan Ignacio Pe~na, 2022, "Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain," Papers, arXiv.org, number 2202.02280, Feb.
• Nikan Firoozye & Vincent Tan & Stefan Zohren, 2022, "Canonical Portfolios: Optimal Asset and Signal Combination," Papers, arXiv.org, number 2202.10817, Feb, revised Jul 2023.
• Jonathan Ansari & Eva Lutkebohmert & Ariel Neufeld & Julian Sester, 2022, "Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information," Papers, arXiv.org, number 2204.01071, Apr, revised Sep 2023.
• Michail Anthropelos & Paul Schneider, 2022, "Optimal Investment and Equilibrium Pricing under Ambiguity," Papers, arXiv.org, number 2206.10489, Jun.
• Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs, 2022, "Environmental-Social-Governance Preferences and Investments in Crypto-Assets," Papers, arXiv.org, number 2206.14548, Jun.
• Brendan K. Beare & Juwon Seo & Zhongxi Zheng, 2022, "Stochastic arbitrage with market index options," Papers, arXiv.org, number 2207.00949, Jul, revised Jan 2025.
• Ricardo Crisostomo, 2022, "Measuring Transition Risk in Investment Funds," Papers, arXiv.org, number 2210.15329, Oct, revised Dec 2022.
• Alev{s} v{C}ern'y & Christoph Czichowsky, 2022, "The law of one price in quadratic hedging and mean-variance portfolio selection," Papers, arXiv.org, number 2210.15613, Oct, revised Sep 2024.
• Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent Asset Allocation Using Neural Networks," Papers, arXiv.org, number 2211.00871, Nov.
• Pratap Kumar Jena & Pramod Kumar Mishra, 2022, "Lockdown vs. Opening-Up of the Economy During the COVID-19 Pandemic and the Indian Stock Market," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 4, pages 1-4, DOI: 2022/11/08.
• Hassanudin Mohd Thas Thaker, 2023, "COVID-19, Mobility, and Stock Markets Performance - Evidence From ASEAN-5," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 4, pages 1-6, DOI: 2023/03/09.
• Chinmaya Behera & Pramod Kumar Mishra, 2022, "Interconnectedness and Nonlinearity in Indian Energy Futures During the COVID-19 Pandemic," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 3, issue 2, pages 1-5, DOI: 2022/06/17.
• Massimo Guidolin & Kai Wang, 2022, "The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 22190.
• Pavlo Dziuba & Darya Glukhova & Kyryl Shtogrin, 2022, "Risk, Return And International Portfolio Diversification: K-Means Clustering Data," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 3, DOI: 10.30525/2256-0742/2022-8-3-53-64.
• Mustafa Kevser & Mesut DoÄŸan & AyÅŸenur TarakçioÄŸlu Altinay, 2022, "The Impact Of Buy €“ Sell Recommendations On Banks’ Stock Returns," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 2, DOI: 10.30525/2256-0742/2022-8-2-1-10.
• Alexander Ganchev, 2022, "The Performance of Hedge Fund Industry during the COVID-19 Crisis – Theoretical Characteristics and Empirical Aspects," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 18-37.
• Mario Bajo & Emilio Rodríguez, 2022, "Integrating the carbon footprint into the construction of corporate bond portfolios," Working Papers, Banco de España, number 2226, Jul.
• Julio Gálvez & Gonzalo Paz-Pardo, 2022, "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Working Papers, Banco de España, number 2241, Nov, DOI: https://doi.org/10.53479/23706.
• Daniela Marconi & Marco Marinucci & Giovanna Paladino, 2022, "Digitalization, financial knowledge and financial decisions," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 741, Dec.
• Federico Apicella & Raffaele Gallo & Giovanni Guazzarotti, 2022, "Insurers' investments before and after the Covid-19 outbreak," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1363, Feb.
• Alessandro Moro & Alessandro Schiavone, 2022, "The role of non-bank financial institutions in the intermediation of capital flows to emerging markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1367, Apr.
• Gyoengyi Loranth & Anatoli Segura & Jing Zeng, 2022, "Voluntary support and ring-fencing in cross-border banks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1373, Jun.
• Tobias Witter & Thorsten Sellhorn & Jens Müller & Vicky Kiosse, 2022, "Balance sheet smoothing," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0006, Dec, DOI: 10.48462/opus4-4673.
• Luis Fernando Melo-Velandia & Camilo Andrés Orozco-Vanegas & Daniel Parra-Amado, 2022, "Ofertas Públicas de Adquisición y su efecto sobre las rentabilidades en el mercado accionario: El caso de NUTRESA y SURA en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1195, Apr, DOI: 10.32468/be.1195.
• Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022, "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia, Banco de la Republica de Colombia, number 1222, Dec, DOI: 10.32468/be.1222.
• Nikola Kosanović, 2022, "Primena Teorije Mreža U Optimizaciji Portfolija (Application Of Network Theory In Portfolio Optimization)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 46, pages 47-59, September.
• Dorian Henricot & Thibaut Piquard, 2022, "Credit Default Swaps and Credit Risk Reallocation," Working papers, Banque de France, number 860.
• Evelyn Nwamaka Ogbeide-Osaretin (Ph.D) & Timothy Igbafe Aliu, 2022, "Empirical Investigation on Domestic Credit to Private Sector and Rural Development in Nigeria," Journal of Developing Economies, AJPO Journals Limited, volume 4, issue 1, pages 35-46.
• Juan Imbet & Javier Gil-Bazo, 2022, "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers, Barcelona School of Economics, number 1366, Oct.
• Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova, 2022, "Are ethical and green investment funds more resilient?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Statistics for Sustainable Finance".
• Torsten Ehlers & Ulrike Elsenhuber & Anandakumar Jegarasasingam & Eric Jondeau, 2022, "Deconstructing ESG scores: how to invest with your own criteria," BIS Working Papers, Bank for International Settlements, number 1008, Mar.
• Gong Cheng & Eric Jondeau & Benoit Mojon, 2022, "Building portfolios of sovereign securities with decreasing carbon footprints," BIS Working Papers, Bank for International Settlements, number 1038, Sep.
• Nadezhda Ivanova & Henry Penikas & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva, 2022, "Review of the Bank of Russia - NES Workshop 'Transition to a Low-Carbon Economy: Costs and Risks for the Financial Sector'," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 3, pages 89-106, September.
• Anna Burova & Konstantin Egorov & Dmitry Mukhin, 2022, "Foreign Currency Debt and Exchange Rate Pass-Through," Bank of Russia Working Paper Series, Bank of Russia, number wps93, Feb.
• Christian Gollier & Sébastien Pouget, 2022, "Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership," Economica, London School of Economics and Political Science, volume 89, issue 356, pages 997-1023, October, DOI: 10.1111/ecca.12436.
• Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022, "Skill, Scale, and Value Creation in the Mutual Fund Industry," Journal of Finance, American Finance Association, volume 77, issue 1, pages 601-638, February, DOI: 10.1111/jofi.13096.
• Ivo Welch, 2022, "The Wisdom of the Robinhood Crowd," Journal of Finance, American Finance Association, volume 77, issue 3, pages 1489-1527, June, DOI: 10.1111/jofi.13128.
• Maarten Meeuwis & Jonathan A. Parker & Antoinette Schoar & Duncan Simester, 2022, "Belief Disagreement and Portfolio Choice," Journal of Finance, American Finance Association, volume 77, issue 6, pages 3191-3247, December, DOI: 10.1111/jofi.13179.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2022, "Value of life and annuity demand," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 89, issue 2, pages 371-396, June, DOI: 10.1111/jori.12370.
• Jakša Cvitanić & Julien Hugonnier, 2022, "Optimal fund menus," Mathematical Finance, Wiley Blackwell, volume 32, issue 2, pages 455-516, April, DOI: 10.1111/mafi.12341.
• Ying Fan & Charles Ka Yui Leung & Zan Yang, 2022, "Financial conditions, local competition, and local market leaders: The case of real estate developers," Pacific Economic Review, Wiley Blackwell, volume 27, issue 2, pages 131-193, May, DOI: 10.1111/1468-0106.12360.
• Tokuo Iwaisako & Arito Ono & Amane Saito & Hidenobu Tokuda, 2022, "Disentangling the effect of home ownership on household stockholdings: Evidence from Japanese micro data," Real Estate Economics, American Real Estate and Urban Economics Association, volume 50, issue 1, pages 268-295, March, DOI: 10.1111/1540-6229.12342.
• MOROSAN Adrian, 2022, "The Classic Form Of The Relative Strength Index (Rsi) And The Cryptocurrency Egld," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 74, issue 3, pages 82-87, October, DOI: 10.56043/reveco-2022-0027.
• Karolis Liaudinskas, 2022, "Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders," Working Paper, Norges Bank, number 2022/6, Jun.
• Gabor Pinter & Semih Uslu, 2022, "Comparing search and intermediation frictions across markets," Bank of England working papers, Bank of England, number 974, Apr.
• Gerardo Ferrara & Philippe Mueller & Ganesh Viswanath-Natraj & Junxuan Wang, 2022, "Central bank swap lines: micro-level evidence," Bank of England working papers, Bank of England, number 977, May.
• Maren Froemel & Michael Joyce & Iryna Kaminska, 2022, "The local supply channel of QE: evidence from the Bank of England’s gilt purchases," Bank of England working papers, Bank of England, number 980, May.
• Alex Kontoghiorghes, 2022, "Do personal taxes affect investment decisions and stock returns?," Bank of England working papers, Bank of England, number 988, Jul.
• Meena Sharma & Sunita, 2022, "Examining Asymmetric Volatility Dynamism of Returns in the Infrastructure Sector in India during Covid 19: - A application of GARCH Models," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 25, issue 2, pages 126-137, DOI: 10.32725/acta.2022.014.
• Yoshihiko Hogen & Yoshiyasu Koide & Yuji Shinozaki, 2022, "Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-14, Sep.
• Yoshiyasu Koide & Yoshihiko Hogen & Nao Sudo, 2022, "Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-15, Sep.
• Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2022, "Skewness Expectations and Portfolio Choice," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_333, Feb.
• Fabian Brunner & Fabian Gamm & Wladislaw Mill, 2022, "MyPortfolio: The IKEA Effect in Financial Investment Decisions," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_349, Mar.
• Parada-Contzen Marcela, 2022, "Default Behavior and Risk Aversion in Defined Contribution Retirement Systems: Evidence from Chile," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 22, issue 4, pages 655-714, October, DOI: 10.1515/bejeap-2021-0388.
• Michail Nektarios A. & Melas Konstantinos D., 2022, "Geopolitical Risk and the LNG-LPG Trade," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 28, issue 3, pages 243-265, September, DOI: 10.1515/peps-2022-0007.
• Mba Jules Clement & Mwambetania Mwambi Sutene, 2022, "Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 173-190, April, DOI: 10.1515/snde-2020-0072.
• Abraham Oketooyin GBADEBO & Yusuf Olatunji OYEDEKO, 2022, "Effect Of Liquidity Risk On Low Volatility Anomaly In Nigerian Stock Market," Contemporary Economy Journal, Constantin Brancoveanu University, volume 7, issue 3, pages 25-42.
• Roméo Tédongap & Jules Tinang, 2022, "Portfolio Optimization and Asset Pricing Implications under Returns Non-Normality Concerns," Finance, Presses universitaires de Grenoble, volume 43, issue 1, pages 47-94.
• Georges Hübner & Thomas Lejeune, 2022, "Portfolio choice and mental accounts: A comparison with traditional approaches," Finance, Presses universitaires de Grenoble, volume 43, issue 1, pages 95-121.
• Philippe Bertrand & Jean-Luc Prigent, 2022, "Performance Participation Strategies: OBPP versus CPPP," Finance, Presses universitaires de Grenoble, volume 43, issue 1, pages 123-150.
• Laurence Bloch & Benjamin Favetto & Adrien Lagouge & Franck Sédillot, 2022, "Inégalités de rendements et de patrimoine en France en 2017," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 265-287.
• Tafirei Mashamba, 2022, "Liquidity Dynamics of Banks in Emerging Market Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 1, pages 179-206.
• Kuntal K. Das & Mona Yaghoubi, 2022, "Stock Liquidity and Firm-Level Political Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/18, Nov.
• Xu, Yongdeng, 2022, "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/5, Mar.
• Antonin Bergeaud & Jean Benoit Eymeoud & Thomas Garcia & Dorian Henricot, 2022, "Working from home and corporate real estate," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1831, Feb.
• Ante Sterc, 2022, "Limited Consideration in the Investment Fund Choice," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp729, Jun.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CESifo Working Paper Series, CESifo, number 10065.
• Stefan Nagel & Zhen Yan, 2022, "Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows," CESifo Working Paper Series, CESifo, number 10118.
• Barry Eichengreen & Orkun Saka, 2022, "Cultural Stereotypes of Multinational Banks," CESifo Working Paper Series, CESifo, number 10123.
• Katarzyna Bilicka & Irem Güçeri & Evangelos Koumanakos & Katarzyna Anna Bilicka & Irem Guceri, 2022, "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," CESifo Working Paper Series, CESifo, number 10185.
• Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber & Michael Weber, 2022, "What Do the Data Tell Us about Inflation Expectations?," CESifo Working Paper Series, CESifo, number 9602.
• António Afonso & Francisco Gomes Pereira, 2022, "Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment," CESifo Working Paper Series, CESifo, number 9610.
• Lars Hornuf & Gül Yüksel, 2022, "The Performance of Socially Responsible Investments: A Meta-Analysis," CESifo Working Paper Series, CESifo, number 9724.
• Sebastian Link & Manuel Menkhoff & Andreas Peichl & Paul Schüle & Lukas Menkhoff, 2022, "Downward Revision of Investment Decisions after Corporate Tax Hikes," CESifo Working Paper Series, CESifo, number 9786.
• Andreas Kick & Horst Rottmann, 2022, "Sustainable Stocks and the Russian War on Ukraine - An Event Study in Europe," CESifo Working Paper Series, CESifo, number 9798.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022, "Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting," CESifo Working Paper Series, CESifo, number 9956.
• Uluc Aysun & Karlia Clarke & Oronde Small, 2022, "Capital Outflow Restrictions and Dollar Drainage," Working Papers, University of Central Florida, Department of Economics, number 2022-02, Oct.
• Massimo Filippini & Markus Leippold & Tobias Wekhof, 2022, "Sustainable Finance Literacy and the Determinants of Sustainable Investing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-02, Jan.
• Michael Schnetzer & Thorsten Hens, 2022, "Evolutionary finance for multi-asset investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-05, Jan.
• Raphael Burkhardt & Urban Ulrych, 2022, "Sparse and Stable International Portfolio Optimization and Currency Risk Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-07, Jan.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2022, "Tenant Industry Sector and European Listed Real Estate Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-08, Jan.
• Philippe Bacchetta & Eric van Wincoop & Eric R. Young, 2022, "Infrequent Random Portfolio Decisions in an Open Economy Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-10, Jan.
• Coralie Jaunin & Luciano Somoza & Tammaro Terracciano, 2023, "Are Green Funds for Real?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-19, Apr.
• Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto, 2022, "Asset pricing with costly short sales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-21, Mar.
• Torsten Ehlers & Ulrike Elsenhuber & Kumar Jegarasasingam & Eric Jondeau, 2022, "Deconstructing ESG Scores: How to Invest with Your own Criteria," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-23, Mar.
• Martina Fraschini & Andrea Maino & Luciano Somoza, 2022, "Can the Government Be an Effective Venture Capital Investor?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-39, Apr.
• Luciano Somoza & Antoine Didisheim, 2022, "The End of the Crypto-Diversification Myth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-53, Jun.
• Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022, "The Virtue of Complexity Everywhere," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-57, Jul.
• Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022, "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-59, Aug.
• Pascal St-Amour, 2022, "Valuing Life over the Life Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-62, Aug.
• Theis Ingerslev Jensen & Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2022, "Machine Learning and the Implementable Efficient Frontier," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-63, Aug.
• Gong Cheng & Eric Jondeau & Benoît Mojon, 2022, "Building portfolios of sovereign securities with decreasing carbon footprints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-66, Sep.
• Philippe van der Beck, 2022, "On the Estimation of Demand-Based Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-67, Jun.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-77, Oct.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2022, "Momentum Without Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-87, Nov.
• Marc S. Paolella & Pawel Polak, 2022, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-88, Nov.
• Damir Filipović & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-95, Dec.
• Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022, "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-96, Dec, revised May 2023.
• Vitaly Orlov & Stefano Ramelli & Alexander F. Wagner, 2022, "Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-98, Dec.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saglam, 2023, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-38, Jun.
• Tomas Adam & Ales Michl & Michal Skoda, 2023, "Balancing Volatility and Returns in the Czech National Bank's Foreign Exchange Portfolio," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2023/01, Sep.
• Martin Hodula & Milan Szabo & Josef Bajzik, 2022, "Retail Fund Flows and Performance: Insights from Supervisory Data," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/10, Dec.
• Martin Vesely, 2022, "Application of Quantum Computers in Foreign Exchange Reserves Management," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/2, Mar.
• Milan Szabo, 2022, "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/6, Jun.
• Ramiro Losada, 2022, "La información pública periódica de los fondos de inversión: como influyen en las decisiones de los inversores," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Guillermo Cambronero, Gloria Ruiz, 2022, "Análisis del comportamiento de los inversores minoristas en los mercados financieros durante la crisis del COVID-19," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ramiro Losada, 2022, "Periodic public information on investment funds and how it influences investors´ decisions," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Guillermo Cambronero Pérez, Gloria Ruiz Suarez, 2022, "Analysys of the behaviour of retail investors in the financial markets during the COVID-19 crisis," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Eduardo Sandoval Álamos & Fernando Olea Rodr�guez, 2022, "Uso del endeudamiento y desempeno en los mercados accionarios. El caso de sociedades anónimas de Brasil, Chile, México y Perú," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 129-157.
• Michael Demmler & Amilcar Orlian Fern�ndez Dom�nguez, 2022, "Speculative bubble tendencies in time series of Bitcoin market prices," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 159-183.
• José Gabriel Astaiza Gómez & Camilo Andr�s P�rez Pacheco, 2022, "Equity Analyst Reports and Stock Prices," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 41, issue 73, pages 43-62.
• Yuly Andrea Franco Gómez & John Freddy Moreno Trujillo & Carlos Andres Zapata Quimbayo, 2022, "Selección óptima de portafolios usando el modelo Black-Litterman con views difusas," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 97, pages 369-393.
• Lóránth, Gyöngyi & Segura, Anatoli & Zeng, Jing, 2022, "Common Deposit Insurance, Cross-Border Banks and Welfare," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16893, Jan.
• Ten Bosch, Eline & Van Dijk, Mathijs & Schoenmaker, Dirk, 2022, "Do the SDGs affect sovereign bond spreads? First evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16898, Jan.
• Pavlova, Anna & Sikorskaya, Taisiya, 2022, "Benchmarking Intensity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16909, Jan.
• Gourier, Elise & Phalippou, Ludovic & Westerfield, Mark, 2022, "Capital Commitment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16910, Jan.
• Roche, Herve & Sahuguet, Nicolas, 2022, "Strategic Asset Allocation under Peer Group Benchmarks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17042, Feb.
• Fatouh, Mahmoud & Neamtu, Ioana & van Wijnbergen, Sweder, 2022, "Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17062, Feb.
• D'Acunto, Francesco & Malmendier, Ulrike M. & Weber, Michael, 2022, "What Do the Data Tell Us About Inflation Expectations?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17094, Mar.
• Evgeniou, Theodoros & Hugonnier, Julien & Prieto, Rodolfo, 2022, "Asset pricing with costly short sales," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17099, Mar.
• Beetsma, Roel & Busse, Matthias & Germinetti, Lorenzo & Giuliodori, Massimo & Larch, Martin, 2022, "Is the Road to Hell Paved with Good Intentions? An Empirical Analysis of Budgetary Follow-up in the EU," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17154, Mar.
• Anadu, Kenechukwu & Cipriani, Marco & La Spada, Gabriele, 2022, "The Money Market Mutual Fund Liquidity Facility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17161, Mar.
• Kelly, Bryan & Malamud, Semyon & Zhou, Kangying, 2022, "The Virtue of Complexity in Return Prediction," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17194, Apr.
• Boissel, Charles & Matray, Adrien, 2022, "Dividend Taxes and the Allocation of Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17228, Apr.
• Franzoni, Francesco & Obrycki, Daniel & Resendes, Rafael, 2022, "The Wealth Creation Effect in Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17251, Apr.
• Edmans, Alex & Levit, Doron & Schneemeier, Jan, 2022, "Socially Responsible Divestment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17262, Apr.
• Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022, "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17338, May.
• Ek, Andreas & Gokmen, Gunes & Majlesi, Kaveh, 2022, "Cultural Origins of Investment Behavior," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17412, Jun.
• Happel, Jonas & Karabulut, Yigitcan & Schäfer, Larissa & Tuzel, Selale, 2022, "Shattered Housing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17420, Jul.
• Schlafmann, Kathrin & Setty, Ofer & Vestman, Roine, 2022, "Designing Pension Plans According to Consumption-Savings Theory," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17489, Jul.
• Abraham, Arpad & Gottardi, Piero & Hubmer, Joachim & Mayr, Lukas, 2022, "Tax Wedges, Financial Frictions and Misallocation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17526, Aug.
• Bartram, Söhnke & Grinblatt, Mark & Nozawa, Yoshio, 2022, "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17592, Oct.
• Bryzgalova, Svetlana & Pavlova, Anna & Sikorskaya, Taisiya, 2022, "Retail Trading in Options and the Rise of the Big Three Wholesalers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17688, Nov.
• Nagel, Stefan & Yan, Zhen, 2022, "Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17695, Nov.
• Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022, "Global Fund Flows and Emerging Market Tail Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17697, Nov.
• Chen, Damiaan & Beetsma, Roel & van Wijnbergen, Sweder, 2022, "Intergenerational Sharing of Unhedgeable Inflation Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17720, Dec.
• Gehrig, Thomas & Sögner, Leopold, 2022, "Extending the Demand System Approach to Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17743, Dec.
• Zhang, Lu & Wolff, Christian, 2022, "Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17745, Dec.
• Eichengreen, Barry & Saka, Orkun, 2022, "Cultural Stereotypes of Multinational Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17754, Dec.
• Kaniel, Ron & Wang, Pingle, 2022, "Unmasking Mutual Fund Derivative Use," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17755, Dec.
• Ahnert, Toni & Perotti, Enrico & Terovitis, Spyros, 2022, "Safety First: A Theory of Banking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17770, Dec.
• Deb, Rahul & Said, Maher & Pai, Mallesh, 2022, "Dynamic Incentives for Buy-Side Analysts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17772, Dec.
• Han, Bing & Hirshleifer, David & Walden, Johan, 2022, "Social Transmission Bias and Investor Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 1, pages 390-412, February.
• Ana Paula MARTINS, 2022, "The aggregate “portfolio”: Econometrics of economic rates of return with a Portuguese illustration," Journal of Economics Bibliography, EconSciences Journals, volume 9, issue 3, pages 99-136, September.
• Пламен Йорданов & Валентин Милинов & Маргарита Ив. Николова, 2022, "Особености На Инвестиционния Процес При Управление На Средствата На Фондовете За Допълнително Пенсионно Осигуряване В България," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 1-21.
• Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
• Karel Janda & Evzen Kocenda & Anna Kortusova & Binyi Zhang, 2022, "Estimation of green bond premiums On the Chinese secondary market," Politická ekonomie, Prague University of Economics and Business, volume 2022, issue 6, pages 684-710, DOI: 10.18267/j.polek.1363.
• Jakub Drahokoupil, 2022, "Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period," FFA Working Papers, Prague University of Economics and Business, number 4.006, Mar, revised 09 May 2022.
• Caio Almeida & Gustavo Freire, 2022, "Demand in the Option Market and the Pricing Kernel," Working Papers, Princeton University. Economics Department., number 2022-32, Dec.
• Mihaela GÂDOIU, 2022, "Study On The Influence Of Psychological Factors In Finanicial Decission Making," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 21, issue 1, pages 67-72.
• Marian TAICU & Ovidiu Aurel GHIUTÃ, 2022, "Economic Aspects Regarding Individuals' Investments In Precious Metals," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 21, issue 2, pages 19-24.
• Mihaela Iuliana DUMITRU & Diana Elena BRÎNZÃ, 2022, "Anti-Fraud Fight – Attribute Of The Act Of Control," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 21, issue 2, pages 25-32.
• Warinthip Worasak & Nuwat Nookhwun & Pongpitch Amatyakul, 2022, "Monetary Policy and Risk-Taking: Evidence from Thai Corporate Bond Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 186, Aug.
• Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022, "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 312, Jan.
• Marwan Mohamed Abdeldayem & Saeed Hameed Al Dulaimi, 2022, "The dynamics of crowdfunding campaigns in the Middle East: Does social capital matter?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 40, issue 1, pages 63-78.
• Bojan Tomiæ & Saša Žikoviæ & Lorena Jovanoviæ, 2022, "Crypto portfolio optimization through lens of tail risk and variance measures," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 40, issue 2, pages 297-312.
• Viral V. Acharya & V. Ravi Anshuman & K. Kiran Kumar, 2022, "Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic: Evidence from India," ADBI Working Papers, Asian Development Bank Institute, number 1333, Jul.
• Valentina Galvani & Vita Faychuk, 2022, "The Mean-Variance Core of Cryptocurrencies: When More is Not Better," Working Papers, University of Alberta, Department of Economics, number 2022-04, Mar.
• Valentina Galvani, 2022, "Country-Based Investing with Exchange Rate and Reserve Currency," Working Papers, University of Alberta, Department of Economics, number 2022-05, Mar.
• Pitipat Nittayakamolphun & Thanchanok Bejrananda & Panjamapon Pholkerd, 2022, "The Dynamic Relationship of Volatilities and Hedging between Cryptocurrencies and Other Financial Assets," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 29, issue 1, pages 78-99.
• Pitipat Nittayakamolphun & Thanchanok Bejrananda & Panjamapon Pholkerd, 2022, "Stablecoins as Safe Haven or Hedging Asset for Cryptocurrencies (in Thai)," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 29, issue 2, pages 45-70.
• Bwalya Kalima & Thabo Gopane, 2022, "Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 66, pages 85-98.
• Zekai Senol & Tuba Gulcemal, 2022, "The Determinants of Foreign Portfolio Investments Based on Firm Levels: The Example of Borsa Istanbul (Yabancı Portföy Yatırımlarının Firma Düzeyinde Belirleyicileri: Borsa İstanbul Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 3, pages 435-448.
• Joseph Falzon & Elaine Bonnici, 2022, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 29, pages 100-118.
• David Harris & Arne Staal & Sandrine Soubeyran, 2022, "Enabling systematic engagement through index investing," Journal of Financial Transformation, Capco Institute, volume 56, pages 119-126.
• Sobhan Mostafaei Darmian & Meysam Doaei, 2022, "Optimization of Stock Portfolio Selection in Iran Capital Market Using Meta-heuristic Algorithms," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 4, pages 253-284.
• Amirhossein Asadollahzadeh & Mohammad Ali Keramati & Jalal Haghighat Monfared, 2022, "The Relationship Between Economic Preferences, Personality Traits and Financial Iiteracy:An Experimental Study in Tehran City," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 3, pages 59-86.
• Zuzana JANKOVÁ & Petr DOSTÁL, 2022, "Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 41-57, December.
• Zura Kakushadze & Willie Yu, 2022, "ETF Risk Models," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 1-17.
• Hong-Wen Tsai & Hui-Chung Che & Bo Bai, 2022, "Longer Patent Life Representing Higher Value? A Study on China Stock Market and China Patents," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 115-136.
• Tzu-Pu Chang & Yu-Cheng Chang & Po-Ching Chou, 2022, "The Trend is Your Friend: A Note on An Ensemble Learning Approach to Finding It," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 19-25.
• Kuznetsova, Mariya (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена) & Shilov, Kirill (Шилов, Кирилл), 2022, "Factor models of cryptocurrency return within homogeneous groups
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• Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022, "Mandatory Pension Savings In Russia: Experience And Prospects
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• Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022, "Mandatory Pension Savings In Russia: Experience And Prospects
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• Felicia Anikpe NAIMO & Sunday Oseiweh OGBEIDE, 2022, "Evidences and Determinants of Zombie Firms: Implication on Economic Growth," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 7, issue 2, pages 141-158, June.
• Cristian Bricicaru & Ioana Natalia Beleiu, 2022, "Cost-Benefit Analysis of Road Infrastructure Projects," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 23, issue 1, pages 150-162, March.
• Yasin K rsat nder, 2022, "Optimal GDP-indexed Bonds," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 22/1056, Nov.
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• Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022, "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, volume 47, issue 1, pages 135-162, February, DOI: 10.1177/03128962211001509.
• Andrew Grant & David Johnstone & Oh Kang Kwon, 2022, "How an idiosyncratic (zero-beta) risk can greatly increase the firm’s cost of capital," Australian Journal of Management, Australian School of Business, volume 47, issue 4, pages 664-685, November, DOI: 10.1177/03128962211059576.
• Rui Ma & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022, "Does bitcoin liquidity resemble the liquidity of other financial assets?," Australian Journal of Management, Australian School of Business, volume 47, issue 4, pages 729-748, November, DOI: 10.1177/03128962211069615.
• Janani Sri S. & Parthajit Kayal & G. Balasubramanian, 2022, "Can Equity be Safe-haven for Investment?," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 1, pages 32-63, March, DOI: 10.1177/09726527211068411.
• Amit Kumar Singh & Mohit Kumar, 2022, "Analyzing the Relationship Between Psychological Biases and Initial Public Offerings Investment Decision-making in India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, volume 47, issue 4, pages 407-430, November, DOI: 10.1177/0258042X221106654.
• Soham Banerjee & Diganta Mukherjee, 2022, "Short Term Stock Price Prediction in Indian Market: A Neural Network Perspective," Studies in Microeconomics, , volume 10, issue 1, pages 23-49, June, DOI: 10.1177/2321022220980537.
• Zdravka Aljinoviæ & Tea Šestanoviæ & Blanka Škrabiæ Periæ, 2022, "A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 7-8, pages 603-621, July.
• Ferreira, Paulo & Almeida, Dora & Dionísio, Andreia & Quintino, Derick & Aslam, Faheem, 2022, "The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 31, issue 3, pages 1-21.
• Marco Pagano & Josef Zechner, 2022, "COVID-19 and Corporate Finance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 651, Aug.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022, "Wealth Shocks and Portfolio Choice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 652, Sep.
• Benali Mimoun & Lahboub Karima & Moufdi Ghada, 2022, "Feasible Momentum Strategies in the Moroccan Stock Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13215690, Oct.
• Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022, "Modelling the composition of household portfolios: A latent class approach," Working Papers, The University of Sheffield, Department of Economics, number 2022019, Nov.
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• Kim Oosterlinck & Ariane Reyns & Ariane Szafarz, 2022, "Gold, Bitcoin, and Portfolio Diversification: Lessons from the Ukrainian War," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 22-008, Jun.
• Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
• S. Geissel & H. Graf & J. Herbinger & F. T. Seifried, 2022, "Portfolio optimization with optimal expected utility risk measures," Annals of Operations Research, Springer, volume 309, issue 1, pages 59-77, February, DOI: 10.1007/s10479-021-04403-7.
• Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2022, "Pareto efficient buy and hold investment strategies under order book linked constraints," Annals of Operations Research, Springer, volume 311, issue 2, pages 945-965, April, DOI: 10.1007/s10479-021-03942-3.
• Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022, "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, volume 313, issue 1, pages 145-170, June, DOI: 10.1007/s10479-021-04078-0.
• Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022, "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, volume 313, issue 1, pages 77-103, June, DOI: 10.1007/s10479-021-04097-x.