Research classified by Journal of Economic Literature (JEL) codes

2013

• Collin Raymond & Daniel J. Benjamin & Matthew Rabin, 2013, "A Model of Non-Belief in the Law of Large Numbers," Economics Series Working Papers, University of Oxford, Department of Economics, number 672, Sep.
• Belles-Sampera, Jaume & Santolino, Miguel, 2013, "Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva: una aplicación de las medidas de riesgo distorsionadas || Optimal Capital Allocation Based on the Risk Profile of Collective Investment Schemes: An ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 15, issue 1, pages 65-86, June.
• Y Ito & S Managi & A Matsuda, 2013, "Performances of socially responsible investment and environmentally friendly funds," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 64, issue 11, pages 1583-1594, November.
• Marc Boissaux & Jang Schiltz, 2013, "Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Virginie Terraza & Hery Razafitombo, "Understanding Investment Funds", DOI: 10.1057/9781137273611_6.
• B. Michael Gilroy & Heike Schreckenberg & Volker Seiler, 2013, "Water as an Asset Class (Revised Version)," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 55, Mar.
• Stanislav Skapa, 2013, "Commodities As A Tool Of Risk Diversification," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 8, issue 2, pages 65-77, June, DOI: 10.12775/EQUIL.2013.012.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013, "Corporate Cash Holding in Asia," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 201311, Oct.
• Da Costa Jr, Newton & Goulart, Marco & Cupertino, Cesar & Macedo Jr, Jurandir & Da Silva, Sergio, 2013, "The disposition effect and investor experience," MPRA Paper, University Library of Munich, Germany, number 43570.
• Fulbert, Tchana Tchana & Georges, Tsafack, 2013, "The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance," MPRA Paper, University Library of Munich, Germany, number 43797, May.
• Bai, Zhidong & Li, Hua & Wong, Wing-Keung, 2013, "The best estimation for high-dimensional Markowitz mean-variance optimization," MPRA Paper, University Library of Munich, Germany, number 43862, Jan.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Two-moment decision model for location-scale family with background asset," MPRA Paper, University Library of Munich, Germany, number 43864, Jan.
• Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2013, "Risks of large portfolios," MPRA Paper, University Library of Munich, Germany, number 44206, Feb.
• Du, Julan & Leung, Charles Ka Yui & Chu, Derek, 2013, "Return enhancing, cash-rich or simply empire-building? An empirical investigation of corporate real estate holdings," MPRA Paper, University Library of Munich, Germany, number 44253, Feb.
• Hassine, Marlène & Roncalli, Thierry, 2013, "Measuring Performance of Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 44298, Feb.
• Spataro, Luca & Corsini, Lorenzo, 2013, "Endogenous financial literacy, saving and stock market participation," MPRA Paper, University Library of Munich, Germany, number 44342, Feb.
• Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013, "A Note on Almost Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 44365, Feb.
• El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013, "On the pricing and hedging of options for highly volatile periods," MPRA Paper, University Library of Munich, Germany, number 45272, Mar.
• Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013, "The drivers of downside equity tail risk," MPRA Paper, University Library of Munich, Germany, number 45591, Feb.
• Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen, 2013, "The cross-section of tail risks in stock returns," MPRA Paper, University Library of Munich, Germany, number 45592, Feb.
• P., Srinivasan & M., Kalaivani, 2013, "Stock Market Linkages in Emerging Asia-Pacific Markets," MPRA Paper, University Library of Munich, Germany, number 45871, Apr.
• Dominique, C-Rene, 2013, "Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors," MPRA Paper, University Library of Munich, Germany, number 46451, Apr.
• Govori, Fadil, 2013, "The performance of commercial banks and the determinants of profitability: Evidence from Kosovo," MPRA Paper, University Library of Munich, Germany, number 46824, May.
• Blanchard, Michel & Bernard, philippe, 2013, "The performance of mutual funds on French stock market:Do star funds’ managers exist or do funds have to hire chimpanzees?," MPRA Paper, University Library of Munich, Germany, number 46896, May.
• Hannah, Lincoln, 2013, "Funding Cost and a New Capital Model," MPRA Paper, University Library of Munich, Germany, number 47111, May.
• Swamy, Vighneswara, 2013, "Euro Zone Debt Crisis: Implications for Indian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 47658, Jun.
• Roncalli, Thierry, 2013, "Introduction to Risk Parity and Budgeting," MPRA Paper, University Library of Munich, Germany, number 47679, Jun.
• Hearn, Bruce, 2013, "Size and liquidity effects in Nigeria: an industrial sector study," MPRA Paper, University Library of Munich, Germany, number 47975, Jan.
• Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013, "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 48204, Jul.
• Cazalet, Zelia & Grison, Pierre & Roncalli, Thierry, 2013, "The Smart Beta Indexing Puzzle," MPRA Paper, University Library of Munich, Germany, number 48823, Jul.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Almost Stochastic Dominance and Moments," MPRA Paper, University Library of Munich, Germany, number 49205, Aug.
• Antoniades, Adonis, 2013, "Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications," MPRA Paper, University Library of Munich, Germany, number 49270, Jul.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Almost Stochastic Dominance and Moments," MPRA Paper, University Library of Munich, Germany, number 49274, Aug.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Make Almost Stochastic Dominance really Almost," MPRA Paper, University Library of Munich, Germany, number 49745, Sep.
• Cantillo, Andres, 2013, "Survey of Literature on Portfolio Theory," MPRA Paper, University Library of Munich, Germany, number 49772, Aug.
• Roncalli, Thierry, 2013, "Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 49821, Jul.
• Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry, 2013, "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," MPRA Paper, University Library of Munich, Germany, number 49822, Sep.
• De Luca, Giovanni & Zuccolotto, Paola, 2013, "A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering," MPRA Paper, University Library of Munich, Germany, number 50129, Aug.
• Charlin, Ventura & Cifuentes, Arturo, 2013, "A new financial metric for the art market," MPRA Paper, University Library of Munich, Germany, number 50186, Sep.
• Scorbureanu, Alexandrina Ioana, 2013, "Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects," MPRA Paper, University Library of Munich, Germany, number 50208, Sep.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper, University Library of Munich, Germany, number 50940, Oct, revised 23 Oct 2013.
• Mishra, Anil, 2013, "Measures of Equity Home Bias Puzzle," MPRA Paper, University Library of Munich, Germany, number 51223, Nov.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "An analysis of portfolio selection with multiplicative background risk," MPRA Paper, University Library of Munich, Germany, number 51331, Nov.
• Nath, Golaka, 2013, "Repo Market – A Tool to Manage Liquidity in Financial Institutions," MPRA Paper, University Library of Munich, Germany, number 51590, Nov.
• Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013, "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper, University Library of Munich, Germany, number 51703, Nov.
• Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013, "Moment Conditions for Almost Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 51725, Nov.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities," MPRA Paper, University Library of Munich, Germany, number 51741, Nov.
• Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013, "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper, University Library of Munich, Germany, number 51744, Nov.
• Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013, "Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk," MPRA Paper, University Library of Munich, Germany, number 51827, Dec.
• Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper, University Library of Munich, Germany, number 52368, Dec.
• Evans, Olaniyi, 2013, "Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach," MPRA Paper, University Library of Munich, Germany, number 52458, Dec.
• So, Leh-chyan, 2013, "Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis," MPRA Paper, University Library of Munich, Germany, number 52493.
• Chiny, Faycal, 2013, "Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
  [The Investment Process In The Presence On Risk : Choosing A Sequence]," MPRA Paper, University Library of Munich, Germany, number 52527, Dec, revised 29 Dec 2013.
• Fung, Ka Wai Terence & Wan, Wilson, 2013, "The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline," MPRA Paper, University Library of Munich, Germany, number 52568.
• Luo, Yulei & Young, Eric, 2013, "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper, University Library of Munich, Germany, number 52904, Jul.
• Jarraya, Bilel & Bouri, Abdelfettah, 2013, "Multiobjective optimization for the asset allocation of European nonlife insurance companies," MPRA Paper, University Library of Munich, Germany, number 53697, revised 2013.
• Jarraya, Bilel, 2013, "Asset allocation and portfolio optimization problems with metaheuristics: a literature survey," MPRA Paper, University Library of Munich, Germany, number 53698, revised 2013.
• Shaikh, Salman, 2013, "Investment Decisions by Analysts: A Case Study of KSE," MPRA Paper, University Library of Munich, Germany, number 53802, Dec.
• Shaikh, Salman, 2013, "Micro Foundations of Savings Behavior in Urban Pakistan," MPRA Paper, University Library of Munich, Germany, number 53805, Dec.
• Glushetskiy, Andrey & Minasyan, Vigen, 2013, "Special Legal Instruments for Placement of Shares in the Course of a Joint Stock Company Reorganization: «Stock Conversion Procedure»," MPRA Paper, University Library of Munich, Germany, number 54380.
• Mehta, Salil, 2013, "Sophisticated gambler’s ruin and survival chances," MPRA Paper, University Library of Munich, Germany, number 54731, Nov.
• Tomić, Bojan, 2013, "The application of the capital asset pricing model on the Croatian capital market," MPRA Paper, University Library of Munich, Germany, number 55764, revised 2013.
• Boukef Jlassi, Nabila & Hamdi, Helmi, 2013, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," MPRA Paper, University Library of Munich, Germany, number 55779, revised 2014.
• Nagayev, Ruslan & Masih, Mansur, 2013, "The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios," MPRA Paper, University Library of Munich, Germany, number 58852, Aug.
• Masih, Mansur & Majid, Hamdan Abdul, 2013, "The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications," MPRA Paper, University Library of Munich, Germany, number 58946, Aug.
• Kariastanto, Bayu, 2013, "Small Share of the Islamic Banks in Indonesia, Supply-side Problems?," MPRA Paper, University Library of Munich, Germany, number 61248, Jul.
• Shafaai, Shafizal & Masih, Mansur, 2013, "Determinants of cost of equity: The case of Shariah-compliant Malaysian firms," MPRA Paper, University Library of Munich, Germany, number 62364, Aug.
• Šoba, Oldřich & Širůček, Martin & Havíř, Tomáš, 2013, "Závislost cen akcií ropných společností na ceně ropy
  [The dependence of oil company's stock price on oil price]," MPRA Paper, University Library of Munich, Germany, number 62899, revised 2013.
• Genest, Benoit & Rego, David & Freon, Helene, 2013, "Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -," MPRA Paper, University Library of Munich, Germany, number 62908, Aug.
• Muteba Mwamba, John & Mhlanga, Isaah, 2013, "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper, University Library of Munich, Germany, number 64387, Aug.
• Breckenfelder, Johannes, 2013, "Competition between high-frequency traders, and market quality," MPRA Paper, University Library of Munich, Germany, number 66715, Mar, revised Dec 2013.
• Urbina, Jilber & Guillén, Montserrat, 2013, "An application of capital allocation principles to operational risk," MPRA Paper, University Library of Munich, Germany, number 75726, Dec, revised Dec 2013.
• Bennaceur, Fatma & Bendob, Ali, 2013, "اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010
  [Testing the relationship between EURIBOR and share prices in emerging stock markets Econometric study during the period 1999-2010]," MPRA Paper, University Library of Munich, Germany, number 76077, Nov, revised Feb 2014.
• Yildirim, Ramazan & Masih, Mansur, 2013, "Relationship between regional Shariah stock markets: The cointegration and causality," MPRA Paper, University Library of Munich, Germany, number 76281, Dec.
• Trofimov, Ivan D., 2013, "Nonparametric approach to portfolio diversification: the case of Australian equity market," MPRA Paper, University Library of Munich, Germany, number 79562.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, University of Pretoria, Department of Economics, number 201351, Sep.
• Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013, "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201365, Nov.
• Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2013, "Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?," Working Papers, University of Pretoria, Department of Economics, number 201381, Dec.
• Marcos Álvarez-Díaz & Shawkat Hammoudeh & Rangan Gupta, 2013, "Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions," Working Papers, University of Pretoria, Department of Economics, number 201385, Dec.
• Adam Borovička, 2013, "Analysis of the Capital Market Via Stochastic Dominance and Multi-Criteria Interactive Method
  [Analýza kapitálového trhu pomocí stochastické dominance a vícekriteriální interaktivní metody]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2013, issue 1, pages 26-45, DOI: 10.18267/j.aop.391.
• Silvo Dajčman, 2013, "Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 1, pages 28-49, DOI: 10.18267/j.pep.439.
• Dariusz Filip, 2013, "Returns and Persistence of Investment Fund Performance in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 3, pages 324-342, DOI: 10.18267/j.pep.455.
• Alfonso Mendoza Velázquez (autor) (ed.), 2013, "International Finance and Risk Management," Books, Centro de Investigación e Inteligencia Económica (CIIE), Departamento de Ciencias Sociales - UPAEP, number 3, edition 0.
• Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, 2013, "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 106061, Jan.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, , "Finance and the Preservation of Wealth," Working Paper, Harvard University OpenScholar, number 81051.
• Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2013, "On the Benefits of Equicorrelation for Portfolio Allocation," NCER Working Paper Series, National Centre for Econometric Research, number 99, Dec.
• Gianni La Cava, 2013, "Liquidity Shocks and the US Housing Credit Crisis of 2007–2008," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-05, May.
• Joëlle Miffre & Chris Brooks, 2013, "Did Long-Short Investors Destabilize Commodity Markets?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-03, Apr, revised Sep 2013.
• Doriana Ruffino, 2013, "Code and data files for "Resuscitating Businessman Risk: A Rationale for Familiarity-based Portfolios"," Computer Codes, Review of Economic Dynamics, number 11-295, revised .
• Hui Chen & Nengjiu Ju & Jianjun Miao, 2013, "Code and data files for "Dynamic Asset Allocation with Ambiguous Return Predictability"," Computer Codes, Review of Economic Dynamics, number 12-77, revised .
• Andrea Caggese & Vicente Cunat, 2013, "Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate Productivity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 16, issue 1, pages 177-193, January, DOI: 10.1010/j.red.2012.10.004.
• Cyril Monnet & Francesca Carapella, 2013, "Dealers' Insurance, Market Structure And Liquidity," 2013 Meeting Papers, Society for Economic Dynamics, number 1144.
• Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch, 2013, "International Portfolios: A Comparison of Solution Methods," 2013 Meeting Papers, Society for Economic Dynamics, number 1146.
• Raman Uppal & Harjoat Bhamra, 2013, "Asset Prices with Heterogeneity in Preferences and Beliefs," 2013 Meeting Papers, Society for Economic Dynamics, number 1344.
• Noam Yuchtman & Florian Ederer & Bruno Ferman & Leonardo Bursztyn, 2013, "Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment," 2013 Meeting Papers, Society for Economic Dynamics, number 222.
• Tack Yun & Eunmi Ko & Jinsook Kim, 2013, "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," 2013 Meeting Papers, Society for Economic Dynamics, number 527.
• Tobias Broer, 2013, "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," 2013 Meeting Papers, Society for Economic Dynamics, number 618.
• Yuliy Sannikov & Markus Brunnermeier, 2013, "The I-Theory of Money," 2013 Meeting Papers, Society for Economic Dynamics, number 620.
• Andrey Kudryavtsev, 2013, "Think About Tomorrow Morning: Opening Stock Returns May Show Reversals," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 50, pages 51-64, December.
• Silvo Dajcman, 2013, "Dependence between Croatian and European stock markets – A copula GARCH approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 31, issue 2, pages 209-232.
• Enrico Maria Cervellati & Pierpaolo Pattitoni & Marco Savioli, 2013, "Entrepreneurial Under-Diversification: Over Optimism and Overconfidence," Working Paper series, Rimini Centre for Economic Analysis, number 09_13, Jan, revised May 2016.
• Hao Liu & Winfried Pohlmeier, 2013, "Risk Preferences and Estimation Risk in Portfolio Choice," Working Paper series, Rimini Centre for Economic Analysis, number 47_13, Aug.
• Dimitrios D. Thomakos & Fotis Papailias, 2013, "Covariance Averaging for Improved Estimation and Portfolio Allocation," Working Paper series, Rimini Centre for Economic Analysis, number 66_13, Dec.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013, "Corporate Cash Holding in Asia," ADB Economics Working Paper Series, Asian Development Bank, number 381, Oct.
• Alexandr Travkin, 2013, "Pair copula constructions in portfolio optimization ploblem," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 32, issue 4, pages 110-133.
• Md. Sajedur Rahman & Md. Ali Ahsan, 2013, "Foreign Direct Investment as an Instrument for promoting Economic Development in Bangladesh," Asian Business Review, Asian Business Consortium, volume 3, issue 2, pages 92-99.
• Zehra Abdioglu & Nurdan Degirmenci, 2013, "Seasonal Anomalies in Istanbul Stock Exchange," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 3, pages 1-55.
• Ivan D. Trofimov, 2013, "Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australian," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 1, pages 87-112.
• Georgios Charalampous & Reinhard Madlener, 2013, "Risk Management and Portfolio Optimization for Gas- and Coal-fired Power Plants in Germany: A Multivariate GARCH Approach," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 23/2013, Dec.
• Aviral Kumar Tiwari & Arif Billah Dar & Niyati Bhanja & Aasif Shah, 2013, "Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 28, pages 441-456.
• David H. Bailey & Marcos López de Prado & Eva del Pozo, 2013, "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, volume 2, issue 1, pages 99-109.
• Carlos Dorantes, 2013, "The Relevance of Using Accounting Fundamentals in the Mexican Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 18, issue 00, pages 1-10.
• Pedro Holloway & Ricardo Rochman, 2013, "Factors Influencing Brazilian Value Investing Portfolios," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 18, issue 00, pages 18-22.
• Frank de Jong & Loes Wingens, 2013, "Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 1, pages 159-168.
• John Mulvey & Thomas Nadbielny & Woo Chang Kim, 2013, "Levered Exchange-Traded Products: Theory and Practice," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 2, pages 105-118.
• Felix Schlumpf & Genene Tessera & Catalina Martínez, 2013, "Market risk of real estate: Using indirect data to understand direct risks," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 3, pages 111-120.
• Chekib Ezzili & Patrice Poncet, 2013, "Superior information and compensation fees of active mutual funds," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 3, pages 143-154.
• Gordon Clark & Ashby Monk, 2013, "Principles and policies for in-house asset management," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 3, pages 39-47.
• Irene Ashkenazy & Frank Mackris, 2013, "Understanding business economics for investment managers," Journal of Financial Transformation, Capco Institute, volume 36, pages 18-25.
• George M von Furstenberg, 2013, "Who or what has been hobbling CoCos: three essentials for making CoCos a success," Journal of Financial Transformation, Capco Institute, volume 36, pages 93-104.
• Daniel Broby & Morgan Lochhead, 2013, "What is the appropriate index construction methodology for African equity investment?," Journal of Financial Transformation, Capco Institute, volume 36, pages 105-110.
• Robert Fiedler & Michael Mahlknecht, 2013, "Basel III: solving the liquidity business challenge," Journal of Financial Transformation, Capco Institute, volume 37, pages 77-94.
• Zoran Ivanovic & Suzana Baresa & Sinisa Bogdan, 2013, "Portfolio Optimization On Croatian Capital Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 3, pages 269-282.
• Chih-Wei SU & Hsu-Ling CHANG & Chun JIANG, 2013, "Does Wealth or Credit Effect Exist in China?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 104-114, October.
• Heping XIONG & Jingming ZHOU, 2013, "On Tobin's Multiperiod Portfolio Theorem," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 199-208, October.
• Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee, 2013, "Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 232-245, December.
• Ansgar Belke & Jennifer Schneider, 2013, "Portfolio Choice of Financial Investors and European Business Cycle Convergence – A Panel Analysis for EU Countries," ROME Working Papers, ROME Network, number 201312, Aug.
• Antonio Dallara & Paolo Rizzi, 2013, "Le relazioni tra le dimensioni della sostenibilità nei sistemi locali e la spesa pubblica," Rivista di Politica Economica, SIPI Spa, issue 3, pages 195-214, July-Sept.
• Daniela Venanzi, 2013, "I fondi comuni italiani: quale metrica per quale performance?," Rivista di Politica Economica, SIPI Spa, issue 3, pages 81-113, July-Sept.
• Stefano Schiaffi, 2013, "The Granularity of the Stock Market: Forecasting Aggregate Returns Using Firm-Level Data," Rivista di Politica Economica, SIPI Spa, issue 4, pages 141-169, October-D.
• Claudia Catalina SAVA, 2013, "Theoretical and Methodological Considerations on the Public Offers," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 19-24, March.
• Madalina Gabriela ANGHEL & Adina Mihaela DINU, 2013, "Aspecte teoretice privind portofoliile de instrumente financiare – concept si tipologie," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 194-197, March.
• Madalina Gabriela ANGHEL, 2013, "Modele de constructie a portofoliilor de instrumente financiare," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 245-250, March.
• Dragos Gabriel MECU, 2013, "Factorii care influenteaza investitiile," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 256-258, March.
• Radu Titus MARINESCU & Madalina Gabriela ANGHEL, 2013, "Aspecte privind managementul portofoliilor – metode si modele utilizate," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 259-265, March.
• Florin PIELEANU & Diana COCONOIU, 2013, "Utilizarea comparata a modelelor CAPM si APT in analizele bursiere," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 295-301, March.
• Madalina - Gabriela ANGHEL, 2013, "Technical Analysis versus Fundamental Analysis of Securities," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 257-262, May.
• Enrico Maria Cervellati & Filippo Parrella & Marco Spallone, 2013, "Una proposta di revisione dei questionari per la profilatura della cientela," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1-2, May.
• Paramita Mukherjee & Malabika Roy, 2011, "The Nature and Determinants of Investments by Institutional Investors in the Indian Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 3, pages 253-283, December, DOI: 10.1177/097265271101000301.
• Canela Miguel-Angel & Pedreira Eduardo, 2012, "Modelling Dependence in Latin American Markets Using Copula Functions," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 3, pages 231-270, December, DOI: 10.1177/0972652712466493.
• Chris Grose, 2013, "Diversification Opportunities through Fixed-income Managed Funds in Eastern Europe," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 1, pages 1-29, April, DOI: 10.1177/0972652712473395.
• Devlina Chatterjee & Chiranjit Mukhopadhyay, 2013, "Low-dimensional Characterisation of Liquidity of Individual Stocks in the Indian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 2, pages 151-196, August, DOI: 10.1177/0972652713494044.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 345, Oct.
• Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos, 2013, "Non-Exclusive Financial Advice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 347, Dec, revised 13 Oct 2015.
• De la Torre Torres, Oscar Valdemar, 2013, "Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluación de las pensiones civiles del Estado de Michoacán /Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix : a tes," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 1, pages 39-72, enero-jun.
• Santillan Salgado, Roberto Joaquín & Fonseca Ramírez, Alejandro, 2013, "Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores / Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 2, pages 119-144, julio-dic.
• Venegas Martínez, Francisco & Rodríguez Nava, Abigail, 2013, "Decisiones óptimas de portafolio cuando la tasa forward sigue el modelo Heath, Jarrow y Morton (HJM) : un modelo de maximización de utilidad / Optimum Portfolio Decisions When The Forward Rate Follows the Heath, Jarrow and Morton Model (HJM): A Utili," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 2, pages 145-160, julio-dic.
• Renata Karkowska, 2013, "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 32013, Dec.
• Iulia Bulacu, 2013, "Case Study On The Main Sources For Social Security Institutionally Granted By The Capital City Hall During 1864-1916," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 185-194.
• Abderrazak Dhaoui & Saad Bourouis & Melek Acar Boyacioglu, 2013, "The Impact Of Investor Psychology On Stock Markets: Evidence From France," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 35-59.
• A. F. M. Mainul Ahsan, 2013, "Can Roe Be Used To Predict Portfolio Performance?," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 5-20.
• Jingjing Chai & Raimond Maurer & Olivia Mitchell & Ralph Rogalla, 2013, "Exchanging Delayed Social Security Benefits For Lump Sums: Could This Incentivize Longer Work Careers?," Discussion Papers, Stanford Institute for Economic Policy Research, number 13-009, Dec.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-031, Sep.
• Benoît Dewaele, 2013, "Portfolio Optimization for Hedge Funds through Time-Varying Coefficients," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-032, Sep.
• Benoît Dewaele, 2013, "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-033, Sep.
• İsmail MAZGİT, 2013, "Endeks Kapsamında Olmanın Hisse Senedi Getirilerine Etkisi: BIST Temettü 25 Endeksi Üzerine Bir Uygulama," Sosyoekonomi Journal, Sosyoekonomi Society, issue 20(20).
• Argiro Svingou, 2013, "Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 63, issue 1-2, pages 100-120, June.
• Erol Muzir, 2013, "Impact of Placement Choices and Governance Issues on Credit Risk in Banking: Nonparametric Evidence from an Emerging Market," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 3, issue 4, pages 1-6, August.
• Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2013, "Exact and heuristic approaches for the index tracking problem with UCITS constraints," Annals of Operations Research, Springer, volume 205, issue 1, pages 235-250, May, DOI: 10.1007/s10479-012-1207-1.
• Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2013, "Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 6, issue 3, pages 87-103, March, DOI: 10.1007/s11943-012-0115-9.
• Riccardo Bramante & Gimmi Dallago, 2013, "An efficient method of evaluating portfolio risk and return," Computational Statistics, Springer, volume 28, issue 3, pages 1351-1363, June, DOI: 10.1007/s00180-012-0362-9.
• Masaaki Kijima & Yuan Tian, 2013, "Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 36, issue 2, pages 169-197, November, DOI: 10.1007/s10203-012-0129-3.
• Luca Riccetti, 2013, "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, volume 44, issue 3, pages 1315-1336, June, DOI: 10.1007/s00181-012-0577-1.
• K. Arin & Alexander Molchanov & Otto Reich, 2013, "Politics, stock markets, and model uncertainty," Empirical Economics, Springer, volume 45, issue 1, pages 23-38, August, DOI: 10.1007/s00181-012-0601-5.
• Emrah Çevik & Erdal Atukeren & Turhan Korkmaz, 2013, "Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests," Empirical Economics, Springer, volume 45, issue 2, pages 675-695, October, DOI: 10.1007/s00181-012-0627-8.
• Frederik S. Herzberg, 2013, "The (im)possibility of collective risk measurement: Arrovian aggregation of variational preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 1, issue 1, pages 69-92, May, DOI: 10.1007/s40505-013-0004-6.
• Marcos Melo & Feruccio Bilich, 2013, "Expectancy balance model for cash flow," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 240-252, April, DOI: 10.1007/s12197-011-9180-0.
• Chiao-Yi Chang, 2013, "Daily momentum profits with firm characteristics and investors’ optimism in the Taiwan market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 253-273, April, DOI: 10.1007/s12197-011-9182-y.
• Kenneth Moon & James LeSage, 2013, "Simultaneous dependence between firm-level stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 4, pages 479-494, October, DOI: 10.1007/s12197-011-9188-5.
• Greg Filbeck & Dianna Preece & Xin Zhao, 2013, "Top performing banks: the benefits to investors," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 4, pages 560-583, October, DOI: 10.1007/s12197-011-9197-4.
• Chia-Hsuan Yeh & Chun-Yi Yang, 2013, "Do price limits hurt the market?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 1, pages 125-153, April, DOI: 10.1007/s11403-012-0107-4.
• Giulio Bottazzi & Pietro Dindo, 2013, "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, volume 23, issue 3, pages 641-661, July, DOI: 10.1007/s00191-013-0318-4.
• Ana Hidalgo-Cabrillana, 2013, "Endogenous governance transparency and product market competition," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 1, pages 113-136, March, DOI: 10.1007/s13209-011-0082-3.
• Miguel Ampudia Fraile, 2013, "Stockholding in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 4, pages 415-435, November, DOI: 10.1007/s13209-013-0099-x.
• Sebastian Lobe & Christoph Schmidhammer & Jennifer Pickel, 2013, "Don’t Cry for Me Germania?," Schmalenbach Journal of Business Research, Springer, volume 65, issue 7, pages 688-706, December, DOI: 10.1007/BF03372889.
• Imlak Shaikh & Puja Padhi, 2013, "RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 4, pages 445-460, March, DOI: 10.1007/s11300-013-0255-9.
• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013, "Asset market participation and portfolio choice over the life-cycle," Discussion Papers, Statistics Norway, Research Department, number 758, Oct.
• Robert E. Marks, 2013, "The Satisficer’s Curse," Discussion Papers, School of Economics, The University of New South Wales, number 2013-28, Oct.
• Atalay, Kadir & Bakhtiar, Fayzan & Cheung, Stephen L. & Slonim, Robert, 2013, "Savings and Prize-Linked Savings Accounts," Working Papers, University of Sydney, School of Economics, number 2013-12, Jun.
• Nico Katzke, 2013, "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers, Stellenbosch University, Department of Economics, number 17/2013.
• Nicolas Huck, 2013, "The high sensitivity of pairs trading returns," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 14, pages 1301-1304, September, DOI: 10.1080/13504851.2013.802121.
• Janko Gorter & Jacob A. Bikker, 2013, "Investment risk taking by institutional investors," Applied Economics, Taylor & Francis Journals, volume 45, issue 33, pages 4629-4640, November, DOI: 10.1080/00036846.2013.795282.
• M. Ryan Haley & M. Kevin McGee & Todd B. Walker, 2013, "Disparity, Shortfall, and Twice-Endogenous HARA Utility," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 4, pages 524-541, December, DOI: 10.1080/07474938.2012.690672.
• Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2013, "Performance analysis of a collateralized fund obligation (CFO) equity tranche," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 6, pages 518-553, July, DOI: 10.1080/1351847X.2011.601666.
• Dimitrios Dimitriou & Theodore Simos, 2013, "International portfolio diversification: an ICAPM approach with currency risk," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 6, issue 2, pages 177-189, September, DOI: 10.1080/17520843.2012.736400.
• Claude B. Erb & Campbell R. Harvey, 2013, "The Golden Dilemma," Financial Analysts Journal, Taylor & Francis Journals, volume 69, issue 4, pages 10-42, July, DOI: 10.2469/faj.v69.n4.1.
• Carlo Magni, 2013, "The Internal Rate of Return Approach and the AIRR Paradigm: A Refutation and a Corroboration," The Engineering Economist, Taylor & Francis Journals, volume 58, issue 2, pages 73-111, DOI: 10.1080/0013791X.2012.745916.
• Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013, "The impact of jumps and thin trading on realized hedge ratios," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-02, Mar, revised 28 Mar 2013.
• Alexeev, Vitali & Tapon, Francis, 2013, "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-16, Nov, revised 20 Nov 2013.
• Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick, 2013, "Measuring the performance of hedge funds using two-stage peer group benchmarks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-18, Jun, revised 01 Jun 2013.
• Alexeev, Vitali & Dungey, Mardi, 2013, "Equity portfolio diversification with high frequency data," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-18, Nov, revised 01 Nov 2013.
• Cengiz Tunc & Denis Pelletier, 2013, "Endogenous Life-Cycle Housing Investment and Portfolio Allocation," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1345.