Research classified by Journal of Economic Literature (JEL) codes

2011

• Pattitoni, Pierpaolo & Savioli, Marco, 2011, "Investment choices: Indivisible non-marketable assets and suboptimal solutions," Economic Modelling, Elsevier, volume 28, issue 6, pages 2387-2394, DOI: 10.1016/j.econmod.2011.06.027.
• Garcia, René & Renault, Eric & Veredas, David, 2011, "Estimation of stable distributions by indirect inference," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 325-337, April.
• Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2011, "Agricultural arbitrage and risk preferences," Journal of Econometrics, Elsevier, volume 162, issue 1, pages 35-43, May.
• Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Peltomäki, Jarkko, 2011, "Geographical focus in emerging markets and hedge fund performance," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 309-320, DOI: 10.1016/j.ememar.2011.05.001.
• Boubakri, Salem & Guillaumin, Cyriac, 2011, "Financial integration and currency risk premium in CEECs: Evidence from the ICAPM," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 460-484, DOI: 10.1016/j.ememar.2011.08.001.
• Diyarbakirlioglu, Erkin, 2011, "Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 485-509, DOI: 10.1016/j.ememar.2011.08.002.
• Shawky, Hany A. & Tian, Jianbo, 2011, "Small-cap equity mutual fund managers as liquidity providers," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 802-814, DOI: 10.1016/j.jempfin.2011.09.002.
• Li, Yan & Yang, Liyan, 2011, "Testing conditional factor models: A nonparametric approach," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 972-992, DOI: 10.1016/j.jempfin.2011.07.004.
• Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011, "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, volume 33, issue 5, pages 912-923, September.
• Ziegler, Andreas & Busch, Timo & Hoffmann, Volker H., 2011, "Disclosed corporate responses to climate change and stock performance: An international empirical analysis," Energy Economics, Elsevier, volume 33, issue 6, pages 1283-1294, DOI: 10.1016/j.eneco.2011.03.007.
• Westner, Günther & Madlener, Reinhard, 2011, "Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology’s prospects in view of the new regulatory framework," Energy, Elsevier, volume 36, issue 8, pages 5301-5313, DOI: 10.1016/j.energy.2011.06.038.
• Fletcher, Jonathan, 2011, "Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 375-385, DOI: 10.1016/j.irfa.2011.07.002.
• Husmann, Sven & Todorova, Neda, 2011, "CAPM option pricing," Finance Research Letters, Elsevier, volume 8, issue 4, pages 213-219, DOI: 10.1016/j.frl.2011.03.001.
• Khandani, Amir E. & Lo, Andrew W., 2011, "What happened to the quants in August 2007? Evidence from factors and transactions data," Journal of Financial Markets, Elsevier, volume 14, issue 1, pages 1-46, February.
• Gayrat Yakhshibaev, 2011, "Sources Of Short-Term Finance And Investment Opportunaties," European Journal of Business and Economics, Central Bohemia University, volume 2, issue 0, pages 60-621:2, September, DOI: 10.12955/ejbe.v2i0.105.
• Roxana Halbleib & Valeri Voev, 2011, "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-03, Jan.
• Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011, "International Diversification Benefits with Foreign Exchange Investment Styles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-10, Mar.
• Christian Bach, 2011, "Conservatism in Corporate Valuation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-32, Sep.
• Rasmus Tangsgaard Varneskov, 2011, "Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-35, Sep.
• Manuel Lukas, 2011, "Return Predictability, Model Uncertainty, and Robust Investment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-42, Nov.
• Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez, 2011, "Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-44, Jul.
• Peter Christoffersen & Hugues Langlois, 2011, "The Joint Dynamics of Equity Market Factors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-45, Sep.
• Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2011, "Regulating Asset Price Risk," American Economic Review, American Economic Association, volume 101, issue 3, pages 410-412, May.
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011, "US International Equity Investment and Past and Prospective Returns," American Economic Review, American Economic Association, volume 101, issue 7, pages 3440-3455, December.
• Laura Daniela TANASE (ROSCA), 2011, "The Degree Of Financial Education At The Romanian People," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, volume 3, issue 1, pages 23-37, March.
• Kauffman, Nathan S. & Hayes, Dermot J., 2011, "The Impact of Price-Induced Hedging Behavior on Commodity Market Volatility," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103242, DOI: 10.22004/ag.econ.103242.
• Witt, Rudolf & Waibel, Hermann, 2011, "Constraints to diversification of poor fishery-dependent households in Cameroon," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, volume 6, issue 2, pages 1-21, September, DOI: 10.22004/ag.econ.156972.
• Olowa, Olatomide W. & Awoyemi, Timothy T., None, "Remittances and Household Expenditure in Rural Nigeria," Journal of Rural Economics and Development, University of Ibadan, Department of Agricultural Economics, volume 20, pages 1-14, DOI: 10.22004/ag.econ.206866.
• Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, , "A Two-Parameter Model of Dispersion Aversion," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 151196, DOI: 10.22004/ag.econ.151196.
• Sorin Gabriel Anton, 2011, "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 58, pages 41-52, november.
• J.Swaminathan & A.Ananth, 2011, "Impact of Mutual Fund Investments in Indian Equity Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, volume 2, issue 2, pages 228-238, March.
• Ec. Ana Preda, Ph. D Student, Lect. Mirela Monea Ph. D, 2011, "Theunit-Linkedinsurance- A Formof Long Termeconomizing In Thecontext Of Globalcrisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 4, issue 39, pages 251-258, May.
• Radu Sorin Claudiu Ph. D Student, 2011, "The Evolution Of The Behaviour Of Investors On The Capital Market," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 4, issue 39, pages 259-266, May.
• Anila Mançka, 2011, "The Influence Of The Macroeconmic Situation In The Value Of The Sytematic Credit Risk In Albania. An Statistical Analysis," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 176-187, April.
• Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011, "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-09.
• Luca RICCETTI, 2011, "A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 355, Jan.
• Giulio PALOMBA & Luca RICCETTI, 2011, "Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 358, Jun.
• Turhan Korkmaz & Hasan Uygurturk, 2011, "Comparison Of Investment Style: An Application On Share Weighted Funds Trading In Turkey," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 1, pages 1-12, January.
• David K. Musto, 2011, "The Economics of Mutual Funds," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 159-172, December.
• Karen K. Lewis, 2011, "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 435-466, December.
• Russ Wermers, 2011, "Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 537-574, December.
• Olivier Gu'eant & Charles-Albert Lehalle & Joaquin Fernandez Tapia, 2011, "Optimal Portfolio Liquidation with Limit Orders," Papers, arXiv.org, number 1106.3279, Jun, revised Jul 2012.
• Martin Hoesli & Kustrim Reka, 2011, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2011_63, Jan.
• Dan ARMEANU & Andreea NEGRU, 2011, "Optimizing The Portfolio Of Assets, According To The Markowitz Model," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 30, issue 2(22), pages 8-14, June.
• Dan ARMEANU & Andreea NEGRU, 2011, "Usage Of The Main Components Analysis In The Management Of The Investment Portfolio," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 23, issue 3, pages 61-70, september.
• Schröder, Thomas & Dunbar, Kwamie, 2011, "Effectively hedging the interest rate risk of wide floating-rate coupon spreads," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 4, issue 2, pages 162-179, March.
• Geman, Hélyette & Kharoubi-Rakotomalala, Cécile, 2011, "Distortion risk measures for hedge funds," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 4, issue 3, pages 286-300, June.
• Riccardo Cesari & Anna Grazia Quaranta, 2011, "A robust risk-based approach in portfolio management," BANCARIA, Bancaria Editrice, volume 1, pages 18-31, January.
• Rosa Adamo & Domenica Federico & Antonella Notte, 2011, "cological finance and ethic/environmental mutual funds," BANCARIA, Bancaria Editrice, volume 2, pages 81-95, February.
• Steven Liew Woon Choy & Jayaraman Munusamy & Shankar Chelliah & Ally Mandari, 2011, "Effects of Financial Distress Condition on the Company Performance: A Malaysian Perspective," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 85-99, August.
• Albert de-Paz & Jesus Marin-Solano & Jorge Navas, 2011, "Heterogeneous discounting in consumption-investment problems. Time consistent solutions," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 264.
• Raina Tsaneva, 2011, "Institutional Investment in Bulgaria – Trends, Problems and Directions," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 66-89.
• Alexander Ganchev, 2011, "Portfolio Management Efficiency of Bulgarian Investment Funds," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 95-116.
• Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2011, "Portfolio Selection with Skewness: A Comparison of Methods and Generalized Two Fund Separition Result," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1103, Sep, revised Sep 2011.
• David Bolder & Simon Deeley, 2011, "The Canadian Debt-Strategy Model: An Overview of the Principal Elements," Discussion Papers, Bank of Canada, number 11-3, DOI: 10.34989/sdp-2011-3.
• Katya Kartashova, 2011, "The Private Equity Premium Puzzle Revisited," Staff Working Papers, Bank of Canada, number 11-6, DOI: 10.34989/swp-2011-6.
• Tabea Bucher-Koenen & Michael Ziegelmeyer, 2011, "Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis," BCL working papers, Central Bank of Luxembourg, number 54, Feb.
• Tamara Burdisso & Eduardo Ariel Corso, 2011, "Uncertainty and Portfolio Dollarization. The Argentine Case in the Last Half Century," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 63, pages 41-95, July - Se.
• Mehmet SARAC & Mehmet Burak KAHYAOGLU, 2011, "The Analysis of Socio-Economic and Demographic Factors Effecting the Risk Taking Behaviour of Individual Investors," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 2, pages 135-158.
• Serkan Yilmaz KANDIR & Halime INAN, 2011, "Testing Profitability of Momentum Investment Strategy in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 2, pages 51-70.
• Michele Manna, 2011, "Home bias in interbank lending and banks� resolution regimes," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 816, Jul.
• Ibarra-Ramírez Raúl, 2011, "Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach," Working Papers, Banco de México, number 2011-03, Jun.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011, "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 150-160.
• Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 282-294.
• BORGY, V. & ARRONDEL, L. & Frédérique Savignac, 2011, "Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques," Bulletin de la Banque de France, Banque de France, issue 184, pages 45-57.
• Bachellerie, A. & Birouk, O. & Pfister, C., 2011, "La destination finale des placements financiers des ménages français," Bulletin de la Banque de France, Banque de France, issue 184, pages 59-69.
• ARRONDEL, L. & Frédérique Savignac & BACHELLERIE, A. & BIROUK, O. & CHAPUT, H., 2011, "Les comportements patrimoniaux des ménages en France : évolutions et déterminants entre 2004 et 2010," Bulletin de la Banque de France, Banque de France, issue 185, pages 89-107.
• Le Roux, J., 2011, "Les portefeuilles-titres des résidents français entre 2007 et 2010 d’après les statistiques de détention « titre par titre » de la Banque de France," Bulletin de la Banque de France, Banque de France, issue 186, pages 55-84.
• L. Arrondel. & V. Borgy. & F. Savignac., 2011, "Households’ savings and portfolio choices: micro and macroeconomic approaches," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 22, pages 33-51, Summer.
• José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011, "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• Carlos León & Alejandro Reveiz, 2011, "Portfolio optimization and long-term dependence," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• Marie Brière & Ombretta Signori, 2011, "Inflation hedging portfolios in different regimes," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• Jacob Gyntelberg & Andreas Schrimpf, 2011, "FX strategies in periods of distress," BIS Quarterly Review, Bank for International Settlements, December.
• Kathryn Graddy & Philip E. Margolis, 2011, "Fiddling With Value: Violins As An Investment?," Economic Inquiry, Western Economic Association International, volume 49, issue 4, pages 1083-1097, October, DOI: j.1465-7295.2010.00269.x.
• Frank M. Fossen, 2011, "The Private Equity Premium Puzzle Revisited—New Evidence on the Role of Heterogeneous Risk Attitudes," Economica, London School of Economics and Political Science, volume 78, issue 312, pages 656-675, October, DOI: j.1468-0335.2010.00864.x.
• G. William Schwert, 2011, "Stock Volatility during the Recent Financial Crisis," European Financial Management, European Financial Management Association, volume 17, issue 5, pages 789-805, November, DOI: 10.1111/j.1468-036X.2011.00620.x.
• Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011, "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, volume 40, issue 2, pages 381-407, June.
• Roland Beck & Sebastian Weber, 2011, "Should Larger Reserve Holdings Be More Diversified?," International Finance, Wiley Blackwell, volume 14, issue 3, pages 415-444, December.
• Trond M. Døskeland & Hans K. Hvide, 2011, "Do Individual Investors Have Asymmetric Information Based on Work Experience?," Journal of Finance, American Finance Association, volume 66, issue 3, pages 1011-1041, June.
• Thierry Foucault & David Sraer & David J. Thesmar, 2011, "Individual Investors and Volatility," Journal of Finance, American Finance Association, volume 66, issue 4, pages 1369-1406, August.
• George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011, "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, volume 66, issue 4, pages 1407-1437, August.
• Alessandro Gavazza, 2011, "Demand spillovers and market outcomes in the mutual fund industry," RAND Journal of Economics, RAND Corporation, volume 42, issue 4, pages 776-804, December, DOI: j.1756-2171.2010.00154.x.
• Stefano Ugolini, 2011, "Foreign exchange reserve management in the 19th century: The National Bank of Belgium in the 1850s," Working Paper, Norges Bank, number 2011/07, Jul.
• Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011, "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper, Norges Bank, number 2011/19, Dec.
• Alexandros E. Milionis & Dimitra K. Patsouri, 2011, "A conditional CAPM; implications for the estimation of systematic risk," Working Papers, Bank of Greece, number 131, May.
• M. Marzo & D. Ritelli & P. Zagaglia, 2011, "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp797, Nov.
• Pavel Bandarchuk & Jens Hilscher, 2011, "Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics," Working Papers, Brandeis University, Department of Economics and International Business School, number 38, Sep.
• Walter Gonçalves Junior & Fábio Gallo Garcia & William Eid Junior & Luciana Ribeiro Chalela, 2011, "Short-Run Asset Selection using a Logistic Model," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 2, pages 227-256.
• Márcio André Veras Machado & Otávio Ribeiro de Medeiros, 2011, "Asset Pricing Model and the Liquidity Effect: Empirical Evidence in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 383-412.
• Gustavo Passarelli Giroud Joaquim & Marcelo Leite Moura, 2011, "Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 4, pages 525-548.
• Werner Boente & Ute Filipiak, 2011, "Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp11014, Oct.
• Raphaëlle Bellando & Linh Tran-Dieu, 2011, "La relation entre flux d'entrées nets et performance des fonds. Une étude appliquée au cas des opcvm actions français," Revue économique, Presses de Sciences-Po, volume 62, issue 2, pages 255-275.
• Christian Walter, 2011, "Performation et surveillance du système financier," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 105-116.
• Marc Auberger, 2011, "Les difficultés de la valorisation des entreprises par les marchés financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 209-216.
• Nathalie Oriol, 2011, "Investissement institutionnel et révision de la directive MIF," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 217-236.
• Ogilvie, S. & Küpker, M. & Maegraith, J., 2011, "Household Debt in Seventeenth-Century Württemberg: Evidence from Personal Inventories," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1148, Jul.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/05, Jan.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/12, Feb.
• Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/28, Jul.
• Friedman, Dan & Sunder, Shyam, 2011, "Risky Curves: From Unobservable Utility to Observable Opportunity Sets," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt36q158jt, Jun.
• Rodolfo Apreda, 2011, "Multiplicative models of financial returns an what we fail to get when they are disregarded," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 454, May.
• Guy Mayraz, 2011, "Wishful Thinking," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1092, Nov.
• Gunther Capelle-Blancard & Stéphanie Monjon, 2011, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Working Papers, CEPII research center, number 2011-12, May.
• Douglas James Hodgson & Aylin Seckin, 2011, "Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis," CIRANO Working Papers, CIRANO, number 2011s-14, Jan.
• Ke Pang, 2011, "Equity home bias, incomplete financial markets, and nominal rigidities," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 1, pages 340-363, February, DOI: 10.1111/j.1540-5982.2010.01635.x.
• Luis García-Álvarez & Richard Luger, 2011, "Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis," Working Papers, CEMFI, number wp2011_1103, Apr, revised Sep 2011.
• Carlos Le�n & Daniel vela, 2011, "Foreign reserves� strategic asset allocation," Borradores de Economia, Banco de la Republica, number 8186, Mar.
• Cecilia Maya Ochoa & Catalina Mar�a Jaramillo Ospina & Lina Mar�a Montoya Madrigal, 2011, "¿Existen ganancias por la cobertura de riesgo cambiario en un portafolio de acciones global, desde la perspectiva de un inversionista colombiano?," Estudios Gerenciales, Universidad Icesi.
• César Corredor Velandia & Rafael de Jes�s Mej�a Pertuz, 2011, "Comportamiento sectorial del mercado de renta variable en Colombia: Una aplicación del modelo CAPM," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 5, issue 1, pages 109-144.
• Carlos Arturo Gómez Restrepo & Mario Garc�a Molina, 2011, "Supuestos implícitos en la utilización del capital Assets Pricing Model - Capm - para el cálculo del costo del capital propio - Equity-," Documentos Doctorado en Ciencias Económicas, Universidad Nacional de Colombia, FCE, CID, number 8905, Aug.
• Claudía María García Mazo & Jilmer Arley Moreno Martínez, 2011, "Optimización de portafolios de pensiones en Colombia: el esquema de multifondos, 2003-2010," Revista Ecos de Economía, Universidad EAFIT.
• Luís Ángel Meneses Cerón & Ronald Alejandro Macuac� Otero, 2011, "Valoración y riesgo crediticio en Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 3, issue 2, pages 65-82.
• Carlo Alberto Magni, 2011, "Addendum to "Average Internal Rate of Return and Investment Decisions: A New Perspective"," Proyecciones Financieras y Valoración, Master Consultores, number 8138, Mar.
• Carlo Alberto Magni & Flavio Pressacco & Patrizia Stucchi, 2011, "A Quasi-IRR for a Project Without IRR," Proyecciones Financieras y Valoración, Master Consultores, number 8249, Mar.
• Giovanni Reyes, 2011, "Participación de agentes en mercados financieros: aplicación de los modelos chakraborty-ray y dornbusch," Revista Tendencias, Universidad de Narino, volume 12, issue 1, pages 192-212.
• GAHUNGU, Joachim & SMEERS, Yves, 2011, "Optimal time to invest when the price processes are geometric Brownian motions. A tentative based on smooth fit," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011034, Jul.
• GAHUNGU, Joachim & SMEERS, Yves, 2011, "Sufficient and necessary conditions for perpetual multi-assets exchange options," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011035, Jul.
• Michiel Bijlsma & Sander Muns, 2011, "Systemic risk across sectors; Are banks different?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 175, Apr.
• Jan Bonenkamp & Yvonne Adema & Lex Meijdam, 2011, "Retirement Flexibility and Portfolio Choice," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 182, Jun.
• Miles, David & McCarthy, David, 2011, "Optimal portfolio allocation for corporate pension funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8198, Jan.
• Titman, Sheridan & Kaniel, Ron & Liu, Shuming & Saar, Gideon, 2011, "Individual Investor Trading and Return Patterns around Earnings Announcements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8259, Feb.
• Kondor, Péter & Sadka, Ronnie & Kang, Namho, 2011, "Idiosyncratic Return Volatility in the Cross-Section of Stocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8307, Apr.
• Basak, Suleyman & Chabakauri, Georgy, 2011, "Dynamic Hedging in Incomplete Markets: A Simple Solution," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8402, May.
• Rydqvist, Kristian & Spizman, Joshua & Schwartz, Steven, 2011, "The Tax Benefit of Income Smoothing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8425, Jun.
• Cukierman, Alex & Izhakian, Yehuda, 2011, "Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8453, Jun.
• Kondor, Péter, 2011, "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8455, Jun.
• Basak, Suleyman & Makarov, Dmitry, 2011, "Strategic Asset Allocation in Money Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8457, Jun.
• Patton, Andrew, 2011, "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8479, Jul.
• Timmermann, Allan & Ang, Andrew, 2011, "Regime Changes and Financial Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8480, Jul.
• Fratzscher, Marcel, 2011, "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8496, Jul.
• Wieland, Volker & Koulovatianos, Christos, 2011, "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8514, Aug.
• Peress, Joël, 2011, "Learning From Stock Prices and Economic Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8569, Sep.
• Kaniel, Ron & Kondor, Péter, 2011, "The delegated Lucas tree," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8578, Sep.
• Krueger, Dirk & Jeske, Karsten & Mitman, Kurt, 2011, "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8624, Oct.
• Gourinchas, Pierre-Olivier & Coeurdacier, Nicolas, 2011, "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8649, Nov.
• Acharya, Viral & Mora, Nada, 2011, "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8706, Dec.
• Beber, Alessandro & Driessen, Joost & Tuijp, Patrick, 2011, "Pricing Liquidity Risk with Heterogeneous Investment Horizons," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8710, Dec.
• Jang Schiltz & Marc Boissaux, 2011, "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-12.
• Rob Alessie & Maarten van Rooij & Annamaria Lusardi, 2011, "Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 110, Mar.
• Leora Klapper & Georgios A. Panos, 2011, "Financial Literacy and Retirement Planning in View of a Growing Youth Demographic: The Russian Case," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 114, Mar.
• Riccardo Calcagno & Chiara Monticone, 2011, "Financial Literacy and the Demand for Financial Advice," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 117, Apr.
• Balbás, Beatriz & Balbás, Raquel, 2011, "CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number id-11-04.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2011, "Good deals in markets with frictions," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb110302, Feb.
• Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2011, "Entropy and the value of information for investors," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1104, Mar.
• Marina Yesica Recalde, 2011, "Determinantes de la inversión en exploración de hidrocarburos: un análisis del caso argentino," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 34, issue 94, pages 40-52, Enero-Abr.
• Jizheng Huang & Heng-fu Zou, 2011, "Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 456.
• Liutang Gong & William Smith & Heng-fu Zou, 2011, "Asset Prices and Hyperbolic Discounting," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 486.
• Jun Tu & Guofu Zhou, 2011, "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 715.
• Kuhnen, Camelia M. & Knutson, Brian, 2011, "The Influence of Affect on Beliefs, Preferences, and Financial Decisions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 3, pages 605-626, June.
• Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011, "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 4, pages 1107-1125, August.
• Pennacchi, George & Rastad, Mahdi, 2011, "Portfolio allocation for public pension funds," Journal of Pension Economics and Finance, Cambridge University Press, volume 10, issue 2, pages 221-245, April.
• Ana Fostel & John Geanakoplos, 2011, "Endogenous Leverage: VaR and Beyond," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1800, May.
• Daniel Friedman & Shyam Sunder, 2011, "Risky Curves: From Unobservable Utility to Observable Opportunity Sets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1819, Aug.
• Keppler, Jan Horst (ed.), 2011, "Rôle du signal prix du carbone sur les décisions d'investissement des entreprises," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/8200.
• Alexis Cellier & Pierre Chollet & Jean-François Gajewski, 2011, "Les annonces de notations extrafinancières véhiculent-elles une information au marché?," Revue Finance Contrôle Stratégie, revues.org, volume 14, issue 3, pages 5-38, September.
• Francisca Beer & Mohamed Wafta & Mohamed Zouaoui, 2011, "Is Sentiment Risk Priced by Stock Market?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110502, May.
• Kamel Laaradh & Nesrine Samet, 2011, "Existe-t-il un univers de benchmarks pour les Hedge Funds?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110701, Jul.
• Francisca Beer & Mohamad Watfa & Mohamed Zouaoui, 2011, "Do investors care about noise trader risk?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1111201, Oct, revised Dec 2011.
• Michela Coppola, 2011, "Einkommens- und Vermögenssituation der Babyboomer," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 80, issue 4, pages 31-50, DOI: 10.3790/vjh.80.4.31.
• Nataliya Barasinska, 2011, "Does Gender Affect Investors' Appetite for Risk?: Evidence from Peer-to-Peer Lending," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1125.
• Dergiades, Theologos, 2011, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," MPRA Paper, University Library of Munich, Germany, number 51128, Nov, revised 15 Nov 2011.
• Bennour, Khaled, 2011, "On the demand pressure hypothesis in option markets: the case of a redundant option," MPRA Paper, University Library of Munich, Germany, number 52497, Mar.
• Susanne, Cannon & Rebel, Cole, 2011, "How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data," MPRA Paper, University Library of Munich, Germany, number 52621, Feb, revised 25 May 2011.
• Konchitchki, Yaniv, 2011, "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper, University Library of Munich, Germany, number 52928, May.
• Rizvi, Aoun & Ali, Syed Babar, 2011, "Risk Taking Behavior of Investors of Pakistan," MPRA Paper, University Library of Munich, Germany, number 64342, May.
• Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim, 2011, "Firm Reputation and Cost of Debt Capital," MPRA Paper, University Library of Munich, Germany, number 64965, Jun, revised 05 Jun 2015.
• Aldubaikhi, Ammar & Alsayyed, Nidal, 2011, "Financial Analysis for Frontier Communications Corp. (FTR)," MPRA Paper, University Library of Munich, Germany, number 66989, Aug.
• Öztürk, Mustafa & Aras, Osman Nuri, 2011, "Foreign Capital Investment and Economic Crises in Turkey," MPRA Paper, University Library of Munich, Germany, number 81855.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201122, Oct.