Research classified by Journal of Economic Literature (JEL) codes

2014

• Adam Zaremba & Rados³aw ¯mudziñski, 2014, "The Low Price Effect On The Polish Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 1, pages 69-85, June.
• Marek Kociñski, 2014, "Transaction Costs And Market Impact In Investment Management," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 4, pages 28-35, May.
• Brett Govendir & Peter Wells, 2014, "The influence of the accruals generating process on earnings persistence," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 593-614, November, DOI: 10.1177/0312896213512319.
• Sunil Poshakwale & Anandadeep Mandal, 2014, "Investor Behaviour and Herding: Evidence from the National Stock Exchange in India," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 2, pages 197-216, August, DOI: 10.1177/0972652714541341.
• Saumya Ranjan Dash & Jitendra Mahakud, 2014, "Do Asset Pricing Models Explain Size, Value, Momentum and Liquidity Effects? The Case of an Emerging Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 217-251, December, DOI: 10.1177/0972652714550927.
• Carmen AINA & Fernanda MAZZOTTA & Lavinia PARISI, 2014, "Bargaining or efficiency within the household? The case of Italy," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 130, Dec.
• Alexandre Munoz, 2014, "Attractiveness and territorial promotion in the MENA region in regards with FDI: Toward a new governance of public policies?," Journal of Studies in Dynamics and Change (JSDC), ISSN: 2348-7038, Voices of Inclusive Change and Expressions- (VOICE) Trust, Dehradun, Uttarakhand, volume 1, issue 7, pages 280-294, November.
• Sergei Kovbasyuk & Marco Pagano, 2014, "Advertising Arbitrage," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 360, Apr, revised 02 Apr 2022.
• Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang, 2014, "Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 375, Oct.
• Dimitris Christelis & Dimitris Georgarakos & Anna Sanz-de-Galdeano, 2014, "The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 382, Nov.
• Andrey Kudryavtsev, 2014, "Trying to Predict Opening Stock Returns," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0301306, Jul.
• Maxime Bonelli & Daniel Mantilla-Garcia, 2014, "Should a skeptical portfolio insurer use an optimal or a risk-based multiplier?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0802327, Oct.
• Timotheos Angelidis & Nikolaos Tessaromatis, 2014, "Global portfolio management under state dependent multiple risk premia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0400966, Jul.
• Pankaj Kumar Gupta & Jasjit Bhatia, 2014, "Investment Behavior in Post-Crisis Period ? Comparison of Indian Publics and Private Firms," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401660, Jul.
• Joanna Lizińska & Leszek Czapiewski, 2014, "Performance of Polish IPO Firms: Size and Profitability Effect," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 53-71.
• Doris Neuberger & Roger Rissi, 2014, "Macroprudential Banking Regulation: Does One Size Fit All?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 1, pages 5-28, DOI: 10.7172/2353-6845.jbfe.2014.1.1.
• Emenike Kalu O., 2014, "Volatility Transmission Between Stock and Foreign Exchange Markets: Evidence from Nigeria," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 1, pages 59-72, DOI: 10.7172/2353-6845.jbfe.2014.1.4.
• Tsung-Hsun Lu & Yi-Chi Chen & Yu-Chin Hsu, 2014, "Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A010, Sep, revised Jul 2015.
• Veronika Pool & Clemens Sialm & Irina Stefanescu, 2014, "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," Discussion Papers, Stanford Institute for Economic Policy Research, number 13-021, Jan.
• Filippo Brutti & Philip U. Sauré, 2014, "Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory," Working Papers, Swiss National Bank, number 2014-03.
• Chara Theodoraki, 2014, "The interpretative ability of coefficient R2 to calculate the firm value," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 64, issue 1, pages 29-41, January-M.
• Diana Barro & Elio Canestrelli, 2014, "Downside risk in multiperiod tracking error models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 2, pages 263-283, June, DOI: 10.1007/s10100-013-0290-y.
• Jörn Sass & Manfred Schäl, 2014, "Numeraire portfolios and utility-based price systems under proportional transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 195-234, October, DOI: 10.1007/s10203-012-0132-8.
• Matteo Del Vigna, 2014, "A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 341-348, October, DOI: 10.1007/s10203-012-0140-8.
• Xianzhe Chen & Weidong Tian, 2014, "Optimal portfolio choice and consistent performance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 453-474, October, DOI: 10.1007/s10203-013-0154-x.
• Seokchin Kim & Cheolho Park & Youngjun Yun, 2014, "Hedging with mini gold futures: evidence from Korea," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 4, issue 2, pages 163-176, December, DOI: 10.1007/s40822-014-0012-3.
• Yan Dolinsky & H. Soner, 2014, "Robust hedging with proportional transaction costs," Finance and Stochastics, Springer, volume 18, issue 2, pages 327-347, April, DOI: 10.1007/s00780-014-0227-x.
• Fred Benth & Jukka Lempa, 2014, "Optimal portfolios in commodity futures markets," Finance and Stochastics, Springer, volume 18, issue 2, pages 407-430, April, DOI: 10.1007/s00780-013-0224-5.
• Claudio Fontana & Monique Jeanblanc & Shiqi Song, 2014, "On arbitrages arising with honest times," Finance and Stochastics, Springer, volume 18, issue 3, pages 515-543, July, DOI: 10.1007/s00780-014-0231-1.
• Tomas Björk & Agatha Murgoci, 2014, "A theory of Markovian time-inconsistent stochastic control in discrete time," Finance and Stochastics, Springer, volume 18, issue 3, pages 545-592, July, DOI: 10.1007/s00780-014-0234-y.
• Vicky Henderson & Gechun Liang, 2014, "Pseudo linear pricing rule for utility indifference valuation," Finance and Stochastics, Springer, volume 18, issue 3, pages 593-615, July, DOI: 10.1007/s00780-014-0235-x.
• Takashi Kato, 2014, "An optimal execution problem with market impact," Finance and Stochastics, Springer, volume 18, issue 3, pages 695-732, July, DOI: 10.1007/s00780-014-0232-0.
• Jörn Sass & Martin Smaga, 2014, "FTAP in finite discrete time with transaction costs by utility maximization," Finance and Stochastics, Springer, volume 18, issue 4, pages 805-823, October, DOI: 10.1007/s00780-014-0241-z.
• Maxim Bichuch & Stephan Sturm, 2014, "Portfolio optimization under convex incentive schemes," Finance and Stochastics, Springer, volume 18, issue 4, pages 873-915, October, DOI: 10.1007/s00780-014-0236-9.
• Irene Klein & Emmanuel Lépinette & Lavinia Perez-Ostafe, 2014, "Asymptotic arbitrage with small transaction costs," Finance and Stochastics, Springer, volume 18, issue 4, pages 917-939, October, DOI: 10.1007/s00780-014-0242-y.
• Gökçe Soydemir & Jan Smolarski & Sangheon Shin, 2014, "Hedge funds, fund attributes and risk adjusted returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 1, pages 133-149, January, DOI: 10.1007/s12197-011-9217-4.
• Omid Sabbaghi & Navid Sabbaghi, 2014, "An empirical analysis of the Carbon Financial Instrument," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 2, pages 209-234, April, DOI: 10.1007/s12197-011-9208-5.
• Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014, "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 13, issue 3, pages 141-165, December, DOI: 10.1007/s10258-014-0104-8.
• Cameron Truong & Charles Corrado, 2014, "Options trading volume and stock price response to earnings announcements," Review of Accounting Studies, Springer, volume 19, issue 1, pages 161-209, March, DOI: 10.1007/s11142-013-9243-x.
• William Ciconte & Marcus Kirk & Jennifer Wu Tucker, 2014, "Does the midpoint of range earnings forecasts represent managers’ expectations?," Review of Accounting Studies, Springer, volume 19, issue 2, pages 628-660, June, DOI: 10.1007/s11142-013-9259-2.
• Santhosh Ramalingegowda, 2014, "Evidence from impending bankrupt firms that long horizon institutional investors are informed about future firm value," Review of Accounting Studies, Springer, volume 19, issue 2, pages 1009-1045, June, DOI: 10.1007/s11142-013-9271-6.
• Maureen McNichols & Madhav V. Rajan & Stefan Reichelstein, 2014, "Conservatism correction for the market-to-book ratio and Tobin’s q," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1393-1435, December, DOI: 10.1007/s11142-013-9275-2.
• Diana Barro & Elio Canestrelli, 2014, "Dynamic Tracking Error with Shortfall Control Using Stochastic Programming," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-02499-8_4.
• Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2014, "Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1147-1157, September, DOI: 10.1080/09603107.2014.924296.
• Hooi Hooi Lean & Duc Khuong Nguyen, 2014, "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 21, pages 1367-1373, November, DOI: 10.1080/09603107.2014.925063.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2014, "Item response models to measure corporate social responsibility," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 22, pages 1449-1464, November, DOI: 10.1080/09603107.2014.925070.
• Richard Ochmann, 2014, "Differential income taxation and household asset allocation," Applied Economics, Taylor & Francis Journals, volume 46, issue 8, pages 880-894, March, DOI: 10.1080/00036846.2013.859381.
• Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014, "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 15, issue 4, pages 744-775, September, DOI: 10.3846/16111699.2012.688855.
• 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(0x75531d58), September.
• Mark H A Davis & Sébastien Lleo, 2014, "Risk-Sensitive Investment Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9026, ISBN: ARRAY(0x7664ed78), September.
• 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(0x753fdfc8), September.
• 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".
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• 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.
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• 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.
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• 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].
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• 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.
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• 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.