Research classified by Journal of Economic Literature (JEL) codes

2015

• Carlo Alberto Magni & Ken V. Peasnell, 2015, "The Term Structure of Capital Values:An accounting-based framework for measuring economic profitability," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0060, Sep.
• Enrico Rubaltelli & Sergio Agnoli & Michela Rancan & Tiziana Pozzoli, 2015, "Emotional Intelligence and risk taking in investment decision-making," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0053, Jul.
• Dean Altshuler & Carlo Alberto Magni, 2015, "Introducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0056, Sep.
• Hideaki Miyajima & Takaaki Hoda, 2015, "Ownership Structure and Corporate Governance: Has an Increase in Institutional Investors f Ownership Improved Business Performance?," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 11, issue 3, pages 361-394, July.
• Matthias Lang, 2015, "First-Order and Second-Order Ambiguity Aversion," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2015_13, Sep.
• Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2015, "Risk factors, Copula dependence and risk sensitivity of a large portfolio," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15040, Mar.
• Luc Renneboog, 2015, "Investing in Diamonds," Business and Economic Research, Macrothink Institute, volume 5, issue 1, pages 166-195, June.
• Skander BEN ABDALLAH & Pierre LASSERRE, 2015, "Optimum Forest Rotations of Alternative Tree Species," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2015.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015, "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
• Martin Širůček & Lukáš Křen, 2015, "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, volume 63, issue 4, pages 1375-1386, DOI: 10.11118/actaun201563041375.
• Georges Hübner & Thomas Lejeune, 2015, "Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon," Working Paper Research, National Bank of Belgium, number 289, Oct.
• Marcin Kacperczyk & Jaromir Nosal & Luminita Stevens, 2015, "Investor sophistication and capital income inequality," NBP Working Papers, Narodowy Bank Polski, number 199.
• Charles R. Hulten & Marshall B. Reinsdorf, 2015, "Measuring Wealth and Financial Intermediation and Their Links to the Real Economy," NBER Books, National Bureau of Economic Research, Inc, number hult10-1, August.
• Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016, "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2015".
• Grey Gordon & Aaron Hedlund, 2017, "Accounting for the Rise in College Tuition," NBER Chapters, National Bureau of Economic Research, Inc, "Education, Skills, and Technical Change: Implications for Future US GDP Growth".
• Jeffrey R. Brown & Anne M. Farrell & Scott J. Weisbenner, 2015, "Decision-Making Approaches and the Propensity to Default: Evidence and Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 20949, Feb.
• Denis Gromb & Dimitri Vayanos, 2015, "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 20968, Feb.
• Jeffrey R. Brown & Joshua M. Pollet & Scott J. Weisbenner, 2015, "The In-State Equity Bias of State Pension Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 21020, Mar.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 21043, Mar.
• Clemens Sialm & Hanjiang Zhang, 2015, "Tax-Efficient Asset Management: Evidence from Equity Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 21060, Apr.
• Camelia M. Kuhnen & Andrei C. Miu, 2015, "Socioeconomic Status and Learning from Financial Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 21214, May.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 21224, May.
• Geert Bekaert & Kenton Hoyem & Wei-Yin Hu & Enrichetta Ravina, 2015, "Who is Internationally Diversified? Evidence from 296 401(k)," NBER Working Papers, National Bureau of Economic Research, Inc, number 21236, Jun.
• Geetesh Bhardwaj & Gary Gorton & Geert Rouwenhorst, 2015, "Facts and Fantasies about Commodity Futures Ten Years Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 21243, Jun.
• Robert Novy-Marx, 2015, "Backtesting Strategies Based on Multiple Signals," NBER Working Papers, National Bureau of Economic Research, Inc, number 21329, Jul.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015, "On the Origins of Risk-Taking," NBER Working Papers, National Bureau of Economic Research, Inc, number 21332, Jul.
• Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai, 2015, "Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 21386, Jul.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015, "Poor Little Rich Kids? The Role of Nature versus Nurture in Wealth and Other Economic Outcomes and Behaviors," NBER Working Papers, National Bureau of Economic Research, Inc, number 21409, Jul.
• Mila Getmansky & Peter A. Lee & Andrew W. Lo, 2015, "Hedge Funds: A Dynamic Industry In Transition," NBER Working Papers, National Bureau of Economic Research, Inc, number 21449, Aug.
• Andrew B. Abel, 2015, "Crowding Out in Ricardian Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 21550, Sep.
• Ravi Jagannathan & Binying Liu, 2015, "Dividend Dynamics, Learning, and Expected Stock Index Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 21557, Sep.
• G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2015, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21661, Oct.
• Joseph S. Briggs & David Cesarini & Erik Lindqvist & Robert Östling, 2015, "Windfall Gains and Stock Market Participation," NBER Working Papers, National Bureau of Economic Research, Inc, number 21673, Oct.
• Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2015, "The Choice Channel of Financial Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 21686, Oct.
• Francisco Barillas & Jay Shanken, 2015, "Which Alpha?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21698, Nov.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers, National Bureau of Economic Research, Inc, number 21767, Nov.
• Francisco Barillas & Jay Shanken, 2015, "Comparing Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21771, Dec.
• Jonathan P. Beauchamp & Daniel J. Benjamin & Christopher F. Chabris & David I. Laibson, 2015, "Controlling for the Compromise Effect Debiases Estimates of Risk Preference Parameters," NBER Working Papers, National Bureau of Economic Research, Inc, number 21792, Dec.
• Andrea Eisfeldt & Andrew Demers, 2015, "Total Returns to Single Family Rentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 21804, Dec.
• Travkin, A., 2015, "Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market," Journal of the New Economic Association, New Economic Association, volume 25, issue 1, pages 39-55.
• Jin-Hyuk Kim & Peter Newberry & Calvin Qiu, 2015, "An Empirical Analysis of a Crowdfunding Platform," Working Papers, NET Institute, number 15-12, Sep.
• Levy, Moshe & Roll, Richard, 2015, "(Im)Possible Frontiers: A Comment," Critical Finance Review, now publishers, volume 4, issue 1, pages 139-148, June, DOI: 10.1561/104.00000015.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2015, "Seasonal Variation in Treasury Returns," Critical Finance Review, now publishers, volume 4, issue 1, pages 45-115, June, DOI: 10.1561/104.00000021.
• Lewellen, Jonathan, 2015, "The Cross-section of Expected Stock Returns," Critical Finance Review, now publishers, volume 4, issue 1, pages 1-44, June, DOI: 10.1561/104.00000024.
• Greene, Jason T. & Rakowski, David, 2015, "A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate," Critical Finance Review, now publishers, volume 4, issue 1, pages 117-138, June, DOI: 10.1561/104.00000025.
• Brennan, Thomas J. & Lo, Andrew W., 2015, "Reply to “(Im)Possible Frontiers: A Commentâ€," Critical Finance Review, now publishers, volume 4, issue 1, pages 157-171, June, DOI: 10.1561/104.00000026.
• Ingersoll, Jr., Jonathan E., 2015, "Always Possible Frontiers," Critical Finance Review, now publishers, volume 4, issue 1, pages 149-155, June, DOI: 10.1561/104.00000027.
• J.-B. Bernard & L. Berthet, 2015, "French households financial wealth: which changes in 20 years?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2015-18.
• Marius ACATRINEI, 2015, "Individual contributions to portfolio risk: risk decomposition for the BET-FI index," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 3, issue 1, pages 75-80, June.
• Polina K. Kirilova, 2015, "Assessing the Creditworthiness of Patchwork Portfolio Entrepreneurs in Emerging Markets: an Investment Theory-Based Approach," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 53-65, March.
• Nadya Velinova-Sokolova, 2015, "Hedge Accounting According to the International Financial Reporting Standard 9," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 93-103, December.
• Stoimenka Tonova, 2015, "Application of Derivatives in Portfolio Management by the Insurance," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 64-80, Janyary.
• Pieleanu Florin Dan, 2015, "Quantifying Risk and Return in Different Scenarios [Cuantificarea rentabilităţii şi riscului activelor în diverse scenarii]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Dorisz Talas, 2015, "Valuation Methods- Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 810-816, July.
• Droj Laurentiu, 2015, "Study Regarding The Profitability Indicators For The Romanian Companies Operating In The Tourism And Leisure Services Sector In The Period Of 2010-2013," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 817-824, July.
• Andreja Hascek, 2015, "Introducing And Management Of Investor Relations In A Company Whose Shares Are Admitted To Trading On The A Regulated Market In The Republic Of Croatia," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 11, pages 1207-1222.
• John D. Burger & Rajeswari Sengupta & Francis E. Warnock & Veronica Cacdac Warnock, 2015, "US investment in global bonds: as the Fed pushes, some EMEs pull," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 30, issue 84, pages 729-766.
• Dilip B. Madan, 2015, "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 260-292.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2015, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 293-341.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2015, "Editor's Choice Very Long-Run Discount Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 1, pages 1-53.
• Xavier Gabaix & Matteo Maggiori, 2015, "International Liquidity and Exchange Rate Dynamics," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 3, pages 1369-1420.
• Saumitra Jha, 2015, "Financial Asset Holdings and Political Attitudes: Evidence from Revolutionary England," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 3, pages 1485-1545.
• Kuntara Pukthuanthong & Richard Roll, 2015, "Internationally Correlated Jumps," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 92-111.
• Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015, "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 185-226.
• Edwin J. Elton & Martin J. Gruber & Andre de Souza & Christopher R. Blake, 2015, "Target Date Funds: Characteristics and Performance," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 254-272.
• Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2015, "Do Consumers Choose the Right Credit Contracts?," The Review of Corporate Finance Studies, Society for Financial Studies, volume 4, issue 2, pages 239-257.
• Luigi Guiso & Eliana Viviano, 2015, "How Much Can Financial Literacy Help?," Review of Finance, European Finance Association, volume 19, issue 4, pages 1347-1382.
• James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova, 2015, "Improved Portfolio Choice Using Second-Order Stochastic Dominance," Review of Finance, European Finance Association, volume 19, issue 4, pages 1623-1647.
• Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015, "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 791-837.
• John Cotter & Stuart Gabriel & Richard Roll, 2015, "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 913-936.
• Dumitru-Nicu?or Cãrãu?u, 2015, "Capital Market Efficiency in CEE Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 392-397, May.
• Peiran Jiao, 2015, "The Double-Channeled Effects of Experience on Individual Investment Decisions: Experimental Evidence," Economics Series Working Papers, University of Oxford, Department of Economics, number 766, Nov.
• José Antonio Robles-Zurita, 2015, "Alternation Bias and Sums of Identically Distributed Monetary Lotteries," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 15.08, Jun.
• Tobias Niedrig & Helmut Gründl, 2015, "The Effects of Contingent Convertible (CoCo) Bonds on Insurers’ Capital Requirements Under Solvency II," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 40, issue 3, pages 416-443, July.
• Adam Zaremba & Andrzej Nowak, 2015, "Skewness preference across countries," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 2, pages 115-130, July.
• Anna Kaliciak, 2015, "Prize-linked savings mechanism in the portfolio selection framework," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 4, pages 195-208, December.
• Katarzyna Gwozdz, 2015, "Assessing The Non-Financial Investment Profitability With Variable Discount Rate," Oeconomia Copernicana, Institute of Economic Research, volume 6, issue 4, pages 123-138, December, DOI: 10.12775/OeC.2015.032.
• Krzysztof Borowski, 2015, "Analysis of monthly rates of return in April and correlation analysis of monthly rates of return in April on the example of selected world stock exchange indices," Working Papers, Institute of Economic Research, number 127/2015, May, revised May 2015.
• Katarzyna Gwozdz, 2015, "Assessing the non-financial investment profitability with variable discount rate," Working Papers, Institute of Economic Research, number 16/2015, Mar, revised Mar 2015.
• Andrzej Kowalczuk, 2015, "Analiza konkurencyjnosci najwiekszych podmiotow branzy budowlanej z wojewodztwa podlaskiego na tle sektora, w oparciu o Radar Nagashimy," Working Papers, Institute of Economic Research, number 64/2015, Apr, revised Apr 2015.
• Claudiu Oprescu, 2015, "Difficulties in business valuation issue in the context of investment strategies," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 15, issue 1, pages 237-244.
• Ioan-Ovidiu SPATACEAN & Maria-Ioana BOLOGA, 2015, "Research Upon The Utility Of Fundamental Analysis In Stock Selection," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 102-127, December.
• Yu Zhang & Xiaosong Zheng, 2015, "A Study Of The Investment Behavior Based On Behavioral Finance," European Journal of Business and Economics, Central Bohemia University, volume 10, issue 1, pages 5571:10-557, June, DOI: 10.12955/ejbe.v10i1.557.
• Irina Bondareva & Irina Druzhinina & Róbert Tomčík, 2015, "Selecting A Competitive Strategy For Manufacturing Company Using The Analytic Hierarchy Process," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 056-063, September, DOI: 10.12955/cbup.v3.584.
• Lucia Švábová, 2015, "Estimating The Parameter Delta In The Black Model Using The Finite Difference Method For Futures Options," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 109-114, September, DOI: 10.12955/cbup.v3.591.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2015, "Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-15, Mar.
• Yunus Emre Ergemen & Abderrahim Taamouti, 2015, "Parametric Portfolio Policies with Common Volatility Dynamics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-41, Aug.
• Jonas Nygaard Eriksen, 2015, "Expected Business Conditions and Bond Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-44, Sep.
• Shafi A. Khaled & A. Wahhab Khandker, 2015, "Profit-Loss Sharing Contract Formation Under Zero Interest Financial System عقد المشاركة من الأرباح والخسائر في ظل نظام مالي بدون ربا," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 28, issue 2, pages 75-107, July, DOI: 10.4197/Islec.28-2.3.
• Hyeongwoo Kim & Deockhyun Ryu, 2015, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-08, Jun.
• Marco Ottaviani & Peter Norman Sørensen, 2015, "Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal," American Economic Review, American Economic Association, volume 105, issue 1, pages 1-34, January.
• Alain Cohn & Jan Engelmann & Ernst Fehr & Michel André Maréchal, 2015, "Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals," American Economic Review, American Economic Association, volume 105, issue 2, pages 860-885, February.
• Catherine C. Eckel & Sascha C. Füllbrunn, 2015, "Thar SHE Blows? Gender, Competition, and Bubbles in Experimental Asset Markets," American Economic Review, American Economic Association, volume 105, issue 2, pages 906-920, February.
• Sebastian Ebert & Philipp Strack, 2015, "Until the Bitter End: On Prospect Theory in a Dynamic Context," American Economic Review, American Economic Association, volume 105, issue 4, pages 1618-1633, April.
• Jacopo Magnani, 2015, "Testing for the Disposition Effect on Optimal Stopping Decisions," American Economic Review, American Economic Association, volume 105, issue 5, pages 371-375, May.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2015, "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion," American Economic Review, American Economic Association, volume 105, issue 7, pages 1979-2010, July.
• Aurélien Baillon & Han Bleichrodt, 2015, "Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses," American Economic Journal: Microeconomics, American Economic Association, volume 7, issue 2, pages 77-100, May.
• Kent Daniel & David Hirshleifer, 2015, "Overconfident Investors, Predictable Returns, and Excessive Trading," Journal of Economic Perspectives, American Economic Association, volume 29, issue 4, pages 61-88, Fall.
• Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2015, "Stochastic Spanning," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201510, Oct.
• Stelios Arvanitis & Nikolas Topaloglou, 2015, "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201511, Nov.
• Songkran Somboon, 2015, "Credit Scoring System for Managing Risk in Agricultural Loan Portfolio of the Thai Rural Financial Market," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 22, issue 1, pages 27-50, June.
• Olivier Niyitegeka & Devi Datt Tewari, 2015, "Short And Long-Term Dynamics Of Herd Behaviour At The Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 17, issue 2, pages 84-102.
• Parajuli, Rajan & Chang, Sun Joseph, 2015, "Real Assets and Inflation: Which Real Assets Hedge Inflation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205283, DOI: 10.22004/ag.econ.205283.
• van Kooten, G Cornelis & Guo, Changhao & Sun, Baojing, 2015, "Risking-sharing Efficiency of Hedging Strategies," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205756, DOI: 10.22004/ag.econ.205756.
• Correia, Leonida & Rebelo, João & Caldas, José, 2015, "Production and Trade of Port Wine: Temporal Dynamics and Pricing," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 16, issue 01, pages 1-15, DOI: 10.22004/ag.econ.253687.
• García-Bernabeu, A. & Pla-Santamaria, D. & Bravo, M. & Pérez-Gladish, B., 2015, "La protección medioambiental como criterio en la selección de inversiones socialmente responsables: una aproximación multicriterio," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 15, issue 01, DOI: 10.22004/ag.econ.211283.
• Berger, Loïc, , "The Impact of Ambiguity Prudence on Insurance and Prevention," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 198893, DOI: 10.22004/ag.econ.198893.
• Martínez, Beatriz & Torró, Hipòlit, , "European Natural Gas Seasonal Effects on Futures Hedging," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 198462, DOI: 10.22004/ag.econ.198462.
• Zaremba, Adam & Nowak, Andrzej, 2015, "Skewness preference across countries," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 11, issue 2, pages 1-16, DOI: 10.22004/ag.econ.246154.
• Stark, Oded & Zawojska, Ewa, 2015, "Gender differentiation in risk-taking behavior: On the relative risk aversion of single men and single women," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 212405, Nov, DOI: 10.22004/ag.econ.212405.
• Siddiqi, Hammad, 2015, "Anchoring Adjusted Capital Asset Pricing Model," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 211224, Oct, DOI: 10.22004/ag.econ.211224.
• Mengus, Eric & Roberto Pancrazi, , "The Inequality Accelerator," Economic Research Papers, University of Warwick - Department of Economics, number 270216, DOI: 10.22004/ag.econ.270216.
• Maria Carmen HUIAN, 2015, "Impact Of The Ifrs Adoption On Financial Assets And Liabilities. Empirical Evidence From Bucharest Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 16, pages 69-90, December.
• Nha D. Bui & Loan T. B. Nguyen & Nhung T. T. Nguyen, 2015, "Herd behaviour in Southeast Asian stock markets — An empirical investigation," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 3, pages 413-429, September.
• Teodor Hada & Emil Olteanu & Iulian Bogdan Dobra, 2015, "Analysis Of The Average Share Price Of Companies Listed On Bse Depending On The Profit And Exchange Segment. Different Techniques Of General Least Square And Computing Coefficient Covariance For Mean Price Equation Estimation," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 17, pages 1-7.
• Michele Fratianni & Francesco Marchionne, 2015, "De-leveraging, de-risking and moral suasion in the banking sector," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 103, Jan.
• André A.P. Santos, 2015, "Beating the market with small portfolios: Evidence from Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 16, issue 1, pages 22-31.
• Jerry Tsai & Jessica A. Wachter, 2015, "Disaster Risk and Its Implications for Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 219-252, December, DOI: 10.1146/annurev-financial-111914-04.
• David Geltner, 2015, "Real Estate Price Indices and Price Dynamics: An Overview from an Investments Perspective," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 615-633, December, DOI: 10.1146/annurev-financial-111914-04.
• Jonathan Zinman, 2015, "Household Debt: Facts, Puzzles, Theories, and Policies," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 251-276, August.
• Erhan Bayraktar & Virginia R. Young, 2015, "Optimally Investing to Reach a Bequest Goal," Papers, arXiv.org, number 1503.00961, Mar, revised May 2016.
• Franc{c}ois Legendre & Djibril Togola, 2015, "Explicit solution to dynamic portfolio choice problem : The continuous-time detour," Papers, arXiv.org, number 1504.03079, Apr.
• Matthias Raddant & Friedrich Wagner, 2015, "Transitions in the Stock Markets of the US, UK, and Germany," Papers, arXiv.org, number 1504.06113, Apr.
• Enrico G. De Giorgi & Ola Mahmoud, 2015, "Diversification Preferences in the Theory of Choice," Papers, arXiv.org, number 1507.02025, Jul, revised Oct 2016.
• Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015, "Taming the Basel Leverage Cycle," Papers, arXiv.org, number 1507.04136, Jul.
• Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2015, "Minimizing the Probability of Lifetime Drawdown under Constant Consumption," Papers, arXiv.org, number 1507.08713, Jul, revised May 2016.
• Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2015, "Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption," Papers, arXiv.org, number 1508.01914, Aug, revised Aug 2015.
• Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2015, "An Application of Correlation Clustering to Portfolio Diversification," Papers, arXiv.org, number 1511.07945, Nov.
• Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2015, "A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones," Papers, arXiv.org, number 1512.01905, Dec.
• Libin Yang & William Rea & and Alethea Rea, 2015, "Identifying Highly Correlated Stocks Using the Last Few Principal Components," Papers, arXiv.org, number 1512.03537, Dec.
• Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015, "Do investors trade too much? A laboratory experiment," Papers, arXiv.org, number 1512.03743, Dec.
• Libin Yang & William Rea & Alethea Rea, 2015, "How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange," Papers, arXiv.org, number 1512.06486, Dec.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2015, "Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns," DEOS Working Papers, Athens University of Economics and Business, number 1507, Feb.
• Marija Simic, 2015, "The Attractiveness Of Croatia In Terms Of Attracting Vc Investors," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 24, issue 1, pages 267-294, june.
• Wong, Max C. Y., 2015, "Exploring the use of the Kelly criterion for Basel capital requirement: An optimal and countercyclical approach," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 8, issue 1, pages 45-61, January.
• Walter Beckert, 2015, "Choice in the Presence of Experts," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1503, Apr.
• Ionut Traian Luca, 2015, "Portfolio Optimization Algorithms," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jie Zhou, 2015, "Household Stockholding Behavior During the Great Financial Crisis," Staff Working Papers, Bank of Canada, number 15-15, DOI: 10.34989/swp-2015-15.
• Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2015, "Exploring Differences in Household Debt Across Euro Area Countries and the United States," Staff Working Papers, Bank of Canada, number 15-16, DOI: 10.34989/swp-2015-16.
• Shaofeng Xu, 2015, "On the Welfare Cost of Rare Housing Disasters," Staff Working Papers, Bank of Canada, number 15-26, DOI: 10.34989/swp-2015-26.
• Raphaël Janssen & Romuald Morhs, 2015, "The interest rate sensitivity of Luxembourg bond funds: results from a time-varying model," BCL working papers, Central Bank of Luxembourg, number 98, Aug.
• Eduardo Ariel Corso, 2015, "Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 73, pages 91-115, December.
• Eduardo Corso, 2015, "Ambiguity and portfolio decisions," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201567, Nov.
• Mirta González & María Cecilia Pérez, 2015, "Simulation of the term structure. An application for measuring the interest rate risk," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201570, Nov.
• Batu TUNAY, 2015, "Sectoral Concentration in Loan Portfolio and Risk Relationship: An Analysis on The Turkish Commercial Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 1, pages 127-147.
• Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote, 2015, "Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation," Working Papers, Banco de España, number 1520, Jul.
• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015, "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 277, Jun.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015, "The supply side of household finance," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1044, Nov.
• Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, , "Cognitive Bubbles," BDPEMS Working Papers, Berlin School of Economics, number 2015006.
• Carlos A. Arango & Oscar M. Valencia, 2015, "Macro-Prudential Policy under Moral Hazard and Financial Fragility," Borradores de Economia, Banco de la Republica de Colombia, number 878, Apr, DOI: 10.32468/be.878.
• Julián David García-Pulgarín & Javier Gómez-Restrepo & Daniel Vela-Barón, 2015, "An Asset Allocation Framework with Tranches for Foreign Reserves," Borradores de Economia, Banco de la Republica de Colombia, number 899, Aug, DOI: 10.32468/be.899.
• M. Debbich, 2015, "Why Financial Advice Cannot Substitute for Financial Literacy?," Working papers, Banque de France, number 534.
• Fourel, G. & Potier, V., 2015, "Fonds d’investissement non monétaires français Faits saillants pour l’année 2014 et le premier trimestre 2015," Bulletin de la Banque de France, Banque de France, issue 201, pages 41-49.
• Bui Quang, P., 2015, "Le portefeuille-titres des résidents entre 2008 et 2015," Bulletin de la Banque de France, Banque de France, issue 202, pages 35-42.
• F. Borel-Mathurin & P.-E. Darpeix & Q. Guibert & S. Loisel, 2015, "Main determinants of profit sharing policy in the French life insurance industry," Débats Economiques et financiers, Banque de France, number 17.
• Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2015, "The hunt for duration: not waving but drowning?," BIS Working Papers, Bank for International Settlements, number 519, Oct.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015, "The supply side of household finance," BIS Working Papers, Bank for International Settlements, number 531, Dec.
• Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2015, "Mortgage risk and the yield curve," BIS Working Papers, Bank for International Settlements, number 532, Dec.
• Dumičić Ksenija & Žmuk Berislav, 2015, "Statistical Control Charts: Performances of Short Term Stock Trading in Croatia," Business Systems Research, Sciendo, volume 6, issue 1, pages 22-35, March, DOI: 10.1515/bsrj-2015-0002.
• Ron Bird & Paolo Pellizzari & Danny Yeung & David Gallagher, 2015, "Performance implications of active management of institutional mutual funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 55, issue 1, pages 1-27, March.
• Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2015, "Understanding The Effects Of Marriage And Divorce On Financial Investments: The Role Of Background Risk Sharing," Economic Inquiry, Western Economic Association International, volume 53, issue 1, pages 431-447, January, DOI: 10.1111/ecin.12113.
• Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Cal B. Muckley, 2015, "The Global Preference for Dividends in Declining Markets," The Financial Review, Eastern Finance Association, volume 50, issue 4, pages 575-609, November.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "Money Doctors," Journal of Finance, American Finance Association, volume 70, issue 1, pages 91-114, February.
• Philipp Krüger & Augustin Landier & David Thesmar, 2015, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," Journal of Finance, American Finance Association, volume 70, issue 3, pages 1253-1285, June.
• Bo Becker & Victoria Ivashina, 2015, "Reaching for Yield in the Bond Market," Journal of Finance, American Finance Association, volume 70, issue 5, pages 1863-1902, October.
• Camelia M. Kuhnen, 2015, "Asymmetric Learning from Financial Information," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2029-2062, October.
• Jakub W. Jurek & Erik Stafford, 2015, "The Cost of Capital for Alternative Investments," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2185-2226, October.
• Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2015, "The Home Bias in Equities and Distribution Costs," Scandinavian Journal of Economics, Wiley Blackwell, volume 117, issue 3, pages 983-1018, July.
• BALTES Nicolae & DRAGOE Alexandra-Gabriela-Maria, 2015, "Study Regarding The Markowitz Model Of Portfolio Selection," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 67, issue Supplemen, pages 195-206, September.
• Marco Belmonte Fagalde & Martín Villegas Tufiño, 2015, "Regulación del crédito y tasas máximas: un análisis de sus efectos sobre las entidades de intermediación financiera," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2015/05, Dec.
• Davide Pettenuzzo & Francesco Ravazzolo, 2015, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 9/2015, Aug.
• Michael Chin & Christopher Polk, 2015, "A forecast evaluation of expected equity return measures," Bank of England working papers, Bank of England, number 520, Jan.
• Richard D. F. Harris & Linh H Nguyen & Evarist Stoja, 2015, "Extreme downside risk and financial crises," Bank of England working papers, Bank of England, number 547, Sep.
• Philippe Bracke & Christian Hilber & Olmo Silva, 2015, "Mortgage debt and entrepreneurship," Bank of England working papers, Bank of England, number 560, Oct.
• Imlak Shaikh & Puja Padhi, 2015, "The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 1, pages 44-52, March.
• Nasif Ozkan & Mustafa Mesut Kayali, 2015, "The accrual anomaly: Evidence from Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 2, pages 115-125, June.
• Mouna Boujelbene Abbes & Yousra Trichilli, 2015, "Islamic stock markets and potential diversification benefits," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 2, pages 93-105, June.
• Al-Ississ Mohamad, 2015, "The Cross-Border Impact of Political Violence," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 21, issue 2, pages 239-272, April, DOI: 10.1515/peps-2014-0046.
• Elif Sisli Ciamarra & Abigail Hornstein, 2015, "Board Overlaps in Mutual Fund Families," Working Papers, Brandeis University, Department of Economics and International Business School, number 92, Sep.
• Gabriel Matos Pereira & Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & João Luiz Becker, 2015, "Liquidity Constraint for Portfolio Selection Models," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 2, pages 288-324.
• Paulo Rogério Faustino Matos & Wandermon Silva & Felipe Silva, 2015, "Do Brazilian mutual stock fund managers have sufficient skill?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 2, pages 325-366.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015, "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 365-393.
• Paulo Ferreira Naibert & João Caldeira, 2015, "Selection of optimal portfolios under norm constraints in the allocation vectors: an empirical evaluation with data from BM&FBovespa," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 504-543.
• Antonio Zoratto Sanvicente, 2015, "The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 631-649.
• Philippe Bertrand & Jean-Luc Prigent, 2015, "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Finance, Presses universitaires de Grenoble, volume 36, issue 2, pages 67-105.
• Zoe Knight, 2015, "Le développement d'une « finance 2 °C » et l'exemple des green bonds," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 155-174.
• Mats Andersson & Patrick Bolton & Frédéric Samama, 2015, "Les indices low carbon : entrée des investisseurs institutionnels dans la lutte contre le réchauffement climatique," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 175-188.