Research classified by Journal of Economic Literature (JEL) codes

2015

• Hugonnier, Julien & Prieto, Rodolfo, 2015, "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 411-428, DOI: 10.1016/j.jfineco.2014.10.001.
• Barroso, Pedro & Santa-Clara, Pedro, 2015, "Momentum has its moments," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 111-120, DOI: 10.1016/j.jfineco.2014.11.010.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015, "Scale and skill in active management," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 23-45, DOI: 10.1016/j.jfineco.2014.11.008.
• Lee, Charles M.C. & Ma, Paul & Wang, Charles C.Y., 2015, "Search-based peer firms: Aggregating investor perceptions through internet co-searches," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 410-431, DOI: 10.1016/j.jfineco.2015.02.003.
• Harris, Lawrence E. & Hartzmark, Samuel M. & Solomon, David H., 2015, "Juicing the dividend yield: Mutual funds and the demand for dividends," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 433-451, DOI: 10.1016/j.jfineco.2015.04.001.
• Schneider, Paul, 2015, "Generalized risk premia," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 487-504, DOI: 10.1016/j.jfineco.2015.03.003.
• Lyle, Matthew R. & Wang, Charles C.Y., 2015, "The cross section of expected holding period returns and their dynamics: A present value approach," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 505-525, DOI: 10.1016/j.jfineco.2015.03.001.
• Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri V., 2015, "Deflating profitability," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 225-248, DOI: 10.1016/j.jfineco.2015.02.004.
• Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015, "Are institutions informed about news?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 249-287, DOI: 10.1016/j.jfineco.2015.03.007.
• Cronqvist, Henrik & Siegel, Stephan & Yu, Frank, 2015, "Value versus growth investing: Why do different investors have different styles?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 333-349, DOI: 10.1016/j.jfineco.2015.04.006.
• Fama, Eugene F. & French, Kenneth R., 2015, "Incremental variables and the investment opportunity set," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 470-488, DOI: 10.1016/j.jfineco.2015.05.001.
• Hvide, Hans K. & Östberg, Per, 2015, "Social interaction at work," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 628-652, DOI: 10.1016/j.jfineco.2015.06.004.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Measuring skill in the mutual fund industry," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2015.05.002.
• Amaya, Diego & Christoffersen, Peter & Jacobs, Kris & Vasquez, Aurelio, 2015, "Does realized skewness predict the cross-section of equity returns?," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 135-167, DOI: 10.1016/j.jfineco.2015.02.009.
• Jordan, Bradford D. & Riley, Timothy B., 2015, "Volatility and mutual fund manager skill," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 289-298, DOI: 10.1016/j.jfineco.2015.06.012.
• Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar, 2015, "Smart money, dumb money, and capital market anomalies," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 355-382, DOI: 10.1016/j.jfineco.2015.07.003.
• Sen, Rik & Tumarkin, Robert, 2015, "Stocking up: Executive optimism, option exercise, and share retention," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 399-430, DOI: 10.1016/j.jfineco.2015.08.001.
• Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2015, "The price of wine," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 431-449, DOI: 10.1016/j.jfineco.2015.08.005.
• Milbradt, Konstantin & Oehmke, Martin, 2015, "Maturity rationing and collective short-termism," Journal of Financial Economics, Elsevier, volume 118, issue 3, pages 553-570, DOI: 10.1016/j.jfineco.2014.08.009.
• Trani, Tommaso, 2015, "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 49-77, DOI: 10.1016/j.jimonfin.2014.09.002.
• Becker, Christoph & Schmidt, Wolfgang M., 2015, "How past market movements affect correlation and volatility," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 78-107, DOI: 10.1016/j.jimonfin.2014.09.003.
• Bremus, Franziska & Fratzscher, Marcel, 2015, "Drivers of structural change in cross-border banking since the global financial crisis," Journal of International Money and Finance, Elsevier, volume 52, issue C, pages 32-59, DOI: 10.1016/j.jimonfin.2014.11.012.
• Temesvary, Judit, 2015, "Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 202-222, DOI: 10.1016/j.jimonfin.2014.09.008.
• Boubakri, Salem & Guillaumin, Cyriac, 2015, "Regional integration of the East Asian stock markets: An empirical assessment," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 136-160, DOI: 10.1016/j.jimonfin.2015.07.011.
• Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015, "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 86-114, DOI: 10.1016/j.jimonfin.2015.06.004.
• Bucciol, Alessandro & Zarri, Luca, 2015, "The shadow of the past: Financial risk taking and negative life events," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 1-16, DOI: 10.1016/j.joep.2015.02.006.
• Lepori, Gabriele M., 2015, "Investor mood and demand for stocks: Evidence from popular TV series finales," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 33-47, DOI: 10.1016/j.joep.2015.02.003.
• Merkle, Christoph & Egan, Daniel P. & Davies, Greg B., 2015, "Investor happiness," Journal of Economic Psychology, Elsevier, volume 49, issue C, pages 167-186, DOI: 10.1016/j.joep.2015.05.007.
• Lucarelli, Caterina & Uberti, Pierpaolo & Brighetti, Gianni & Maggi, Mario, 2015, "Risky choices and emotion-based learning," Journal of Economic Psychology, Elsevier, volume 49, issue C, pages 59-73, DOI: 10.1016/j.joep.2015.04.004.
• Iglesias, Emma M., 2015, "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, volume 37, issue 1, pages 1-13, DOI: 10.1016/j.jpolmod.2015.01.006.
• Ntantamis, Christos & Zhou, Jun, 2015, "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, volume 43, issue C, pages 61-81, DOI: 10.1016/j.resourpol.2014.10.002.
• Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong, 2015, "Dynamic convergence of commodity futures: Not all types of commodities are alike," Resources Policy, Elsevier, volume 44, issue C, pages 150-160, DOI: 10.1016/j.resourpol.2015.03.001.
• Chateauneuf, A. & Lakhnati, G., 2015, "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, volume 75, issue C, pages 44-48, DOI: 10.1016/j.mathsocsci.2015.02.005.
• Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco, 2015, "Life-cycle portfolio choice with liquid and illiquid financial assets," Journal of Monetary Economics, Elsevier, volume 71, issue C, pages 67-83, DOI: 10.1016/j.jmoneco.2014.11.008.
• Daugherty, Mary Schmid & Jithendranathan, Thadavillil, 2015, "A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 95-115, DOI: 10.1016/j.mulfin.2015.10.003.
• Frino, Alex & Lepone, Grace & Wright, Danika, 2015, "Investor characteristics and the disposition effect," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 1-12, DOI: 10.1016/j.pacfin.2014.10.009.
• Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2015, "The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 36-56, DOI: 10.1016/j.pacfin.2014.12.001.
• Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2015, "Cross-sectoral interactions in Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 1-20, DOI: 10.1016/j.pacfin.2014.12.008.
• Chen, Chun-Da & Demirer, Riza & Jategaonkar, Shrikant P., 2015, "Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 23-37, DOI: 10.1016/j.pacfin.2015.03.005.
• Mohammad, Nazeeruddin & Ashraf, Dawood, 2015, "The market timing ability and return performance of Islamic equities: An empirical study," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 169-183, DOI: 10.1016/j.pacfin.2015.07.001.
• Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria, 2015, "Sharia compliant gold investment in Malaysia: Hedge or safe haven?," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 192-204, DOI: 10.1016/j.pacfin.2014.12.005.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015, "Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 205-232, DOI: 10.1016/j.pacfin.2014.12.006.
• Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J., 2015, "The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 293-314, DOI: 10.1016/j.pacfin.2015.04.001.
• Kim, Min-Su & Kim, Woojin & Lee, Dong Wook, 2015, "Stock return commonality within business groups: Fundamentals or sentiment?," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 198-224, DOI: 10.1016/j.pacfin.2015.01.001.
• Koh, SzeKee & Durand, Robert B. & Limkriangkrai, Manapon, 2015, "The value of Saints and the price of Sin," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 56-72, DOI: 10.1016/j.pacfin.2014.10.003.
• Hurst, Gareth & Docherty, Paul, 2015, "Trend salience, investor behaviours and momentum profitability," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 471-484, DOI: 10.1016/j.pacfin.2015.08.001.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Global risk exposures and industry diversification with Shariah-compliant equity sectors," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 499-520, DOI: 10.1016/j.pacfin.2015.09.002.
• Humphrey, Jacquelyn E. & Benson, Karen L. & Low, Rand K.Y. & Lee, Wei-Lun, 2015, "Is diversification always optimal?," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 521-532, DOI: 10.1016/j.pacfin.2015.09.003.
• Wang, Hao & Yue, Mengqi & Zhao, Hua, 2015, "Cojumps in China's spot and stock index futures markets," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 541-557, DOI: 10.1016/j.pacfin.2015.10.002.
• Gambaro, Marco & Puglisi, Riccardo, 2015, "What do ads buy? Daily coverage of listed companies on the Italian press," European Journal of Political Economy, Elsevier, volume 39, issue C, pages 41-57, DOI: 10.1016/j.ejpoleco.2015.03.008.
• Magni, Carlo Alberto, 2015, "Aggregate Return On Investment for investments under uncertainty," International Journal of Production Economics, Elsevier, volume 165, issue C, pages 29-37, DOI: 10.1016/j.ijpe.2015.03.010.
• Stucchi, Patrizia, 2015, "A unified approach to portfolio selection in a tracking error framework with additional constraints on risk," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 165-174, DOI: 10.1016/j.qref.2014.09.008.
• Shen, Chung-Hua & Lin, Chih-Yung, 2015, "Betting on presidential elections: Should we buy stocks connected with the winning party?," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 98-109, DOI: 10.1016/j.qref.2014.09.007.
• Guven, Cahit & Hoxha, Indrit, 2015, "Rain or shine: Happiness and risk-taking," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 1-10, DOI: 10.1016/j.qref.2014.10.004.
• Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M., 2015, "Herding where retail investors dominate trading: The case of Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 46-60, DOI: 10.1016/j.qref.2015.01.002.
• Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan, 2015, "Can a path-dependent strategy outperform a path-independent strategy?," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 119-127, DOI: 10.1016/j.qref.2015.01.004.
• Zheng, Yao, 2015, "The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 128-142, DOI: 10.1016/j.qref.2015.02.008.
• Ding, Haoyuan & Zheng, Huanhuan & Zhu, Chenqi, 2015, "Equity funds in emerging Asia: Does size matter?," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 149-165, DOI: 10.1016/j.iref.2014.09.012.
• Lee, Bong Soo & Paek, Miyoun & Ha, Yeonjeong & Ko, Kwangsoo, 2015, "The dynamics of market volatility, market return, and equity fund flow: International evidence," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 214-227, DOI: 10.1016/j.iref.2014.10.001.
• Matallín-Sáez, Juan Carlos, 2015, "A note on market timing: Interim trading and the performance of holdings-based and return-based measures," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 90-99, DOI: 10.1016/j.iref.2014.09.004.
• Yang, Zhaojun & Zhang, Chunhong, 2015, "Two new equity default swaps with idiosyncratic risk," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 254-273, DOI: 10.1016/j.iref.2014.11.027.
• Chang, Chih-Hsiang & Lin, Shih-Jia, 2015, "The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 380-392, DOI: 10.1016/j.iref.2014.12.010.
• Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015, "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 220-233, DOI: 10.1016/j.iref.2015.02.028.
• Jeon, Haejun & Nishihara, Michi, 2015, "The effects of business cycle and debt maturity on a firm's investment and default decisions," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 326-351, DOI: 10.1016/j.iref.2015.02.031.
• Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015, "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 253-265, DOI: 10.1016/j.iref.2015.04.009.
• Arakelyan, Armen & Rubio, Gonzalo & Serrano, Pedro, 2015, "The reward for trading illiquid maturities in credit default swap markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 376-389, DOI: 10.1016/j.iref.2015.07.006.
• Sriananthakumar, Sivagowry & Narayan, Seema, 2015, "Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 504-520, DOI: 10.1016/j.iref.2015.08.001.
• Böninghausen, Benjamin & Köhler, Matthias, 2015, "Diversification and determinants of international credit portfolios: Evidence from German banks," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 57-75, DOI: 10.1016/j.iref.2015.06.003.
• Li, Johnny Siu-Hang & Ng, Andrew C.Y. & Chan, Wai-Sum, 2015, "Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 217-230, DOI: 10.1016/j.iref.2015.02.022.
• Marrero, Gustavo A. & Puch, Luis A. & Ramos-Real, Francisco J., 2015, "Mean-variance portfolio methods for energy policy risk management," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 246-264, DOI: 10.1016/j.iref.2015.02.013.
• Paolella, Marc S. & Polak, Paweł, 2015, "ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 282-297, DOI: 10.1016/j.iref.2015.02.025.
• 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.
• Diseko, Nomathemba Veronica & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2015, "Dynamic portfolio rebalancing with safe-haven assets," MPRA Paper, University Library of Munich, Germany, number 123408.
• 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 coherence approaches," 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.
• Jesus Rogel - Salazar & Roberto Tella, 2015, "Portfolio Construction Based on Implied Correlation Information and Value at Risk," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 12, issue 1, pages 125-144, Enero-Jun.
• 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.
• Chris van Heerden, 2015, "The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective," ERSA Working Paper Series, Economic Research Southern Africa, number 497, Feb.
• Gideon Boako & Paul Alagidede, 2015, "Global commodities and African stocks: insights for hedging and diversification strategies," ERSA Working Paper Series, Economic Research Southern Africa, number 569, Dec.
• 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 generalized distribution for the exchange rates of the E," 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.