Research classified by Journal of Economic Literature (JEL) codes

2017

• Tapia Gómez, Armando & Massa Roldán, Ricardo & Reyna Miranda, Montserrat, 2017, "Estrategia de construcción de portafolios de inversión: estudio comparativo para América Latina / Investment Portfolio Strategy: Comparative Study for Latin America," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 177-199, julio-dic.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Venegas Martínez, Francisco, 2017, "Valuación de una nota estructurada que vincula el rendimiento de un bono cupón cero con una opción en un portafolio de inversión / Pricing a Structured Note that Links a Zero-Coupon Bond Return with an Option in an Investment Porfolio," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 201-235, julio-dic.
• Daniel Gray & Alberto Montagnoli & Mirko Moro, 2017, "Does education improve financial outcomes? Quasi-experimental evidence from Britain," Working Papers, The University of Sheffield, Department of Economics, number 2017010, Apr.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A001, Jan.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A003, Jan.
• Boryana Bogdanova & Bozhidar Nedev, 2017, "Changes in Temporal Patterns of the Momentum Effect in Times of Turmoil: Evidence from the Bulgarian Stock," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-11, Dec, revised Dec 2017.
• Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017, "Portfolio rebalancing in times of stress," Working Papers, Swiss National Bank, number 2017-11.
• Marie Briere & Ariane Szafarz, 2017, "Factor Investing: The Rocky Road from Long-Only to Long-Short," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 17-013, Apr.
• İbrahim Yaşar GÖK & Ozan ÖZDEMİR, 2017, "Borsa İstanbul Sürdürülebilirlik Endeksinin Performans Karakteristiği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017, "The Price Tag Illusion," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_31, Nov.
• Odunayo Magret Olarewaju & Mabutho Sibanda & Stephen Oseko Migiro, 2017, "Dynamics of Lintner’s Model in the Dividend Payment Process of Nigerian Banks," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 3, pages 79-94, july-Sept.
• Taras Bodnar & Taras Zabolotskyy, 2017, "How risky is the optimal portfolio which maximizes the Sharpe ratio?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 101, issue 1, pages 1-28, January, DOI: 10.1007/s10182-016-0270-3.
• Margherita Giuzio, 2017, "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 243-256, November, DOI: 10.1007/s10203-017-0191-y.
• Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017, "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 31-52, November, DOI: 10.1007/s10203-017-0192-x.
• Andreas H. Hamel & Sophie Qingzhen Wang, 2017, "A set optimization approach to utility maximization under transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 257-275, November, DOI: 10.1007/s10203-017-0195-7.
• Alessandra Carleo & Francesco Cesarone & Andrea Gheno & Jacopo Maria Ricci, 2017, "Approximating exact expected utility via portfolio efficient frontiers," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 115-143, November, DOI: 10.1007/s10203-017-0201-0.
• T. G. Saji & Ratheesh K. Nair, 2017, "Investor-centric strategies for Indian mutual fund industry: inferring from the behavior of individual investors," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 44, issue 3, pages 209-225, September, DOI: 10.1007/s40622-017-0157-5.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari, 2017, "Co-movements and contagion between international stock index futures markets," Empirical Economics, Springer, volume 52, issue 4, pages 1529-1568, June, DOI: 10.1007/s00181-016-1113-5.
• Kiichi Tokuoka, 2017, "Is stock investment contagious among siblings?," Empirical Economics, Springer, volume 52, issue 4, pages 1505-1528, June, DOI: 10.1007/s00181-016-1120-6.
• Rui F. Teixeira & Mara Madaleno & Elisabete S. Vieira, 2017, "Oil price effects over individual Portuguese stock returns," Empirical Economics, Springer, volume 53, issue 3, pages 891-926, November, DOI: 10.1007/s00181-016-1166-5.
• Berna Aydogan, 2017, "Sentiment dynamics and volatility of international stock markets," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 407-419, December, DOI: 10.1007/s40821-016-0063-3.
• Hao Xing, 2017, "Consumption–investment optimization with Epstein–Zin utility in incomplete markets," Finance and Stochastics, Springer, volume 21, issue 1, pages 227-262, January, DOI: 10.1007/s00780-016-0297-z.
• Holger Kraft & Thomas Seiferling & Frank Thomas Seifried, 2017, "Optimal consumption and investment with Epstein–Zin recursive utility," Finance and Stochastics, Springer, volume 21, issue 1, pages 187-226, January, DOI: 10.1007/s00780-016-0316-0.
• Sigrid Källblad, 2017, "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Finance and Stochastics, Springer, volume 21, issue 2, pages 397-425, April, DOI: 10.1007/s00780-016-0318-y.
• Peter Bank & Yan Dolinsky & Ari-Pekka Perkkiö, 2017, "The scaling limit of superreplication prices with small transaction costs in the multivariate case," Finance and Stochastics, Springer, volume 21, issue 2, pages 487-508, April, DOI: 10.1007/s00780-016-0320-4.
• Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2017, "Local risk-minimization for Barndorff-Nielsen and Shephard models," Finance and Stochastics, Springer, volume 21, issue 2, pages 551-592, April, DOI: 10.1007/s00780-017-0324-8.
• Ying Jiao & Olivier Klopfenstein & Peter Tankov, 2017, "Hedging under multiple risk constraints," Finance and Stochastics, Springer, volume 21, issue 2, pages 361-396, April, DOI: 10.1007/s00780-017-0326-6.
• Tomas Björk & Mariana Khapko & Agatha Murgoci, 2017, "On time-inconsistent stochastic control in continuous time," Finance and Stochastics, Springer, volume 21, issue 2, pages 331-360, April, DOI: 10.1007/s00780-017-0327-5.
• Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Ruodu Wang, 2017, "Risk bounds for factor models," Finance and Stochastics, Springer, volume 21, issue 3, pages 631-659, July, DOI: 10.1007/s00780-017-0328-4.
• Jaksa Cvitanić & Walter Schachermayer & Hui Wang, 2017, "Erratum to: Utility maximization in incomplete markets with random endowment," Finance and Stochastics, Springer, volume 21, issue 3, pages 867-872, July, DOI: 10.1007/s00780-017-0331-9.
• Ioannis Karatzas & Johannes Ruf, 2017, "Trading strategies generated by Lyapunov functions," Finance and Stochastics, Springer, volume 21, issue 3, pages 753-787, July, DOI: 10.1007/s00780-017-0332-8.
• Siegfried K. Berninghaus & Werner Güth & Charlotte Klempt & Kerstin Pull, 2017, "Assessing Mental Models via Recording Decision Deliberations of Pairs," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, volume 34, issue 2, pages 97-115, November, DOI: 10.1007/s41412-017-0051-6.
• KiHoon Hong, 2017, "Bitcoin as an alternative investment vehicle," Information Technology and Management, Springer, volume 18, issue 4, pages 265-275, December, DOI: 10.1007/s10799-016-0264-6.
• Oscar A. Stolper & Andreas Walter, 2017, "Financial literacy, financial advice, and financial behavior," Journal of Business Economics, Springer, volume 87, issue 5, pages 581-643, July, DOI: 10.1007/s11573-017-0853-9.
• Maximilian Koestner & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017, "Do individual investors learn from their mistakes?," Journal of Business Economics, Springer, volume 87, issue 5, pages 669-703, July, DOI: 10.1007/s11573-017-0855-7.
• Chih-Hsiang Chang, 2017, "Exploring stock recommenders’ behavior and recommendation receivers’ sophistication," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 1, pages 1-26, January, DOI: 10.1007/s12197-015-9330-x.
• Ray R. Sturm, 2017, "Schwab’s equity ratings: value added or old news?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 257-275, April, DOI: 10.1007/s12197-015-9347-1.
• Jukka Ilomäki, 2017, "Animal spirits, beauty contests and expected returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 474-486, July, DOI: 10.1007/s12197-016-9364-8.
• Manhwa Wu & Paoyu Huang & Yensen Ni, 2017, "Investing strategies as continuous rising (falling) share prices released," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 763-773, October, DOI: 10.1007/s12197-016-9377-3.
• Tsunehiro Ishihara & Yasuhiro Omori, 2017, "Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage," The Japanese Economic Review, Springer, volume 68, issue 1, pages 63-94, March, DOI: 10.1111/jere.12114.
• Gregory Phelan, 2017, "Collateralized borrowing and increasing risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 2, pages 471-502, February, DOI: 10.1007/s00199-015-0943-2.
• Thiagu Ranganathan & Usha Ananthakumar, 2017, "Hedging in Presence of Crop Yield, Crop Revenue and Rainfall Insurance," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 1, pages 151-171, March, DOI: 10.1007/s40953-016-0041-8.
• Dirk Becherer & Klebert Kentia, 2017, "Hedging under generalized good-deal bounds and model uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 86, issue 1, pages 171-214, August, DOI: 10.1007/s00186-017-0588-y.
• Simone Farinelli & Luisa Tibiletti, 2017, "Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets," Operations Research Proceedings, Springer, in: Karl Franz Dörner & Ivana Ljubic & Georg Pflug & Gernot Tragler, "Operations Research Proceedings 2015", DOI: 10.1007/978-3-319-42902-1_85.
• Michail Chronopoulos & Verena Hagspiel & Stein-Erik Fleten, 2017, "Stepwise investment and capacity sizing under uncertainty," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 39, issue 2, pages 447-472, March, DOI: 10.1007/s00291-016-0460-0.
• Grzegorz Tchorek & Michał Brzozowski & Paweł Śliwiński, 2017, "Determinants of capital flows to emerging and advanced economies between 1990 and 2011," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 16, issue 1, pages 17-48, April, DOI: 10.1007/s10258-016-0126-5.
• R. P. Brito & H. Sebastião & P. Godinho, 2017, "Portfolio choice with high frequency data: CRRA preferences and the liquidity effect," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 16, issue 2, pages 65-86, August, DOI: 10.1007/s10258-017-0131-3.
• I. Antoniadis & C. Gkasis & S. Kontsas, 2017, "Corporate Governance, Insider Trading, and Stock Returns in the Greek Technology Sector," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Applied Economic Research", DOI: 10.1007/978-3-319-48454-9_46.
• Suresh Nallareddy & Maria Ogneva, 2017, "Accrual quality, skill, and the cross-section of mutual fund returns," Review of Accounting Studies, Springer, volume 22, issue 2, pages 503-542, June, DOI: 10.1007/s11142-017-9389-z.
• Gavin Cassar & Joseph Gerakos, 2017, "Do risk management practices work? Evidence from hedge funds," Review of Accounting Studies, Springer, volume 22, issue 3, pages 1084-1121, September, DOI: 10.1007/s11142-017-9403-5.
• Maria-Teresa Bosch-Badia & Joan Montllor-Serrats & Maria-Antonia Tarrazon-Rodon, 2017, "Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model," Review of Managerial Science, Springer, volume 11, issue 4, pages 789-814, October, DOI: 10.1007/s11846-016-0205-0.
• Manuel Ammann & Christian Ehmann, 2017, "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 153, issue 3, pages 293-339, July, DOI: 10.1007/BF03399510.
• Manuel Rupprecht & Christine Annuß, 2017, "Sparen in Zeiten niedriger Zinsen — wirtschaftspolitische Unterstützung nötig?
  [Savings in Times of Low Interest Rates — Are German Households in Need of Public Support?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 2, pages 130-134, February, DOI: 10.1007/s10273-017-2095-4.
• Jun-Biao Lina & Ping-Yeh Su, 2017, "Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-2.
• Chongsoo An & John J. Cheh & Il-woon Kim, 2017, "Do Value Stocks Outperform Growth Stocks in the U.S. Stock Market?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 2, pages 1-7.
• Martua Eliakim Tambunan & Hermanto Siregar & Adler Haymans Manurung & Dominicus Savio Priyarsono, 2017, "Related Party Transactions and Firm Value in the Business Groups in the Indonesia Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 3, pages 1-1.
• Bing Li, 2017, "Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 3, pages 1-5.
• Yujie Zhu & Tieqi Wang, 2017, "Deriving momentum strategies in Chinese stock Market: Using Gene Expression Programming," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-4.
• Frieder Meyer-Bullerdiek, 2017, "Rebalancing and Diversification Return – Evidence from the German Stock Market," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 2, pages 1-1.
• Ian McDermott & Mark Mulcahy, 2017, "Merger Arbitrage in Germany," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 2, pages 1-2.
• Vasilios Sogiakas, 2017, "Option trading for optimizing volatility forecasting," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 6, issue 3, pages 1-3.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/33, Dec.
• Jose Arreola Hernandez & Shawkat Hammoudeh & Duc Khuong Nguyen & Mazin A. M. Al Janabi & Juan Carlos Reboredo, 2017, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," Applied Economics, Taylor & Francis Journals, volume 49, issue 25, pages 2409-2427, May, DOI: 10.1080/00036846.2016.1240346.
• Sofiane Aboura & Y. Eser Arisoy, 2017, "Does aggregate uncertainty explain size and value anomalies?," Applied Economics, Taylor & Francis Journals, volume 49, issue 32, pages 3214-3230, July, DOI: 10.1080/00036846.2016.1257107.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017, "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 110-129, January, DOI: 10.1080/07350015.2015.1061436.
• Matthias Raddant & Friedrich Wagner, 2017, "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 2, pages 289-297, February, DOI: 10.1080/14697688.2016.1183812.
• Ilomaki Jukka & Laurila Hannu, 2017, "Endogenous Real Risk-Free Rate, the Central Bank, and Stock Market," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1713, Jan.
• Ilomaki Jukka & Laurila Hannu, 2017, "Stock Market Dynamics and the Central Bank in a General Equilibrium Model," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1715, May.
• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017, "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1707.
• Joscha Beckmann & Theo Berger & Robert Czudaj, 2017, "Gold Price Dynamics and the Role of Uncertainty," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 006, May, revised May 2017.
• Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017, "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 012, Jul, revised Jul 2017.
• Tommy Jehmlich & Friedrich Thießen & Elisabeth Ude, 2017, "Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 013, Aug, revised Aug 2017.
• Yasemin Erduman & Zelal Aktaş & Neslihan Kaya Ekşi, 2017, "Fed Para Politikasına Đlişkin Beklentilerin Türkiye’ye Yönelen Portföy Akımları Üzerine Etkisi," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 6, issue 3, pages 1-14, September.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-022/III, Feb.
• Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2017, "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-059/III, Jul.
• Max van Lent, 2017, "Increasing the Well-Being of Others On-the-Job and Outside the Workplace," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-061/VII, Jun.
• Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori, 2017, "Private and Public Risk Sharing in the Euro Area," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-064/VI, Jul.
• Prast, Henriette & Teppa, F., 2017, "The Power of Percentage : Quantitative Framing of Pension Income," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-048.
• Pikulina, E.S. & Renneboog, Luc & Tobler, P.N., 2017, "Overconfidence and investment : An experimental approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 940a1d28-f38f-4953-9790-5.
• Andries, Marianne & Haddad, Valentin, 2017, "Information Aversion," TSE Working Papers, Toulouse School of Economics (TSE), number 17-779, Mar.
• Bianchi, Milo & Tallon, Jean-Marc, 2017, "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," TSE Working Papers, Toulouse School of Economics (TSE), number 17-862, Nov.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017, "A Life-Cycle Model with Unemployment Traps," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 041, Sep.
• Zhe Huang & Franck Martin, 2017, "Optimal pairs trading strategies in a cointegration framework," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2017-08, Jul.
• Chichaibelu, Bezawit Beyene & Waibel, Hermann, 2017, "Explaining differences in rural household debt between Thailand and Vietnam: Economic environment versus household characteristics," TVSEP Working Papers, Leibniz Universitaet Hannover, Institute for Environmental Economics and World Trade, Project TVSEP, number wp-002, Jun.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-10, Feb.
• Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2017, "Optimal Financial Knowledge and Wealth Inequality," Journal of Political Economy, University of Chicago Press, volume 125, issue 2, pages 431-477, DOI: 10.1086/690950.
• Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers, Universidad Torcuato Di Tella, number 201702, Dec.
• Pavlo Illiashenko, 2017, "Behavioral Finance: Household Investment and Borrowing Decisions," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 242, pages 28-48, DOI: 10.26531/vnbu2017.242.015.
• Bos, Jaap & Li, Runliang, 2017, "Understanding the Trembles of Nature: How Do Disaster Experiences Shape Bank Risk Taking?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 033, Dec, DOI: 10.26481/umagsb.2017033.
• I. Koetsier & J.A. Bikker, 2017, "Herding behaviour of Dutch pension funds in sovereign bond investments," Working Papers, Utrecht School of Economics, number 17-15, Sep.
• Fuchs, Florian & Fuess, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2017, "Winning a Deal in Private Equity: Do Educational Networks Matter?," Working Papers on Finance, University of St. Gallen, School of Finance, number 17155, Oct.
• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017, "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance, University of St. Gallen, School of Finance, number 1718, May, revised Nov 2017.
• Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
• Calcagno, Riccardo & Giofré, Maela & Urzì-Brancati, Maria Cesira, 2017, "To Trust is Good, but to Control Is Better: How Investors Discipline Financial Advisors'Activity," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201718, May.
• Dietmar P.J. Leisen & Eckhard Platen, 2017, "Investing for the Long Run," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 381, May.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 386, Aug.
• Iris Biefang-Frisancho Mariscal, 2017, "The impact of quantitative easing on aggregate mutual fund flows in the UK," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20171704, Jan.
• Jean-Michel Grandmont, 2017, "Behavioral Heterogeneity : Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:22.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:31.
• Branko Urošević & Ivana Rajković, 2017, "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 1, pages 31-44.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017, "Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 5, pages 571-592.
• Singh Amanjot, 2017, "Modeling Conditional Volatility of Indian Banking Sector’s Stock Market Returns," Scientific Annals of Economics and Business, Sciendo, volume 64, issue 3, pages 325-338, October, DOI: 10.1515/saeb-2017-0021.
• Marszk Adam, 2017, "Exchange traded commodities as a category of innovative products on European financial markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 2, pages 14-21, December, DOI: 10.1515/fiqf-2016-0019.
• Jedynak Tomasz, 2017, "Is it Worth Being Good? – The Efficiency and Risk of Socially Responsible Investing in Light of Various Empirical Studies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 1-14, September, DOI: 10.1515/fiqf-2016-0025.
• Kozak Sylwester, 2017, "Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 33-42, September, DOI: 10.1515/fiqf-2016-0028.
• Śliwiński Paweł & Łobza Maciej, 2017, "Financial Performance of Socially Responsible Indices," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 1, pages 25-46, March, DOI: 10.1515/ijme-2017-0003.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Zaimovic Azra & Arnaut-Berilo Almira & Mustafic Arnela, 2017, "Portfolio Diversification in the South-East European Equity Markets," South East European Journal of Economics and Business, Sciendo, volume 12, issue 1, pages 126-135, April, DOI: 10.1515/jeb-2017-0010.
• Marcin Kawiński & Piotr Majewski, 2017, "Financial and insurance literacy in Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-03.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017, "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series, The World Bank, number 8098, Jun.
• Justine Hastings & Ali Hortaçsu & Chad Syverson, 2017, "Sales Force and Competition in Financial Product Markets: The Case of Mexico's Social Security Privatization," Econometrica, Econometric Society, volume 85, issue 6, pages 1723-1761, November, DOI: 10.3982/ECTA12302.
• Erik Kole & Dick Dijk, 2017, "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 120-139, January.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017, "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 34, issue 04, pages 1-12, August, DOI: 10.1142/S021759591750018X.
• William T Ziemba, 2017, "The Adventures of a Modern Renaissance Academic in Investing and Gambling," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10242, ISBN: ARRAY(0x649b53c8).
• Eliezer Z Prisman, 2017, "Lecture Notes in Fixed Income Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10271, ISBN: ARRAY(0x6521d788).
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Blue Chips:The Rewards & Risks of Investing in Singapore's Largest Corporates," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9960, ISBN: ARRAY(0x64aed0f8).
• William T Ziemba, 2017, "Beginning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Early Days in Adams and at the University of Massachusetts in Amherst," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Reminiscences of the Early Days in Berkeley," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Start of a New Department in Vancouver," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Travels on a Flying Carpet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Canadian Sports Pool and a New Name, Dr Z, 1982," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Fortune’s Formula: How the Pros Wager," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Invention of the Place and Show Betting System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Turn-of-the-Year 1982/1983," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Testing the Dr Z System with Ed Thorp," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The 2 Minute Sprint," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Susquehanna," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "What is Japan Doing Right to Get All that Money? Will they Lose It?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Bond–Stock Earnings Yield Crash Prediction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Arbitrage and Risk Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Bill Benter Letter," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Scenario Optimization in Action — The Russell–Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Anomalies Research at Frank Russell, 1989–1998," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Risk Management and Planning in the Vienna Siemens Pension Model, InnoALM," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Evaluating the Greatest Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "How to Lose Money in Derivatives and Some Who Did," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Trend Following in the Bahamas," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Internet Bubble Crash, 2000–2002," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The US Housing Bubble, Credit Crisis, Crash and Recovery 2006 to 2015," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Flash Crash and High Frequency Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Greek Crisis and Why It is Important," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Inefficiencies and Anomalies: Other Crashes and How They Fit the Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Dealing with Madoff and Other Swindlers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "An Adventure in the Bed and Breakfast Business, British Columbia Real Estate over the Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Two Tries in the Horse Ownership Business," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Travels to Universities and Academic and Professional Conferences over the Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• Eliezer Z Prisman, 2017, "Introduction and Review of Simple Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "A Basic Model of Bond Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "The Term Structure, its Estimation, and Smoothing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Duration and Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Forwards, Eurodollars, and Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Swaps: A Second Look," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lecture Notes in Fixed Income Fundamentals".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Curtain Raiser," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Temasek Holdings," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Agri-Business Companies: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Golden Agri Resources," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Wilmar International," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Olam International," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Investing In Agri Business Companies: Takeaways," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Banking Troika," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Exchange," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Keppel Corporation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Fraser & Neave," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Sembcorp Industries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Technologies Engineering Limited," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Sia Engineering Company," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Gaming Duopoly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Property Sector: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Capitaland," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "THE TALE OF TWO REITs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Global Logistic Properties," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Telecoms: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Starhub," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Telecommunications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Investing In Singapore Telecoms: Takeaways," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Comfortdelgro," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Airlines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "And The Curtains Fall…For Now," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017, "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers, Department of Economics, University of York, number 17/06, Jul.
• Zhechun He, 2017, "Housing and Financial Asset Allocations of Heterogeneous Homeowners," Discussion Papers, Department of Economics, University of York, number 17/07, Jul.
• Denis Dolinar Davor Zorièiæ Antonija Kožul, 2017, "Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 20, issue SCI, pages 13-23, April.
• Fischer, Marcel & Jensen, Bjarne Astrup, 2017, "The debt tax shield, economic growth and inequality," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 219.
• Faria, Gonçalo & Verona, Fabio, 2017, "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2017.
• Knüpfer, Samuli & Rantapuska, Elias & Sarvimäki, Matti, 2017, "Why does portfolio choice correlate across generations?," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2017.
• Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas, 2017, "Scarcity effects of QE: A transaction-level analysis in the Bund market," Discussion Papers, Deutsche Bundesbank, number 06/2017.
• Busch, Ramona & Drescher, Christian & Memmel, Christoph, 2017, "Bank stress testing under different balance sheet assumptions," Discussion Papers, Deutsche Bundesbank, number 07/2017.
• Möhlmann, Axel, 2017, "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers, Deutsche Bundesbank, number 10/2017.
• Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017, "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers, Deutsche Bundesbank, number 19/2017.
• Darracq-Pariès, Matthieu & Kühl, Michael, 2017, "The optimal conduct of central bank asset purchases," Discussion Papers, Deutsche Bundesbank, number 22/2017.