Research classified by Journal of Economic Literature (JEL) codes

2020

• Eliezer Prisman, 2020, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "A Basic Model of Bond Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "No Arbitrage Condition and the Term Structure, its Estimation and Smoothing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Duration and Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Portfolio Choice Under Uncertainty: The Mean–Variance Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Feasible Set: A General Formulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Capital Asset Pricing Model: CAPM," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Security Market Line, Estimations and Single Index Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Multi-Index Models and Arbitrage Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Lecture Notes in Investment Investment Fundamentals".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Overview of Asset Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "The Different Types of Risks in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Fundamentals of Equities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Fundamentals of Debt Instruments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Collective Investment Vehicles and Alternative Assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Basics of Financial Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Measuring Return and Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Portfolio Theory: Mean-Variance Analysis and the Asset Allocation Decision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Asset Pricing Theories," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Company Equity Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Equity Valuation Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Common Stock Beta Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Common Stock Alpha Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Using Equity Derivatives in Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Bond Pricing and Yield Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Interest Rate Risk and Credit Risk Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Bond Portfolio Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Using Derivatives in Bond Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Multi-asset Portfolio Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Fundamentals of Institutional Asset Management".
• John B. Guerard Jr. & William T. Ziemba, 2020, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "The Five Investor Camps that Try to Beat the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• M. Bloch & J. Guerard & H. Markowitz & P. Todd & G. Xu, 2020, "A comparison of some aspects of the U.S. and Japanese equity markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Leonard C. MacLean & Michael E. Foster & William T. Ziemba, 2020, "Covariance complexity and rates of return on assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• J. B. Guerard Jr. & H. Markowitz & G. Xu, 2020, "The role of effective corporate decisions in the creation of efficient portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• John B. Guerard Jr. & Harry Markowitza & GanLin Xu, 2020, "Earnings forecasting in a global stock selection model and efficient portfolio construction and management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Bijan Beheshti & John B. Guerard Jr. & Chris Mercs, 2020, "Truly Active Management Requires a Commitment to Excellence: Portfolio Construction and Management with FactSet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Brian Bruce & Douglas Stark, 2020, "The Hillcrest Management Sentiment Indicator," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Seasonality Effects In Japanese Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Constantine Dzhabarov & William T. Ziemba, 2020, "Sell-in-May-and-Go-Away in the U.S. Equity Index Futures Markets, 1993–2019," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Japanese security market regularities: Monthly, turn-of-the-month and year, holiday and golden week effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "World wide security market regularities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Constantine Dzhabarov & Alexandre Ziegler & William T. Ziemba, 2020, "Sell-in-May-and-Go-Away: The International Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Blair Hull & Petra Bakosova & Alexander Kment, 2020, "Seasonal Effects, Trends and Pre-Announcement Drifts: Turning Anomalies into Investment Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Sebastien Lleo & William T Ziemba, 2020, "Stock Market Crashes in 2006–2009: Were We Able to Predict Them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• J. B. Guerard Jr. & S. T. Rachev & B. P. Shao, 2020, "Efficient global portfolios: Big data and investment universes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Harry M. Markowitz & David Starer & Harvey Fram & Sander Gerber, 2020, "Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Chong Li & Edward Tower & Rhona Zhang, 2020, "Alternative Measures of Mutual Fund Performance: Ranking DFA, Fidelity, and Vanguard," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Boryana Racheva-Iotova, 2020, "Wealth Management Next Frontiers — The Inevitable Need to Meet Behavioral and Quantitative Approaches," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Foteini Kyriazi & Dimitrios D. Thomakos, 2020, "Foreign Exchange Rate Predictability: Seek and Ye Shall Find It," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Tim Leung & Brian Ward, 2020, "Tracking VIX with VIX Futures: Portfolio Construction and Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Barret Pengyuan Shao, 2020, "Long-Memory Processes in High-Frequency Foreign Exchange and U.S. Equity Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba & S. Lleo & M. Zhitlukhin, 2020, "A Stopping Rule Model for Exiting Bubble-like Markets with Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• H. D. Vinod, 2020, "Econometric Tools for Stress Testing Using Time Heterogeneity and Maximum Entropy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• H. D. Vinod & John B. Guerard Jr., 2020, "Causality Studies of Real GDP, Unemployment, and Leading Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Robert A. Gillam & Russell Read, 2020, "Investing on the “Far Side of the Moon”: Capturing Capital Market Inclusion Opportunity across MEASA (Middle East–Africa–South Asia)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Rajiv Aggarwal, 2020, "What Is Fixed Coupon Note (Fcn)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Options Basics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "How To Construct A Fixed Coupon Note (Fcn)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Performance Evaluation And Remedies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Options — A Deeper Dive," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Perspective Of The Issuer," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Variants Of Fixed Coupon Notes (Fcns)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Impact Of Covid 19 Turmoil On Fixed Coupon Notes (Fcns)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Fixed Coupon Note High Returns and Low Risk".
• Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman, 2020, "Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data," Discussion Papers, Department of Economics, University of York, number 20/09, Aug.
• Filippo Regina Mauro Gianfranco Bisceglia, 2020, "A-KA Model: an Optimization of the Stock’s Portofolio," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 2, pages 21-40, November, DOI: 10.2478/zireb-2020-0012.
• Christopoulos, Dimitris & Köppl, Stefan & Köppl-Turyna, Monika, 2020, "Syndication networks and company survival: Evidence from European venture-capital deals," Working Papers, Agenda Austria, number 21.
• Eichfelder, Sebastian & Jacob, Martin & Schneider, Kerstin, 2020, "Do tax incentives reduce investment quality?," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 248.
• Faria, Gonçalo & Verona, Fabio, 2020, "Frequency-domain information for active portfolio management," Bank of Finland Research Discussion Papers, Bank of Finland, number 2/2020.
• Faria, Gonçalo & Verona, Fabio, 2020, "Time-frequency forecast of the equity premium," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2020.
• Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020, "Procyclical asset management and bond risk premia," Discussion Papers, Deutsche Bundesbank, number 38/2020.
• Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio, 2020, "Backtesting macroprudential stress tests," Discussion Papers, Deutsche Bundesbank, number 45/2020.
• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Discussion Papers, Deutsche Bundesbank, number 46/2020.
• Fricke, Daniel & Wilke, Hannes, 2020, "Connected funds," Discussion Papers, Deutsche Bundesbank, number 48/2020.
• Schmidhammer, Christoph & Hille, Vanessa & Wiedemann, Arnd, 2020, "Performance of maturity transformation strategies," Discussion Papers, Deutsche Bundesbank, number 58/2020.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-01.
• Ammann, Manuel & Fischer, Sebastian & Weigert, Florian, 2020, "Factor exposure variation and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-06.
• Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian, 2020, "Unobserved performance of hedge funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-07.
• Agarwal, Vikas & Jiang, Lei & Wen, Quan, 2020, "Why do mutual funds hold lottery stocks?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-08.
• Hendriock, Mario, 2020, "Implied cost of capital and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-11.
• Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020, "The role of labor-income risk in household risk-taking?," CFS Working Paper Series, Center for Financial Studies (CFS), number 640.
• Kovbasyuk, Sergey & Pagano, Marco, 2020, "Advertising arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 641.
• Iwegbu, Onyebuchi, 2020, "Pension Fund, Financial Development and Output Growth in Nigeria," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 44, issue 1, pages 17-26.
• Baumöhl, Eduard & Vyrost, Tomas, 2020, "Stablecoins as a crypto safe haven? Not all of them!," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 215484.
• Mateane, Lebogang, 2020, "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 227484.
• Wu, Ziting & Chen, Xi & Li, Guoxing & Tian, Lin & Wang, Zhan & Xiong, Xiuqin & Yang, Chuan & Zhou, Zijun & Pan, Xiaochuan, 2020, "The Impact of Air Pollution on Attributable Risks and Economic Costs of Hospitalization for Mental Disorders," GLO Discussion Paper Series, Global Labor Organization (GLO), number 475.
• Ni, Xinwen & Härdle, Wolfgang Karl & Xie, Taojun, 2020, "A Machine Learning Based Regulatory Risk Index for Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-013.
• Demary, Markus, 2020, "Entwicklung des Geldvermögens der privaten Haushalte in Zeiten niedriger Zinsen
  [Growth of household financial assets in times of low interest rates]," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 47, issue 2, pages 3-20, DOI: 10.2373/1864-810X.20-02-01.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
• Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2020, "Momentum and the Cross-Section of Stock Volatility," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2020/01, DOI: 10.2139/ssrn.3541766.
• Bogle, David & Coyle, Christopher & Turner, John D., 2020, "Capital Market Development Over the Long Run: The Portfolios of UK Life Assurers Over Two Centuries," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2020/11, DOI: 10.2139/ssrn.3728922.
• Bogle, David A. & Coyle, Christopher & Turner, John D., 2020, "Capital market development over the long run: The portfolios of UK life assurers over two centuries," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2020-09.
• Laudenbach, Christine & Loos, Benjamin & Pirschel, Jenny & Wohlfart, Johannes, 2020, "The trading response of individual investors to local bankruptcies," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 272.
• Lammer, Dominique Marcel & Hanspal, Tobin & Hackethal, Andreas, 2020, "Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 277, DOI: 10.2139/ssrn.3501549.
• Bräuer, Konstantin & Hackethal, Andreas & Hanspal, Tobin, 2020, "Consuming dividends," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 280, DOI: 10.2139/ssrn.3466731.
• Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2020, "Inside the ESG ratings: (Dis)agreement and performance," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 284.
• Hambel, Christoph & Kraft, Holger & Meyer-Wehmann, André, 2020, "When should retirees tap their home equity?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 293.
• Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020, "Ambiguity and investor behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 297, DOI: 10.2139/ssrn.3340851.
• Fricke, Daniel & Wilke, Hannes, 2020, "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224511.
• Gutsche, Gunnar & Wetzel, Heike & Ziegler, Andreas, 2020, "How relevant are economic preferences and personality traits for individual sustainable investment behavior? A framed field experiment," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224542.
• Kaufmann, Christoph, 2020, "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224573.
• Buhlmann, Florian & Doerrenberg, Philipp & Voget, Johannes & Loos, Benjamin, 2020, "How do taxes affect the trading behavior of private investors? Evidence from individual portfolio data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-047.
• Fey, Jan-Christian & Lerbs, Oliver & Schmidt, Carolin & Weber, Martin, 2020, "Risk attitude and capital market participation: Is there a gender investment gap in Germany?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-080.
• Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf, 2020, "Large dynamic covariance matrices: enhancements based on intraday data," ECON - Working Papers, Department of Economics - University of Zurich, number 356, Jul, revised Jan 2022.

2019

• Tatiana Balmus & Juergen Huber & Matteo Ploner, 2019, "More competition in delegated portfolio management: A win-win situation? An experimental analysis," CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia, number 1901.
• Antonio Amendola & Dennis M. Montagna & Mario Maggi, 2019, "Analysis of Equity Beta Components: New Results and Prospectives in a Low Beta Framework," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 1-26, DOI: http://dx.doi.org/10.1991/jefa.v3i1.
• Akhilesh Maewal & Joel R. Bock, 2019, "A Modified Risk Parity Method for Asset Allocation," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 71-85, DOI: 10.1991/jefa.v3i1.a24.
• Peter Nderitu GITHAIGA, 2019, "Income Diversification, Market Power and Performance," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 2, pages 1-21, DOI: 10.1991/jefa.v3i2.a26.
• Martin Ewen & Marc Oliver Rieger, 2019, "Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-01.
• Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019, "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-02.
• Christoph Belak & Lukas Mich & Frank T. Seifried, 2019, "Optimal Investment for Retail Investors with Flooredand Capped Costs," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-06.
• H. Fink & S. Geissel & J. Herbinger & F. T. Seifried, 2019, "Portfolio Optimization with Optimal Expected Utility Risk Measures," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-07.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2019, "Life-Cycle Portfolios, Unemployment and Human Capital Loss," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 060, Mar.
• Stefano Baccarin, 2019, "Static use of options in dynamic portfolio optimization under transaction costs and solvency constraints," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 063, May.
• John Cotter & Stuart Gabriel & Richard Roll, 2019, "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers, Geary Institute, University College Dublin, number 201909, May.
• Álvaro Chamizo & Alfonso Novales, 2019, "Looking through systemic credit risk: determinants, stress testing and market value," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-27, Sep.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2019, "Do Household Finances Constrain Unconventional Fiscal Policy?," Tax Policy and the Economy, University of Chicago Press, volume 33, issue 1, pages 1-32, DOI: 10.1086/703225.
• Kostiantyn Khvedchuk & Valentyna Sinichenko & Barry Topf, 2019, "Estimating a Natural Level of Financial Dollarization in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 247, pages 38-44, DOI: 10.26531/vnbu2019.247.03.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019, "Investor experiences and international capital flows," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1710, Dec.
• M. Dinkova & A.S. Kalwij & Rob Alessie, 2019, "Know more, spend more?: The impact of financial literacy on household consumption," Working Papers, Utrecht School of Economics, number 1914, Aug.
• Fousseni Chabi-Yo & Markus Huggenberger & Florian Weigert, 2019, "Multivariate Crash Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1901, Feb.
• Benedikt Ballensiefen & Angelo Ranaldo, 2019, "Safe Asset Carry Trade," Working Papers on Finance, University of St. Gallen, School of Finance, number 1909, Jul, revised Oct 2019.
• Anna Pirogova & Antonio Roma, 2019, "Performance of Value and Size based Strategies in the Italian Stock Market," Department of Economics University of Siena, Department of Economics, University of Siena, number 814, Oct.
• Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2019, "Hedge Fund Strategies: A non-Parametric Analysis," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201902, Jan.
• Bellucci, Davide & Fuochi, Giulia & Conzo, Pierluigi, 2019, "Ain’t got no, I got life: Childhood exposure to WW2 and financial risk taking in adult life," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201905, Jan.
• Florin TURCAS, 2019, "Paradoxes In Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 14, issue 1, pages 5-29.
• Dolinar Denis & Zoričić Davor & Golubić Zrinka Lovretin, 2019, "Application of semi-deviation as a proxy for the expected return estimation in the Croatian equity market," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 5, issue 1, pages 9-20, May, DOI: 10.2478/crebss-2019-0002.
• Szyszka Adrianna & Białowąs Sylwester, 2019, "Prices of works of art by living and deceased artists auctioned in Poland from 1989 to 2012," Economics and Business Review, Sciendo, volume 5, issue 4, pages 112-127, December, DOI: 10.18559/ebr.2019.4.6.
• Kaczmarczyk Wojciech, 2019, "The Impact of Acquisition on Stock Value in Case of Warsaw Stock Exchange," Economics and Culture, Sciendo, volume 16, issue 1, pages 70-79, June, DOI: 10.2478/jec-2019-0008.
• Luković Stevan & Marinković Srđan, 2019, "Comparative Analysis of Retirement Benefits in Private Pension Funds and Public Pension System," Economic Themes, Sciendo, volume 57, issue 2, pages 145-164, June, DOI: 10.2478/ethemes-2019-0009.
• Urbański Stanisław, 2019, "The Cost of Equity Capital in Stock Portfolios Listed on the Warsaw Stock Exchange Using the Classic CAPM," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 2, pages 48-62, June, DOI: 10.2478/fiqf-2019-0011.
• Piekunko-Mantiuk Iwona, 2019, "Parameterized Trade on the Futures Market on the WIG20," Folia Oeconomica Stetinensia, Sciendo, volume 19, issue 1, pages 114-125, June, DOI: 10.2478/foli-2019-0008.
• Pośpiech Ewa, 2019, "Effective Portfolios – An Application of Multi-Criteria and Fuzzy Approach," Folia Oeconomica Stetinensia, Sciendo, volume 19, issue 1, pages 126-139, June, DOI: 10.2478/foli-2019-0009.
• Almilia Luciana S. & Dewi Nurul H. U. & Wulanditya Putri, 2019, "The effect of visualization and complexity tasks in investment decision making," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 10, issue 1, pages 68-77, April, DOI: 10.2478/hjbpa-2019-0006.
• Sitinjak Elizabeth Lucky Maretha & Haryanti Kristiana & Kurniasari Widuri & Sasmito Yohanes Wisnu Djati, 2019, "Investor behavior based on personality and company life cycle," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 10, issue 2, pages 23-38, August, DOI: 10.2478/hjbpa-2019-0013.
• Purwani Tri, 2019, "ABID concept in the effect of financial policy on firm value," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 10, issue 2, pages 51-68, August, DOI: 10.2478/hjbpa-2019-0015.
• Karime Sleiman & Sayilir Özlem, 2019, "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 2, pages 83-98, June, DOI: 10.2478/ijme-2019-0013.
• Marszk Adam, 2019, "Sustainable investing exchange-traded funds: US and European market," Journal of Economics and Management, Sciendo, volume 37, issue 3, pages 69-86, September, DOI: 10.22367/jem.2019.37.04.
• Frączek Bożena & Dąbrowski Piotr, 2019, "The preferences in capital allocation among economics students in Poland. Investments on the Warsaw Stock Exchange and forex in comparison to a poker game," Journal of Economics and Management, Sciendo, volume 38, issue 4, pages 67-88, December, DOI: 10.22367/jem.2019.38.04.
• Lambrev Dimitar, 2019, "Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies," Naše gospodarstvo/Our economy, Sciendo, volume 65, issue 3, pages 23-39, September, DOI: 10.2478/ngoe-2019-0011.
• Jakl Jakub, 2019, "The True Nature of the Portfolio Balance Channel of Quantitative Easing Policy," Review of Economic Perspectives, Sciendo, volume 19, issue 2, pages 95-117, June, DOI: 10.2478/revecp-2019-0006.
• Škrinjarić Tihana, 2019, "Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange," South East European Journal of Economics and Business, Sciendo, volume 14, issue 1, pages 92-100, June, DOI: 10.2478/jeb-2019-0007.
• Kazuyuki Sasakura, 2019, "Calculating a Giffen Good," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1908, Jun.
• Cangoz,Mehmet Coskun & Sulla,Olga & Wang,ChunLan & Dychala,Christopher Benjamin, 2019, "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," Policy Research Working Paper Series, The World Bank, number 8728, Feb.
• Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L. & Williams,Tomas, 2019, "Search for Yield in Large International Corporate Bonds : Investor Behavior and Firm Responses," Policy Research Working Paper Series, The World Bank, number 8890, Jun.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Global Collateral and Capital Flows," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-01, Feb.
• Matthew Gibson & Jamie T. Mullins & Alison Hill, 2019, "Climate Risk and Beliefs: Evidence from New York Floodplains," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-02, Mar.
• Jason Delaney & Sarah Jacobson & Thorsten Moenig, 2019, "Preference Discovery," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-08, Jul, revised Jul 2019.
• Feixue Gong & Gregory Phelan, 2019, "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-18, Sep.
• Kate Ambler & Alan de Brauw & Susan Godlonton, 2019, "Lump-sum Transfers for Agriculture and Household Decision Making," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-19, Sep.
• Ran S. Lyng & Jie Zhou, 2019, "Household Portfolio Choice Before and After a House Purchase," Departmental Working Papers, The University of Winnipeg, Department of Economics, number 2019-04, Sep.
• Semih Üslü, 2019, "Pricing and Liquidity in Decentralized Asset Markets," Econometrica, Econometric Society, volume 87, issue 6, pages 2079-2140, November, DOI: 10.3982/ECTA14713.
• Robert Czech & Matt Roberts‐Sklar, 2019, "Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 28, issue 5, pages 347-379, December, DOI: 10.1111/fmii.12122.
• Marcel Fischer & Natalia Khorunzhina, 2019, "Housing Decision With Divorce Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 60, issue 3, pages 1263-1290, August, DOI: 10.1111/iere.12385.
• Fabian Hollstein & Marcel Prokopczuk & Chardin Wese Simen, 2019, "The term structure of systematic and idiosyncratic risk," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 4, pages 435-460, April, DOI: 10.1002/fut.21985.
• Denis Pelletier & Cengiz Tunc, 2019, "Endogenous Life‐Cycle Housing Investment and Portfolio Allocation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 4, pages 991-1019, June, DOI: 10.1111/jmcb.12521.
• Andreas Tischbirek, 2019, "Long‐term government debt and household portfolio composition," Quantitative Economics, Econometric Society, volume 10, issue 3, pages 1109-1151, July, DOI: 10.3982/QE836.
• Miller, Marcus & Zhang, Lei, 2019, "Externalities and financial crisis – enough to cause collapse?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1207.
• Miller, Marcus & Zhang, Lei, 2019, "Externalities and financial crisis – enough to cause collapse?," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 51.
• Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019, "Balancing RES generation: Profitability of an energy trader," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/07, Dec.
• Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019, "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/08, Dec.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019, "The Rehabilitation of Glidepath Investing," Discussion Papers, Department of Economics, University of York, number 19/17, Oct.
• Lojak, Benjamin & Makarewicz, Tomasz & Proaño Acosta, Christian, 2019, "Low interest rates, bank's search-for-yield behavior and financial portfolio management," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 153.
• Saka, Orkun, 2019, "Domestic banks as lightning rods? Home bias and information during Eurozone crisis," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2019.
• Dötz, Niko & Weth, Mark, 2019, "Redemptions and asset liquidations in corporate bond funds," Discussion Papers, Deutsche Bundesbank, number 11/2019.
• Frey, Rainer & Weth, Mark, 2019, "Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?," Discussion Papers, Deutsche Bundesbank, number 19/2019.
• Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2019, "Do conventional monetary policy instruments matter in unconventional times?," Discussion Papers, Deutsche Bundesbank, number 27/2019.
• Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2021, "Till death (or divorce) do us part: Early-life family disruption and investment behavior," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-01, revised 2021.
• Korn, Olaf & Möller, Philipp M. & Schwehm, Christian, 2019, "Drawdown measures: Are they all the same?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-04.
• Bannier, Christina E. & Bofinger, Yannik & Rock, Björn, 2019, "Doing safe by doing good: ESG investing and corporate social responsibility in the U.S. and Europe," CFS Working Paper Series, Center for Financial Studies (CFS), number 621.
• Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2019, "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," CFS Working Paper Series, Center for Financial Studies (CFS), number 629.
• Fong, Joelle H. & Koh, Benedict SK. & Mitchell, Olivia S. & Rohwedder, Susann, 2019, "Financial literacy and suboptimal financial decisions at older ages," CFS Working Paper Series, Center for Financial Studies (CFS), number 630.
• Hintermaier, Thomas & Koeniger, Winfried, 2019, "Differences in euro-area household finances and their relevance for monetary-policy transmission," CFS Working Paper Series, Center for Financial Studies (CFS), number 637.
• Kollar, Miroslav & Schmieder, Christian, 2019, "Macro-based asset allocation: An empirical analysis," EIB Working Papers, European Investment Bank (EIB), number 2019/11, DOI: 10.2867/394053.
• Buttler, Dominik & Sierminska, Eva, 2019, "Career or flexible work arrangements? Gender differences in self-employment in a young market economy," GLO Discussion Paper Series, Global Labor Organization (GLO), number 403.
• Fuhrer, Adrian & Hock, Thorsten, 2019, "Uncertainty in the Black-Litterman model: A practical note," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 68.
• Baumann, Michael Heinrich & Baumann, Michaela & Erler, Alexander, 2019, "Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-3.
• Baumann, Michael Heinrich & Baumann, Michaela & Erler, Alexander, 2019, "Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2019-.
• Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2019, "Informative social interactions," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 136.
• Xu, Jiahua, 2019, "Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-20, DOI: 10.18718/81781.15.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019, "Constrained Kelly portfolios under alpha-stable laws," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-004.
• Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-020.
• Hu, Junjie & Kuo, Weiyu & Härdle, Wolfgang Karl, 2019, "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-024.
• Hasan, Iftekhar & Kiesel, Konstantin & Noth, Felix, 2019, ""And forgive US our debts": Do Christian moralities influence over-indebtedness of individuals?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 8/2019.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019, "Return Signal Momentum," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/04, DOI: 10.2139/ssrn.2971444.
• Uhr, Charline & Meyer, Steffen & Hackethal, Andreas, 2019, "Smoking hot portfolios? Overtrading from self-control failure," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 245, revised 2019, DOI: 10.2139/ssrn.3347625.
• Horneff, Vanya & Liebler, Daniel & Maurer, Raimond & Mitchell, Olivia S., 2019, "Implications of money-back guarantees for individual retirement accounts: Protection then and now," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 263.
• Weth, Mark Andreas & Dötz, Niko, 2019, "Redemptions and Asset Liquidations in Corporate Bond Funds," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203542.
• Gries, Thomas & Mitschke, Alexandra, 2019, "Systemic instability of the interbank credit market: A contribution to a resilient financial system," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203582.
• Calisse, Frank, 2019, "The impact of long-range dependence in the capital stock on interest rate and wealth distribution," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203591.
• Müting, Miriam, 2019, "Multinational banking: The crisis and its policy response," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203647.
• Goldfayn-Frank, Olga & Wohlfart, Johannes, 2019, "How Do Consumers Adapt to a New Environment in their economic forecasting? Evidence from the German Reunification," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203668.
• Olivier Ledoit & Michael Wolf, 2019, "The power of (non-)linear shrinking: a review and guide to covariance matrix estimation," ECON - Working Papers, Department of Economics - University of Zurich, number 323, May, revised Feb 2020.
• Zhao Zhao & Olivier Ledoit & Hui Jiang, 2019, "Risk reduction and efficiency increase in large portfolios: leverage and shrinkage," ECON - Working Papers, Department of Economics - University of Zurich, number 328, Jul, revised Jan 2020.
• Grimm, Stefan, 2019, "Effects of choice observability on risk taking: The role of norms," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 80, issue C, pages 34-46, DOI: 10.1016/j.socec.2019.03.003.
• Landini, S. & Uberti, M. & Casellina, S., 2019, "Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 175-189, DOI: 10.1016/j.strueco.2019.06.013.
• Victor Pontines, 2019, "A Provincial View of Consumption Risk Sharing: Asset Classes as Shock Absorbers," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-23, Mar.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019, "Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios from 1925," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-31, Apr.