Research classified by Journal of Economic Literature (JEL) codes

2015

• Orlando E. Contreras & Roberto Stein Bronfman & Carlos E. Vecino Arenas, 2015, "Estrategia de inversión optimizando la relación rentabilidad-riesgo: evidencia en el mercado accionario colombiano," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 383-392.
• Caroline Sulzbach Pletsch & Estelamaris Reif & Tarc�sio Pedro Da Silva, 2015, "Análise da relacao entre o valor economico agregado (EVA) e os indicadores do mercado de empresas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 157-173.
• Paulo Sérgio Almeida Santos & Andr�ia Carpes Dani & Roberto Carlos Klann, 2015, "Concentracao de propriedade e o impairment loss sobre o goodwill: investigacao empírica no contexto das companhias abertas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 175-188.
• Andrés Mauricio Gómez Sánchez & Jos� Gabriel Astaiza G�mez, 2015, "Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 7, issue 1, pages 109-129.
• Leonardo Santana Viloria, 2015, "Estimación del beta para el sector inmobiliario a partir del desempeno de fondos de inversión inmobiliaria en Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 7, issue 1, pages 83-95.
• Peter B. Dixon & James. A. Giesecke & Maureen T. Rimmer, 2015, "Superannuation within a financial CGE model of the Australian economy," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-253, Jul.
• Marcel Lever & Ilja Boelaars & Ryanne Cox & Roel Mehlkopf, 2015, "The allocation of financial risks during the life cycle in individual and collective DC pension contracts," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 317, Dec.
• Thomas Michielsen & Remco Mocking & Sander van Veldhuizen, 2015, "Home Ownership and Household Portfolio Choice," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 318, Dec.
• Kaniel, Ron & Yan, Hong & Carlson, Murray & Chapman, David A., 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10328, Jan.
• Kaniel, Ron & Starks, Laura T & Gallaher, Steven, 2015, "Advertising and Mutual Funds: From Families to Individual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10329, Jan.
• Carrillo, Juan & Brocas, Isabelle & Giga, Aleksandar & Zapatero, Fernando, 2015, "Risk Aversion in a Dynamic Asset Allocation Experiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10332, Jan.
• Lettau, Martin & Ludvigson, Sydney & Ma, Sai, 2015, "Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10335, Jan.
• Gomes, Francisco & Fugazza, Carolina & Campanale, Claudio, 2015, "Life-Cycle Portfolio choice with Liquid and Illiquid Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10369, Jan.
• Gromb, Denis & Vayanos, Dimitri, 2015, "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10436, Feb.
• Uppal, Raman & Vilkov, Grigory & Buss, Adrian, 2015, "Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10437, Feb.
• Ellul, Andrew & Lundblad, Christian T & Wang, Yihui & Jotikasthira, Chotibhak, 2015, "Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10450, Mar.
• Black, Sandra & Devereux, Paul J. & Majlesi, Kaveh & Lundborg, Petter, 2015, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10525, Apr.
• Nijman, Theo E & Bovenberg, Lans, 2015, "Personal Pensions with Risk sharing: Affordable, Adequate and Stable Private Pensions in Europe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10538, Apr.
• Ghironi, Fabio & Rebucci, Alessandro & Lee, Jaewoo, 2015, "The Valuation Channel of External Adjustment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10564, Apr.
• Kosowski, Robert & Joenväärä, Juha, 2015, "Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10577, May.
• Favero, Carlo A. & Bisetti, Emilio & Nocera, Giacomo & Tebaldi, Claudio, 2015, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10595, May.
• Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10629, May.
• Haliassos, Michael & Fuchs-Schündeln, Nicola, 2015, "Does Product Familiarity Matter for Participation?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10632, May.
• Simonov, Andrei & Bodnaruk, Andriy & Chokaev, Bekhan, 2015, "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10639, May.
• Black, Sandra & Devereux, Paul J. & Majlesi, Kaveh & Lundborg, Petter, 2015, "On the Origins of Risk-Taking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10694, Jul.
• Dahlquist, Magnus & Tédongap, Roméo & Farago, Adam, 2015, "Asymmetries and Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10706, Jul.
• Guiso, Luigi & Mistrulli, Paolo Emilio & Gambacorta, Leonardo & Foà , Gabriele, 2015, "The supply side of household finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10714, Jul.
• Dumas, Bernard & Buss, Adrian, 2015, "Trading Fees and Slow-Moving Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10737, Jul.
• Koedijk, Kees & ter Horst, Jenke & Borgers, Arian & Derwall, Jeroen, 2015, "Do Social Factors Influence Investment Behaviour and Performance? Evidence from Mutual Fund Holdings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10740, Jul.
• Sentana, Enrique & Amengual, Dante, 2015, "Is a normal copula the right copula?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10809, Sep.
• Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2015, "Are retail traders compensated for providing liquidity?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10820, Sep.
• Stork, Philip & Koedijk, Kees & Slager, Alfred, 2015, "Investing in Systematic Factor Premiums," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10824, Sep.
• Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo & Weber, Andreas, 2015, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10958, Nov.
• Pedersen, Lasse Heje & Vestergaard Jensen, Mads, 2015, "Early Option Exercise: Never Say Never," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11019, Dec.
• Galán, Jorge & Ramos, Sofía B. & Veiga, Helena, 2015, "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1517, Jul.
• Nikolai Dokuchaev, 2015, "Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection," Annals of Economics and Finance, Society for AEF, volume 16, issue 1, pages 143-161, May.
• Claude Montmarquette & Nathalie Viennot-Briot, 2015, "The Value of Financial Advice," Annals of Economics and Finance, Society for AEF, volume 16, issue 1, pages 69-94, May.
• Gyoocheol Shim & Hyeng Keun Koo, 2015, "Optimal Consumption and Investment with a Wealth-Dependent Time-Varying Investment Opportunity," Annals of Economics and Finance, Society for AEF, volume 16, issue 1, pages 19-42, May.
• Ki Beom Binh & Hogyu Jhang, 2015, "Extraneous Risk: Pricing of Non-Systematic Risk," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 335-352, November.
• Haijun Wang & L. Steven Hou, 2015, "Robust Consumption and Portfolio Choice with Habit Formation, the Spirit of Capitalism and Recursive Utility," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 393-416, November.
• Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015, "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 676.
• Love, David & Phelan, Gregory, 2015, "Hyperbolic discounting and life-cycle portfolio choice," Journal of Pension Economics and Finance, Cambridge University Press, volume 14, issue 4, pages 492-524, October.
• Masset, Philippe & Weisskopf, Jean-Philippe & Cossutta, Mathieu, 2015, "Wine Tasters, Ratings, and En Primeur Prices," Journal of Wine Economics, Cambridge University Press, volume 10, issue 1, pages 75-107, May.
• Szűcs, Balázs Árpád & Váradi, Kata, 2015, "Measuring and managing liquidity risk in the Hungarian practice," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2015/03.
• Enver BAJ NCA, 2015, "Some features of investing SMEs in Kosovo," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 2, pages 309-316, June.
• Tai-Yuen HON & Richard C. LAM, 2015, "Decision-Making in the Hong Kong Bank Stock Market," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 4, pages 481-493, December.
• Tai-Yuen HON, 2015, "Rank Correlation Analysis of Investment Decisionfor Small Investors in the Hong Kong Derivatives Markets," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 3, pages 106-116, September.
• Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2015, "Investment Horizons and Price Indeterminacy in Financial Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2001, Jun.
• Claus Michelsen & Karsten Neuhoff & Anne Schopp, 2015, "Using Equity Capital to Unlock Investment in Building Energy Efficiency?," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 5, issue 19, pages 259-265.
• Antonia Grohmann & Lukas Menkhoff, 2015, "School, Parents, and Financial Literacy Shape Future Financial Behavior," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 5, issue 30/31, pages 407-412.
• Corporate author, 2015, "Many People Have Inadequate Understanding of Basic Financial Concepts: Seven Questions to Antonia Grohmann," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 5, issue 30/31, pages 413-413.
• Claus Michelsen & Karsten Neuhoff & Anne Schopp, 2015, "Beteiligungskapital als Option für mehr Investitionen in die Gebäudeenergieeffizienz?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 19, pages 463-470.
• Antonia Grohmann & Lukas Menkhoff, 2015, "Schule, Eltern und finanzielle Bildung bestimmen das Finanzverhalten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 28, pages 655-661.
• Corporate author, 2015, "Viele Menschen kennen sich auch mit einfachen finanziellen Konzepten zu wenig aus: Sieben Fragen an Antonia Grohmann," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 28, pages 662-662.
• Estrada, Fernando, 2015, "As crises financeiras
  [Financial crises]," MPRA Paper, University Library of Munich, Germany, number 61418.
• Arfaoui, Mongi & Ben Rejeb, Aymen, 2015, "Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?," MPRA Paper, University Library of Munich, Germany, number 61520, Jan.
• Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015, "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper, University Library of Munich, Germany, number 61710.
• Bonizzi, Bruno, 2015, "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper, University Library of Munich, Germany, number 61784, Feb.
• Bell, Peter N, 2015, "Returns to tail hedging," MPRA Paper, University Library of Munich, Germany, number 62160, Feb.
• Malefaki, Valia, 2015, "On Flexible Linear Factor Stochastic Volatility Models," MPRA Paper, University Library of Munich, Germany, number 62216, Jan.
• Jones, Clive, 2015, "Predictability of the daily high and low of the S&P 500 index," MPRA Paper, University Library of Munich, Germany, number 62664, Mar.
• Mishra, Anil V, 2015, "Foreign Bias in Australian Domiciled Mutual Fund Holdings," MPRA Paper, University Library of Munich, Germany, number 63376, Jan.
• mhamdi, ghrissi, 2015, "Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises," MPRA Paper, University Library of Munich, Germany, number 63476, Mar.
• Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper, University Library of Munich, Germany, number 63844, Apr.
• Rahim, Yasmin & Masih, Mansur, 2015, "Is gold good for hedging? lessons from the Malaysian sectoral stock indices," MPRA Paper, University Library of Munich, Germany, number 63928, Jan.
• Garcia Fronti, Javier, 2015, "Modelo estocástico para la valuación de una inversión nanomédica
  [Nanomedical Stochastic Investment Valuation]," MPRA Paper, University Library of Munich, Germany, number 63948, Jan.
• Remorov, Alexander, 2015, "Dynamic Trading When You May Be Wrong," MPRA Paper, University Library of Munich, Germany, number 63964, Apr, revised 27 Apr 2015.
• Luo, Yulei, 2015, "Robustly Strategic Consumption-Portfolio Rules with Informational Frictions," MPRA Paper, University Library of Munich, Germany, number 64312.
• Harin, Alexander, 2015, "Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)," MPRA Paper, University Library of Munich, Germany, number 64672, May.
• Delis, Manthos & Mylonidis, Nikolaos, 2015, "Trust, happiness, and households’ financial decisions," MPRA Paper, University Library of Munich, Germany, number 64906, Jun.
• Buriev, Abdul Aziz & Masih, Mansur, 2015, "Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet c," MPRA Paper, University Library of Munich, Germany, number 65233, Jun.
• Morad, Shahidah Nailul & Masih, Mansur, 2015, "Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach," MPRA Paper, University Library of Munich, Germany, number 65237, Jun.
• Rahim, Yasmin Abd & Masih, Mansur, 2015, "Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 65259, Jun.
• Dwihasri, Dhaifina & Masih, Mansur, 2015, "Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis," MPRA Paper, University Library of Munich, Germany, number 65278, Jun.
• Širůček, Martin, 2015, "Kauzalní vztah peněžní nabídky a amerického akciového trhu
  [Money supply and US stock market causality]," MPRA Paper, University Library of Munich, Germany, number 66357, Aug, revised 30 Aug 2015.
• Širůček, Martin & Křen, Lukáš, 2015, "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market," MPRA Paper, University Library of Munich, Germany, number 66449, Sep.
• Mehta, Deepshikha, 2015, "Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices," MPRA Paper, University Library of Munich, Germany, number 66494, Aug.
• Guo, Xu & Lien, Donald & Wong, Wing-Keung, 2015, "Good Approximation of Exponential Utility Function for Optimal Futures Hedging," MPRA Paper, University Library of Munich, Germany, number 66841, Sep.
• Banerjee, Priyodorshi & Das, Tanmoy, 2015, "Are Contingent Choices Consistent?," MPRA Paper, University Library of Munich, Germany, number 66995, Sep.
• Hammad, Siddiqi, 2015, "Anchoring Adjusted Capital Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 67403, Oct.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 67470, Oct.
• Hammad, Siddiqi, 2015, "Capital Asset Pricing Model Adjusted for Anchoring," MPRA Paper, University Library of Munich, Germany, number 67668, Oct.
• Bhaduri, Saumitra & Gupta, Saurabh, 2015, "Understanding Investor behavior and it's implications on Capital Markets - The Indian Context," MPRA Paper, University Library of Munich, Germany, number 67948, Nov.
• Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015, "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," MPRA Paper, University Library of Munich, Germany, number 68155, Nov.
• Tomić, Bojan, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," MPRA Paper, University Library of Munich, Germany, number 68324, Jan.
• Siddiqi, Hammad, 2015, "Anchoring Heuristic and the Equity Premium Puzzle," MPRA Paper, University Library of Munich, Germany, number 68537, Nov.
• Siddiqi, Hammad, 2015, "Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles," MPRA Paper, University Library of Munich, Germany, number 68729, Nov.
• Hirshleifer, David & Daniel, Kent, 2015, "Overconfident investors, predictable returns, and excessive trading," MPRA Paper, University Library of Munich, Germany, number 69002, Oct.
• Inderst, Georg, 2015, "Social infrastructure investment: private finance and institutional investors," MPRA Paper, University Library of Munich, Germany, number 69504, Dec.
• Khan, Dr. Muhammad Irfan & Syed, Muhammad Salman, 2015, "Comparison between Forecasted Stock Prices and Original Stock Prices in the Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 72647, Jan, revised Jul 2015.
• Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2015, "Assessing the effects of unconventional monetary policy on pension funds risk incentives," MPRA Paper, University Library of Munich, Germany, number 73398, May, revised Aug 2016.
• Uslu, Semih, 2015, "Pricing and Liquidity in Decentralized Asset Markets," MPRA Paper, University Library of Munich, Germany, number 73901, Nov, revised 21 Sep 2016.
• Dutta, Sourish, 2015, "Financing Innovation: A Complex Nexus of Risk & Reward," MPRA Paper, University Library of Munich, Germany, number 75584, Apr.
• Schmidt, Lawrence & Toda, Alexis Akira, 2015, "Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution," MPRA Paper, University Library of Munich, Germany, number 78983, May.
• Gangopadhyay, Kausik & Jangir, Abhishek & Sensarma, Rudra, 2015, "Forecasting the price of gold: An error correction approach," MPRA Paper, University Library of Munich, Germany, number 81066, Feb.
• Haqiqi, Iman & Bahador, Ali, 2015, "Investigating Economic Effects of Oil Export Reduction: A Financial Computable General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 95784.
• Haqiqi, Iman & Mirian, Narges, 2015, "A Financial General Equilibrium Model for Assessment of Financial Sector Policies in Developing Countries," MPRA Paper, University Library of Munich, Germany, number 95841.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015, "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201576, Oct.
• Ondřej Machek & Luboš Smrčka, 2015, "An updated Model of Financial Fragility based on General Equilibrium Analysis
  [Aktualizace modelu finanční křehkosti založeného na analýze všeobecné rovnováhy]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2015, issue 4, pages 23-42, DOI: 10.18267/j.aop.479.
• Jan Bastin, 2015, "Volatility Effect: An Application on the German Stock Market
  [Efekt nízkého rizika: Aplikace na německý akciový trh]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2015, issue 1, pages 36-54, DOI: 10.18267/j.cfuc.435.
• Petr Musílek, 2015, "The Structure of Household Financial Assets in Developed Countries
  [Struktura finančních aktiv domácností ve vyspělých státech]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2015, issue 2, pages 7-22, DOI: 10.18267/j.cfuc.441.
• Andrey Kudryavtsev, 2015, "Informational Content of Open-to-Close Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 1, pages 5-17, DOI: 10.18267/j.efaj.134.
• Rosella Giacometti & Sergio Ortobelli & Tomáš Tichý, 2015, "Portfolio Selection with Uncertainty Measures Consistent with Additive Shifts," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 1, pages 3-16, DOI: 10.18267/j.pep.497.
• Matteo Maggiori & Stefano Giglio & Johannes Stroebel & Andreas Weber, 2015, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," Working Paper, Harvard University OpenScholar, number 323746, Jan.
• Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2015, "Extrapolation and Bubbles," Working Paper, Harvard University OpenScholar, number 357401, Dec.
• Frédérique Bec & Christian Gollier, 2015, "Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 18-32, January-F.
• Frank de Jong & Joost Driessen, 2015, "Can Large Long-Term Investors Capture Illiquidity Premiums?," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 34-60, January-F.
• Éric Jondeau & Michael Rockinger, 2015, "Long-term Portfolio Allocation Based on Long-term Macro forecasts," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 62-69, January-F.
• Kees De Vaan & Daniele Fano, 2015, "Projecting Pension Outcomes at Retirement - Towards an Industry Reporting Standard," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 71-86, January-F.
• Philippe Bertrand & Jean-Luc Prigent, 2015, "French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing," Bankers, Markets & Investors, ESKA Publishing, issue 135, pages 4-18, March-Apr.
• Karim Ben Khediri & Souad Lajili Jarjir, 2015, "New Insights on Corporate SocialResponsibility and Country-level Institutions in Western Europe," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 20-40, May-June.
• Thierry Roncalli, 2015, "Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 18-28, September.
• Selim Mankaï & Khaled Guesmi, 2015, "Robust Portfolio Protection: A Scenarios-based Approach," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
• Romain Deguest & Lionel Martellini & Vincent Milhau, 2015, "Mass Customization in Life-Cycle Investing Strategies with Income Risk," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 28-44, November-.
• Yili Chien & Harold Cole & Hanno Lustig, 2015, "Code files for "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy"," Computer Codes, Review of Economic Dynamics, number 14-172, revised .
• Russell Cooper & Guozhong Zhu, 2015, "Code and data files for "Household Finance over the Life-Cycle: What does Education Contribute?"," Computer Codes, Review of Economic Dynamics, number 14-318, revised .
• Alexis Akira Toda, 2015, "Asset Prices and Efficiency in a Krebs Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 4, pages 957-978, October, DOI: 10.1016/j.red.2014.11.003.
• Ian Dew-Becker & Rhys Bidder, 2015, "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers, Society for Economic Dynamics, number 490.
• Jurgen Vandenbroucke, 2015, "Fallacies of Risk Control," Applied Economics and Finance, Redfame publishing, volume 2, issue 2, pages 23-28, May.
• Kotiranta, Annu & Widgrén, Joona, 2015, "Overview of Social Enterprises and Impact Investment in Finland," ETLA Reports, The Research Institute of the Finnish Economy, number 46, Oct.
• Petr Parshakov, 2015, "Estimation of skill of Russian mutual fund managers," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 37, issue 1, pages 57-66.
• Isuf Atskanov, 2015, "Dynamic optimization of an investment portfolio on European stock markets using pair copulas," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 84-105.
• Anna Bakaykina, 2015, "The estimation of the competitiveness of SME financing programs of development banks in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 106-128.
• Adam Zaremba, 2015, "Inflation, Business Cycles, and Commodity Investing in Financialized Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 1-18.
• Aasif Shah & Malabika Deo & Wayne King, 2015, "Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 2, pages 189-220, DOI: 10.11644/KIEP.JEAI.2015.19.2.296.
• Ernesto Garnier & Reinhard Madlener, 2015, "The Influence of Policy Regime Risks on Investments in Innovative Energy Technology," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2015, Mar.
• Nazeeruddin Mohammad & Dawood Ashraf, 2015, "The Market Timing Ability and Return Performance of Islamic Equities: an Empirical Study," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 1436-6, May.
• Azam Mohammadzadeh & Mohammad Nabi Shahikitash & Reza Roshan, 2015, "Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 3, pages 49-72.
• Ángel León & Manuel Moreno, 2015, "Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers," QM&ET Working Papers, University of Alicante, D. Quantitative Methods and Economic Theory, number 15-3, Mar.
• José A. Climent Hernández & Francisco Venegas Martínez & Francisco Ortiz Arango, 2015, "Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 81-106.
• Denis Dolinar & Silvije Orsag & Paola Suman, 2015, "Test Of The Chen-Roll-Ross Macroeconomic Factor Model: Evidence From Croatian Stock Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 2, pages 185-196.
• Mine AKSOY & Veysel ULUSOY, 2015, "Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 107-128, March.
• Ming-Cheng WU & I-Cheng LIN & Yi-Ting HUANG & Chang-Rong, 2015, "Forecasting Prices Of Presale Houses: A Real Option Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 143-158, March.
• Tsang-Yao CHANG & Hao FANG & Yen-Hsien LEE, 2015, "Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 27-38, September.
• Adam ZAREMBA, 2015, "Low Risk Anomaly In The Cee Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 81-102, September.
• Tudorache Florentin Gabriel & Luminiţa Nicolescu & Radu Lupu, 2015, "Evolution of Mutual Funds in Romania: Performance and Risks," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 180-197, December.
• Ana-Maria CALOMFIR (METESCU), 2015, "A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series?," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 18, issue 2, pages 285-292, December.
• Francesco Lautizi, 2015, "Large Scale Covariance Estimates for Portfolio Selection," CEIS Research Paper, Tor Vergata University, CEIS, number 353, Aug, revised 07 Aug 2015.
• Adam Zaremba & Przemys³aw Konieczka, 2015, "The Profitability Of Following Analyst Recommendations On The Polish Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 22-31, August.
• Pawe³ Mer³o & Patryk Konarzewski, 2015, "The Momentum Effect Exemplifies The Influence Of Investors’ Irrational Behaviour On Changing Prices Of Shares And Stocks: An Analysis Of The Momentum Effect On The Warsaw Stock Exchange," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 56-64, August.
• Joanne K Earl & Paul Gerrans & Anthony Asher & Julia Woodside, 2015, "Financial literacy, financial judgement, and retirement self-efficacy of older trustees of self-managed superannuation funds," Australian Journal of Management, Australian School of Business, volume 40, issue 3, pages 435-458, August, DOI: 10.1177/0312896215572155.
• Martina K Linnenluecke & Cristyn Meath & Saphira Rekker & Baljit K Sidhu & Tom Smith, 2015, "Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints," Australian Journal of Management, Australian School of Business, volume 40, issue 3, pages 478-487, August, DOI: 10.1177/0312896215569794.
• Su (Sally) Gan & Richard Heaney & Paul Gerrans, 2015, "Individual investor portfolio performance in retirement savings accounts," Australian Journal of Management, Australian School of Business, volume 40, issue 4, pages 652-671, November, DOI: 10.1177/0312896214528187.
• Prashant Das & Alan Ziobrowski, 2015, "The Relationship between Indian Realty Stocks and Online Searches," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 1, pages 1-19, April, DOI: 10.1177/0972652714567994.
• Arun Kumar Misra & Sabyasachi Mohapatra, 2015, "Indexing CNX NIFTY 50 Momentum Effects," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 2, pages 157-178, May, DOI: 10.1177/0973801014568143.
• Gagan Deep Sharma & Namish Mishra, 2015, "Return Linkages and Volatility Spillover Effect Between Stock Markets and Currency Markets," Review of Market Integration, India Development Foundation, volume 7, issue 3, pages 175-197, December, DOI: 10.1177/0974929216674377.
• Giovanni W. Puopolo, 2015, "Portfolio Selection with Transaction Costs and Default Risk," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 414, Sep.
• Sandra Rigot, 2015, "Does Regulation Matter? Riskiness in Pension Asset Allocation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003259, May.
• James Estes, 2015, "Tobacco Settlement Bonds: A Look At The Effect Of Securitization on the Credit of Sttates Using Capital Appreciation Bonds," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2703037, Sep.
• Roengchai Tansuchat, 2015, "Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704838, Sep.
• R. REYTIER & A. Blanes & Q. Gaucher & S. Thiam & P. Debled, 2015, "Behavior of Covariance Matrices with Equi-Correlation Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2805027, Oct.
• Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos, 2015, "Hedge fund predictability and optimal asset allocation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105383, Nov.
• Sadaf Anwar & Shveta Singh & P K Jain, 2015, "Cash Dividend Announcements and Stock Return Volatility: Evidence from India," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204432, Sep.
• osman kilic, 2015, "Hedge Funds and Market Timing: Evidence from Commodity Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204604, Sep.
• Mota Aragón, Martha Beatriz & Núñez Mora, José Antonio, 2015, "Estimación restringida de la distribución hiperbólica generalizada de los tipos de cambio del Euro, Yen, Libra esterlina y Dólar canadiense (2000-2014) / Restricted estimation of the hyperbolic genera," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 95-111, enero-jun.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 16, issue 6, pages 365-373.
• Marie Briere & Ariane Szafarz, 2015, "Factor-Based v. Industry-Based Asset Allocation: The Contest," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-035, Sep.
• Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-051, Dec.
• Edoardo Otranto & Romana Gargano, 2015, "Financial clustering in presence of dominant markets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 9, issue 3, pages 315-339, September, DOI: 10.1007/s11634-014-0189-z.
• Jakša Cvitanić & Charles Plott & Chien-Yao Tseng, 2015, "Markets with random lifetimes and private values: mean reversion and option to trade," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 1, pages 1-19, April, DOI: 10.1007/s10203-014-0155-4.
• Ryo Kinoshita, 2015, "Asset allocation under higher moments with the GARCH filter," Empirical Economics, Springer, volume 49, issue 1, pages 235-254, August, DOI: 10.1007/s00181-014-0871-1.
• Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015, "Optimal output for the regret-averse competitive firm under price uncertainty," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 279-295, December, DOI: 10.1007/s40822-015-0030-9.
• Nikolas Topaloglou, 2015, "Minimizing bank liquidity risk: evidence from the Lehman crisis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 23-44, June, DOI: 10.1007/s40821-014-0012-y.
• Caroline Hillairet & Ying Jiao, 2015, "Portfolio optimization with insider’s initial information and counterparty risk," Finance and Stochastics, Springer, volume 19, issue 1, pages 109-134, January, DOI: 10.1007/s00780-014-0246-7.
• Oleksii Mostovyi, 2015, "Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption," Finance and Stochastics, Springer, volume 19, issue 1, pages 135-159, January, DOI: 10.1007/s00780-014-0248-5.
• Pietro Siorpaes, 2015, "Optimal investment and price dependence in a semi-static market," Finance and Stochastics, Springer, volume 19, issue 1, pages 161-187, January, DOI: 10.1007/s00780-014-0245-8.
• David Hobson & Martin Klimmek, 2015, "Robust price bounds for the forward starting straddle," Finance and Stochastics, Springer, volume 19, issue 1, pages 189-214, January, DOI: 10.1007/s00780-014-0249-4.
• Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015, "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, volume 19, issue 2, pages 233-259, April, DOI: 10.1007/s00780-015-0259-x.
• Jean-François Chassagneux & Romuald Elie & Idris Kharroubi, 2015, "When terminal facelift enforces delta constraints," Finance and Stochastics, Springer, volume 19, issue 2, pages 329-362, April, DOI: 10.1007/s00780-015-0260-4.
• Albert Altarovici & Johannes Muhle-Karbe & Halil Soner, 2015, "Asymptotics for fixed transaction costs," Finance and Stochastics, Springer, volume 19, issue 2, pages 363-414, April, DOI: 10.1007/s00780-015-0261-3.
• Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2015, "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Finance and Stochastics, Springer, volume 19, issue 2, pages 415-448, April, DOI: 10.1007/s00780-015-0257-z.
• Peter Bank & Dmitry Kramkov, 2015, "A model for a large investor trading at market indifference prices. I: Single-period case," Finance and Stochastics, Springer, volume 19, issue 2, pages 449-472, April, DOI: 10.1007/s00780-015-0258-y.
• Paolo Guasoni & Gu Wang, 2015, "Hedge and mutual funds’ fees and the separation of private investments," Finance and Stochastics, Springer, volume 19, issue 3, pages 473-507, July, DOI: 10.1007/s00780-015-0266-y.
• Romuald Elie & Emmanuel Lépinette, 2015, "Approximate hedging for nonlinear transaction costs on the volume of traded assets," Finance and Stochastics, Springer, volume 19, issue 3, pages 541-581, July, DOI: 10.1007/s00780-015-0262-2.
• Jin Choi & Kasper Larsen, 2015, "Taylor approximation of incomplete Radner equilibrium models," Finance and Stochastics, Springer, volume 19, issue 3, pages 653-679, July, DOI: 10.1007/s00780-015-0268-9.
• Fred Benth & Nils Detering, 2015, "Pricing and hedging Asian-style options on energy," Finance and Stochastics, Springer, volume 19, issue 4, pages 849-889, October, DOI: 10.1007/s00780-015-0270-2.
• Agostino Capponi & José Figueroa-López & Andrea Pascucci, 2015, "Dynamic credit investment in partially observed markets," Finance and Stochastics, Springer, volume 19, issue 4, pages 891-939, October, DOI: 10.1007/s00780-015-0272-0.
• Amelie Brune & Thorsten Hens & Marc Rieger & Mei Wang, 2015, "The war puzzle: contradictory effects of international conflicts on stock markets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 1-21, March, DOI: 10.1007/s12232-014-0215-7.
• Annamaria Lusardi, 2015, "Risk Literacy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 1, issue 1, pages 5-23, March, DOI: 10.1007/s40797-015-0011-x.
• Terrance Grieb, 2015, "Mean and volatility transmission for commodity futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 100-118, January, DOI: 10.1007/s12197-012-9245-8.
• Brian Payne & John Geppert, 2015, "Health care and the cross-section of US stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 153-170, January, DOI: 10.1007/s12197-013-9255-1.
• Randy Anderson & Justin Benefield & Matthew Hurst, 2015, "Property-type diversification and REIT performance: an analysis of operating performance and abnormal returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 48-74, January, DOI: 10.1007/s12197-012-9232-0.
• James DiLellio, 2015, "A Kalman filter control technique in mean-variance portfolio management," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 235-261, April, DOI: 10.1007/s12197-012-9244-9.