Research classified by Journal of Economic Literature (JEL) codes

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.
• CLIPICI Emilia & FRANT Florin, 2013, "Cost Benefit Analysis - Tool For Allocation of Financial Resources For Major Projects," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 142-146, May.
• Simon A. Broda, 2013, "Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-001/III, Jan.
• David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013, "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-009/III, Jan, revised 01 Feb 2013.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-010/III, Jan.
• David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013, "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-020/III, Jan.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-021/III, Jan.
• David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013, "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-022/III, Jan.
• Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013, "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-070/III, May.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013, "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-072/III, May.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-085/III, Jun, revised 08 Jul 2013.
• Dennis Karstanje & Elvira Sojli & Wing Wah Tham & Michel van der Wel, 2013, "Economic Valuation of Liquidity Timing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-156/IV/DSF64, Oct.
• Victoria Atanasov & Thomas Nitschka, 2013, "The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-180/IV/DSF66, Nov.
• Pikulina, E.S. & Renneboog, L.D.R. & Ter Horst, J.R. & Tobler, P.N., 2013, "Bonus Schemes and Trading Activity," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-030.
• Renneboog, L.D.R., 2013, "The Returns on Investment Grade Diamonds," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-025.
• Pikulina, E.S. & Renneboog, L.D.R. & Ter Horst, J.R. & Tobler, P.N., 2013, "Bonus Schemes and Trading Activity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 134cd4eb-d638-444b-8106-d.
• Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2013, "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 220-236, March.
• Thomas Crossley & Mario Jametti, 2013, "Pension Benefit Insurance and Pension Plan Portfolio Choice," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 337-341, March.
• Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2013, "Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World," The Review of Economics and Statistics, MIT Press, volume 95, issue 5, pages 1562-1583, December.
• Josh Stillwagon, 2013, "Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values," Working Papers, Trinity College, Department of Economics, number 1315, Dec.
• Josh Stillwagon, 2013, "Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends," Working Papers, Trinity College, Department of Economics, number 1318, Dec.
• Stefano Baccarin & Daniele Marazzina, 2013, "Portfolio Optimization over a Finite Horizon with Fixed and Proportional Transaction Costs and Liquidity Constraints," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 017, Jan.
• Jin Park & Tim Query, 2013, "Short-Term Equity Trading Practices Of Institutional Investors: Evidence From Property-Casualty Insurers In The United States," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 11, issue 2, pages 3-13.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-03, Jan.
• David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013, "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-05, Jan.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013, "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-17.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013, "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-22.
• Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-36, Jun.
• Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real, 2013, "Mean-variance portfolio methods for energy policy risk management," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-41.
• 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 Connecticut, Department of Economics, number 2013-34, Dec.
• Adelina Gschwandtner & Michael Hauser, 2013, "Profit Persistence and Stock Returns," Studies in Economics, School of Economics, University of Kent, number 1320, Nov.
• Marie Briere & Ariane Szafarz, 2008, "Crisis-Robust Bond Portfolios," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14150.
• Marie Briere & Ombretta Signori, 2013, "Hedging inflation risk in a developing economy: The case of Brazil," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/167772, Jan.
• Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Mar.
• Salamanca, N. & de Grip, A. & Sleijpen, O.C.H.M., 2013, "How individuals react to defined benefit pension risk," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 046, Jan, DOI: 10.26481/umagsb.2013046.
• Riedl, A.M. & Smeets, P.M.A., 2013, "Social preferences and portfolio choice," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 051, Jan, DOI: 10.26481/umagsb.2013051.
• Salamanca, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013, "Locus of control and investment in risky assets," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 052, Jan, DOI: 10.26481/umagsb.2013052.
• Salamanca Acosta, N. & de Grip, A. & Sleijpen, O.C.H.M., 2013, "How individuals react to defined benefit pension risk," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 015, Jan, DOI: 10.26481/umaror.2013015.
• Salamanca Acosta, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013, "Locus of control and investment in risky assets," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 016, Jan, DOI: 10.26481/umaror.2013016.
• Urbina, Jilber & Guillén, Montserrat, 2013, "An application of capital allocation principles to operational risk," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/222201.
• Ben Ammar, Semir & Eling, Martin, 2013, "Common Risk Factors of Infrastructure Firms," Working Papers on Finance, University of St. Gallen, School of Finance, number 1307, May.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2013, "Crash Sensitivity and the Cross-Section of Expected Stock Returns," Working Papers on Finance, University of St. Gallen, School of Finance, number 1324, Mar, revised Feb 2016.
• Weigert, Florian, 2013, "Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance, University of St. Gallen, School of Finance, number 1325, Mar, revised Nov 2015.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2013, "Extreme Downside Liquidity Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1326, Nov, revised Jul 2015.
• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013, "How Portfolios Evolve After Retirement: Evidence From Australia," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 11, Jun.
• Jan Baldeaux & Eckhard Platen, 2013, "Liability Driven Investments under a Benchmark Based Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 325, Feb.
• Hazel Bateman & Isabella Dobrescu & Ben R. Newell & Andreas Ortmann & Susan Thorp, 2013, "As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 326, Mar.
• Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013, "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:22.
• Alessandro Bucciol & Luca Zarri, 2013, "Financial Risk Aversion and Personal Life History," Working Papers, University of Verona, Department of Economics, number 05/2013, Feb.
• Francesco Rossi & Leonardo Turrina, 2013, "Gli investimenti sostenibili e responsabili," Working Papers, University of Verona, Department of Economics, number 23/2013, Dec.
• PICIU, Gabriela Cornelia, 2013, "Internal Rating – An Active Instrument In The Management Of Banking Risks. Case Study Bcr," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 17, issue 2, pages 21-30.
• Hao Fang & Yen-Hsien Lee, 2013, "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 743-757.
• Paweł Wnuk Lipinski, 2013, "Portfolio selection models based on characteristics of return distributions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-14.
• Lori J. Curtis & Kathleen Rybczynski, 2013, "Exiting Poverty: Does Sex Matter?," Working Papers, University of Waterloo, Department of Economics, number 1307, Sep, revised Sep 2013.
• Moore, Alexander & Straub, Stephane & Dethier, Jean-Jacques, 2013, "Regulation, renegotiation and capital structure : theory and evidence from Latin American transport concessions," Policy Research Working Paper Series, The World Bank, number 6646, Oct.
• Darong Dai, 2013, "Wealth Martingale and Neighborhood Turnpike Property In Dynamically Complete Market With Heterogeneous Investors," Economic Research Guardian, Mutascu Publishing, volume 3, issue 2, pages 86-110, December.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013, "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 3, pages 267-288, April.
• 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, DOI: 10.1111/jmcb.12017.
• Patrick Konermann & Christoph Meinerding & Olga Sedova, 2013, "Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations," Review of Financial Economics, John Wiley & Sons, volume 22, issue 1, pages 36-46, January, DOI: 10.1016/j.rfe.2012.08.001.
• Rıza Demirer & Shrikant P. Jategaonkar, 2013, "The conditional relation between dispersion and return," Review of Financial Economics, John Wiley & Sons, volume 22, issue 3, pages 125-134, September, DOI: 10.1016/j.rfe.2013.04.004.
• Bruno C. Giovannetti, 2013, "Asset pricing under quantile utility maximization," Review of Financial Economics, John Wiley & Sons, volume 22, issue 4, pages 169-179, November, DOI: 10.1016/j.rfe.2013.05.008.
• Terence Tai-Leung Chong & Wing Hei Mak & Isabel Kit-Ming Yan, 2013, "A Threshold Model Approach To Estimating The Abnormal Stock Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-17, DOI: 10.1142/S2010495213500012.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013, "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-27, DOI: 10.1142/S2010495213500036.
• Alexandre Roch & H. Mete Soner, 2013, "Resilient Price Impact Of Trading And The Cost Of Illiquidity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 06, pages 1-27, DOI: 10.1142/S0219024913500374.
• Steven J. Davis & Paul Willen, 2013, "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-53, DOI: 10.1142/S2010139213500110.
• Jing-Zhi Huang & Zhijian Huang, 2013, "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-33, DOI: 10.1142/S201013921350016X.
• Leonard C MacLean & William T Ziemba (ed.), 2013, "Handbook of the Fundamentals of Financial Decision Making:In 2 Parts," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8557, ISBN: ARRAY(0x600119b0), September.
• Rachel E S Ziemba & William T Ziemba, 2013, "Investing in the Modern Age," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8793, ISBN: ARRAY(0x5f7279e8), September.
• Sébastien Lleo & William T. Ziemba, 2013, "Stock Market Crashes In 2007–2009: Were We Able To Predict Them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Arbitrage, Risk Arbitrage and the Favorite-longshot Bias," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "The Bond Stock Earnings Yield Differential Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Investor Camps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Average Hedge Funds and their Evaluation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Incentives and Risk Taking in Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Evaluating Superior Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Investment in Own-Company Stock," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Cutting Through the Hype on Sovereign Wealth Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "A New Age for Liquidity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Government Owned Pensions: Asset Allocation and Governance Issues," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Update on Yale's Approach to Endowment Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "A Risk Arbitrage Convergence Trade: The Nikkei Put Warrant Market of 1989–90," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Kelly Capital Growth Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "InnoALM, the Innovest Austrian Pension Fund Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Investing in the January Turn-of-the-Year Effect with Index Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "The January Barometer," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Sell in May and Go Away and the Effect of the Fed," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "60-40 Pension Fund Mixes and Presidential Party Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Thoughts on the VIX Fear Index," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Changing Correlations: Rising VIX and Violent Market Moves," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Stock Market Crashes in 2006–2009: Were We Able to Predict Them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Three Mini Crashes in US and World Equity Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "What Signals Worked and What Did Not, 1980–2009," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "What Signals Worked and What Did Not, 1980–2009, Part II," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "What Signals Worked and What Did Not, 1980–2009, Part III," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "How to Lose Money in Derivatives and Examples of Those Who Did," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Understanding the Financial Markets in the Subprime Era: The 2007/9 Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Bubbles," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "China: Navigating the Olympic Risks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Turkey's Juggling Act: Can it Live up to Potential?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Testing Resiliency: Protest and Natural Disasters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "It's a Gas, Gas, Gas!," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Thoughts on the Current Market Environment, Risks and Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "What's Wrong with the US?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Investing Around the World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Blunder or Correct Decision? The Belichick Decision to go for it on 4th Down," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "The 2010 and 2011 Super Bowls and the Elo Ranking System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Risk Arbitrage in the NFL 2012 Playoffs and the Super Bowl," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "The One That Got Away: The Hitable $2 Million Pick 6 at the Breeders' Cup," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Two Super Horses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "Farewell to the Queen and to the Princess of US Thoroughbred Racing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, "Investing in the Modern Age".
• Rachel E. S. Ziemba & William T. Ziemba, 2013, "The Dr. Z Place and Show Racetrack Betting Systems Past and Present," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, "Investing in the Modern Age".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Optimal Organisations for Optimal Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Phelim P. Boyle & Chenghu Ma, 2013, "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Chenghu Ma & Jiankang Zhang, 2013, "Aggregation in Incomplete Market with General Utility Functions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Qian Han & Calum G. Turvey, 2013, "A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Tihana Škrinjariæ, 2013, "Portfolio Selection with Higher Moments and Application on Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 16, issue 1, pages 65-78, May.
• Barasinska, Nataliya & Schäfer, Dorothea, 2013, "Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance," Discussion Papers, Deutsche Bundesbank, number 05/2013.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013, "Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation," Discussion Papers, Deutsche Bundesbank, number 18/2013.
• Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2013, "Banks and sovereign risk: A granular view," Discussion Papers, Deutsche Bundesbank, number 29/2013.
• Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013, "Collateral requirements and asset prices," Discussion Papers, Deutsche Bundesbank, number 44/2013.
• Dötz, Niko & Weth, Mark, 2013, "Cash holdings of German open-end equity funds: Does ownership matter?," Discussion Papers, Deutsche Bundesbank, number 47/2013.
• Jahn, Nadya & Memmel, Christoph & Pfingsten, Andreas, 2013, "Banks' concentration versus diversification in the loan portfolio: New evidence from Germany," Discussion Papers, Deutsche Bundesbank, number 53/2013.
• Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2013, "Window dressing in mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-07 [rev.2].
• Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2013, "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-09 [rev.].
• Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2013, "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-09 [rev.2].
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2013, "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-05.
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2013, "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-05 [rev.].
• Bethke, Sebastian & Kempf, Alexander & Trapp, Monika, 2013, "The correlation puzzle: The interaction of bond and risk correlation," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-06.
• Cici, Gjergji & Gibson, Scott & Gunduz, Yalin & Merrick, John J., 2013, "Market transparency and the marking precision of bond mutual fund managers," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-07.
• Brinkmann, Felix & Kempf, Alexander & Korn, Olaf, 2013, "Forward-looking measures of higher-order dependencies with an application to portfolio selection," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-08.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2013, "Seasonal asset allocation: Evidence from mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-09.
• Baule, Rainer & Korn, Olaf & Saßning, Sven, 2013, "Which beta is best? On the information content of option-implied betas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-11.
• Mittnik, Stefan, 2013, "VaR-implied tail-correlation matrices," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/05.
• Hubener, Andreas & Maurer, Raimond & Mitchell, Olivia S., 2013, "How family status and social security claiming options shape optimal life cycle portfolios," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/07.
• Kim, Hugh H. & Maurer, Raimond & Mitchell, Olivia S., 2013, "Time is money: Life cycle rational inertia and delegation of investment management," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/08.
• Korteweg, Arthur & Kräussl, Roman & Verwijmeren, Patrick, 2013, "Does it pay to invest in art? A selection-corrected returns perspective," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/18.
• Mersland, Roy & Urgeghe, Ludovic, 2013, "International Debt Financing and Performance of Microfinance Institutions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 22, issue 1-2, pages 17-29.
• Kohn, Wolfgang, 2013, "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 83786, Oct.
• Kohn, Wolfgang, 2013, "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 97147, Oct.
• Croonenbroeck, Carsten & Matkovskyy, Roman, 2013, "Is the market held by institutional investors? The disposition effect revisited," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 338.
• Odermann, Alexander & Cremers, Heinz, 2013, "Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 204.
• Prehn, Sören & Glauben, Thomas & Pies, Ingo & Will, Matthias Georg & Loy, Jens-Peter, 2013, "Betreiben Indexfonds Agrarspekulation? Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf
  [Do index funds speculate on agricultural futures markets? Explanatory notes on the business model and the additional need for research]," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 138.
• Fontana, Olimpia & Godin, Antoine, 2013, "Securitization, housing market and banking sector behavior in a stock-flow consistent model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-13.
• Bialowolski, Piotr & Weziak-Bialowolska, Dorota, 2013, "External factors affecting investment decisions of companies," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-44.
• Raddant, Matthias & Wagner, Friedrich, 2013, "Phase transition in the S&P stock market," Kiel Working Papers, Kiel Institute for the World Economy, number 1846.
• Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G., 2013, "Locus of Control and Savings," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 455, DOI: 10.4419/86788514.
• Georgarakos, Dimitris & Haliassos, Michalis & Pasini, Giacomo, 2013, "Household debt and social interactions," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 1, revised 2013, DOI: 10.2139/ssrn.2208516.
• Calvet, Laurent E. & Sodini, Paolo, 2013, "Twin picks: Disentangling the determinants of risk-taking in household portfolios," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 13, DOI: 10.2139/ssrn.2244168.
• Ascheberg, Marius & Branger, Nicole & Kraft, Holger, 2013, "When do jumps matter for portfolio optimization?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 16, DOI: 10.2139/ssrn.2259630.
• Kaustia, Markku & Knüpfer, Samuli & Torstila, Sami, 2013, "Stock ownership and political behavior: Evidence from demutualization," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 2, DOI: 10.2139/ssrn.2209645.
• Corradin, Stefano & Gropp, Reint E. & Huizinga, Harry & Laeven, Luc, 2013, "Who invests in home equity to exempt wealth from bankruptcy?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 21, DOI: 10.2139/ssrn.2268926.
• Branger, Nicole & Kraft, Holger & Meinerding, Christoph, 2013, "Partial information about contagion risk, self-exciting processes and portfolio optimization," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 28, DOI: 10.2139/ssrn.1633479.
• Kaustia, Markku & Lehtoranta, Antti & Puttonen, Vesa, 2013, "Does sophistication affect long-term return expectations? Evidence from financial advisers' exam scores," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 3, DOI: 10.2139/ssrn.2209649.
• Kaustia, Markku & Rantapuska, Elias, 2013, "Does mood affect trading behavior?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 4, DOI: 10.2139/ssrn.2209665.
• Vilkovz, Grigory & Xiaox, Yan, 2013, "Option-implied information and predictability of extreme returns," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 5, DOI: 10.2139/ssrn.2209654.
• Hautsch, Nikolaus & Kyj, Lada. M. & Malec, Peter, 2013, "Do high-frequency data improve high-dimensional portfolio allocations?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-014.
• Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013, "CDO surfaces dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-032.
• Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2013, "Herding in financial markets: Bridging the gap between theory and evidence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-036.
• Boortz, Christopher K. & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2013, "The impact of information risk and market stress on institutional trading: New evidence through the lens of a simulated herd model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79728.
• Hellmann, Tobias & Riedel, Frank, 2013, "The Foster-Hart Measure of Riskiness for General Gambles," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79752.
• Straub, Roland & Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas, 2013, "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79785.
• Bucher-Koenen, Tabea & Kluth, Sebastian, 2013, "Subjective Life Expectancy and Private Pensions," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79806.
• Kroencke, Tim A. & Muehler, Grit & Sprietsma, Maresa, 2013, "Return and risk of human capital contracts," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-108.
• Finn Marten Körner & Hans-Michael Trautwein, 2013, "Sovereign Credit Ratings and the Transnationalization of Finance - Evidence from a Gravity Model of Portfolio Investment," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 20 / 2013, Oct, revised Feb 2014.

2012

• Stephen G. Dimmock, 2012, "Background Risk and University Endowment Funds," The Review of Economics and Statistics, MIT Press, volume 94, issue 3, pages 789-799, August.
• Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012, "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1204.
• Sergio Galli Lazzeri, 2012, "The impact of financialization on the WTI market," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1204.
• D'Albis, Hippolyte & Thibault, Emmanuel, 2012, "Ambiguous Life Expectancy and the Demand for Annuities," TSE Working Papers, Toulouse School of Economics (TSE), number 12-323, Jul.
• Gollier, Christian, 2012, "Asset pricing with uncertain betas: A long-term perspective," TSE Working Papers, Toulouse School of Economics (TSE), number 12-354, Nov.
• Gollier, Christian, 2012, "Evaluation of long-dated assets : The role of parameter uncertainty," TSE Working Papers, Toulouse School of Economics (TSE), number 12-361, Nov, revised Sep 2015.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2012, "Optimal life-cycle portfolios for heterogeneous workers," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 012, Sep.
• Müller-Plantenberg, Nikolas, 2012, "Boom-and-bust cycles marked by capital inflows, current account deterioration and a rise and fall of the real exchange rate," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/10, Mar.
• John Cotter & Stuart Gabriel & Richard Roll, 2012, "Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust," Working Papers, Geary Institute, University College Dublin, number 201217, Aug.
• Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2012, "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-07, revised Feb 2012.
• Shawkat Hammoudeh & Michael McAleer, 2012, "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-08, Apr.
• D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012, "The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-24, Oct.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-26, revised Oct 2012.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2012, "Volatility Spillovers from the US to Australia and China across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-30, Dec.
• Ľuboš Pástor & Robert F. Stambaugh, 2012, "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, volume 120, issue 4, pages 740-781, DOI: 10.1086/667987.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012, "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/239873.
• Sergio Mayordomo & María Rodríguez-Moreno & Juan Ignacio Peña, 2012, "Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 24/12, Dec.
• Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012, "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 019, Jan, DOI: 10.26481/umamet.2012019.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012, "Money doctors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1355, Jun.
• Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012, "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1213, Feb.