Research classified by Journal of Economic Literature (JEL) codes

2013

• 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(0x54e7bb78), March.
• 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(0x551572c8), March.
• 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.
• Gourieroux, Christian (ed.), 2013, "Stress-Test Exercises and the Pricing of Very Long-Term Bonds," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11793.
• Campi, Luciano (ed.), 2013, "Investissement optimal et évaluation d'actifs sous certaines imperfections de marché," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12887.
• Eva Sierminska & Karina Doorley, 2013, "To Own or Not to Own?: Household Portfolios, Demographics and Institutions in a Cross-National Perspective," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 611.
• Rainer Frey, 2013, "Auslandsforderungen deutscher Bankkonzerne in der Finanzkrise: ein vielschichtiger Bilanzabbau in zwei Phasen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 82, issue 2, pages 157-170, DOI: 10.3790/vjh.82.2.157.
• Nataliya Barasinska & Dorothea Schäfer, 2013, "Is the Willingness to Take Financial Risk a Sex-Linked Trait?: Evidence from National Surveys of Household Finance," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1278.
• Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013, "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1300.
• Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2013, "On the International Spillovers of US Quantitative Easing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1304.
• Dirk Ulbricht, 2013, "Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1324.
• Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013, "Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1336.
• Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen, 2013, "A wavelet-based copula approach for modeling market risk in agricultural commodity markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 154.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 166.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013, "Corporate Cash Holding in Asia," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0889, Oct.
• Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2013, "Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-28.
• Malte Sundkötter & Daniel Ziegler, 2013, "Perfect Competition vs. Riskaverse Agents: Technology Portfolio Choice in Electricity Markets," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1303, Apr, revised Apr 2013.
• Edward Tower & Heehyun Lim, 2013, "Enhanced Versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree and RAFI Powershares," Working Papers, Duke University, Department of Economics, number 13-15.
• Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013, "The Impact of Hedge Funds on Asset Markets," Working Papers, Duke University, Department of Economics, number 13-27.
• Radu, Vranceanu & Besancenot, Damien & Dubart, Delphine, 2013, "Can Rumors and Other Uninformative Messages Cause Illiquidity ?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1309, Jul, revised Jun 2014.
• Busse, Marc & Dacorogna, Michel & Kratz, Marie, 2013, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1321, Dec.
• Spaenjers , Christophe & Spira, Sven Michael, 2013, "Subjective Life Horizon and Portfolio Choice," HEC Research Papers Series, HEC Paris, number 985, Sep.
• Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013, "The Price of Wine," HEC Research Papers Series, HEC Paris, number 1019, Dec.
• Thiago De Oliveira Souza, 2013, "Discount Rates, Market Frictions and the Mystery of the Size Premium," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-43, Nov.
• De Santis, Roberto A. & Coeurdacier, Nicolas & Aviat, Antonin, 2009, "Cross-Border Mergers and acquisitions: Financial and institutional forces," Working Paper Series, European Central Bank, number 1018, Mar.
• de Bondt, Gabe, 2009, "Euro area money demand: empirical evidence on the role of equity and labour markets," Working Paper Series, European Central Bank, number 1086, Sep.
• Klaus, Benjamin & Rzepkowski, Bronka, 2009, "Risk spillover among hedge funds: The role of redemptions and fund failures," Working Paper Series, European Central Bank, number 1112, Nov.
• Beck, Roland & Weber, Sebastian, 2010, "Should larger reserve holdings be more diversified?," Working Paper Series, European Central Bank, number 1193, May.
• Dorn, Daniel, 2010, "Investors with too many options?," Working Paper Series, European Central Bank, number 1197, May.
• Manganelli, Simone & Popov, Alexander, 2010, "Finance and diversification," Working Paper Series, European Central Bank, number 1259, Oct.
• Bucher-Koenen, Tabea & Ziegelmeyer, Michael, 2011, "Who lost the most? Financial literacy, cognitive abilities, and the financial crisis," Working Paper Series, European Central Bank, number 1299, Feb.
• Gropp, Reint & Corradin, Stefano & Huizinga, Harry & Laeven, Luc, 2011, "Who invests in home equity to exempt wealth from bankruptcy?," Working Paper Series, European Central Bank, number 1337, May.
• Ramb, Fred & Scharnagl, Michael, 2011, "Household's portfolio structure in Germany - analysis of financial accounts data 1959-2009," Working Paper Series, European Central Bank, number 1355, Jun.
• Fratzscher, Marcel, 2011, "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series, European Central Bank, number 1364, Jul.
• 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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.