Research classified by Journal of Economic Literature (JEL) codes

2014

• Luc Rigouzzo, 2014, "Les fonds d'investissement : une source essentielle de capitaux à long terme pour les entreprises africaines," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 213-228.
• Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2014, "An Application of Correlation Clustering to Portfolio Diversification," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/11, May.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/12, May.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014, "European Market Portfolio Diversifcation Strategies across the GFC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/25, Oct.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/27, Dec.
• Agnese Romiti & Mariacristina Rossi, 2014, "Wealth decumulation, portfolio composition and financial literacy among European elderly," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 375.
• Maryam Sami & Sandro Brusco, 2014, "Reputational Concerns and Price Comovements," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 384.
• Julián R. Siri & José P. Dapena, 2014, "Comparación entre algoritmo de ciclos y modelos de regime-switching, con aplicación a estrategias de inversión en derivados (opciones de venta)," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 540, Aug.
• José P. Dapena, 2014, "A short note on expected risk adjusted elasticity and consumer theory," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 558, Dec.
• Maureen McNichols & Madhav V. Rajan & Stefan Reichelstein, 2014, "Conservatism Correction for the Market-To-Book Ratio and Tobin's q," CESifo Working Paper Series, CESifo, number 4626.
• Wolfgang Buchholz, 2014, "Discounting in an Uncertain World - Disentangling the Debate on the Weitzman-Gollier Puzzle," CESifo Working Paper Series, CESifo, number 4967.
• Harald Hau & Sandy Lai, 2014, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series, CESifo, number 5005.
• Gianluca Cafiso, 2014, "Debt Sustainability in the Case of External Debt. An Analysis Based on Italy's Treasury Auctions," CESifo Working Paper Series, CESifo, number 5021.
• Margherita Fort & Francesco Manaresi & Serena Trucchi, 2014, "Adults' Financial Literacy and Households' Financial Assets: The Role of Banks Information Policies," CESifo Working Paper Series, CESifo, number 5047.
• Philippe Bracke & Christian Hilber & Olmo Silva, 2014, "Homeownership and Entrepreneurship: The Role of Mortgage Debt and Commitment," CESifo Working Paper Series, CESifo, number 5048.
• Luís Alberto Godinho Coelho, 2014, "Portfolio Selection Optimization under Cumulative Prospect Theory – a parameter sensibility analysis," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_06.
• Miguel Rocha de Sousa, 2014, "Optimal Bail-out and Bail-in policy mix: Lessons from the Banco Espírito Santo (BES) failure," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_16.
• Pablo Koch-Medina & Santiago Moreno-Bromberg & Cosimo Munari, 2014, "Capital Adequacy Tests and Limited Liability of Financial Institutions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-03, Jan.
• Terrence HENDERSHOTT & Dmitry LIVDAN & Norman SCHUERHOFF, 2014, "Are Institutions Informed About News?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-49, Jul.
• Thomas Cayé & Johannes Muhle-Karbe, 2014, "Liquidation with Self-Exciting Price Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-74, Dec.
• Kremena Bachmann & Thorsten Hens & Remo Stössel, 2017, "Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-51, Dec.
• Virginie Coudert & Cyriac Guillaumin & Hélene Raymond, 2014, "Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?," Working Papers, CEPII research center, number 2014-03, Feb.
• Ion POHOAŢĂ & Oana R. SOCOLIUC & Delia E. DIACONAŞU, 2014, "The Success Of Emerging Capital Markets In Determining Economic Growth," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 139-145, May.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2014, "Differences of Opinion and International Equity Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2010-E79, Oct.
• Mario Alejandro Acosta R., 2014, "Las acciones como activo de reserva para el Banco de la Rep√∫blica," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11004, Feb.
• Javier Eliecer Pirateque Ni�o, 2014, "Uso de la Metodolog�a Wavelets para la Validaci�n de la Regla de la Ra�z del Tiempo y su Aplicaci�n al Riesgo de Mercado," Borradores de Economia, Banco de la Republica, number 11137, Feb.
• Camilo González Sabogal, 2014, "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 73, pages 17-35, DOI: 10.1016/S0120-4483(14)70017-X.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2014, "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 75, pages 23-27, DOI: 10.1016/j.espe.2014.07.001.
• Raúl A. Cardona Montoya & Ermilson Vel�squez Ceballos & Tatiana M. Vidal Guti�rrez & Ra�l A. Escobar Orrego, 2014, "APT - evidencia empírica en el análisis del ROA en una empresa de servicios públicos domiciliarios de acueducto y alcantarillado," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 12580, Aug.
• María Ramos, 2014, "Context fractal market price policy," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Orlando E. Contreras & Roberto Stein Bronfman & Carlos Enrique Vecino, 2014, "Diseno y evaluación retrospectiva de una estrategia de inversión en el mercado bursátil colombiano mediante la maximización del ratio de Sharpe," Revista Lebret, Universidad Santo Tomás - Bucaramanga, volume 6, pages 303-320.
• Daniel Cerecedo & Estefan�a Carolina Rivera Hern�dez & Wulfrano G�mez Gallardo, 2014, "Relevancia de la información financiera en el precio de las acciones del mercado mexicano," Coyuntura Económica, Fedesarrollo.
• Andrés Mauricio Mora Cuartas Julián Ochoa Yepes, 2014, "Prácticas de presupuesto de capital: evaluación empírica en un grupo de empresas del sector de la construcción en Colombia," Revista Ecos de Economía, Universidad EAFIT.
• Rodrigo Pérez Pena, 2014, "Indicadores de productividad y desarrollo para la ciudad-región de Girardot," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 6, issue 1, pages 169-193.
• Carlo Alberto Magni, 2014, "Aggregate Return on Investment for Investments under Uncertainty," Proyecciones Financieras y Valoración, Master Consultores, number 10993, Feb.
• Carlo Alberto Magni, 2014, "Mathematical Analysis of Average Rates of Return and Investment Decisions: The Missing Link," Proyecciones Financieras y Valoración, Master Consultores, number 10994, Jan.
• Erik Floor & Arjan Lejour, 2014, "Saving behavior and risk taking: Evidence from the Dutch Tax Reform in 2001," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 273, Apr.
• Dorota Maria Witkowska & Krzysztof Kompa, 2014, "Hedonic Price Index of Polish Paintings for the Most Popular Artists at the Auction Market in Years 2007–2010," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 45, issue 1, pages 7-26.
• Krzysztof Kompa & Dorota Witkowska, 2014, "Pension Funds in Poland: Efficiency Analysis for Years 1999-2013," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 105-124.
• Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014, "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 5-28.
• Lori J. Curtis & Kate Rybczynski, 2014, "Exiting Poverty: Does Sex Matter?," Canadian Public Policy, University of Toronto Press, volume 40, issue 2, pages 126-142, June, DOI: 10.3138/cpp.2012-001.
• Taylor, Mark, 2014, "Common Macro Factors and Currency Premia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10016, Jun.
• Hassan, Tarek & Mertens, Thomas M., 2014, "Information Aggregation in a DSGE Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10020, Jun.
• Haliassos, Michael & Karabulut, Yigitcan & Jansson, Thomas, 2014, "Incompatible European Partners? Cultural Predispositions and Household Financial Behavior," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10039, Jun.
• Huberman, Gur & Guasoni, Paolo & Ren, Dan, 2014, "Shortfall Aversion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10064, Jul.
• Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10104, Aug.
• Patton, Andrew & Kruttli, Mathias, 2014, "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10151, Sep.
• van der Ploeg, Frederick & Wills, Samuel & ,, 2014, "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10188, Oct.
• Devereux, Michael B & Yu, Changhua, 2014, "International Financial Integration and Crisis Contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10209, Oct.
• Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014, "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10285, Dec.
• Fratzscher, Marcel & Bremus, Franziska, 2014, "Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10296, Dec.
• Engle, Robert & Acharya, Viral & Pierret, Diane, 2014, "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9800, Jan.
• Hvide, Hans K. & Östberg, Per, 2014, "Stock investments at work," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9837, Feb.
• Gabaix, Xavier & Maggiori, Matteo, 2014, "International Liquidity and Exchange Rate Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9842, Feb.
• Inderst, Roman & Georgarakos, Dimitris & Deuflhard, Florian, 2014, "Financial Literacy and Savings Account Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9882, Mar.
• Vayanos, Dimitri & Kondor, Péter, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9885, Mar.
• Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo, 2014, "No-Bubble Condition: Model-Free Tests in Housing Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9978, May.
• Joscha Beckmann & Rainer Schüssler, 2014, "Forecasting Equity Premia using Bayesian Dynamic Model Averaging," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2914, Feb.
• Jan Voelzke, 2014, "Weakening the Gain-Loss-Ratio measure to make it stronger," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3114, Jun.
• Kalle Rinne & Matti Suominen, 2014, "Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-01.
• Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh, 2014, "Recall Searching with and without Recall," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-09.
• Roman Kräussl, 2014, "Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-10.
• Marta Małecka, 2014, "Duration-Based Approach to VaR Independence Backtesting," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 15, issue 4, pages 627-636, September.
• Hodder, James E. & Jackwerth, Jens Carsten & Kolokolova, Olga, 2014, "Recovering Delisting Returns of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 3, pages 797-815, June.
• Fogarty, James J. & Sadler, Rohan, 2014, "To Save or Savor: A Review of Approaches for Measuring Wine as an Investment," Journal of Wine Economics, Cambridge University Press, volume 9, issue 3, pages 225-248, December.
• Antonis Michis, 2014, "Investing in Gold: Individual Asset Risk in the Long Run," Working Papers, Central Bank of Cyprus, number 2014-2, Jun.
• Fermanian, Jean-David (ed.), 2014, "Couverture du risque de volatilité et de corrélation dans un portefeuille," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14035.
• Lepinette, Emmanuel (ed.), 2014, "Some contributions to financial market modelling with transaction costs," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14402.
• Jouini, Elyès & Roon, Frans Adrianus de (ed.), 2014, "Portfolio choice and asset pricing with endogenous beliefs and skewness preference," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14624.
• Avouyi-Dovi, Sanvi (ed.), 2014, "Stress testing and financial risks," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15231.
• Fabrice Hervé & Mohamed Zouaoui, 2014, "Quand la psychologie et la linguistique rencontrent la finance:le cas de la France," Revue Finance Contrôle Stratégie, revues.org, volume 17, issue 1, pages 25-46, March.
• Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2014, "The Standard Portfolio Choice Problem in Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 650.

2013

• Suyash Bhatt, 2013, "An Intricate Multiple-Factor Approach To Evaluate Performance Of Indian Mutual Fund," European Journal of Business and Economics, Central Bohemia University, volume 8, issue 2, pages 1-51:8, July, DOI: 10.12955/ejbe.v8i2.374.
• Mária Bohdalová & Michal Greguš, 2013, "VaR BASED RISK MANAGEMENT," CBU International Conference Proceedings, ISE Research Institute, volume 1, issue 0, pages 25-33, June, DOI: 10.12955/cbup.v1.11.
• Mária Bohdalová & Michal Greguš, 2013, "COPULA BASED VaR APPROACH FOR EUROPEAN STOCKS PORTFOLIO," CBU International Conference Proceedings, ISE Research Institute, volume 1, issue 0, pages 9-18, June, DOI: 10.12955/cbup.v1.9.
• Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013, "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-31, Jul.
• Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez, 2013, "Does Realized Skewness Predict the Cross-Section of Equity Returns?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-41, 02.
• Hyeongwoo Kim & Deockhyun Ryu, 2013, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-06, Mar.
• Suleyman Basak & Dmitry Makarov, 2013, "Competition among Portfolio Managers and Asset Specialization," Working Papers, New Economic School (NES), number w0194, Apr.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013, "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, volume 103, issue 1, pages 360-377, February.
• Felix Kubler & Larry Selden & Xiao Wei, 2013, "Inferior Good and Giffen Behavior for Investing and Borrowing," American Economic Review, American Economic Association, volume 103, issue 2, pages 1034-1053, April.
• Alp Simsek, 2013, "Financial Innovation and Portfolio Risks," American Economic Review, American Economic Association, volume 103, issue 3, pages 398-401, May, DOI: 10.1257/aer.103.3.398.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2013, "Salience and Asset Prices," American Economic Review, American Economic Association, volume 103, issue 3, pages 623-628, May, DOI: 10.1257/aer.103.3.623.
• Tiago C. Berriel & Saroj Bhattarai, 2013, "Hedging against the Government: A Solution to the Home Asset Bias Puzzle," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 1, pages 102-134, January.
• Nicolas Coeurdacier & Hélène Rey, 2013, "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, volume 51, issue 1, pages 63-115, March, DOI: 10.1257/jel.51.1.63.
• Burton G. Malkiel, 2013, "Asset Management Fees and the Growth of Finance," Journal of Economic Perspectives, American Economic Association, volume 27, issue 2, pages 97-108, Spring.
• David Chambers & Elroy Dimson, 2013, "Retrospectives: John Maynard Keynes, Investment Innovator," Journal of Economic Perspectives, American Economic Association, volume 27, issue 3, pages 213-228, Summer, DOI: 10.1257/jep.27.3.213.
• Thi Hong Van Hoang & Hooi Hooi Lean & Wing-Keung Wong, 2013, "Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange," Working Papers, Association Française de Cliométrie (AFC), number 05-13.
• Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013, "The Price of Wine," Working Papers, American Association of Wine Economists, number 164656, Sep, DOI: 10.22004/ag.econ.164656.
• Anastassiadis, Friederike & Mußhoff, Oliver, 2013, "Evaluating the role of financial flexibility in farmers' investment decisions using latent class analysis," 87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK, Agricultural Economics Society, number 158707, DOI: 10.22004/ag.econ.158707.
• Prehn, Sören & Glauben, Thomas & Pies, Ingo & Will, Matthias Georg & Loy, Jens-Peter, 2013, "Betreiben Indexfonds Agrarspekulation?: Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 158731, DOI: 10.22004/ag.econ.158731.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2013, "Clean Energy Industries and rare Earth Materials: Economic and Financial Issues," 2013 International European Forum, February 18-22, 2013, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 164750, Sep, DOI: 10.22004/ag.econ.164750.
• Kontić, Ljiljana & Petrović, Pero & Kontić, Jovan, 2013, "The Production Of Pellets In Serbia: A Study From Company C," Economics of Agriculture, Institute of Agricultural Economics, volume 60, issue 4, pages 1-12, December, DOI: 10.22004/ag.econ.162035.
• D'Antoni, Jeremy M. & Detre, Joshua D., 2013, "Determining the Nature of Dependency between Agribusiness and Non-Agribusiness Stocks," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143080, DOI: 10.22004/ag.econ.143080.
• Andrey KUDRYAVTSEV, 2013, "Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 12, pages 37-56, June.
• Eric André, 2013, "Optimal Portfolio with Vector Expected Utility," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1308, Feb, revised 11 Feb 2013.
• Ana Preda, 2013, "Efficiency Of The Insurance Activity: Insurer Vs Insured," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 41, pages 20-25.
• Laura Vasilescu & Ana Popa, 2013, "Investment Decisions – Areas And Priorities Set For Romanian Crisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 41, pages 264-271.
• Halime Temel Nalın, 2013, "Determinants of household saving and portfolio choice behaviour in Turkey," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 63, issue 3, pages 309-331, September.
• Ciprian MatiÅŸ & Eugenia MatiÅŸ, 2013, "Asymmetric Information In Insurance Field: Some General Considerations," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 15, pages 1-17.
• Mădălina - Gabriela Anghel & Liliana (Dincă) Paschia, 2013, "Using The Capm Model To Estimate The Profitability Of A Financial Instrument Portfolio," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 15, pages 1-19.
• Ciprian Codau, 2013, "Influencing Factors Of Valuation Multiples Of Companies," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 15, pages 1-4.
• Simon A. Broda, 2013, "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-04, May.
• Nevin Yoruk & S. Serdar Karaca & Mahmut Hekim & İsmail Tuna, 2013, "Examination of Relationship Between Stock Returns and Factors Affecting Capital Structure and Financial Ratios with ANFIS Method: An Application on ISE 100 Index," Anadolu University Journal of Social Sciences, Anadolu University, volume 13, issue 2, pages 101-114, June.
• Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit, 2013, "The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul," Anadolu University Journal of Social Sciences, Anadolu University, volume 13, issue 3, pages 55-64, September.
• João F. Caldeira, 2013, "Arbitragem Estatística, Estratégia Long-Short Pairs Trading, Abordagem com Cointegração Aplicada ao Mercado de Ações Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 1b, pages 521-546.
• Justine S. Hastings & Brigitte C. Madrian & William L. Skimmyhorn, 2013, "Financial Literacy, Financial Education, and Economic Outcomes," Annual Review of Economics, Annual Reviews, volume 5, issue 1, pages 347-373, May.
• Agostino Capponi & Jose Enrique Figueroa Lopez & Andrea Pascucci, 2013, "Dynamic Credit Investment in Partially Observed Markets," Papers, arXiv.org, number 1303.2950, Mar, revised Jun 2014.
• Krenar Avdulaj & Jozef Barunik, 2013, "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers, arXiv.org, number 1307.5981, Jul, revised Feb 2015.
• Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013, "A Benchmark Approach to Risk-Minimization under Partial Information," Papers, arXiv.org, number 1307.6036, Jul.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013, "Gold, Oil, and Stocks," Papers, arXiv.org, number 1308.0210, Aug, revised Mar 2014.
• Ventura Charlin & Arturo Cifuentes, 2013, "A new financial metric for the art market," Papers, arXiv.org, number 1309.6929, Sep, revised Jul 2015.
• Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The impact of systemic risk on the diversification benefits of a risk portfolio," Papers, arXiv.org, number 1312.0506, Dec.
• Sonja Brlecic Valcic & Branka Crnkovic Stumpf, 2013, "The Need For Approaching The Value In Use And Fair Market Value Within A Modern Concept Of Business Valuation Process," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 2, pages 379-396, december.
• Jelena Vidovic, 2013, "Investigation Of Stock Illiquidity On Central And South East European Markets In Naã Ve Portfolio Framework," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 2, pages 537-550, december.
• Nadia Linciano & Isadora Tarola, 2013, "High frequency trading. Effects and policy issues," BANCARIA, Bancaria Editrice, volume 10, pages 20-27, October.
• Andrea Lippi, 2013, "Current identifiable biases in Italian pension fund enrolment decisions," BANCARIA, Bancaria Editrice, volume 2, pages 26-38, February.
• Claudio Cacciamani & Lara Maini, 2013, "Italian Real Estate Funds’ financial investments," BANCARIA, Bancaria Editrice, volume 5, pages 63-73, May.
• Sílvia Bou & Magda Cayón, 2013, "The Price of Luck," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1304, Jun, revised Jun 2013.
• Sermin Gungor & Richard Luger, 2013, "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers, Bank of Canada, number 13-16, DOI: 10.34989/swp-2013-16.
• Shaofeng Xu, 2013, "An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt," Staff Working Papers, Bank of Canada, number 13-9, DOI: 10.34989/swp-2013-9.
• Eduardo Ariel Corso, 2013, "Cross Fertilizations and Controversies in the Origins and Evolution of Portfolio Selection Models," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 68, pages 43-74, June.
• Michele Manna & Emmanuela Bernardini & Mauro Bufano & Davide Dottori, 2013, "Modelling public debt strategies," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 199, Sep.
• Sara Cecchetti & Laura Sigalotti, 2013, "Forward-looking robust portfolio selection," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 913, Jun.
• Dieter Nautz, , "Herding in financial markets: Bridging the gap between theory and evidence," BDPEMS Working Papers, Berlin School of Economics, number 2013002.
• Camilo GOnzález, 2013, "Mercados interbancarios no colateralizados e información asimétrica: un mecanismo para lograr la participación plena de los bancos deficitarios cuando existen altos niveles y dispersión del riesgo de ," Borradores de Economia, Banco de la Republica de Colombia, number 758, Feb, DOI: 10.32468/be.758.
• Andrés González & Martha Rosalba López Piñeros & Norberto Rodríguez Niño & Santiago Téllez, 2013, "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Borradores de Economia, Banco de la Republica de Colombia, number 759, Feb, DOI: 10.32468/be.759.
• Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013, "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia, Banco de la Republica de Colombia, number 766, May, DOI: 10.32468/be.766.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2013, "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia, Banco de la Republica de Colombia, number 779, Sep, DOI: 10.32468/be.779.
• Muhammad Nouman & Attaullah Shah, 2013, "Risk Adjusted Performance of Pakistani Mutual Funds," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 5, issue 2, pages 65-77, October, DOI: dx.doi.org/10.22547/BER/5.2.5.
• Luc Arrondel & Debbich, M. & Frédérique Savignac, 2013, "Financial Literacy and Financial Planning in France," Working papers, Banque de France, number 465.
• Fourel, G. & Bouloux, A.-N., 2013, "Les OPCVM français au travers de la crise (2008-2012)," Bulletin de la Banque de France, Banque de France, issue 192, pages 53-69.
• ARRONDEL, L. & ROGER, M. & Frédérique Savignac, 2013, "Patrimoine et endettement des ménages dans la zone euro :le rôle prépondérant de l’immobilier," Bulletin de la Banque de France, Banque de France, issue 192, pages 81-94.
• A.-N. Bouloux. & G. Fourel., 2013, "French investment funds during the crisis (2008-2012)," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 30, pages 45-69, Summer.
• Riedel, Frank & Hellmann, Tobias, 2014, "The Foster-Hart measure of riskiness for general gambles," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 474, Apr.
• Marco Jacopo Lombardi, 2013, "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers, Bank for International Settlements, number 420, Jul.
• Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013, "Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement," The Economic Record, The Economic Society of Australia, volume 89, issue 284, pages 31-51, March, DOI: 10.1111/ecor.2013.89.issue-284.
• David McCarthy & David Miles, 2013, "Optimal Portfolio Allocation for Corporate Pension Funds," European Financial Management, European Financial Management Association, volume 19, issue 3, pages 599-629, June, DOI: 10.1111/j.1468-036X.2010.00594.x.
• Alejandro Cuñat & Christian Fons-Rosen, 2013, "Relative Factor Endowments And International Portfolio Choice," Journal of the European Economic Association, European Economic Association, volume 11, issue 1, pages 166-200, February, DOI: j.1542-4774.2012.01104.x.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013, "Liquidity Cycles and Make/Take Fees in Electronic Markets," Journal of Finance, American Finance Association, volume 68, issue 1, pages 299-341, February, DOI: j.1540-6261.2012.01801.x.
• Andrew J. Patton & Tarun Ramadorai, 2013, "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, volume 68, issue 2, pages 597-635, April, DOI: jofi.12008.
• David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013, "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, volume 68, issue 3, pages 1133-1178, June.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2013, "Dynamic Trading with Predictable Returns and Transaction Costs," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2309-2340, December, DOI: 10.1111/jofi.12080.
• Andy Fodor & Kevin Krieger & Nathan Mauck & Greg Stevenson, 2013, "Predicting Extreme Returns And Portfolio Management Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 36, issue 4, pages 471-492, December.
• Dirk Broeders & An Chen, 2013, "Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 2, pages 239-272, June.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Vasily Kartashov, 2013, "Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 3, pages 649-676, September.
• Hyoung-Seok Lim & Masao Ogaki, 2013, "A Theory of Exchange Rates and the Term Structure of Interest Rates," Review of Development Economics, Wiley Blackwell, volume 17, issue 1, pages 74-87, February, DOI: 10.1111/rode.2013.17.issue-1.
• Manuela Deidda, 2013, "Precautionary Saving, Financial Risk, and Portfolio Choice," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 59, issue 1, pages 133-156, March, DOI: 10.1111/roiw.2013.59.issue-1.
• David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013, "Financial dependence analysis: applications of vine copulas," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 67, issue 4, pages 403-435, November, DOI: 10.1111/stan.12015.
• Hyun-Hoon Lee & Hyeon-Seung Huh & Donghyun Park, 2013, "Financial Integration in East Asia: An Empirical Investigation," The World Economy, Wiley Blackwell, volume 36, issue 4, pages 396-418, April, DOI: 10.1111/twec.2013.36.issue-4.
• M. Shahid Embrahim & Sourafel Girma & M. Eskander Shah & Jonathan Williams, 2013, "Rationalizing the Value Premium in Emerging Markets," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 13010, Sep.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper, Norges Bank, number 2013/19, Aug.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper, Norges Bank, number 2013/22, Sep.
• George T. Palaiodimos, 2013, "Putting the EMU integration into a new perspective: the case of capital market holdings," Working Papers, Bank of Greece, number 168, Dec.
• Joonkyung Ha & Eunseok Lee, 2013, "Total Factor Productivity and Growth Potential: A Macro-Perspective Analysis on R&D Investment in OECD Countries (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 2, pages 25-57, June.
• Seung Hwan Lee, 2013, "Systemic Liquidity Shortages and Interbank Network Structures," Working Papers, Economic Research Institute, Bank of Korea, number 2013-4, Mar.
• Sirajum Munira Sarwar & Gulnur Muradoglu, 2013, "Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 99-114, December.
• Larry G. Epstein & Emmanuel Farhi & Tomasz Strzaleck, 2013, "How Much Would You Pay to Resolve Long-Run Risk?," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2013-002, Feb.
• Kalyvitis Sarantis & Panopoulou Ekaterini, 2013, "Estimating C-CAPM and the equity premium over the frequency domain," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 5, pages 551-571, December, DOI: 10.1515/snde-2013-0019.
• Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013, "Forecasting Stock Returns under Economic Constraints," Working Papers, Brandeis University, Department of Economics and International Business School, number 57, May.
• Rodrigo Fernandes Malaquias & William Eid Junior, 2013, "Market Efficiency and Performance of Multimarket Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 119-142.
• Alexandre Rubesam & André Lomonaco Beltrame, 2013, "Minimum Variance Portfolios in the Brazilian Equity Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 81-118.
• Rafael Felipe Schiozer & Diego Lins de Albuquerque Pennachi Tejerina, 2013, "Risk Exposure and Net Flow in Investment Funds: Do Shareholders Monitor Asset Allocation?," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 4, pages 527-558.
• Anastasia Petraki & Anna Zalewska, 2013, "With whom and in what is it better to save? Personal pensions in the UK," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 13/304, Apr.
• Anastasia Petraki & Anna Zalewska, 2013, "Jumping over a low hurdle: Personal pension fund performance," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 13/305, May.
• Kathryn Graddy & Philip Margolis, 2013, "Old Italian Violins: A New Investment Strategy," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 7.
• Davide Pettenuzzo, 2013, "To Predict the Equity Market, Consult Economic Theory," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 8, revised 2014.
• Ute Filipiak, 2013, "Trusting Financial Institutions: Out of Reach, out of Trust?," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp13002, Feb.
• Christian Andres & André Betzer & Peter Limbach, 2013, "Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP13006, Aug.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, volume 34, issue 1, pages 7-41.
• Maxime Merli & Tristan Roger, 2013, "What drives the herding behavior of individual investors?," Finance, Presses universitaires de Grenoble, volume 34, issue 3, pages 67-104.
• David Le Bris, 2013, "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Recherches économiques de Louvain, De Boeck Université, volume 79, issue 3, pages 71-89.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/06, Jan.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/08, Feb.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modeling and Management: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/22, Jun.