Research classified by Journal of Economic Literature (JEL) codes

2014

• 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(0x54ef6860), March.
• 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.
• 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.
• Dirk Ulbricht, 2014, "John Doe's Old-Age Provision: Dollar Cost Averaging and Time Diversification," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1376.
• Franziska Bremus & Marcel Fratzscher, 2014, "Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1411.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014, "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-13.
• Selim Mankaï & Khaled Guesmi, 2014, "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-35.
• Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014, "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1413, Sep.
• Hill, Brian & Michalski, Tomasz, 2014, "Risk versus Ambiguity and International Security Design," HEC Research Papers Series, HEC Paris, number 1032, Feb.
• Lovo , Stefano & Spaenjers , Christophe, 2014, "Unique Durable Assets," HEC Research Papers Series, HEC Paris, number 1037, Apr.
• Calvet , Laurent & Betermier , Sebastien, 2014, "Who Are the Value and Growth Investors?," HEC Research Papers Series, HEC Paris, number 1043, Apr.
• Arjaliès , Diane-Laure, 2014, "Exploring the Role of Instruments in the Transformation of Logics: The Case of Socially Responsible Investment," HEC Research Papers Series, HEC Paris, number 1045, May.
• Loïc Berger, 2014, "The Impact of Ambiguity Prudence on Insurance and Prevention," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-08, Feb.
• Kok, Christoffer & Amzallag, Adrien & Kapp, Daniel, 2014, "The impact of regulating occupational pensions in Europe on investment and financial stability," Occasional Paper Series, European Central Bank, number 154, Jul.
• Ehrmann, Michael & Ampudia, Miguel, 2014, "Macroeconomic experiences and risk taking of euro area households," Working Paper Series, European Central Bank, number 1652, Mar.
• Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series, European Central Bank, number 1654, Mar.
• Barth, Daniel, 2014, "The costs and beliefs impliedby direct stock ownership," Working Paper Series, European Central Bank, number 1657, Mar.
• Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2014, "Commonality in hedge fund returns: driving factors and implications," Working Paper Series, European Central Bank, number 1658, Mar.
• Schaeck, Klaus & Kick, Thomas & Onali, Enrico & Ruprecht, Benedikt, 2014, "Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios," Working Paper Series, European Central Bank, number 1662, Apr.
• Ahnert, Toni, 2014, "Rollover risk, liquidity, and macro-prudential regulation," Working Paper Series, European Central Bank, number 1667, Apr.
• Beirne, John & Friedrich, Christian, 2014, "Capital flows and macroprudential policies - A multilateral assessment of effectiveness and externalities," Working Paper Series, European Central Bank, number 1721, Aug.
• Kaplan, Steven N. & Sensoy, Berk A., 2014, "Private Equity Performance: A Survey," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-10, Oct.
• Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014, "Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches," Research Papers, Stanford University, Graduate School of Business, number 3062, May.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2014, "Measuring Skill in the Mutual Fund Industry," Research Papers, Stanford University, Graduate School of Business, number 3131, Nov.
• Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014, "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers, Stanford University, Graduate School of Business, number 3249, Oct.
• Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A., 2014, "When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction," Research Papers, Stanford University, Graduate School of Business, number 3252, Sep.
• Hatice Gaye GENCER & Erdem KILIC, 2014, "Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 1, pages 170-182.
• Chin-Sheng Huang & Chun-Fan You & Hueh-Chen Lin, 2014, "Dividend-Yield Trading Strategies: Evidence from the Chinese Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 2, pages 382-399.
• Aomar Ibourk & Jabrane Amaghouss, 2014, "Impact of Migrant Remittances on Economic Empowerment of Women: A Macroeconomic Investigation," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 3, pages 597-611.
• Mustapha Chaffai & Imed Medhioub, 2014, "Behavioral Finance: An Empirical Study of the Tunisian Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 3, pages 527-538.
• Hatice Gaye Gencer & Zafer Musoglu, 2014, "Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 4, pages 705-713.
• Ying-Fen Fu, 2014, "Individual Fund Manager Sentiment, Fund Performance and Performance Persistence," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 4, pages 870-885.
• Sercan Demiralay & Hatice Gaye Gencer, 2014, "Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 4, issue 3, pages 442-447.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2014, "The role of education in equity portfolios during the recent financial crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-26.
• Fabio Filipozzi & Kersti Harkmann, 2014, "Currency hedge – walking on the edge?," Bank of Estonia Working Papers, Bank of Estonia, number wp2014-5, Oct, revised 10 Oct 2014.
• Wu, Wan-Ting, 2014, "The forward E/P ratio and earnings growth," Advances in accounting, Elsevier, volume 30, issue 1, pages 128-142, DOI: 10.1016/j.adiac.2014.04.002.
• Talpsepp, Tõnn & Vlcek, Martin & Wang, Mei, 2014, "Speculating in gains, waiting in losses: A closer look at the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 2, issue C, pages 31-43, DOI: 10.1016/j.jbef.2014.04.001.
• Flores, Silvia Amélia Mendonça & Vieira, Kelmara Mendes, 2014, "Propensity toward indebtedness: An analysis using behavioral factors," Journal of Behavioral and Experimental Finance, Elsevier, volume 3, issue C, pages 1-10, DOI: 10.1016/j.jbef.2014.05.001.
• Michou, Maria & Mouselli, Sulaiman & Stark, Andrew, 2014, "On the differences in measuring SMB and HML in the UK – Do they matter?," The British Accounting Review, Elsevier, volume 46, issue 3, pages 281-294, DOI: 10.1016/j.bar.2014.03.004.
• Jared DeLisle, R. & Morscheck, J.D. & Nofsinger, John R., 2014, "Share repurchases and institutional supply," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 216-230, DOI: 10.1016/j.jcorpfin.2014.05.010.
• Pikulina, Elena & Renneboog, Luc & Ter Horst, Jenke & Tobler, Philippe N., 2014, "Bonus schemes and trading activity," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 369-389, DOI: 10.1016/j.jcorpfin.2014.09.010.
• Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 20-33, DOI: 10.1016/j.csda.2013.09.028.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2014, "Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 105-124, DOI: 10.1016/j.jedc.2013.11.001.
• Brumm, Johannes & Grill, Michael, 2014, "Computing equilibria in dynamic models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 142-160, DOI: 10.1016/j.jedc.2013.09.007.
• Ding, Jie & Kingston, Geoffrey & Purcal, Sachi, 2014, "Dynamic asset allocation when bequests are luxury goods," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 65-71, DOI: 10.1016/j.jedc.2013.11.004.
• Ling, Aifan & Sun, Jie & Yang, Xiaoguang, 2014, "Robust tracking error portfolio selection with worst-case downside risk measures," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 178-207, DOI: 10.1016/j.jedc.2013.11.011.
• Branger, Nicole & Kraft, Holger & Meinerding, Christoph, 2014, "Partial information about contagion risk, self-exciting processes and portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 18-36, DOI: 10.1016/j.jedc.2013.10.005.
• Tille, Cédric & van Wincoop, Eric, 2014, "Solving DSGE portfolio choice models with dispersed private information," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 1-24, DOI: 10.1016/j.jedc.2014.01.014.
• Chen, Zhiping & Li, Gang & Zhao, Yonggan, 2014, "Time-consistent investment policies in Markovian markets: A case of mean–variance analysis," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 293-316, DOI: 10.1016/j.jedc.2014.01.011.
• Schied, Alexander, 2014, "Model-free CPPI," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 84-94, DOI: 10.1016/j.jedc.2013.12.010.
• Amaro de Matos, João & Silva, Nuno, 2014, "Consuming durable goods when stock markets jump: A strategic asset allocation approach," Journal of Economic Dynamics and Control, Elsevier, volume 42, issue C, pages 86-104, DOI: 10.1016/j.jedc.2014.02.013.
• Hainaut, Donatien & Deelstra, Griselda, 2014, "Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality," Journal of Economic Dynamics and Control, Elsevier, volume 44, issue C, pages 124-146, DOI: 10.1016/j.jedc.2014.04.008.
• Geyer, Alois & Hanke, Michael & Weissensteiner, Alex, 2014, "No-Arbitrage ROM simulation," Journal of Economic Dynamics and Control, Elsevier, volume 45, issue C, pages 66-79, DOI: 10.1016/j.jedc.2014.05.017.
• Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc, 2014, "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Journal of Economic Dynamics and Control, Elsevier, volume 46, issue C, pages 1-29, DOI: 10.1016/j.jedc.2014.05.005.
• Zhu, Shushang & Fan, Minjie & Li, Duan, 2014, "Portfolio management with robustness in both prediction and decision: A mixture model based learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 1-25, DOI: 10.1016/j.jedc.2014.08.015.
• Bottazzi, Giulio & Dindo, Pietro, 2014, "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 121-146, DOI: 10.1016/j.jedc.2014.08.012.
• Gan, Quan, 2014, "Location-scale portfolio selection with factor-recentered skew normal asset returns," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 176-187, DOI: 10.1016/j.jedc.2014.09.002.
• Chun, Hyunbae & Ha, Joonkyung & Kim, Jung-Wook, 2014, "Firm heterogeneity, R&D, and economic growth," Economic Modelling, Elsevier, volume 36, issue C, pages 149-156, DOI: 10.1016/j.econmod.2013.09.028.
• Reboredo, Juan C., 2014, "Volatility spillovers between the oil market and the European Union carbon emission market," Economic Modelling, Elsevier, volume 36, issue C, pages 229-234, DOI: 10.1016/j.econmod.2013.09.039.
• Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014, "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, volume 36, issue C, pages 8-17, DOI: 10.1016/j.econmod.2013.09.011.
• Sadorsky, Perry, 2014, "Modeling volatility and conditional correlations between socially responsible investments, gold and oil," Economic Modelling, Elsevier, volume 38, issue C, pages 609-618, DOI: 10.1016/j.econmod.2014.02.013.
• Narayan, S. & Sriananthakumar, S. & Islam, S.Z., 2014, "Stock market integration of emerging Asian economies: Patterns and causes," Economic Modelling, Elsevier, volume 39, issue C, pages 19-31, DOI: 10.1016/j.econmod.2014.02.012.
• Bahaji, Hamza, 2014, "Equity portfolio insurance against a benchmark: Setting, replication and optimality," Economic Modelling, Elsevier, volume 40, issue C, pages 382-391, DOI: 10.1016/j.econmod.2013.11.031.
• Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014, "Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management," Economic Modelling, Elsevier, volume 40, issue C, pages 423-434, DOI: 10.1016/j.econmod.2013.12.011.
• Hamdi, Helmi & Jlassi, Nabila Boukef, 2014, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Economic Modelling, Elsevier, volume 41, issue C, pages 124-132, DOI: 10.1016/j.econmod.2014.05.010.
• Zhang, Ran & Xu, Shuang, 2014, "Optimal stopping time with stochastic volatility," Economic Modelling, Elsevier, volume 41, issue C, pages 319-328, DOI: 10.1016/j.econmod.2014.05.016.
• Teulon, Frédéric & Guesmi, Khaled & Mankai, Selim, 2014, "Regional stock market integration in Singapore: A multivariate analysis," Economic Modelling, Elsevier, volume 43, issue C, pages 217-224, DOI: 10.1016/j.econmod.2014.07.045.
• Wang, Yuming & Ma, Jinpeng, 2014, "Excess volatility and the cross-section of stock returns," The North American Journal of Economics and Finance, Elsevier, volume 27, issue C, pages 1-16, DOI: 10.1016/j.najef.2013.10.003.
• Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru, 2014, "Distribution of stock ratings and analyst recommendation revision," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 273-286, DOI: 10.1016/j.najef.2014.03.004.
• Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan, 2014, "Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 22-35, DOI: 10.1016/j.najef.2014.05.001.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014, "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 418-440, DOI: 10.1016/j.najef.2014.06.009.
• Majdoub, Jihed & Mansour, Walid, 2014, "Islamic equity market integration and volatility spillover between emerging and US stock markets," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 452-470, DOI: 10.1016/j.najef.2014.06.011.
• Mittnik, Stefan, 2014, "VaR-implied tail-correlation matrices," Economics Letters, Elsevier, volume 122, issue 1, pages 69-73, DOI: 10.1016/j.econlet.2013.10.025.
• Kim, Woo Chang & Fabozzi, Frank J. & Cheridito, Patrick & Fox, Charles, 2014, "Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments," Economics Letters, Elsevier, volume 122, issue 2, pages 154-158, DOI: 10.1016/j.econlet.2013.11.024.
• Pénasse, Julien & Renneboog, Luc & Spaenjers, Christophe, 2014, "Sentiment and art prices," Economics Letters, Elsevier, volume 122, issue 3, pages 432-434, DOI: 10.1016/j.econlet.2014.01.008.
• Rau, Holger A., 2014, "The disposition effect and loss aversion: Do gender differences matter?," Economics Letters, Elsevier, volume 123, issue 1, pages 33-36, DOI: 10.1016/j.econlet.2014.01.020.
• Basu, Anup K. & Chen, En Te & Clements, Adam, 2014, "Are lifecycle funds appropriate as default options in participant-directed retirement plans?," Economics Letters, Elsevier, volume 124, issue 1, pages 51-54, DOI: 10.1016/j.econlet.2014.04.020.
• Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2014, "Moment conditions for Almost Stochastic Dominance," Economics Letters, Elsevier, volume 124, issue 2, pages 163-167, DOI: 10.1016/j.econlet.2014.04.025.
• Wakai, Katsutoshi, 2014, "Observational equivalence and nonequivalence of subjective and robust mean–variance preferences," Economics Letters, Elsevier, volume 124, issue 2, pages 219-221, DOI: 10.1016/j.econlet.2014.05.019.
• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A two-period model with portfolio choice: Understanding results from different solution methods," Economics Letters, Elsevier, volume 124, issue 2, pages 239-242, DOI: 10.1016/j.econlet.2014.05.028.
• Cohen, Gil, 2014, "Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day," Economics Letters, Elsevier, volume 124, issue 3, pages 335-337, DOI: 10.1016/j.econlet.2014.06.018.
• Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014, "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 202-210, DOI: 10.1016/j.jeconom.2014.05.010.
• Ranjeeni, Kumari, 2014, "Sectoral and industrial performance during a stock market crisis," Economic Systems, Elsevier, volume 38, issue 2, pages 178-193, DOI: 10.1016/j.ecosys.2013.12.002.
• Che-Yahya, Norliza & Abdul-Rahim, Ruzita & Yong, Othman, 2014, "Influence of institutional investors' participation on flipping activity of Malaysian IPOs," Economic Systems, Elsevier, volume 38, issue 4, pages 470-486, DOI: 10.1016/j.ecosys.2014.03.002.
• Dijk, Oege & Holmen, Martin & Kirchler, Michael, 2014, "Rank matters–The impact of social competition on portfolio choice," European Economic Review, Elsevier, volume 66, issue C, pages 97-110, DOI: 10.1016/j.euroecorev.2013.11.010.
• Lundtofte, Frederik & Leoni, Patrick, 2014, "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, volume 70, issue C, pages 108-125, DOI: 10.1016/j.euroecorev.2014.04.003.
• Di Giacinto, Marina & Federico, Salvatore & Gozzi, Fausto & Vigna, Elena, 2014, "Income drawdown option with minimum guarantee," European Journal of Operational Research, Elsevier, volume 234, issue 3, pages 610-624, DOI: 10.1016/j.ejor.2013.10.026.
• Hacıbedel, Burcu, 2014, "Does investor recognition matter for asset pricing?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 1-20, DOI: 10.1016/j.ememar.2014.07.002.
• Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian, 2014, "Dependence of stock and commodity futures markets in China: Implications for portfolio investment," Emerging Markets Review, Elsevier, volume 21, issue C, pages 183-200, DOI: 10.1016/j.ememar.2014.09.002.
• Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014, "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 67-81, DOI: 10.1016/j.ememar.2014.08.001.
• Liu, Kelly & Daly, Kevin & Varua, Maria Estela, 2014, "Analysing China's foreign direct investment in manufacturing from a high–low technology perspective," Emerging Markets Review, Elsevier, volume 21, issue C, pages 82-95, DOI: 10.1016/j.ememar.2014.08.003.
• Kim, Soon-Ho & Lee, Kuan-Hui, 2014, "Pricing of liquidity risks: Evidence from multiple liquidity measures," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 112-133, DOI: 10.1016/j.jempfin.2013.11.008.
• Xiang, Ju & Zhu, Xiaoneng, 2014, "Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 134-148, DOI: 10.1016/j.jempfin.2013.10.008.
• Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian, 2014, "Direct evidence of dividend tax clienteles," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 1-12, DOI: 10.1016/j.jempfin.2014.05.003.
• Kourtis, Apostolos, 2014, "On the distribution and estimation of trading costs," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 104-117, DOI: 10.1016/j.jempfin.2014.06.005.
• Hur, Jungshik & Pettengill, Glenn & Singh, Vivek, 2014, "Market states and the risk-based explanation of the size premium," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 139-150, DOI: 10.1016/j.jempfin.2014.06.006.
• Clifford, Christopher P. & Jordan, Bradford D. & Riley, Timothy B., 2014, "Average funds versus average dollars: Implications for mutual fund research," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 249-260, DOI: 10.1016/j.jempfin.2014.07.005.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2014, "Quantiles of the realized stock–bond correlation and links to the macroeconomy," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 321-331, DOI: 10.1016/j.jempfin.2014.03.007.
• Mao, Mike Qinghao & Wei, K.C. John, 2014, "Price and earnings momentum: An explanation using return decomposition," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 332-351, DOI: 10.1016/j.jempfin.2014.04.003.
• Moorman, Theodore, 2014, "An empirical investigation of methods to reduce transaction costs," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 230-246, DOI: 10.1016/j.jempfin.2014.09.004.
• Yamamoto, Ryuichi, 2014, "An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 369-383, DOI: 10.1016/j.jempfin.2014.09.003.
• Gillen, Benjamin J., 2014, "An empirical Bayesian approach to stein-optimal covariance matrix estimation," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 402-420, DOI: 10.1016/j.jempfin.2014.09.006.
• Jain, Shashi & Roelofs, Ferry & Oosterlee, Cornelis W., 2014, "Decision-support tool for assessing future nuclear reactor generation portfolios," Energy Economics, Elsevier, volume 44, issue C, pages 99-112, DOI: 10.1016/j.eneco.2014.03.021.
• Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility," Energy Economics, Elsevier, volume 45, issue C, pages 66-98, DOI: 10.1016/j.eneco.2014.06.008.
• González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio, 2014, "Tail risk in energy portfolios," Energy Economics, Elsevier, volume 46, issue C, pages 422-434, DOI: 10.1016/j.eneco.2014.05.004.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2014, "Clean energy industries and rare earth materials: Economic and financial issues," Energy Policy, Elsevier, volume 66, issue C, pages 53-61, DOI: 10.1016/j.enpol.2013.10.067.
• de-Llano Paz, Fernando & Antelo, Susana Iglesias & Calvo Silvosa, Anxo & Soares, Isabel, 2014, "The technological and environmental efficiency of the EU-27 power mix: An evaluation based on MPT," Energy, Elsevier, volume 69, issue C, pages 67-81, DOI: 10.1016/j.energy.2014.02.036.
• Annaert, Jan & Mensah, Lord, 2014, "Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)," Explorations in Economic History, Elsevier, volume 52, issue C, pages 22-43, DOI: 10.1016/j.eeh.2013.10.002.
• Beracha, Eli & Fedenia, Mark & Skiba, Hilla, 2014, "Culture's impact on institutional investors' trading frequency," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 34-47, DOI: 10.1016/j.irfa.2013.10.002.
• Berger, T. & Missong, M., 2014, "Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 33-38, DOI: 10.1016/j.irfa.2013.07.006.
• Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C., 2014, "Performance and performance persistence of UK closed-end equity funds," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 189-199, DOI: 10.1016/j.irfa.2014.05.011.
• Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti, 2014, "Investor attention and information diffusion from analyst coverage," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 235-246, DOI: 10.1016/j.irfa.2014.03.006.
• De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 31-43, DOI: 10.1016/j.irfa.2014.04.003.
• Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem, 2014, "The evolution of risk premium as a measure for intra-regional equity market integration," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 13-19, DOI: 10.1016/j.irfa.2014.07.003.
• Foran, Jason & O'Sullivan, Niall, 2014, "Liquidity risk and the performance of UK mutual funds," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 178-189, DOI: 10.1016/j.irfa.2014.09.001.
• Anderson, Keith & Brooks, Chris, 2014, "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 20-31, DOI: 10.1016/j.irfa.2014.07.004.
• Zhong, Angel & Limkriangkrai, Manapon & Gray, Philip, 2014, "Anomalies, risk adjustment and seasonality: Australian evidence," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 207-218, DOI: 10.1016/j.irfa.2014.09.004.
• Lien, Donald & Yu, Chia-Feng (Jeffrey), 2014, "Time-inconsistent investment, financial constraints, and cash flow hedging," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 72-79, DOI: 10.1016/j.irfa.2014.07.009.
• Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç, 2014, "Optimal multi-period consumption and investment with short-sale constraints," Finance Research Letters, Elsevier, volume 11, issue 1, pages 16-24, DOI: 10.1016/j.frl.2013.05.007.