Research classified by Journal of Economic Literature (JEL) codes

2014

• Acharya, Viral & Engle, Robert & Pierret, Diane, 2014, "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014022, Jan.
• De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014003, Jan.
• Godart, Camille & Petitjean, Mikael, 2014, "De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014008, Jan.
• Balázs Árpád Szűcs & Kata Váradi, 2014, "Measuring and managing liquidity risk in the Hungarian practice," Society and Economy, Akadémiai Kiadó, Hungary, volume 36, issue 4, pages 543-563, December.
• Laura Raisa MiloÛ & Marius Cristian MiloÅŸ, 2014, "Construction Of A Financial Portfolio On The Bucharest Stock Exchange Using Risk/Return Analysis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-19.
• Claudiu BoÅ£oc, 2014, "Does Volatility Respond Asymmetric To Past Shocks?," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-5.
• Michele Fratianni & Francesco Marchionne, 2014, "Bank asset reallocation and sovereign debt," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 100, Sep.
• Kinga Jurek-Wasilewska, 2014, "Efektywnoœæ Inwestowania W Otwartych Funduszach Inwestycyjnych W Polsce W Latach 2001–2010/The Efficiency Of Investing In Open-End Mutual Funds In Poland In Years 2001–2010," Journal of Finance and Financial Law, University of Lodz, Faculty of Economics and Sociology, Faculty of Law and Administration, volume 1, issue 1, pages 20-33, February.
• João P. Romero, 2014, "Mr. Keynes and the neo-Schumpeterians: Contributions to the analysis of the determinants of innovation from a post-Keynesian perspective," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 2, pages 189-205.
• Marco Antonio Laes & Marcos Eugênio da Silva, 2014, "Performance of mutual equity funds in Brazil – A bootstrap analysis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 3, pages 294-306.
• Fabricio De Assis Campos Vieira & Márcio Holland & Marco Flávio Da Cunha Resende, 2014, "Financial Dollarization And Systemicrisks: New Empirical Evidence," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 040.
• Susan E.K. Christoffersen & David K. Musto & Russ Wermers, 2014, "Investor Flows to Asset Managers: Causes and Consequences," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 289-310, December.
• Lans Bovenberg & Roel Mehlkopf, 2014, "Optimal Design of Funded Pension Schemes," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 445-474, August.
• Ana Fostel & John Geanakoplos, 2014, "Endogenous Collateral Constraints and the Leverage Cycle," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 771-799, August.
• Adrien Nguyen Huu & Oumar Mbodji & A Nguyen-Huu & Traian A. Pirvu, 2014, "Optimal Sharing Rule for a Household with a Portfolio Management Problem," Papers, arXiv.org, number 1402.1052, Feb, revised Jan 2019.
• Thierry Roncalli, 2014, "Introduction to Risk Parity and Budgeting," Papers, arXiv.org, number 1403.1889, Mar.
• Salil Mehta, 2014, "Sophisticated gamblers ruin and survival chances," Papers, arXiv.org, number 1403.5833, Mar.
• Vicky Henderson & Gechun Liang, 2014, "Pseudo Linear Pricing Rule for Utility Indifference Valuation," Papers, arXiv.org, number 1403.7830, Mar.
• Ivan Medovikov, 2014, "Can Analysts Predict Rallies Better Than Crashes?," Papers, arXiv.org, number 1405.3225, May.
• Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2014, "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Papers, arXiv.org, number 1406.6902, Jun.
• Christoph Aymanns & J. Doyne Farmer, 2014, "The dynamics of the leverage cycle," Papers, arXiv.org, number 1407.5305, Jul, revised Aug 2014.
• Patrick Beissner & Frank Riedel, 2014, "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Papers, arXiv.org, number 1409.6940, Sep.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014, "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers, Athens University of Economics and Business, number 1409, Sep.
• Ivana Tadic, 2014, "The Definition Of „Bundles“ Of Human Resource Management Function And Their Connection With The Financial Performance Of Companies," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 1, pages 145-170, june.
• Tihana Skrinjaric & Nikola Sostaric, 2014, "The Complementarity Of Markov Chains Methodology And Markowitz Portfolio Optimization Model," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 1, pages 353-370, june.
• Bojan Moric Milovanovic & Marko Curkovic, 2014, "The Impact Of Global Financial Crisis On Creation Of Multisectoral Diversificated Optimal Portfolios By Using Markowitz Theory On The Zagreb Stock Exchange," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 1, pages 389-408, june.
• Mirjana Hladika & Marija Maric, 2014, "Analysis Of The Insurance Company Investment Portfolio In The Republic Of Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 2, pages 509-540, december.
• Marco Navone & Fernando Zapatero, 2014, "Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1507.
• Francesca Bartoli & Roberto Larotonda & Zeno Rotondi & Laura Marzorati & Marcello Calabrò, 2014, "Personal savings in Italy, channeling resources for growth," BANCARIA, Bancaria Editrice, volume 1, pages 25-38, January.
• Deyanira Bernal Dom¨ªnguez & Mar¨ªa Luisa Saavedra Garc¨ªa & Lydia Mar¨ªa L¨®pez Barraza, 2014, "Financial Analysis Management of Companies in a Region of Mexico: the Need of a Financial Ratios Annual Directory," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 64-78, August.
• Farzad Alavi Fard, 2014, "Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 33-48, November.
• Miguel Ampudia & Michael Ehrmann, 2014, "Macroeconomic Experiences and Risk Taking of Euro Area Households," Staff Working Papers, Bank of Canada, number 14-10, DOI: 10.34989/swp-2014-10.
• Toni Ahnert, 2014, "Rollover Risk, Liquidity and Macroprudential Regulation," Staff Working Papers, Bank of Canada, number 14-23, DOI: 10.34989/swp-2014-23.
• John Beirne & Christian Friedrich, 2014, "Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities," Staff Working Papers, Bank of Canada, number 14-31, DOI: 10.34989/swp-2014-31.
• Katya Kartashova, 2014, "Improving Public Equity Markets? No Pain, No Gain," Staff Working Papers, Bank of Canada, number 14-41, DOI: 10.34989/swp-2014-41.
• Sarah Necker & Michael Ziegelmeyer, 2014, "Household Risk Taking after the Financial Crisis," BCL working papers, Central Bank of Luxembourg, number 85, Feb.
• Mustafa Kultur & Romuald Morhs, 2014, "The impact of the exchange rate on Luxembourg equity funds," BCL working papers, Central Bank of Luxembourg, number 86, Feb.
• Dmitry Khametshin & David López Rodríguez & Luis Pérez García, 2014, "El mercado del alquiler de vivienda residencial en España: evolución reciente, determinantes e indicadores de esfuerzo," Occasional Papers, Banco de España, number 2432, Oct, DOI: https://doi.org/10.53479/37872.
• Paul Ehling & Christian Heyerdahl-Larsen, 2014, "Correlations," Working Papers, Banco de España, number 1413, Jun.
• Javier Eliecer Pirateque Niño, 2014, "Uso de la Metodología Wavelets para la validación de la regla de la raíz del tiempo y su aplicación al riesgo de mercado," Borradores de Economia, Banco de la Republica de Colombia, number 809, Feb, DOI: 10.32468/be.809.
• 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 Republica de Colombia, volume 32, issue 73, pages 17-35, July, 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 Republica de Colombia, volume 32, issue 75, pages 23-27, December, DOI: 10.1016/j.espe.2014.07.001.
• Vuillemey, G. & R gis Breton, 2014, "Endogenous Derivative Networks," Working papers, Banque de France, number 483.
• Fourel, G. & Lecourt, S., 2014, "L’actif net des organismes de placement collectif français non monétaires augmente en 2013 en dépit de retraits nets," Bulletin de la Banque de France, Banque de France, issue 196, pages 101-116.
• Lin, Qian & Riedel, Frank, 2014, "Optimal consumption and portfolio choice with ambiguity," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 497, May.
• Riedel, Frank & Beißner, Patrick, 2016, "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 527, Mar.
• Hellmann, Tobias & Riedel, Frank, 2014, "A Dynamic Extension of the Foster-Hart Measure of Riskiness," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 528, Oct.
• Ken Miyajima & Ilhyock Shim, 2014, "Asset managers in emerging market economies," BIS Quarterly Review, Bank for International Settlements, September.
• Miguel Mello & Jorge Ponce, 2014, "The determinants Uruguayan households' indebtedness," Documentos de trabajo, Banco Central del Uruguay, number 2014010.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2014, "Corporate Cash Holding in Asia," Asian Economic Journal, East Asian Economic Association, volume 28, issue 4, pages 323-345, December.
• Vicki L. Bogan, 2014, "Savings Incentives And Investment Management Fees: A Study Of The 529 College Savings Plan Market," Contemporary Economic Policy, Western Economic Association International, volume 32, issue 4, pages 826-842, October.
• Ahmad K. Naimzada & Giorgio Ricchiuti, 2014, "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 43, issue 3, pages 233-247, November.
• Gunther Capelle†Blancard & Stéphanie Monjon, 2014, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," European Financial Management, European Financial Management Association, volume 20, issue 3, pages 494-520, June, DOI: 10.1111/j.1468-036X.2012.00643.x.
• Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014, "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, volume 20, issue 5, pages 995-1030, November, DOI: 10.1111/eufm.12001.
• John H. Cochrane, 2014, "A Mean-Variance Benchmark for Intertemporal Portfolio Theory," Journal of Finance, American Finance Association, volume 69, issue 1, pages 1-49, February.
• Suleyman Basak & Dmitry Makarov, 2014, "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, volume 69, issue 1, pages 179-217, February.
• Laurent E. Calvet & Paolo Sodini, 2014, "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Journal of Finance, American Finance Association, volume 69, issue 2, pages 867-906, April.
• Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel, 2014, "Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility," Journal of Finance, American Finance Association, volume 69, issue 2, pages 907-946, April.
• Frederic Malherbe, 2014, "Self-Fulfilling Liquidity Dry-Ups," Journal of Finance, American Finance Association, volume 69, issue 2, pages 947-970, April.
• Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2014, "Time-Varying Fund Manager Skill," Journal of Finance, American Finance Association, volume 69, issue 4, pages 1455-1484, August.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014, "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, volume 69, issue 5, pages 2279-2337, October.
• Andrew S. Duncan & Alain Kabundi, 2014, "Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 4, pages 531-550, December.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal portfolio choice under decision-based model combinations," Working Paper, Norges Bank, number 2014/15, Nov.
• Michael Joyce & Zhuoshi Liu & Ian Tonks, 2014, "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England Staff Working Paper series, Bank of England, number 510, Sep.
• Masashi Saito & Yoshihiko Hogen, 2014, "Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows," Bank of Japan Research Papers, Bank of Japan, number 14-06-19, Jun.
• Fabian Kuehnhausen, 2014, "The Impact of Financial Innovation on Firm Stability," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, volume 1, issue 2, pages 211-239, March.
• Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih, 2014, "The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 4, pages 196-211, December.
• Espino Emilio, 2014, "Optimal portfolios with wealth-varying risk aversion in the neoclassical growth model," The B.E. Journal of Macroeconomics, De Gruyter, volume 14, issue 1, pages 1-26, January, DOI: 10.1515/bejm-2012-0044.
• Fabbri Giorgio & Federico Salvatore, 2014, "On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term," Mathematical Economics Letters, De Gruyter, volume 2, issue 3-4, pages 33-43, November, DOI: 10.1515/mel-2014-0011.
• Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers, Brandeis University, Department of Economics and International Business School, number 75, Jul.
• Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers, Brandeis University, Department of Economics and International Business School, number 75R, Jul, revised Jul 2016.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Brandeis University, Department of Economics and International Business School, number 80, Oct.
• Rafael Falcão Noda & Roy Martelanc & José Roberto Securato, 2014, "Mean-Variance Efficiency of the Market Portfolio," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 67-88.
• Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & Denis Borenstein, 2014, "Index Tracking with Control on the Number of Assets," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 89-119.
• Maria Alcina Rodrigues Batista Sanfins & Antonio Marcos Duarte Júnior, 2014, "Indexing Pension Funds with Exchange-Traded Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 2, pages 201-227.
• Marcelo C. Medeiros & Artur M. Passos & Gabriel F. R. Vasconcelos, 2014, "Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 2, pages 257-284.
• Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014, "Economic gains of realized volatility in the Brazilian stock market," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 3, pages 319-349.
• Gabriel Godofredo Fiuza de Bragança & Marcelo de Sales Pessoa & Katia Rocha, 2014, "Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 3, pages 385-409.
• Pedro Luiz Albertin Bono Milan & William Eid Junior, 2014, "High Portfolio Turnover And Performance Of Equity Mutual Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 4, pages 469-497.
• Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2014, "Asset Prices and Asymmetric Reasoning," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 14/640, May.
• Camille Godart & Mikael Petitjean, 2014, "De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 57, issue 3, pages 399-421.
• 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, Centre for Economic Policy Research, number 10016, Jun.
• Hassan, Tarek & Mertens, Thomas M., 2014, "Information Aggregation in a DSGE Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 10020, Jun.
• Haliassos, Michael & Karabulut, Yigitcan & Jansson, Thomas, 2014, "Incompatible European Partners? Cultural Predispositions and Household Financial Behavior," CEPR Discussion Papers, Centre for Economic Policy Research, number 10039, Jun.
• Huberman, Gur & Guasoni, Paolo & Ren, Dan, 2014, "Shortfall Aversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 10064, Jul.
• Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers, Centre for Economic Policy Research, number 10104, Aug.
• Patton, Andrew & Kruttli, Mathias, 2014, "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10151, Sep.
• van der Ploeg, Frederick & Wills, Samuel & ,, 2014, "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 10188, Oct.
• Devereux, Michael B & Yu, Changhua, 2014, "International Financial Integration and Crisis Contagion," CEPR Discussion Papers, Centre for Economic Policy Research, number 10209, Oct.
• Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014, "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10285, Dec.
• Fratzscher, Marcel & Bremus, Franziska, 2014, "Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 10296, Dec.
• Engle, Robert & Acharya, Viral & Pierret, Diane, 2014, "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers, Centre for Economic Policy Research, number 9800, Jan.
• Hvide, Hans K. & Östberg, Per, 2014, "Stock investments at work," CEPR Discussion Papers, Centre for Economic Policy Research, number 9837, Feb.
• Gabaix, Xavier & Maggiori, Matteo, 2014, "International Liquidity and Exchange Rate Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 9842, Feb.
• Inderst, Roman & Georgarakos, Dimitris & Deuflhard, Florian, 2014, "Financial Literacy and Savings Account Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 9882, Mar.
• Vayanos, Dimitri & Kondor, Péter, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 9885, Mar.
• Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo, 2014, "No-Bubble Condition: Model-Free Tests in Housing Markets," CEPR Discussion Papers, Centre for Economic Policy Research, 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.

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.