Research classified by Journal of Economic Literature (JEL) codes

2013

• Sahel, Benjamin & Scalia, Antonio, 2011, "Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management," Working Paper Series, European Central Bank, number 1377, Sep.
• Bonci, Riccardo, 2011, "Monetary policy and the flow of funds in the euro area," Working Paper Series, European Central Bank, number 1402, Dec.
• Pukthuanthong, Kuntara & Roll, Richard, 2012, "Internationally correlated jumps," Working Paper Series, European Central Bank, number 1436, May.
• Lo Duca, Marco, 2012, "Modelling the time varying determinants of portfolio flows to emerging markets," Working Paper Series, European Central Bank, number 1468, Sep.
• Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2012, "Optimal portfolio choice with predictability in house prices and transaction costs," Working Paper Series, European Central Bank, number 1470, Sep.
• Hauptmeier, Sebastian & Cimadomo, Jacopo & Zimmermann, Tom, 2013, "Fiscal consolidations and bank balance sheets," Working Paper Series, European Central Bank, number 1511, Feb.
• Fratzscher, Marcel & Straub, Roland & Lo Duca, Marco, 2013, "On the international spillovers of US quantitative easing," Working Paper Series, European Central Bank, number 1557, Jun.
• Sousa, João & Sousa, Ricardo M., 2013, "Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K," Working Paper Series, European Central Bank, number 1575, Aug.
• Duca, John & Muellbauer, John, 2013, "Tobin LIVES: Integrating evolving credit market architecture into flow of funds based macro-models," Working Paper Series, European Central Bank, number 1581, Aug.
• Stracca, Livio & Habib, Maurizio Michael, 2013, "Foreign investors and risk shocks: seeking a safe haven or running for the exit?," Working Paper Series, European Central Bank, number 1609, Nov.
• Jordi Mondria & Climent Quintana‐Domeque, 2013, "Financial Contagion and Attention Allocation," Economic Journal, Royal Economic Society, volume 123, issue 568, pages 429-454, May.
• Sensoy, Berk A. & Wang, Yingdi & Weisbach, Michael S., 2013, "Limited Partner Performance and the Maturing of the Private Equity Industry," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-01, Jan.
• Lim, Jongha & Sensoy, Berk A. & Weisbach, Michael S., 2013, "Indirect Incentives of Hedge Fund Managers," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-06, Mar.
• Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2013, "Optimal Inattention to the Stock Market With Information Costs and Transactions Costs," Econometrica, Econometric Society, volume 81, issue 4, pages 1455-1481, July, DOI: ECTA7624.
• Md. Shahadath Hossain & A.B.M. Munibur Rahman & Md. Salah Uddin Rajib, 2013, "Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 191-201.
• Fabio Pizzutilo, 2013, "A Note on the Effectiveness of Pairs Trading For Individual Investors," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 763-771.
• Akron, Sagi & Benninga, Simon, 2013, "Production and hedging implications of executive compensation schemes," Journal of Corporate Finance, Elsevier, volume 19, issue C, pages 119-139, DOI: 10.1016/j.jcorpfin.2012.10.004.
• Levaggi, Rosella & Menoncin, Francesco, 2013, "Optimal dynamic tax evasion," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2157-2167, DOI: 10.1016/j.jedc.2013.06.007.
• Fischer, Marcel & Kraft, Holger & Munk, Claus, 2013, "Asset allocation over the life cycle: How much do taxes matter?," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2217-2240, DOI: 10.1016/j.jedc.2013.05.012.
• Khorunzhina, Natalia, 2013, "Structural estimation of stock market participation costs," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2928-2942, DOI: 10.1016/j.jedc.2013.08.011.
• Bouaddi, Mohammed & Taamouti, Abderrahim, 2013, "Portfolio selection in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2943-2962, DOI: 10.1016/j.jedc.2013.08.010.
• Das, Sanjiv R. & Statman, Meir, 2013, "Options and structured products in behavioral portfolios," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 137-153, DOI: 10.1016/j.jedc.2012.07.004.
• Yao, Jing & Li, Duan, 2013, "Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 18-31, DOI: 10.1016/j.jedc.2012.07.002.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2013, "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 195-209, DOI: 10.1016/j.jedc.2012.08.001.
• Chauveau, Th. & Subbotin, A., 2013, "Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 1040-1065, DOI: 10.1016/j.jedc.2013.01.011.
• Lioui, Abraham, 2013, "Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 1066-1096, DOI: 10.1016/j.jedc.2013.01.007.
• Marekwica, Marcel & Schaefer, Alexander & Sebastian, Steffen, 2013, "Life cycle asset allocation in the presence of housing and tax-deferred investing," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 6, pages 1110-1125, DOI: 10.1016/j.jedc.2013.01.008.
• Malevergne, Y. & Saichev, A. & Sornette, D., 2013, "Zipf's law and maximum sustainable growth," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 6, pages 1195-1212, DOI: 10.1016/j.jedc.2013.02.004.
• Dunbar, Geoffrey, 2013, "Returns-to-scale and the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1736-1754, DOI: 10.1016/j.jedc.2013.04.007.
• Liang, Hueimei & Lee, Kuo-Jung & Huang, Jen-Tsung & Lei, Hsien-Wei, 2013, "The optimal decisions in franchising under profit uncertainty," Economic Modelling, Elsevier, volume 31, issue C, pages 128-137, DOI: 10.1016/j.econmod.2012.11.044.
• Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard, 2013, "Endogenous current account balances in a world CGE model with international financial assets," Economic Modelling, Elsevier, volume 32, issue C, pages 146-160, DOI: 10.1016/j.econmod.2013.01.046.
• Prat, Georges, 2013, "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, volume 34, issue C, pages 76-88, DOI: 10.1016/j.econmod.2012.12.004.
• Ameur, H. Ben & Prigent, J.L., 2013, "Optimal portfolio positioning under ambiguity," Economic Modelling, Elsevier, volume 34, issue C, pages 89-97, DOI: 10.1016/j.econmod.2012.12.005.
• Hammoudeh, Shawkat & McAleer, Michael, 2013, "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 109-115, DOI: 10.1016/j.najef.2012.06.014.
• Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung, 2013, "The performance of commodity trading advisors: A mean-variance-ratio test approach," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 188-201, DOI: 10.1016/j.najef.2012.06.010.
• Larsson, Carl F., 2013, "What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 22-39, DOI: 10.1016/j.najef.2013.01.001.
• Caporin, Massimiliano, 2013, "Equity and CDS sector indices: Dynamic models and risk hedging," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 261-275, DOI: 10.1016/j.najef.2012.06.004.
• Huang, Hung-Hsi & Wang, Ching-Ping, 2013, "Portfolio selection and portfolio frontier with background risk," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 177-196, DOI: 10.1016/j.najef.2013.09.001.
• Chia-Lin Chang & Allen, David & McAleer, Michael, 2013, "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 217-226, DOI: 10.1016/j.najef.2013.02.001.
• Caporin, Massimiliano & Lisi, Francesco, 2013, "A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 236-249, DOI: 10.1016/j.najef.2013.02.003.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013, "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 250-265, DOI: 10.1016/j.najef.2013.02.004.
• Sin, Chor-Yiu (CY), 2013, "Using CARRX models to study factors affecting the volatilities of Asian equity markets," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 552-564, DOI: 10.1016/j.najef.2013.02.021.
• Wang, Alan T. & Yang, Sheng-Yung & Yang, Nien-Tzu, 2013, "Information transmission between sovereign debt CDS and other financial factors – The case of Latin America," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 586-601, DOI: 10.1016/j.najef.2013.02.023.
• Liao, Li-Chuan & Chou, Ray Yeutien & Chiu, Banghan, 2013, "Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 72-91, DOI: 10.1016/j.najef.2013.07.001.
• Jokung, Octave, 2013, "Monotonicity of asset price toward higher changes in risk," Economics Letters, Elsevier, volume 118, issue 1, pages 195-198, DOI: 10.1016/j.econlet.2012.09.018.
• Kudryavtsev, Andrey, 2013, "Stock price reversals following end-of-the-day price moves," Economics Letters, Elsevier, volume 118, issue 1, pages 203-205, DOI: 10.1016/j.econlet.2012.10.023.
• Corsini, Lorenzo & Spataro, Luca, 2013, "Savings for retirement under liquidity constraints: A note," Economics Letters, Elsevier, volume 118, issue 2, pages 258-261, DOI: 10.1016/j.econlet.2012.11.001.
• Haug, Jørgen & Hens, Thorsten & Woehrmann, Peter, 2013, "Risk aversion in the large and in the small," Economics Letters, Elsevier, volume 118, issue 2, pages 310-313, DOI: 10.1016/j.econlet.2012.11.013.
• Candela, Guido & Castellani, Massimiliano & Pattitoni, Pierpaolo, 2013, "Reconsidering psychic return in art investments," Economics Letters, Elsevier, volume 118, issue 2, pages 351-354, DOI: 10.1016/j.econlet.2012.11.010.
• Beyer, Max & de Meza, David & Reyniers, Diane, 2013, "Do financial advisor commissions distort client choice?," Economics Letters, Elsevier, volume 119, issue 2, pages 117-119, DOI: 10.1016/j.econlet.2013.01.026.
• Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe, 2013, "The impact of a sustainability constraint on the mean-tracking error efficient frontier," Economics Letters, Elsevier, volume 119, issue 3, pages 255-260, DOI: 10.1016/j.econlet.2013.03.020.
• Liu, Xiangbo & Qiu, Zhigang & Xiong, Yan, 2013, "VaR constrained asset pricing with relative performance," Economics Letters, Elsevier, volume 121, issue 2, pages 174-178, DOI: 10.1016/j.econlet.2013.07.026.
• Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013, "A note on almost stochastic dominance," Economics Letters, Elsevier, volume 121, issue 2, pages 252-256, DOI: 10.1016/j.econlet.2013.08.020.
• Pericoli, F.M. & Pierucci, E. & Ventura, L., 2013, "Cross-border equity portfolio choices and the diversification motive: A fractional regression approach," Economics Letters, Elsevier, volume 121, issue 2, pages 282-286, DOI: 10.1016/j.econlet.2013.08.026.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2013, "Sequential estimation of shape parameters in multivariate dynamic models," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 233-249, DOI: 10.1016/j.jeconom.2013.04.010.
• Drees, Burkhard & Eckwert, Bernhard & Várdy, Felix, 2013, "Cheap money and risk taking: Opacity versus fundamental risk," European Economic Review, Elsevier, volume 62, issue C, pages 114-129, DOI: 10.1016/j.euroecorev.2013.05.002.
• Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2013, "Portfolio selection with skewness: A comparison of methods and a generalized one fund result," European Journal of Operational Research, Elsevier, volume 230, issue 2, pages 412-421, DOI: 10.1016/j.ejor.2013.04.021.
• Białkowski, Jędrzej & Bohl, Martin T. & Kaufmann, Philipp & Wisniewski, Tomasz P., 2013, "Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey," Emerging Markets Review, Elsevier, volume 15, issue C, pages 211-232, DOI: 10.1016/j.ememar.2013.02.003.
• Eterovic, Nicolas A. & Eterovic, Dalibor S., 2013, "Separating the wheat from the chaff: Understanding portfolio returns in an emerging market," Emerging Markets Review, Elsevier, volume 16, issue C, pages 145-169, DOI: 10.1016/j.ememar.2013.05.001.
• Blitz, David & Pang, Juan & van Vliet, Pim, 2013, "The volatility effect in emerging markets," Emerging Markets Review, Elsevier, volume 16, issue C, pages 31-45, DOI: 10.1016/j.ememar.2013.02.004.
• Pungulescu, Crina, 2013, "Measuring financial market integration in the European Union: EU15 vs. New Member States," Emerging Markets Review, Elsevier, volume 17, issue C, pages 106-124, DOI: 10.1016/j.ememar.2013.08.006.
• Varneskov, Rasmus & Voev, Valeri, 2013, "The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 83-95, DOI: 10.1016/j.jempfin.2012.11.002.
• Bodson, Laurent & Cavenaile, Laurent & Sougné, Danielle, 2013, "A global approach to mutual funds market timing ability," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 96-101, DOI: 10.1016/j.jempfin.2012.11.001.
• Becker, Christoph & Schmidt, Wolfgang M., 2013, "Stressing correlations and volatilities — A consistent modeling approach," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 174-194, DOI: 10.1016/j.jempfin.2012.12.009.
• Cheng, Teng Yuan & Lee, Chun I & Lin, Chao Hsien, 2013, "An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 195-213, DOI: 10.1016/j.jempfin.2013.01.003.
• Wagner, Niklas & Winter, Elisabeth, 2013, "A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 69-85, DOI: 10.1016/j.jempfin.2012.12.005.
• Cuthbertson, Keith & Nitzsche, Dirk, 2013, "Performance, stock selection and market timing of the German equity mutual fund industry," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 86-101, DOI: 10.1016/j.jempfin.2012.12.002.
• Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2013, "Stakeholder relations and stock returns: On errors in investors' expectations and learning," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 159-175, DOI: 10.1016/j.jempfin.2013.04.003.
• Post, Thierry & Kopa, Miloš, 2013, "Aggregate investor preferences and beliefs: A comment," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 187-190, DOI: 10.1016/j.jempfin.2013.06.003.
• Lambert, M. & Hübner, G., 2013, "Comoment risk and stock returns," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 191-205, DOI: 10.1016/j.jempfin.2013.07.001.
• Clements, A. & Silvennoinen, A., 2013, "Volatility timing: How best to forecast portfolio exposures," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 108-115, DOI: 10.1016/j.jempfin.2013.09.004.
• Reboredo, Juan C., 2013, "Modeling EU allowances and oil market interdependence. Implications for portfolio management," Energy Economics, Elsevier, volume 36, issue C, pages 471-480, DOI: 10.1016/j.eneco.2012.10.004.
• Jain, Shashi & Roelofs, Ferry & Oosterlee, Cornelis W., 2013, "Valuing modular nuclear power plants in finite time decision horizon," Energy Economics, Elsevier, volume 36, issue C, pages 625-636, DOI: 10.1016/j.eneco.2012.11.012.
• Bohl, Martin T. & Kaufmann, Philipp & Stephan, Patrick M., 2013, "From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks," Energy Economics, Elsevier, volume 37, issue C, pages 40-51, DOI: 10.1016/j.eneco.2013.01.006.
• Cifarelli, Giulio, 2013, "Smooth transition regime shifts and oil price dynamics," Energy Economics, Elsevier, volume 38, issue C, pages 160-167, DOI: 10.1016/j.eneco.2013.03.006.
• Tong, Bin & Wu, Chongfeng & Zhou, Chunyang, 2013, "Modeling the co-movements between crude oil and refined petroleum markets," Energy Economics, Elsevier, volume 40, issue C, pages 882-897, DOI: 10.1016/j.eneco.2013.10.008.
• Detert, Neal & Kotani, Koji, 2013, "Real options approach to renewable energy investments in Mongolia," Energy Policy, Elsevier, volume 56, issue C, pages 136-150, DOI: 10.1016/j.enpol.2012.12.003.
• Palzer, Andreas & Westner, Günther & Madlener, Reinhard, 2013, "Evaluation of different hedging strategies for commodity price risks of industrial cogeneration plants," Energy Policy, Elsevier, volume 59, issue C, pages 143-160, DOI: 10.1016/j.enpol.2013.03.006.
• Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013, "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 1-8, DOI: 10.1016/j.irfa.2013.02.001.
• Li, Bob & Boo, Yee Ling & Ee, Mong Shan & Chen, Cindy, 2013, "A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 174-181, DOI: 10.1016/j.irfa.2013.02.007.
• Auer, Benjamin R. & Schuhmacher, Frank, 2013, "Diamonds — A precious new asset?," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 182-189, DOI: 10.1016/j.irfa.2013.03.008.
• Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne, 2013, "Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 70-78, DOI: 10.1016/j.irfa.2013.01.009.
• Hsieh, Shu-Fan, 2013, "Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 175-188, DOI: 10.1016/j.irfa.2013.01.003.
• Ratner, Mitchell & Chiu, Chih-Chieh (Jason), 2013, "Hedging stock sector risk with credit default swaps," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 18-25, DOI: 10.1016/j.irfa.2013.05.001.
• Miffre, Joëlle & Brooks, Chris, 2013, "Do long-short speculators destabilize commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 230-240, DOI: 10.1016/j.irfa.2013.09.002.
• Poon, Ser-Huang & Rockinger, Michael & Stathopoulos, Konstantinos, 2013, "Market liquidity and institutional trading during the 2007–8 financial crisis," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 86-97, DOI: 10.1016/j.irfa.2013.06.003.
• Barber, Brad M. & Odean, Terrance, 2013, "The Behavior of Individual Investors," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00022-6.
• Ludvigson, Sydney C., 2013, "Advances in Consumption-Based Asset Pricing: Empirical Tests," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00012-3.
• Ferson, Wayne E., 2013, "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00014-7.
• Golbabai, A. & Ballestra, L.V. & Ahmadian, D., 2013, "Superconvergence of the finite element solutions of the Black–Scholes equation," Finance Research Letters, Elsevier, volume 10, issue 1, pages 17-26, DOI: 10.1016/j.frl.2012.09.002.
• Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2013, "Assessing the profitability of intraday opening range breakout strategies," Finance Research Letters, Elsevier, volume 10, issue 1, pages 27-33, DOI: 10.1016/j.frl.2012.09.001.
• Chen, Rui & Du, Ke, 2013, "A generalised arbitrage-free Nelson–Siegel model: The impact of unspanned stochastic volatility," Finance Research Letters, Elsevier, volume 10, issue 1, pages 41-48, DOI: 10.1016/j.frl.2012.07.001.
• Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J., 2013, "Composition of robust equity portfolios," Finance Research Letters, Elsevier, volume 10, issue 2, pages 72-81, DOI: 10.1016/j.frl.2013.02.001.
• Huang, Alex YiHou & Cheng, Chiao-Ming, 2013, "Information risk and credit contagion," Finance Research Letters, Elsevier, volume 10, issue 3, pages 116-123, DOI: 10.1016/j.frl.2013.06.002.
• Galvani, Valentina & Gubellini, Stefano, 2013, "Mean–variance dominant trading strategies," Finance Research Letters, Elsevier, volume 10, issue 3, pages 142-150, DOI: 10.1016/j.frl.2013.05.005.
• Auer, Benjamin R. & Schuhmacher, Frank, 2013, "Performance hypothesis testing with the Sharpe ratio: The case of hedge funds," Finance Research Letters, Elsevier, volume 10, issue 4, pages 196-208, DOI: 10.1016/j.frl.2013.08.001.
• Andriana Putintica & Carmen Giorgiana Bonaci, 2013, "Does cash flow affect investment? Evidence from the romanian capital market," International Journal of Entrepreneurial Knowledge, Center for International Scientific Research of VSO and VSPP, volume 1, issue 1, pages 53-60, December.
• Renata Karkowska, 2013, "Instability In The Cee Banking System. Evidence From The Recent Financial Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 5, issue 4, pages 535-547, December.
• Thiago de Oliveira Souza, 2013, "Discount rates, market frictions and the mystery of the size premium," 2013 Papers, Job Market Papers, number pde868, Nov.
• Siegfried K. Berninghaus & Werner Güth & Charlotte Klempt & Kerstin Pull, 2013, "Assessing Mental Models via Recording the Decision Deliberations of Pairs," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-012, Mar.
• Rabah Amir & Igor Evstigneev & Klaus Schenk-Hoppé, 2013, "Asset market games of survival: a synthesis of evolutionary and dynamic games," Annals of Finance, Springer, volume 9, issue 2, pages 121-144, May, DOI: 10.1007/s10436-012-0210-5.
• Grzegorz Andruszkiewicz & Mark Davis & Sébastien Lleo, 2013, "Taming animal spirits: risk management with behavioural factors," Annals of Finance, Springer, volume 9, issue 2, pages 145-166, May, DOI: 10.1007/s10436-012-0217-y.
• Ji Cao & Marc Rieger, 2013, "Risk classes for structured products: mathematical aspects and their implications on behavioral investors," Annals of Finance, Springer, volume 9, issue 2, pages 167-183, May, DOI: 10.1007/s10436-013-0223-8.
• Leonard MacLean & Yonggan Zhao & William Ziemba, 2013, "Currency returns, market regimes and behavioral biases," Annals of Finance, Springer, volume 9, issue 2, pages 249-269, May, DOI: 10.1007/s10436-012-0220-3.
• Miklós Rásonyi & Andrea Rodrigues, 2013, "Optimal portfolio choice for a behavioural investor in continuous-time markets," Annals of Finance, Springer, volume 9, issue 2, pages 291-318, May, DOI: 10.1007/s10436-012-0211-4.
• Ajantha Kumara & Wade Pfau, 2013, "Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants," Annals of Finance, Springer, volume 9, issue 3, pages 319-335, August, DOI: 10.1007/s10436-011-0187-5.
• Katarzyna Romaniuk, 2013, "Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?," Annals of Finance, Springer, volume 9, issue 4, pages 573-588, November, DOI: 10.1007/s10436-012-0204-3.
• Alexander Ludwig & Alexander Zimper, 2013, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, volume 9, issue 4, pages 625-665, November, DOI: 10.1007/s10436-012-0208-z.
• Ryle Perera, 2013, "Optimal investment, consumption–leisure, insurance and retirement choice," Annals of Finance, Springer, volume 9, issue 4, pages 689-723, November, DOI: 10.1007/s10436-012-0214-1.
• Ansgar Belke & Jennifer Schneider, 2013, "Portfolio choice of financial investors and European business cycle convergence: a panel analysis for EU countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 40, issue 1, pages 175-196, February, DOI: 10.1007/s10663-011-9181-4.
• Iliya Markov & Rodrigue Oeuvray & Nils Tuchschmid, 2013, "Non-fully invested derivative-free bond index replication," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 1, pages 101-124, March, DOI: 10.1007/s11408-012-0201-6.
• Asmerilda Hitaj & Lorenzo Mercuri, 2013, "Portfolio allocation using multivariate variance gamma models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 1, pages 65-99, March, DOI: 10.1007/s11408-012-0202-5.
• Laura Andreu & Laurens Swinkels & Liam Tjong-A-Tjoe, 2013, "Can exchange traded funds be used to exploit industry and country momentum?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 127-148, June, DOI: 10.1007/s11408-013-0207-8.
• Philipp Stephan & Rüdiger Nitzsch, 2013, "Do individual investors’ stock recommendations in online communities contain investment value?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 149-186, June, DOI: 10.1007/s11408-013-0208-7.
• Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs & Michael Matz, 2013, "Corporate diversification and firm value: a survey of recent literature," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 187-215, June, DOI: 10.1007/s11408-013-0209-6.
• Erindi Allaj, 2013, "The Black–Litterman model: a consistent estimation of the parameter tau," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 217-251, June, DOI: 10.1007/s11408-013-0205-x.
• Benjamin Auer, 2013, "The low return distortion of the Sharpe ratio," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 3, pages 299-306, September, DOI: 10.1007/s11408-013-0213-x.
• Alexander Franck & Andreas Walter & Johannes Witt, 2013, "Momentum strategies of German mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 3, pages 307-332, September, DOI: 10.1007/s11408-013-0211-z.
• Stan Miles, 2013, "Constant-collateral pyramiding trading strategies in futures markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 381-396, December, DOI: 10.1007/s11408-013-0216-7.
• Nelson Areal & Maria Cortez & Florinda Silva, 2013, "The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 397-429, December, DOI: 10.1007/s11408-013-0218-5.
• Jinghan Cai & Hossein Kazemi & Jibao He & Weili Zhai, 2013, "Weekend Effect and Short Sales: International Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 2, pages 209-211, May, DOI: 10.1007/s11294-013-9398-z.
• Mohamed Ayadi & Hatem Ben-Ameur & Skander Lazrak & Yue Wang, 2013, "Canadian Investors and the Discount on Closed-End Funds," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 1, pages 69-98, February, DOI: 10.1007/s10693-011-0125-8.
• Claudio Raddatz & Sergio Schmukler, 2013, "Deconstructing Herding: Evidence from Pension Fund Investment Behavior," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 1, pages 99-126, February, DOI: 10.1007/s10693-012-0155-x.
• Ann Yang, 2013, "Decision Making for Individual Investors: A Measurement of Latent Difficulties," Journal of Financial Services Research, Springer;Western Finance Association, volume 44, issue 3, pages 303-329, December, DOI: 10.1007/s10693-012-0144-0.
• Cristian Voicu & Michael Seiler, 2013, "Deriving Optimal Portfolios for Hedging Housing Risk," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 3, pages 379-396, April, DOI: 10.1007/s11146-011-9328-x.
• Martin Hoesli & Kustrim Reka, 2013, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 1-35, July, DOI: 10.1007/s11146-011-9346-8.
• Liang Peng & Rainer Schulz, 2013, "Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 2, pages 310-340, August, DOI: 10.1007/s11146-011-9357-5.
• Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013, "Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes," Journal of Risk and Uncertainty, Springer, volume 47, issue 2, pages 199-224, October, DOI: 10.1007/s11166-013-9176-6.
• Valentina Galvani & Stuart Landon, 2013, "Riding the yield curve: a spanning analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 135-154, January, DOI: 10.1007/s11156-011-0267-7.
• Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013, "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 155-170, January, DOI: 10.1007/s11156-012-0284-1.
• Ephraim Clark & Konstantinos Kassimatis, 2013, "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 251-271, February, DOI: 10.1007/s11156-012-0277-0.
• Chiuling Lu & Yiuman Tse & Michael Williams, 2013, "Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 293-318, February, DOI: 10.1007/s11156-012-0274-3.
• Paul Chiou & Cheng-Few Lee, 2013, "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 341-381, February, DOI: 10.1007/s11156-011-0257-9.
• Vikash Ramiah, 2013, "Effects of the Boxing Day tsunami on the world capital markets," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 383-401, February, DOI: 10.1007/s11156-012-0286-z.
• Malcolm Beynon & Mark Clatworthy, 2013, "A fuzzy-based approach to residual income equity valuation," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 4, pages 675-690, May, DOI: 10.1007/s11156-012-0293-0.
• María O González & Frank Skinner & Samuel Agyei-Ampomah, 2013, "Term structure information and bond strategies," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 1, pages 53-74, July, DOI: 10.1007/s11156-012-0300-5.
• Gregor Weiß, 2013, "Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 179-202, August, DOI: 10.1007/s11156-012-0311-2.
• Darren Duxbury & Robert Hudson & Kevin Keasey & Zhishu Yang & Songyao Yao, 2013, "How prior realized outcomes affect portfolio decisions," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 611-629, November, DOI: 10.1007/s11156-012-0325-9.
• Greg Filbeck & Raymond Gorman & Xin Zhao, 2013, "Are the best of the best better than the rest? The effect of multiple rankings on company value," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 695-722, November, DOI: 10.1007/s11156-012-0329-5.
• Dora Gicheva & Albert Link, 2013, "Leveraging entrepreneurship through private investments: does gender matter?," Small Business Economics, Springer, volume 40, issue 2, pages 199-210, February, DOI: 10.1007/s11187-011-9411-y.
• Saras Sarasvathy & Anil Menon & Graciela Kuechle, 2013, "Failing firms and successful entrepreneurs: serial entrepreneurship as a temporal portfolio," Small Business Economics, Springer, volume 40, issue 2, pages 417-434, February, DOI: 10.1007/s11187-011-9412-x.
• Mohammed Abdellaoui & Han Bleichrodt & Hilda Kammoun, 2013, "Do financial professionals behave according to prospect theory? An experimental study," Theory and Decision, Springer, volume 74, issue 3, pages 411-429, March, DOI: 10.1007/s11238-011-9282-3.
• Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu, 2013, "Reits' Growth Options and Asset Pricing Dynamics across Time," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1303, Feb.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013, "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1304, Feb.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2013, "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1305, Feb.
• Turan G. Bali & Hao Zhou, 2013, "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1306, Feb.
• Milica Latinovic & Tijana Obradovic, 2013, "The Performance of Socially Responsible Investments," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 2, pages 29-40.
• Jelena Stankevičiene & Tatjana Sviderske & Algita Miečinskiene, 2013, "Relationship between Economic Security and Country Risk Indicators in EU Baltic Sea Region Countries," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 3, pages 21-33.
• Aleksandras Vytautas Rutkauskas & Alina Kvietkauskienė, 2013, "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 4, pages 21-35.
• Jelena Stankevičienė & Sergej Rosov, 2013, "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 4, pages 7-19.
• Chia-Lin Chang & David E Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 842, Jan.
• David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013, "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers, Kyoto University, Institute of Economic Research, number 843, Jan.
• Masaaki Kijima & Yuan Tian, 2013, "Investment and capital structure decisions under time-inconsistent preferences　," KIER Working Papers, Kyoto University, Institute of Economic Research, number 858, Apr.
• Chiaki Hara, 2013, "Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs　," KIER Working Papers, Kyoto University, Institute of Economic Research, number 862, Apr.
• David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013, "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers, Kyoto University, Institute of Economic Research, number 866, May.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 872, Jul.
• Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 164.
• Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova, 2013, "Sovereign Risk and Asset and Liability Management—Conceptual Issues," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 330-355.
• Nataliya Barasinska & Dorothea Schäfer, 2013, "Financial risk taking, gender and social identity - Evidence from national surveys of household finance," LWS Working papers, LIS Cross-National Data Center in Luxembourg, number 15, Nov.
• Bauernschuster, Stefan & Falck, Oliver & Große, Niels Daniel, 2013, "When trustors compete for the favour of a trustee - A laboratory experiment," Munich Reprints in Economics, University of Munich, Department of Economics, number 20115.
• Nipun Agarwal, 2013, "Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 1-14, December.
• Ching-Mei Chu, 2013, "Investigating smooth breaks in real exchange rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 20-28, December.
• Ruchika Gahlota, 2013, "Capturing volatility and its spillover in South Asian countries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 46-60, December.
• Fabian Irek & Thorsten Lehnert, 2013, "Do Fund Investors Know that Risk is Sometimes not Priced?," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-1.
• Sylwia Hubar & Christos Koulovatianos & Jian Li, 2013, "Analytical Guidance for Fitting Parsimonious Household-Portfolio Models to Data," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-16.
• Jang Schiltz & Marc Boissaux, 2013, "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-3.
• Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer, 2013, "The Lure of the Brand: Evidence from the European Mutual Fund Industry," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-8.
• Anja Koebrich Leon, 2013, "Religion and Economic Outcomes – Household Savings Behavior in the USA," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 268, Apr.
• Anja Koebrich Leon & Christian Pfeifer, 2013, "Religious Activity, Risk Taking Preferences, and Financial Behaviour: Empirical Evidence from German Survey Data," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 269, Apr.
• Attilio Meucci & David Ardia & Simon Keel, 2013, "Fully Flexible Views in Multivariate Normal Markets," Cahiers de recherche, CIRPEE, number 1311.
• David Ardia & Kris Boudt, 2013, "Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy," Cahiers de recherche, CIRPEE, number 1328.
• Sumit Agarwal & John C. Driscoll & David I. Laibson, 2013, "Optimal Mortgage Refinancing: A Closed-Form Solution," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 4, pages 591-622, June.
• Bucher-Koenen, Tabea & Kluth, Sebastian, 2013, "Subjective Life Expectancy and Private Pensions," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201214, May.
• Anand B. Gulati & James W. Kolari & Johan Knif, 2013, "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 1-47, March - J.
• Marc Oliver Rieger & Thorsten Hens & Mei Wang, 2013, "International Evidence on the Equity Premium Puzzle and Time Discounting," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 3-4, pages 149-163, September.
• Fabio Bagliano & Carolina Fugazza & Giovanna Nicodano, 2013, "Optimal life-cycle portfolios for heterogeneous workers," Working Papers, University of Milano-Bicocca, Department of Economics, number 260, Dec, revised Dec 2013.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2013, "Clean Energy Industries and Rare Earth Materials: Economic and Financial Issues," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-07, Mar.
• Guy Mayraz, 2013, "Wishful Thinking," Department of Economics - Working Papers Series, The University of Melbourne, number 1172.
• Pashkus, M., 2013, "Investments in art: opportunities and challenges," Annals of marketing-mba, Department of Marketing, Marketing MBA (RSconsult), volume 2, July.
• Pashkus, M., 2013, "Russian art-market: features of formation and basic problems," Annals of marketing-mba, Department of Marketing, Marketing MBA (RSconsult), volume 3, November.
• Akiko Kamesaka, 2013, "The Great East Japan Earthquake and Investor Behavior in Japan's Equity Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 1, pages 71-86, January.
• Seiichiro Iwasawa & Tomonori Uchiyama, 2013, "A Behavioral Economics Exploration into the "Volatility Anomaly" ``," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 457-490, September.
• Kozo Omori, 2013, "The Risk Parity Portfolio and the Low-Risk Asset Anomaly," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 491-514, September.
• Toshiki Honda, 2013, "Risk and Return in Japanese Equity Market," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 515-530, September.
• Toru Yamada, 2013, "Long-term Verification of Low Volatility Stock Investment," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 553-574, September.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2013, "Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp286, Jun.
• Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2013, "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp293, Oct.
• AMARANTE, Massimiliano, 2013, "A Representation of Risk Measures," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2013-08.
• Massimiliano AMARANTE, 2013, "A Representation of Risk Measures," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 11-2013.
• Andrea Buraschi & Andrea Carnelli, 2013, "The economic value of predictability in portfolio management," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 5-22, January.
• De la Torre Torres Oscar Valdemar & Martínez Torre Enciso, María Isabel, 2013, "¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?," Contaduría y Administración, Accounting and Management, volume 58, issue 4, pages 223-252, octubre-d.
• Rafał Sieradzki, 2013, "Does it pay to invest in IPOs? Evidence from the Warsaw Stock Exchange," NBP Working Papers, Narodowy Bank Polski, number 139.