Research classified by Journal of Economic Literature (JEL) codes

2014

• Bj�rn Fastrich & Sandra Paterlini & Peter Winker, 2014, "Cardinality versus q -norm constraints for index tracking," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 11, pages 2019-2032, November, DOI: 10.1080/14697688.2012.691986.
• Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe�a, 2014, "Portfolio choice with indivisible and illiquid housing assets: the case of Spain," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 11, pages 2045-2064, November, DOI: 10.1080/14697688.2013.843786.
• Carlo Alberto Magni, 2014, "Mathematical Analysis of Average Rates of Return and Investment Decisions: The Missing Link," The Engineering Economist, Taylor & Francis Journals, volume 59, issue 3, pages 175-206, July, DOI: 10.1080/0013791X.2014.881174.
• Gozde Gurgun & Ibrahim Unalmis, 2014, "Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1422.
• Yasemin Erduman & Neslihan Kaya, 2014, "Determinants of Bond Flows to Emerging Markets: How Do They Change Over Time?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1428.
• Lukasz Gatarek & Søren Johansen, 2014, "Optimal Hedging with the Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-022/III, Feb.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-054/III, May.
• Victoria Atanasov, 2014, "Common Risk Factors in Equity Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-070/IV, Jun.
• Albert J. Menkveld & Marius A. Zoican, 2014, "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-097/IV, Jul.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014, "European Market Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-134/III, Oct.
• Marcin Wojtowicz, 2014, "Capital Structure Arbitrage revisited," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-137/IV/DSF81, Oct.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-151/III, Dec.
• Elbert Dijkgraaf & Tom van Dorp & Emiel Maasland, 2014, "On the Effectiveness of Feed-in Tariffs in the Development of Photovoltaic Solar," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-156/VI, Dec.
• Pikulina, E.S. & Renneboog, L.D.R. & Tobler, P.N., 2014, "Overconfidence, Effort, and Investment (Revised version of CentER DP 2013-035)," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-039.
• Uras, R.B., 2014, "Corporate financial structure, misallocation and total factor productivity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0638e300-174c-4521-b61f-3.
• Penasse, J.N.G. & Renneboog, L.D.R. & Spaenjers, C., 2014, "Sentiment and art prices," Other publications TiSEM, Tilburg University, School of Economics and Management, number 586e6ca3-e77e-43c8-8e95-c.
• Pikulina, E.S. & Renneboog, L.D.R. & ter Horst, J.R. & Tobler, P.N., 2014, "Bonus schemes and trading activity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 834aee67-a175-4bc6-91e6-6.
• Karehnke, P., 2014, "Portfolio choice and asset pricing with endogenous beliefs and skewness preference," Other publications TiSEM, Tilburg University, School of Economics and Management, number d0a7843a-5bc8-4fa8-97d6-f.
• Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C., 2014, "Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Other publications TiSEM, Tilburg University, School of Economics and Management, number f4256476-6503-4459-ba12-6.
• Geng Li, 2014, "Information Sharing and Stock Market Participation: Evidence from Extended Families," The Review of Economics and Statistics, MIT Press, volume 96, issue 1, pages 151-160, March.
• Galkiewicz, Dominika Paula, 2014, "Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 494, Aug.
• Burcu Erdogan, 2014, "The Role of Uncertainty Avoidance in Foreign Investment Bias," Research Papers in Economics, University of Trier, Department of Economics, number 2014-15.
• Gollier, Christian, 2014, "Gamma discounters are short-termist," TSE Working Papers, Toulouse School of Economics (TSE), number 14-499, Jun, revised Oct 2014.
• Bec, Frédérique & Gollier, Christian, 2014, "Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup," TSE Working Papers, Toulouse School of Economics (TSE), number 14-523, Sep.
• Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014, "The causal effect of stop-loss and take-gain orders on the disposition effect," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 89.
• John Cotter & Davide Avino, 2014, "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers, Geary Institute, University College Dublin, number 201402, Feb.
• John Cotter & Niall O'Sullivan & Francesco Rossi, 2014, "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers, Geary Institute, University College Dublin, number 201403, Feb.
• John Cotter & Stuart Gabriel & Richard Roll, 2014, "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers, Geary Institute, University College Dublin, number 201412, Oct.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014, "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-08, revised Apr 2014.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-09, May.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Volatility Spillovers from Australia's major trading partners across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-26.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014, "European Market Portfolio Diversification Strategies across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-27.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies Across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-32.
• Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar, 2014, "Thinly traded securities and risk management," Estudios de Economia, University of Chile, Department of Economics, volume 41, issue 1 Year 20, pages 5-48, June.
• Hugues Pirotte & Nils Tuchschmid, 2014, "Alpha or Not Alpha: The Case of the Hedge Fund Industry," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191828, Mar.
• Aaron Hedlund, 2014, "The Cyclical Dynamics of Illiquid Housing, Debt, and Foreclosures," Working Papers, Department of Economics, University of Missouri, number 1416, Aug.
• Aaron Hedlund, 2014, "Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market," Working Papers, Department of Economics, University of Missouri, number 1417, Sep.
• Dahlquist, Magnus & Martinez, Jose Vincente & Soderlind, Paul, 2014, "Individual Investor Activity and Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1408, Mar, revised Sep 2016.
• Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014, "Ambiguity and Reality," Working Papers on Finance, University of St. Gallen, School of Finance, number 1418, Dec.
• Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus, 2014, "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Working Papers on Finance, University of St. Gallen, School of Finance, number 1419, Dec, revised Dec 2015.
• Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014, "Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 344, Mar.
• Marco Corazza & Francesco Bertoluzzo, 2014, "Q-Learning-based financial trading systems with applications," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:15.
• Fausto Corradin & Domenico Sartore, 2014, "Fund Ratings: The method reconsidered," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:17.
• FETINIUC, Valentina & IVAN, Luchian & GHERBOVEŢ, Sergiu, 2014, "Speculative Bubbles And Financial Crises," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 153-162.
• TKACENKO, Alexandra, 2014, "Linear Programming Methods For Solving The Portfolio’S Problems," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 216-221.
• Rizwan Mushtaq & Syed Zulfiqar Ali Shah, 2014, "International Portfolio Diversification: United States and South Asian Equity Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 2, pages 241-252.
• Francisco López-Herrera & Roberto J. Santillán-Salgado & Edgar Ortiz, 2014, "Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 6, pages 691-707.
• Wawrzyniak Katarzyna, 2014, "Microscale Evaluation of The Diagnosis Stability," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 109-119, July, DOI: 10.2478/foli-2013-0024.
• Węgrzyn Tomasz, 2014, "The TMAI Model – Performance Of Portfolios Constructed On The Base Of Correlated And Uncorrelated Financial Ratios," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 125-139, December, DOI: 10.1515/foli-2015-0002.
• Wiśniewska Marta, 2014, "Eurusd Intraday Price Reversal," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 152-162, December, DOI: 10.1515/foli-2015-0014.
• Urbański Stanisław & Jawor Paweł & Urbański Kacper, 2014, "The Impact Of Penny Stocks On The Pricing Of Companies Listed On The Warsaw Stock Exchange In Light Of The CAPM," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 163-178, December, DOI: 10.1515/foli-2015-0015.
• Perez Katarzyna, 2014, "Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 179-197, December, DOI: 10.1515/foli-2015-0016.
• Al-Augby Salam & Majewski Sebastian & Majewska Agnieszka & Nermend Kesra, 2014, "A Comparison Of K-Means And Fuzzy C-Means Clustering Methods For A Sample Of Gulf Cooperation Council Stock Markets," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 19-36, December, DOI: 10.1515/foli-2015-0001.
• Dębski Wiesław & Feder-Sempach Ewa & Świderski Bartosz, 2014, "Intervalling Effect On Estimating The Beta Parameter For The Largest Companies On The WSE," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 270-286, December, DOI: 10.1515/foli-2015-0018.
• Śmietana Katarzyna & Konowalczuk Jan & Maszczyk Anna, 2014, "Rating in the Assessment of Investment Property," Real Estate Management and Valuation, Sciendo, volume 22, issue 2, pages 98-107, July, DOI: 10.2478/remav-2014-0021.
• Wolski Rafał, 2014, "Application of the Beta Coefficient in the Market of Direct residential Real Estate Investments," Real Estate Management and Valuation, Sciendo, volume 22, issue 2, pages 13-21, July, DOI: 10.2478/remav-2014-0013.
• Florian Mueller, 2014, "Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-02.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-26.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Options delta hedging with no options at all," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-27.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
• Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014, "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series, The World Bank, number 6866, May.
• Anginer, Deniz & Cerutti, Eugenio & Martinez Peria, Maria Soledad, 2014, "Foreign bank subsidiaries'default risk during the global crisis : what factors help insulate affiliates from their parents ?," Policy Research Working Paper Series, The World Bank, number 7053, Oct.
• Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014, "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp159, Jan.
• Katrin Rabitsch & Serhiy Stepanchuk, 2014, "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp162, Jan.
• Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014, "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp184, Oct.
• Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014, "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 159, Jan.
• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 162, Jan.
• Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014, "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 184, Oct.
• Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014, "Heterogeneity and risk sharing in village economies," Quantitative Economics, Econometric Society, volume 5, issue , pages 1-27, March.
• Jiali Fang & Ben Jacobsen & Yafeng Qin, 2014, "Predictability of the simple technical trading rules: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, volume 23, issue 1, pages 30-45, January, DOI: 10.1016/j.rfe.2013.05.004.
• Leh-Chyan So, 2014, "Are Real Options "Real"? Isolating Uncertainty From Risk In Real Options Analysis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 1-18, DOI: 10.1142/S2010495214500018.
• Chia-Lin Chang & Shing-Yang Hu & Shih-Ti Yu, 2014, "Recent Developments In Quantitative Finance: An Overview," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-7, DOI: 10.1142/S2010495214020023.
• Marc S. Paolella, 2014, "Fast Methods For Large-Scale Non-Elliptical Portfolio Optimization," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-32, DOI: 10.1142/S2010495214400016.
• Chi-Feng Tzeng, 2014, "Credit Spreads And Bankruptcy Information From Options Data," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-22, DOI: 10.1142/S2010495214400089.
• Pierre Six, 2014, "On The Shape Of Risk Aversion And Asset Allocation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 08, pages 1-27, DOI: 10.1142/S021902491450054X.
• Weiping Li, 2014, "Credit coordinate ratings with corresponding credit rating agencies and regulations," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-31, DOI: 10.1142/S2345768614500020.
• Junya Jiang & Weidong Tian, 2014, "Equilibrium analysis of one aggressive investment strategy," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 1-29, DOI: 10.1142/S2345768614500366.
• Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2014, "Recent Advances in Financial Engineering 2012:Proceedings of the International Workshop on Finance 2012," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9015, ISBN: ARRAY(0x84f7a600).
• Mark H A Davis & Sébastien Lleo, 2014, "Risk-Sensitive Investment Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9026, ISBN: ARRAY(0x88d74910).
• Olivier Le Courtois & Christian Walter, 2014, "Extreme Financial Risks and Asset Allocation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p907, ISBN: ARRAY(0x858b0b38).
• Mark H. A. Davis & Sébastien Lleo, 2014, "The Merton Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Risk-Sensitive Asset Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Managing Against a Benchmark," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Asset and Liability Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Investment Constraints," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Infinite Horizon Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Jumps in Asset Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "General Jump-Diffusion Setting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Fund Separation and Fractional Kelly Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Managing Against a Benchmark: Jump-Diffusion Case," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Asset and Liability Management: Jump-Diffusion Case," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Factor and Securities Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Case Studies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Numerical Methods," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Mark H. A. Davis & Sébastien Lleo, 2014, "Factor Estimation: Filtering and Black-Litterman," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "RISK-SENSITIVE INVESTMENT MANAGEMENT".
• Karl L. Guntermann & Crocker Liu & Adam Nowak, 2014, "Repeat Sales Methods for Growing Cities and Short Horizons," Working Papers, Department of Economics, West Virginia University, number 14-20, Jul.
• Pelgrin, F. & St-Amour, P., 2014, "Life cycle responses to health insurance status," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/13, Aug.
• Kronenberg, C. & van Kippersluis, H. & Rohde, K.I.M., 2014, "What drives the association between health and portfolio choice?," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/27, Nov.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014, "When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies," Discussion Papers, Department of Economics, University of York, number 14/09, May.
• Tihana Škrinjarić Bruno Besek, 2014, "Pre and Post Crisis Performance Measurement of Croatian Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 17, issue 2, pages 97-116, November.
• Alicia Mar�n Solano & Sandra Ferreruela Garc�s, 2014, "An�lisis del comportamiento imitador intrad�a en el mercado de valores espa�ol durante el periodo de crisis 2008-2009," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2014-01, Jan.
• Nyberg, Peter & Vaihekoski, Mika, 2014, "Descriptive analysis of the Finnish stock market: Part II," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2014.
• Lehtoranta, Antti, 2014, "Childhood experience of father's job loss and stock market participation," Bank of Finland Research Discussion Papers, Bank of Finland, number 30/2014.
• Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus, 2014, "Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios," Discussion Papers, Deutsche Bundesbank, number 07/2014.
• Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2014, "Window dressing in mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-07 [rev.3].
• Kempf, Alexander & Korn, Olaf & Saßning, Sven, 2014, "Portfolio optimization using forward-looking information," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-10 [rev.].
• Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2014, "Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-09 [rev.3].
• Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2014, "Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-09 [rev.4].
• Bethke, Sebastian & Kempf, Alexander & Trapp, Monika, 2014, "Investor sentiment, flight-to-quality, and corporate bond comovement," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-06 [rev.].
• Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander, 2014, "Investor sentiment, flight-to-quality, and corporate bond comovement," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-06 [rev.2].
• Brinkmann, Felix & Kempf, Alexander & Korn, Olaf, 2014, "Forward-looking measures of higher-order dependencies with an application to portfolio selection," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-08 [rev.].
• Betermier, Sebastien & Calvet, Laurent E. & Sodini, Paolo, 2014, "Who are the value and growth investors?," CFS Working Paper Series, Center for Financial Studies (CFS), number 455.
• Kovbasyuk, Sergei & Pagano, Marco, 2014, "Advertising arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 482, DOI: 10.2139/ssrn.2509735.
• Christelis, Dimitris & Georgarakos, Dimitris & Sanz-de-Galdeano, Anna, 2014, "The impact of health insurance on stockholding: A regression discontinuity approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 488.
• Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2014, "Fitting parsimonious household- portfolio models to data," CFS Working Paper Series, Center for Financial Studies (CFS), number 489.
• Kräussl, Roman, 2014, "Art as an alternative asset class: Risk and return characteristics of the Middle Eastern & Northern African art markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 494.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Pricing Default Risk: The good, the bad, and the anomaly," EIF Working Paper Series, European Investment Fund (EIF), number 2014/23.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014, "Gold, Oil, and Stocks," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 14.
• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 6.
• Körner, Finn Marten & Trautwein, Hans-Michael, 2014, "Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-31.
• Bossone, Biagio, 2014, "Secular stagnation," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-47.
• Bialowolski, Piotr & Weziak-Bialowolska, Dorota, 2014, "External factors affecting investment decisions of companies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-21, DOI: 10.5018/economics-ejournal.ja.2014-.
• Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014, "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers, Kiel Institute for the World Economy, number 1943.
• Raddant, Matthias & Wagner, Friedrich, 2014, "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers, Kiel Institute for the World Economy, number 1979.
• Bergheim, Ralf & Ernstberger, Jürgen & Roos, Michael W. M., 2014, "How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 487, DOI: 10.4419/86788555.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2014, "Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 502, DOI: 10.4419/86788576.
• Kraft, Holger & Schendel, Lorenz S. & Steffensen, Mogens, 2014, "Life insurance demand under health shock risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 40, DOI: 10.2139/ssrn.2392384.
• Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2015, "Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 41, revised 2015, DOI: 10.2139/ssrn.2397083.
• Schendel, Lorenz S., 2014, "Consumption-investment problems with stochastic mortality risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 43, DOI: 10.2139/ssrn.2403776.
• Schendel, Lorenz S., 2014, "Critical illness insurance in life cycle portfolio problems," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 44, DOI: 10.2139/ssrn.2403875.
• Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas, 2016, "Optimal consumption and investment with Epstein-Zin recursive utility," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 52, revised 2016, DOI: 10.2139/ssrn.2444747.
• Haliassos, Michalis & Jansson, Thomas & Karabulut, Yigitcan, 2015, "Incompatible European partners? Cultural predispositions and household financial behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 58, revised 2015, DOI: 10.2139/ssrn.2462056.
• Fuchs-Schündeln, Nicola & Haliassos, Michael, 2015, "Does product familiarity matter for participation?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 63, revised 2015, DOI: 10.2139/ssrn.2473572.
• Baghestanian, Sascha & Gortner, Paul J. & van der Weele, Joël J., 2015, "Peer effects and risk sharing in experimental asset markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 67, revised 2015, DOI: 10.2139/ssrn.2504541.
• Becker, Gideon & Dimpfl, Thomas, 2014, "Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 72.
• Becker, Gideon, 2014, "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 74.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014, "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number 15.
• Eickholt, Mathias, 2014, "Behavioral financial engineering in the fixed-income market: The influence of the coupon structure," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number 16.
• Fricke, Daniel & Gerig, Austin, 2014, "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100402.
• Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2014, "Institutional herding in financial markets: New evidence through the lens of a simulated model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100455.
• Stewen, Iryna, 2014, "Is Real Exchange Rate Hedging Motive Still Important in Determining Equity Home Bias?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100571.
• Brandtner, Mario & Kürsten, Wolfgang, 2014, "Decision making with Conditional Value-at-Risk and spectral risk measures: The problem of comparative risk aversion," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100615.
• Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2014, "The standard portfolio choice problem in Germany," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2014-308.
• Lang, Gunnar & Shen, Yu & Xu, Xian, 2014, "Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-007.
• Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2014, "Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-014.
• Lang, Michael & Schröder, Michael, 2014, "What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-123.
• Olivier Ledoit & Michael Wolf, 2014, "Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks," ECON - Working Papers, Department of Economics - University of Zurich, number 137, Jan, revised Feb 2017.
• Jiye Hu, 2014, "An empirical approach on regulating China’s pension investment," European Journal of Law and Economics, Springer, volume 37, issue 3, pages 495-516, June, DOI: 10.1007/s10657-013-9427-7.
• Juliane Proelss & Denis Schweizer, 2014, "Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 1, pages 1-28, February, DOI: 10.1007/s11408-013-0221-x.
• Momtchil Pojarliev & Richard Levich, 2014, "Evaluating absolute return managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 1, pages 95-103, February, DOI: 10.1007/s11408-013-0224-7.
• Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, 2014, "Forecasting market turbulence using regime-switching models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 139-164, May, DOI: 10.1007/s11408-014-0226-0.
• Hubert Dichtl & Wolfgang Drobetz & Martin Wambach, 2014, "Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 209-231, August, DOI: 10.1007/s11408-014-0231-3.
• Frederik König, 2014, "Reciprocal social influence on investment decisions: behavioral evidence from a group of mutual fund managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 233-262, August, DOI: 10.1007/s11408-014-0232-2.
• Thomas Walker & Kerstin Lopatta & Thomas Kaspereit, 2014, "Corporate sustainability in asset pricing models and mutual funds performance measurement," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 4, pages 363-407, November, DOI: 10.1007/s11408-014-0237-x.
• Eduardo Ortas & José Moneva & Roger Burritt & Joanne Tingey-Holyoak, 2014, "Does Sustainability Investment Provide Adaptive Resilience to Ethical Investors? Evidence from Spain," Journal of Business Ethics, Springer, volume 124, issue 2, pages 297-309, October, DOI: 10.1007/s10551-013-1873-1.
• Fernando Muñoz & Maria Vargas & Isabel Marco, 2014, "Environmental Mutual Funds: Financial Performance and Managerial Abilities," Journal of Business Ethics, Springer, volume 124, issue 4, pages 551-569, November, DOI: 10.1007/s10551-013-1893-x.
• Helen Higgs & John Forster, 2014, "The auction market for artworks and their physical dimensions: Australia—1986 to 2009," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 38, issue 1, pages 85-104, February, DOI: 10.1007/s10824-012-9197-z.
• Matthew Hood & John Nofsinger & Abhishek Varma, 2014, "Conservation, Discrimination, and Salvation: Investors’ Social Concerns in the Stock Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 1, pages 5-37, February, DOI: 10.1007/s10693-013-0162-6.
• Jonathan Fletcher & Andrew Marshall, 2014, "Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 1, pages 67-89, February, DOI: 10.1007/s10693-013-0159-1.
• Jin-Li Hu & Tzu-Pu Chang & Ray Chou, 2014, "Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis?," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 141-151, February, DOI: 10.1007/s11123-012-0331-x.
• Sheng Guo & William Hardin, 2014, "Wealth, Composition, Housing, Income and Consumption," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 2, pages 221-243, February, DOI: 10.1007/s11146-012-9390-z.
• Nusret Cakici & Isil Erol & Dogan Tirtiroglu, 2014, "Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 3, pages 415-440, April, DOI: 10.1007/s11146-013-9410-7.
• Karsten Lieser & Alexander Groh, 2014, "The Determinants of International Commercial Real Estate Investment," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 4, pages 611-659, May, DOI: 10.1007/s11146-012-9401-0.
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014, "Renting versus Owning and the Role of Human Capital: Evidence from Germany," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 4, pages 754-788, May, DOI: 10.1007/s11146-013-9412-5.
• Daniele Bianchi & Massimo Guidolin, 2014, "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 1, pages 116-164, July, DOI: 10.1007/s11146-013-9411-6.
• Jonathan Wiley, 2014, "Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 2, pages 205-236, August, DOI: 10.1007/s11146-013-9422-3.
• Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014, "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 4, pages 477-523, November, DOI: 10.1007/s11146-013-9404-5.
• Alexander Moore & Stéphane Straub & Jean-Jacques Dethier, 2014, "Regulation, renegotiation and capital structure: theory and evidence from Latin American transport concessions," Journal of Regulatory Economics, Springer, volume 45, issue 2, pages 209-232, April, DOI: 10.1007/s11149-013-9243-6.
• Richard Sweeney, 2014, "Equivalent valuations in cash flow and accounting models," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 29-49, January, DOI: 10.1007/s11156-012-0332-x.
• Marie-Anne Cam & Vikash Ramiah, 2014, "The influence of systematic risk factors and econometric adjustments in catastrophic event studies," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 2, pages 171-189, February, DOI: 10.1007/s11156-012-0338-4.
• Jin-Ray Lu & Chih-Ming Chan, 2014, "Optimal portfolio choice of gold assets in the differential market and differential game structures," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 2, pages 309-325, February, DOI: 10.1007/s11156-013-0343-2.
• Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014, "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 415-448, April, DOI: 10.1007/s11156-013-0348-x.
• Tobias Schlueter & Soenke Sievers, 2014, "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 535-570, April, DOI: 10.1007/s11156-013-0352-1.
• Pervaiz Alam & Min Liu & Xiaofeng Peng, 2014, "R&D expenditures and implied equity risk premiums," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 441-462, October, DOI: 10.1007/s11156-013-0381-9.
• Stefano Gubellini, 2014, "Conditioning information and cross-sectional anomalies," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 529-569, October, DOI: 10.1007/s11156-013-0384-6.
• Qi Zhang & Charlie Cai & Kevin Keasey, 2014, "The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 605-625, October, DOI: 10.1007/s11156-013-0386-4.
• Tienyu Hwang & Simon Gao & Heather Owen, 2014, "Markowitz efficiency and size effect: evidence from the UK stock market," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 721-750, November, DOI: 10.1007/s11156-013-0390-8.
• Shlomo Yitzhaki & Peter Lambert, 2014, "Is higher variance necessarily bad for investment?," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 855-860, November, DOI: 10.1007/s11156-013-0395-3.
• Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014, "Recall searching with and without recall," Theory and Decision, Springer, volume 77, issue 3, pages 297-311, October, DOI: 10.1007/s11238-014-9444-1.
• Sorin Claudiu Radu, 2014, "Testing the Market Model – A Case Study of Fondul Proprietatea (FP)," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 126-131, March.
• Sarmiza Pencea & Iulia Monica Oehler-Sincai, 2014, "Chinese Outward Direct Investment in Central and Eastern European Countries: a Comparative Analysis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 2, pages 34-43, June.
• Maria Dimitriu & Maria-Ramona Dinu & Razvan Constantin Caracota, 2014, "Modelling the Efficent Frontier of Investments Portfolio," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 35-40, September.
• Mirela Niculae & Beatrice-Tanta Strat, 2014, "Management in the Field of Insolvency. The Recovery Need of a Bank Company in the Field of The Contemporary Crisis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 4, pages 75-80, December.
• Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014, "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-10, Jan.
• Takashi Kamihigashi & John Stachurski, 2014, "Partial Stochastic Dominance," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2014-23, May.
• Takashi Kamihigashi & Kevin Reffett & Masayuki Yao, 2014, "An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2014-24, May, revised Jul 2014.
• Takashi Kamihigashi & John Stachurski, 2014, "An Axiomatic Approach to Measuring Degree of Stochastic Dominance," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2014-36, Nov.
• Alina Kvietkauskienė, 2014, "Real Time Investments with Adequate Portfolio Theory," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 2, issue 4, pages 85-100.