Research classified by Journal of Economic Literature (JEL) codes

2013

• Halime Temel Nalın, 2013, "Determinants of household saving and portfolio choice behaviour in Turkey," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 63, issue 3, pages 309-331, September.
• Ciprian MatiÅŸ & Eugenia MatiÅŸ, 2013, "Asymmetric Information In Insurance Field: Some General Considerations," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 15, pages 1-17.
• Mădălina - Gabriela Anghel & Liliana (Dincă) Paschia, 2013, "Using The Capm Model To Estimate The Profitability Of A Financial Instrument Portfolio," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 15, pages 1-19.
• Ciprian Codau, 2013, "Influencing Factors Of Valuation Multiples Of Companies," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 15, pages 1-4.
• Simon A. Broda, 2013, "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-04, May.
• Nevin Yoruk & S. Serdar Karaca & Mahmut Hekim & İsmail Tuna, 2013, "Examination of Relationship Between Stock Returns and Factors Affecting Capital Structure and Financial Ratios with ANFIS Method: An Application on ISE 100 Index," Anadolu University Journal of Social Sciences, Anadolu University, volume 13, issue 2, pages 101-114, June.
• Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit, 2013, "The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul," Anadolu University Journal of Social Sciences, Anadolu University, volume 13, issue 3, pages 55-64, September.
• João F. Caldeira, 2013, "Arbitragem Estatística, Estratégia Long-Short Pairs Trading, Abordagem com Cointegração Aplicada ao Mercado de Ações Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 1b, pages 521-546.
• Justine S. Hastings & Brigitte C. Madrian & William L. Skimmyhorn, 2013, "Financial Literacy, Financial Education, and Economic Outcomes," Annual Review of Economics, Annual Reviews, volume 5, issue 1, pages 347-373, May.
• Agostino Capponi & Jose Enrique Figueroa Lopez & Andrea Pascucci, 2013, "Dynamic Credit Investment in Partially Observed Markets," Papers, arXiv.org, number 1303.2950, Mar, revised Jun 2014.
• Krenar Avdulaj & Jozef Barunik, 2013, "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers, arXiv.org, number 1307.5981, Jul, revised Feb 2015.
• Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013, "A Benchmark Approach to Risk-Minimization under Partial Information," Papers, arXiv.org, number 1307.6036, Jul.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013, "Gold, Oil, and Stocks," Papers, arXiv.org, number 1308.0210, Aug, revised Mar 2014.
• Ventura Charlin & Arturo Cifuentes, 2013, "A new financial metric for the art market," Papers, arXiv.org, number 1309.6929, Sep, revised Jul 2015.
• Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The impact of systemic risk on the diversification benefits of a risk portfolio," Papers, arXiv.org, number 1312.0506, Dec.
• Sonja Brlecic Valcic & Branka Crnkovic Stumpf, 2013, "The Need For Approaching The Value In Use And Fair Market Value Within A Modern Concept Of Business Valuation Process," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 2, pages 379-396, december.
• Jelena Vidovic, 2013, "Investigation Of Stock Illiquidity On Central And South East European Markets In Naã Ve Portfolio Framework," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 2, pages 537-550, december.
• Nadia Linciano & Isadora Tarola, 2013, "High frequency trading. Effects and policy issues," BANCARIA, Bancaria Editrice, volume 10, pages 20-27, October.
• Andrea Lippi, 2013, "Current identifiable biases in Italian pension fund enrolment decisions," BANCARIA, Bancaria Editrice, volume 2, pages 26-38, February.
• Claudio Cacciamani & Lara Maini, 2013, "Italian Real Estate Funds’ financial investments," BANCARIA, Bancaria Editrice, volume 5, pages 63-73, May.
• Sílvia Bou & Magda Cayón, 2013, "The Price of Luck," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1304, Jun, revised Jun 2013.
• Sermin Gungor & Richard Luger, 2013, "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers, Bank of Canada, number 13-16, DOI: 10.34989/swp-2013-16.
• Shaofeng Xu, 2013, "An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt," Staff Working Papers, Bank of Canada, number 13-9, DOI: 10.34989/swp-2013-9.
• Eduardo Ariel Corso, 2013, "Cross Fertilizations and Controversies in the Origins and Evolution of Portfolio Selection Models," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 68, pages 43-74, June.
• Michele Manna & Emmanuela Bernardini & Mauro Bufano & Davide Dottori, 2013, "Modelling public debt strategies," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 199, Sep.
• Sara Cecchetti & Laura Sigalotti, 2013, "Forward-looking robust portfolio selection," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 913, Jun.
• Dieter Nautz, , "Herding in financial markets: Bridging the gap between theory and evidence," BDPEMS Working Papers, Berlin School of Economics, number 2013002.
• Camilo GOnzález, 2013, "Mercados interbancarios no colateralizados e información asimétrica: un mecanismo para lograr la participación plena de los bancos deficitarios cuando existen altos niveles y dispersión del riesgo de contraparte," Borradores de Economia, Banco de la Republica de Colombia, number 758, Feb, DOI: 10.32468/be.758.
• Andrés González & Martha Rosalba López Piñeros & Norberto Rodríguez Niño & Santiago Téllez, 2013, "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Borradores de Economia, Banco de la Republica de Colombia, number 759, Feb, DOI: 10.32468/be.759.
• Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013, "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia, Banco de la Republica de Colombia, number 766, May, DOI: 10.32468/be.766.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2013, "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia, Banco de la Republica de Colombia, number 779, Sep, DOI: 10.32468/be.779.
• Muhammad Nouman & Attaullah Shah, 2013, "Risk Adjusted Performance of Pakistani Mutual Funds," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 5, issue 2, pages 65-77, October, DOI: dx.doi.org/10.22547/BER/5.2.5.
• Luc Arrondel & Debbich, M. & Frédérique Savignac, 2013, "Financial Literacy and Financial Planning in France," Working papers, Banque de France, number 465.
• Fourel, G. & Bouloux, A.-N., 2013, "Les OPCVM français au travers de la crise (2008-2012)," Bulletin de la Banque de France, Banque de France, issue 192, pages 53-69.
• ARRONDEL, L. & ROGER, M. & Frédérique Savignac, 2013, "Patrimoine et endettement des ménages dans la zone euro :le rôle prépondérant de l’immobilier," Bulletin de la Banque de France, Banque de France, issue 192, pages 81-94.
• A.-N. Bouloux. & G. Fourel., 2013, "French investment funds during the crisis (2008-2012)," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 30, pages 45-69, Summer.
• Riedel, Frank & Hellmann, Tobias, 2014, "The Foster-Hart measure of riskiness for general gambles," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 474, Apr.
• Marco Jacopo Lombardi, 2013, "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers, Bank for International Settlements, number 420, Jul.
• Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013, "Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement," The Economic Record, The Economic Society of Australia, volume 89, issue 284, pages 31-51, March, DOI: 10.1111/ecor.2013.89.issue-284.
• David McCarthy & David Miles, 2013, "Optimal Portfolio Allocation for Corporate Pension Funds," European Financial Management, European Financial Management Association, volume 19, issue 3, pages 599-629, June, DOI: 10.1111/j.1468-036X.2010.00594.x.
• Alejandro Cuñat & Christian Fons-Rosen, 2013, "Relative Factor Endowments And International Portfolio Choice," Journal of the European Economic Association, European Economic Association, volume 11, issue 1, pages 166-200, February, DOI: j.1542-4774.2012.01104.x.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013, "Liquidity Cycles and Make/Take Fees in Electronic Markets," Journal of Finance, American Finance Association, volume 68, issue 1, pages 299-341, February, DOI: j.1540-6261.2012.01801.x.
• Andrew J. Patton & Tarun Ramadorai, 2013, "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, volume 68, issue 2, pages 597-635, April, DOI: jofi.12008.
• David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013, "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, volume 68, issue 3, pages 1133-1178, June.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2013, "Dynamic Trading with Predictable Returns and Transaction Costs," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2309-2340, December, DOI: 10.1111/jofi.12080.
• Andy Fodor & Kevin Krieger & Nathan Mauck & Greg Stevenson, 2013, "Predicting Extreme Returns And Portfolio Management Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 36, issue 4, pages 471-492, December.
• Dirk Broeders & An Chen, 2013, "Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 2, pages 239-272, June.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Vasily Kartashov, 2013, "Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 3, pages 649-676, September.
• Hyoung-Seok Lim & Masao Ogaki, 2013, "A Theory of Exchange Rates and the Term Structure of Interest Rates," Review of Development Economics, Wiley Blackwell, volume 17, issue 1, pages 74-87, February, DOI: 10.1111/rode.2013.17.issue-1.
• Manuela Deidda, 2013, "Precautionary Saving, Financial Risk, and Portfolio Choice," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 59, issue 1, pages 133-156, March, DOI: 10.1111/roiw.2013.59.issue-1.
• David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013, "Financial dependence analysis: applications of vine copulas," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 67, issue 4, pages 403-435, November, DOI: 10.1111/stan.12015.
• Hyun-Hoon Lee & Hyeon-Seung Huh & Donghyun Park, 2013, "Financial Integration in East Asia: An Empirical Investigation," The World Economy, Wiley Blackwell, volume 36, issue 4, pages 396-418, April, DOI: 10.1111/twec.2013.36.issue-4.
• M. Shahid Embrahim & Sourafel Girma & M. Eskander Shah & Jonathan Williams, 2013, "Rationalizing the Value Premium in Emerging Markets," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 13010, Sep.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper, Norges Bank, number 2013/19, Aug.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper, Norges Bank, number 2013/22, Sep.
• George T. Palaiodimos, 2013, "Putting the EMU integration into a new perspective: the case of capital market holdings," Working Papers, Bank of Greece, number 168, Dec.
• Joonkyung Ha & Eunseok Lee, 2013, "Total Factor Productivity and Growth Potential: A Macro-Perspective Analysis on R&D Investment in OECD Countries (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 2, pages 25-57, June.
• Seung Hwan Lee, 2013, "Systemic Liquidity Shortages and Interbank Network Structures," Working Papers, Economic Research Institute, Bank of Korea, number 2013-4, Mar.
• Sirajum Munira Sarwar & Gulnur Muradoglu, 2013, "Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 99-114, December.
• Larry G. Epstein & Emmanuel Farhi & Tomasz Strzaleck, 2013, "How Much Would You Pay to Resolve Long-Run Risk?," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2013-002, Feb.
• Kalyvitis Sarantis & Panopoulou Ekaterini, 2013, "Estimating C-CAPM and the equity premium over the frequency domain," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 5, pages 551-571, December, DOI: 10.1515/snde-2013-0019.
• Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013, "Forecasting Stock Returns under Economic Constraints," Working Papers, Brandeis University, Department of Economics and International Business School, number 57, May.
• Rodrigo Fernandes Malaquias & William Eid Junior, 2013, "Market Efficiency and Performance of Multimarket Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 119-142.
• Alexandre Rubesam & André Lomonaco Beltrame, 2013, "Minimum Variance Portfolios in the Brazilian Equity Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 81-118.
• Rafael Felipe Schiozer & Diego Lins de Albuquerque Pennachi Tejerina, 2013, "Risk Exposure and Net Flow in Investment Funds: Do Shareholders Monitor Asset Allocation?," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 4, pages 527-558.
• Anastasia Petraki & Anna Zalewska, 2013, "With whom and in what is it better to save? Personal pensions in the UK," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 13/304, Apr.
• Anastasia Petraki & Anna Zalewska, 2013, "Jumping over a low hurdle: Personal pension fund performance," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 13/305, May.
• Kathryn Graddy & Philip Margolis, 2013, "Old Italian Violins: A New Investment Strategy," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 7.
• Davide Pettenuzzo, 2013, "To Predict the Equity Market, Consult Economic Theory," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 8, revised 2014.
• Ute Filipiak, 2013, "Trusting Financial Institutions: Out of Reach, out of Trust?," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp13002, Feb.
• Christian Andres & André Betzer & Peter Limbach, 2013, "Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP13006, Aug.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, volume 34, issue 1, pages 7-41.
• Maxime Merli & Tristan Roger, 2013, "What drives the herding behavior of individual investors?," Finance, Presses universitaires de Grenoble, volume 34, issue 3, pages 67-104.
• David Le Bris, 2013, "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Recherches économiques de Louvain, De Boeck Université, volume 79, issue 3, pages 71-89.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/06, Jan.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/08, Feb.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modeling and Management: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/22, Jun.
• Francesco Menoncin & Elena Vigna, 2013, "Mean-variance target-based optimisation in DC plan with stochastic interest rate," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 337.
• Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta, 2013, "Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 338.
• Richard Guay & Laurence Allaire, 2013, "Long-Term Returns: a Reality Check for Pension Funds and Retirement Savers," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 395, December.
• Thiemo Fetzer & Maitreesh Ghatak & Jonathan de Quidt, 2013, "Group Lending Without Joint Liability," STICERD - Economic Organisation and Public Policy Discussion Papers Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 044, Jul.
• Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013, "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series, CESifo, number 4070.
• Christian Gollier, 2013, "Asset Pricing with Uncertain Betas: A Long-Term Perspective," CESifo Working Paper Series, CESifo, number 4072.
• Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013, "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," CESifo Working Paper Series, CESifo, number 4275.
• Arno Riedl & Paul Smeets, 2013, "Why Do Investors Hold Socially Responsible Mutual Funds?," CESifo Working Paper Series, CESifo, number 4403.
• Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013, "Was bewegt den DAX?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 66, issue 23, pages 32-36, December.
• Suleyman Basak & Dmitry Makarov, 2013, "Competition among Portfolio Managers and Asset Specialization," Working Papers, Center for Economic and Financial Research (CEFIR), number w0194, Apr.
• Todd Moss and Ross Thuotte, 2013, "Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa," Working Papers, Center for Global Development, number 316, Mar.
• Yan Dolinsky & Halil Mete Soner, 2013, "Robust Hedging with Proportional Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-11, Mar.
• Jan Kallsen & Johannes Muhle-Karbe, 2013, "The General Structure of Optimal Investment and Consumption with Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-15, Apr.
• Halil Mete Soner & Mirjana Vukelja, 2013, "Utility Maximization in an Illiquid Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-17, Apr.
• Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2013, "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-19, Jan.
• Antonio Mele & Yoshiki Obayashi & Catherine Shalen, 2013, "Dynamics of Interest Rate Swap and Equity Volatilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-23, Apr.
• Antonio Mele & Yoshiki Obayashi, 2013, "Credit Variance Swaps and Volatility Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-24, Apr.
• Antonio Mele & Yoshiki Obayashi, 2013, "Volatility Indexes and Contracts for Eurodollar and Related Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-25, Apr.
• Antonio Mele & Yoshiki Obayashi, 2013, "Volatility Indexes and Contracts for Government Bonds and Time Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-26, Apr.
• Antonio Mele & Yoshiki Obayashi, 2013, "The Price of Government Bond Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-27, Apr.
• Albert Altarovici & Johannes Muhle-Karbe & Halil Mete Soner, 2013, "Asymptotics for Fixed Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-35, Jun.
• Marc S. Paolella & Pawel Polak, 2013, "COMFORT: A Common Market Factor Non-Gaussian Returns Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-38, Jul, revised Sep 2014.
• Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-39, Jul, revised Dec 2018.
• Tony Berrada & Jerome Detemple & Marcel Rindisbacher, 2013, "Asset Pricing with Regime-Dependent Preferences and Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-44, Aug, revised Oct 2013.
• Ludovic Cales & Eric Jondeau & Michael Rockinger, 2013, "Long-Term Portfolio Management with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-45, Sep.
• Christoph Czichowsky & Johannes Muhle-Karbe & Walter Schachermayer, 2013, "Transaction Costs and Shadow Prices in Discrete Time," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-51, Oct.
• Semyon Malamud & Marzena J. Rostek, 2013, "Decentralized Exchange," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-52, Sep, revised Apr 2018.
• Angie Andrikogiannopoulou & Filippos Papakonstantinou, 2013, "Heterogeneity in Risk Preferences: Evidence from a Real-World Betting Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-53, Mar.
• Martin Hoesli & Elias Oikarinen, 2013, "Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-56, Nov, revised Jan 2015.
• Julien Hugonnier & Rodolfo Prieto, 2013, "Asset Pricing with Arbitrage Activity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-57, Nov.
• Martin Herdegen & Sebastian Herrmann, 2013, "Optimal Investment in a Black-Scholes Model with a Bubble," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-58, Nov.
• Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2013, "Capital Requirements with Defaultable Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-66, Dec.
• Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2013, "Beyond Cash-Additive Risk Measures: When Changing the Numeraire Fails," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-67, Dec.
• Christoph Kühn & Johannes Muhle-Karbe, 2013, "Optimal Liquidity Provision," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-71, Feb.
• Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2017, "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-53, Dec.
• Lanwenjing Yin & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013, "Dependence structure analysis between stock index futures and spot markets in the case of the “Golden week” effect," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 4, pages 75-86, December.
• Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013, "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers, Chapman University, Economic Science Institute, number 13-13.
• Gianluca Cafiso, 2013, "Public-Debt Financing in the case of External Debt," Working Papers, CEPII research center, number 2013-37, Nov.
• Theo Berger, 2013, "Forecasting value-at-risk using time varying copulas and EVT return distributions," International Economics, CEPII research center, issue 133, pages 93-106.
• Jordi Mondria & Thomas Wu, 2013, "Imperfect financial integration and asymmetric information: competing explanations of the home bias puzzle?," Canadian Journal of Economics, Canadian Economics Association, volume 46, issue 1, pages 310-337, February, DOI: 10.1111/caje.12013.
• Anat Bracha & Donald Brown, 2013, "(Ir)rational Exuberance: Optimism, Ambiguity, and Risk," Levine's Working Paper Archive, David K. Levine, number 786969000000000782, Sep.
• Anat Bracha & Donald Brown, 2013, "Keynesian Utilities: Bulls and Bears," Levine's Working Paper Archive, David K. Levine, number 786969000000000792, Sep.
• Mihaela SUDACEVSCHI, 2013, "Analysis Of The Bucharest Stock Exchange Indices Structure," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 29, pages 326-339, October.
• Corina MICULESCU, 2013, "The Role Of The European Funding In The Context Of The Economic Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 1, pages 106-113, June.
• Gargano & E. Otranto, 2013, "Financial Clustering in Presence of Dominant Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201318.
• María Isabel Cambón Murcia & Ramiro Losada, 2013, "Evidence from purchases and redemptions in the Spanish equity fund market," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no 56.
• Sergio Mario Ferro C√°rdenas, 2013, "Patrones Visuales en An√°lisis T√©cnico: Identificaci√≥n Algor√≠tmica y Evaluaci√≥n de Estrategias de Inversi√≥n," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11469, Aug.
• Orlando Alberto Camacho Reina, 2013, "Selecci√≥n Estrat√©gica de Activos bajo No-normalidad: An√°lisis del Rendimiento de un Portafolio de Inversi√≥n," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11891, Sep.
• Diego Ramos Toro, 2013, "Estimating Risk and Excessive Risk-Taking in Colombia´s Commercial Banks," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• María Isabel Restrepo Estrada & Juan Miguel Mar�n Diazaraque, 2013, "Imputación de ingresos en la Gran Encuesta Integrada de Hogares (GEIH) de 2010," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Camilo Gonz�lez, 2013, "Mercados interbancarios no colateralizados e informaci�n asim�trica: un mecanismo para lograr la participaci�n plena de los bancos deficitarios cuando," Borradores de Economia, Banco de la Republica, number 10466, Feb.
• Andr�s Gonz�lez & Martha Rosalba L�pez Pi�eros & Norberto Rodr�guez & Santiago T�llez, 2013, "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Borradores de Economia, Banco de la Republica, number 10483, Feb.
• Carlos Eduardo L�on Rinc�n & Karen Juliet Leiton & Jhonatan P�rez Villalobos, 2013, "Extracting the sovereigns� CDS market hierarchy: a correlation-filtering approach," Borradores de Economia, Banco de la Republica, number 10749, May.
• Jos� E. G�mez-Gonz�lez & Luis Fernando Melo Velandia, 2013, "Efectos de ��ngeles ca�dos� en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia, Banco de la Republica, number 10977, Sep.
• Julio César Alonso & Juan Manuel Chaves, 2013, "Valor en riesgo: evaluación del desempeno de diferentes metodologías para 5 países latinoamericanos," Estudios Gerenciales, Universidad Icesi.
• Marisol Valencia & Alejandro Bedoya, 2013, "Prueba de sesgo sobre rendimientos financieros en el mercado colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 80, pages 79-102.
• Miller Janny Ariza Garzón & Elsa Susana Reyes Quintanilla & Luisa Fernanda Velasco Cardona, 2013, "Microbonos. Una alternativa de inversión para los Estratos Uno, Dos y Tres," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Yolanda Álvarez Sánchez & Rubén Darío Díaz Mateus & Jorge Enrique Saiz, 2013, "Empresas de familia rurales, relaciones de género, relaciones de poder. Caso Lenguazaque, Cundinamarca," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Andrés Felipe Arce Mesa & Deisy Liliana Rodríguez & Sonia Fernanda Garavito, 2013, "Determinantes de la fecundidad en el Departamento de Antioquia," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Andrés Mauricio Gómez Sánchez & Jos� Gabriel Astaiza G�mez, 2013, "Ciclo económico y prima por riesgo en el mercado accionario colombiano," Revista Ecos de Economía, Universidad EAFIT.
• Ignacio Velez-Pareja, Joseph Tham Rauf Ibragimov & Ignacio V√©lez-Pareja & Joseph Tham, 2013, "Mejora de la Medici√≥n del Desempeno con el VEA (EVA) Operativo Y Total (Sharpening Performance Measurement with the Operating and Total EVA)," Proyecciones Financieras y Valoración, Master Consultores, number 10720, Mar.
• Ignacio Velez-Pareja, Joseph Tham Rauf Ibragimov & Ignacio V√©lez-Pareja & Joseph Tham, 2013, "EVA Performance Measurement is Faulty: So You May Be Persuaded to Switch to a Robust OEVA-TEVA Alternative," Proyecciones Financieras y Valoración, Master Consultores, number 10721, Feb.
• Carlo Alberto Magni, 2013, "Generalized Makeham's Formula and Economic Profitability," Proyecciones Financieras y Valoración, Master Consultores, number 10992, Sep.
• Rob Aalbers, 2013, "Optimal Discount Rates for Investments in Mitigation and Adaptation," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 257, Sep.
• Anna Czapkiewicz & Artur Machno, 2013, "Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 145-162.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2013, "Forecasting Stock Returns under Economic Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 9377, Mar.
• Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 9407, Mar.
• Engle, Robert & Acharya, Viral & Pierret, Diane, 2013, "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers, Centre for Economic Policy Research, number 9431, Apr.
• Uppal, Raman & DeMiguel, Victor & Nogales, Francisco J., 2013, "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 9456, Apr.
• Uppal, Raman & Bhamra, Harjoat Singh, 2013, "Asset Prices with Heterogeneity in Preferences and Beliefs," CEPR Discussion Papers, Centre for Economic Policy Research, number 9459, May.
• Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2013, "Conditional Risk Premia in Currency Markets and Other Asset Classes," CEPR Discussion Papers, Centre for Economic Policy Research, number 9484, May.
• Meyer, Margaret & Strulovici, Bruno, 2013, "The Supermodular Stochastic Ordering," CEPR Discussion Papers, Centre for Economic Policy Research, number 9486, May.
• Ghatak, Maitreesh & Fetzer, Thiemo & de Quidt, Jonathan, 2013, "Group Lending Without Joint Liability," CEPR Discussion Papers, Centre for Economic Policy Research, number 9578, Jul.
• Hau, Harald & Lai, Sandy, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers, Centre for Economic Policy Research, number 9581, Aug.
• Guiso, Luigi & Zingales, Luigi & Sapienza, Paola, 2013, "Time Varying Risk Aversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 9589, Aug.
• Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013, "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 9691, Oct.
• Guiso, Luigi & Viviano, Eliana, 2013, "How Much Can Financial Literacy Help?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9693, Oct.
• Pedersen, Lasse Heje & Frazzini, Andrea & Kabiller, David, 2013, "Buffett?s Alpha," CEPR Discussion Papers, Centre for Economic Policy Research, number 9769, Dec.
• Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013, "Carry," CEPR Discussion Papers, Centre for Economic Policy Research, number 9771, Dec.
• Fabian Irek & Thorsten Lehnert, 2013, "Do Fund Investors Know that Risk is Sometimes not Priced?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-1.
• Jang Schiltz & Marc Boissaux, 2013, "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-3.
• Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer & Mariela Stefanova, 2013, "The Lure of the Brand: Evidence from the European Mutual Fund Industry," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-8.
• Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013, "Optimal Financial Knowledge and Wealth Inequality," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 133, Mar.
• Annamaria Lusardi & Olivia S. Mitchell, 2013, "The Economic Importance of Financial Literacy: Theory and Evidence," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 134, Apr.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013, "On the inefficiency of Brownian motions and heavier tailed price processes," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number id-13-01.
• David LE BRIS, 2013, "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2013033, Sep.
• Hening Liu, 2013, "Optimal Consumption and Portfolio Choice under Ambiguity for a Mean-reverting Risk Premium in Complete Markets," Annals of Economics and Finance, Society for AEF, volume 14, issue 1, pages 21-52, May.
• Xiangbo Liu & Zijun Liu & Zhigang Qiu, 2013, "Stock Market Manipulation in the Presence of Fund Flows," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 483-491, November.
• Jizheng Huang & Heng-fu Zou, 2013, "Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 367-384, November.
• Christoffersen, Peter & Langlois, Hugues, 2013, "The Joint Dynamics of Equity Market Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 5, pages 1371-1404, October.
• DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013, "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 6, pages 1813-1845, December.
• Bouri, Elie I., 2013, "Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices," Journal of Wine Economics, Cambridge University Press, volume 8, issue 1, pages 49-68, May.
• Seyoum-Tegegn, Emayenesh & Chan, Chris, 2013, "What Is Making Vineyard Investment in Northwest Victoria, Australia, Slow to Adjust?," Journal of Wine Economics, Cambridge University Press, volume 8, issue 1, pages 83-102, May.
• Anat Bracha & Donald J. Brown, 2013, "Keynesian Utilities: Bulls and Bears," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1891, Apr.
• Anat Bracha & Donald J. Brown, 2013, "(Ir)Rational Exuberance: Optimism, Ambiguity and Risk," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1898, Jun.
• Anat Bracha & Donald J. Brown, 2013, "Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1898R, Jun, revised Jun 2014.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1903, Jul.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1903R, Jul, revised Mar 2015.