Research classified by Journal of Economic Literature (JEL) codes

2012

• Bajeux-Besnainou, Isabelle & Bandara, Wachindra & Bura, Efstathia, 2012, "A Krylov subspace approach to large portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 11, pages 1688-1699, DOI: 10.1016/j.jedc.2012.04.009.
• Zhou, Jie, 2012, "Life-cycle stock market participation in taxable and tax-deferred accounts," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 11, pages 1814-1829, DOI: 10.1016/j.jedc.2012.05.002.
• Evans, Martin D.D. & Hnatkovska, Viktoria, 2012, "A method for solving general equilibrium models with incomplete markets and many financial assets," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1909-1930, DOI: 10.1016/j.jedc.2012.05.010.
• Forsyth, P.A. & Kennedy, J.S. & Tse, S.T. & Windcliff, H., 2012, "Optimal trade execution: A mean quadratic variation approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1971-1991, DOI: 10.1016/j.jedc.2012.05.007.
• Boschi, Melisso & Goenka, Aditya, 2012, "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 85-99, DOI: 10.1016/j.jedc.2011.07.005.
• Larsen, Linda Sandris & Munk, Claus, 2012, "The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 2, pages 266-293, DOI: 10.1016/j.jedc.2011.09.009.
• Wozabal, David & Hochreiter, Ronald, 2012, "A coupled Markov chain approach to credit risk modeling," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 3, pages 403-415, DOI: 10.1016/j.jedc.2011.09.011.
• Zimper, Alexander, 2012, "Asset pricing in a Lucas fruit-tree economy with the best and worst in mind," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 610-628, DOI: 10.1016/j.jedc.2011.11.006.
• Gabay, Daniel & Grasselli, Martino, 2012, "Fair demographic risk sharing in defined contribution pension systems," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 657-669, DOI: 10.1016/j.jedc.2011.12.002.
• De Giorgi, Enrico G. & Legg, Shane, 2012, "Dynamic portfolio choice and asset pricing with narrow framing and probability weighting," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 7, pages 951-972, DOI: 10.1016/j.jedc.2012.01.010.
• Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012, "Excess covariance and dynamic instability in a multi-asset model," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1142-1161, DOI: 10.1016/j.jedc.2012.03.015.
• Xue, Yi & Gençay, Ramazan, 2012, "Hierarchical information and the rate of information diffusion," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 9, pages 1372-1401, DOI: 10.1016/j.jedc.2012.03.001.
• Wang, Jinan & Chen, Langnan, 2012, "Liquidity-adjusted conditional capital asset pricing model," Economic Modelling, Elsevier, volume 29, issue 2, pages 361-368, DOI: 10.1016/j.econmod.2011.11.007.
• Cai, Jun & Ge, Chenliang, 2012, "Multi-objective private wealth allocation without subportfolios," Economic Modelling, Elsevier, volume 29, issue 3, pages 900-907, DOI: 10.1016/j.econmod.2011.11.013.
• Li, Jie & Huang, Huaxia & Xiao, Xiao, 2012, "The sovereign property of foreign reserve investment in China: A CVaR approach," Economic Modelling, Elsevier, volume 29, issue 5, pages 1524-1536, DOI: 10.1016/j.econmod.2012.05.012.
• Lee, Jen-Sin & Huang, Gow-Liang & Kuo, Chin-Tai & Lee, Liang-Chien, 2012, "The momentum effect on Chinese real estate stocks: Evidence from firm performance levels," Economic Modelling, Elsevier, volume 29, issue 6, pages 2392-2406, DOI: 10.1016/j.econmod.2012.06.023.
• Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012, "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, volume 29, issue 6, pages 2435-2443, DOI: 10.1016/j.econmod.2012.06.038.
• Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome, 2012, "Bilateral M&A activity from the Global South," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 3, pages 345-364, DOI: 10.1016/j.najef.2012.03.006.
• Rieger, Marc Oliver, 2012, "Optimal financial investments for non-concave utility functions," Economics Letters, Elsevier, volume 114, issue 3, pages 239-240, DOI: 10.1016/j.econlet.2011.10.029.
• d’Albis, Hippolyte & Thibault, Emmanuel, 2012, "Optimal annuitization, uncertain survival probabilities, and maxmin preferences," Economics Letters, Elsevier, volume 115, issue 2, pages 296-299, DOI: 10.1016/j.econlet.2011.12.045.
• Schuster, Martin & Auer, Benjamin R., 2012, "A note on empirical Sharpe ratio dynamics," Economics Letters, Elsevier, volume 116, issue 1, pages 124-128, DOI: 10.1016/j.econlet.2012.02.005.
• Benzion, Uri & Krupalnik, Lena & Rosenfeld, Ahron & Shahrabani, Shosh & Shavit, Tal, 2012, "The effect of short-term information on long-term investment: An experimental study," Economics Letters, Elsevier, volume 116, issue 1, pages 20-22, DOI: 10.1016/j.econlet.2012.01.003.
• Kim, Daehwan, 2012, "Is currency hedging necessary for emerging-market equity investment?," Economics Letters, Elsevier, volume 116, issue 1, pages 67-71, DOI: 10.1016/j.econlet.2012.01.008.
• Cai, Charlie X. & Kyaw, Khine & Zhang, Qi, 2012, "Stock index return forecasting: The information of the constituents," Economics Letters, Elsevier, volume 116, issue 1, pages 72-74, DOI: 10.1016/j.econlet.2012.01.014.
• Dergiades, Theologos, 2012, "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, volume 116, issue 3, pages 404-407, DOI: 10.1016/j.econlet.2012.04.018.
• Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr, 2012, "Another look at the uncovered interest rate parity: Have we missed the fundamentals?," Economics Letters, Elsevier, volume 116, issue 3, pages 476-479, DOI: 10.1016/j.econlet.2012.04.032.
• Liu, Desu, 2012, "Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level," Economics Letters, Elsevier, volume 117, issue 1, pages 250-252, DOI: 10.1016/j.econlet.2012.05.021.
• Gregory-Allen, Russell & Lu, Helen & Stork, Philip, 2012, "Asymmetric extreme tails and prospective utility of momentum returns," Economics Letters, Elsevier, volume 117, issue 1, pages 295-297, DOI: 10.1016/j.econlet.2012.05.040.
• Levaggi, Rosella & Menoncin, Francesco, 2012, "Tax audits, fines and optimal tax evasion in a dynamic context," Economics Letters, Elsevier, volume 117, issue 1, pages 318-321, DOI: 10.1016/j.econlet.2012.05.043.
• Yuan, Yue, 2012, "Optimal beliefs in the long run: An overlapping generations perspective," Economics Letters, Elsevier, volume 117, issue 2, pages 525-527, DOI: 10.1016/j.econlet.2012.06.052.
• Koo, Byung Lim & Koo, Hyeng Keun & Koo, Jung Lim & Hyun, ChongSeok, 2012, "A generalization of Dybvig’s result on portfolio selection with intolerance for decline in consumption," Economics Letters, Elsevier, volume 117, issue 3, pages 646-649, DOI: 10.1016/j.econlet.2012.08.027.
• Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012, "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 301-309, DOI: 10.1016/j.jeconom.2012.01.019.
• Peñaranda, Francisco & Sentana, Enrique, 2012, "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 303-324, DOI: 10.1016/j.jeconom.2012.05.007.
• Urbański, Stanisław, 2012, "Multifactor explanations of returns on the Warsaw Stock Exchange in light of the ICAPM," Economic Systems, Elsevier, volume 36, issue 4, pages 552-570, DOI: 10.1016/j.ecosys.2012.03.002.
• Leung, Pui-Lam & Ng, Hon-Yip & Wong, Wing-Keung, 2012, "An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment," European Journal of Operational Research, Elsevier, volume 222, issue 1, pages 85-95, DOI: 10.1016/j.ejor.2012.04.003.
• Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2012, "Does stock return predictability affect ESO fair value?," European Journal of Operational Research, Elsevier, volume 223, issue 1, pages 188-202, DOI: 10.1016/j.ejor.2012.06.002.
• Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012, "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 230-252, DOI: 10.1016/j.ememar.2012.03.003.
• Neaime, Simon, 2012, "The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 268-282, DOI: 10.1016/j.ememar.2012.01.006.
• Mendes, Beatriz Vaz de Melo & Marques, Daniel S., 2012, "Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 449-464, DOI: 10.1016/j.ememar.2012.07.005.
• Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012, "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 162-174, DOI: 10.1016/j.jempfin.2011.09.001.
• Yu, Hsin-Yi, 2012, "Where are the smart investors? New evidence of the smart money effect," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 51-64, DOI: 10.1016/j.jempfin.2011.09.005.
• Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012, "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 217-240, DOI: 10.1016/j.jempfin.2012.01.002.
• Engsted, Tom & Pedersen, Thomas Q., 2012, "Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 241-253, DOI: 10.1016/j.jempfin.2012.01.003.
• Taamouti, Abderrahim, 2012, "Moments of multivariate regime switching with application to risk-return trade-off," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 292-308, DOI: 10.1016/j.jempfin.2011.12.001.
• Turtle, H.J. & Zhang, Chengping, 2012, "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 334-348, DOI: 10.1016/j.jempfin.2012.03.003.
• Ekholm, Anders G., 2012, "Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 349-358, DOI: 10.1016/j.jempfin.2012.02.002.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2012, "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 454-464, DOI: 10.1016/j.jempfin.2012.04.005.
• Gospodinov, Nikolay & Jamali, Ibrahim, 2012, "The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 497-510, DOI: 10.1016/j.jempfin.2012.04.009.
• Candelon, B. & Hurlin, C. & Tokpavi, S., 2012, "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 511-527, DOI: 10.1016/j.jempfin.2012.04.010.
• Heaney, Richard & Sriananthakumar, Sivagowry, 2012, "Time-varying correlation between stock market returns and real estate returns," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 583-594, DOI: 10.1016/j.jempfin.2012.03.006.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 610-625, DOI: 10.1016/j.jempfin.2012.04.002.
• Cartea, Álvaro & Saúl, Jonatan & Toro, Juan, 2012, "Optimal portfolio choice in real terms: Measuring the benefits of TIPS," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 721-740, DOI: 10.1016/j.jempfin.2012.08.002.
• de Groot, Wilma & Pang, Juan & Swinkels, Laurens, 2012, "The cross-section of stock returns in frontier emerging markets," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 796-818, DOI: 10.1016/j.jempfin.2012.08.007.
• Sadorsky, Perry, 2012, "Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies," Energy Economics, Elsevier, volume 34, issue 1, pages 248-255, DOI: 10.1016/j.eneco.2011.03.006.
• Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien, 2012, "The economic value of co-movement between oil price and exchange rate using copula-based GARCH models," Energy Economics, Elsevier, volume 34, issue 1, pages 270-282, DOI: 10.1016/j.eneco.2011.07.007.
• Wen, Xiaoqian & Wei, Yu & Huang, Dengshi, 2012, "Measuring contagion between energy market and stock market during financial crisis: A copula approach," Energy Economics, Elsevier, volume 34, issue 5, pages 1435-1446, DOI: 10.1016/j.eneco.2012.06.021.
• Sunderkötter, Malte & Weber, Christoph, 2012, "Valuing fuel diversification in power generation capacity planning," Energy Economics, Elsevier, volume 34, issue 5, pages 1664-1674, DOI: 10.1016/j.eneco.2012.02.003.
• Haß, Lars Helge & Johanning, Lutz & Rudolph, Bernd & Schweizer, Denis, 2012, "Open-ended property funds: Risk and return profile — Diversification benefits and liquidity risks," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 90-107, DOI: 10.1016/j.irfa.2011.11.001.
• McGilvery, Andrew & Faff, Robert & Pathan, Shams, 2012, "Competitive valuation effects of Australian IPOs," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 74-83, DOI: 10.1016/j.irfa.2012.08.002.
• Frank Jong, 2012, "Portfolio Implications of Cointegration Between Labor Income and Dividends," De Economist, Springer, volume 160, issue 4, pages 397-412, December, DOI: 10.1007/s10645-012-9195-8.
• Zbigniew Kominek, 2012, "Regulatory induced herding? Evidence from Polish pension funds," Economic Change and Restructuring, Springer, volume 45, issue 1, pages 97-119, February, DOI: 10.1007/s10644-011-9111-2.
• Wolfgang Bessler & Julian Holler & Philipp Kurmann, 2012, "Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 1, pages 109-141, March, DOI: 10.1007/s11408-011-0179-5.
• Daniel Edelman & William Fung & David Hsieh & Narayan Naik, 2012, "Funds of hedge funds: performance, risk and capital formation 2005 to 2010," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 1, pages 87-108, March, DOI: 10.1007/s11408-011-0180-z.
• Thorsten Poddig & Albina Unger, 2012, "On the robustness of risk-based asset allocations," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 3, pages 369-401, September, DOI: 10.1007/s11408-012-0190-5.
• Stefan Kanne & Jan Klobucnik & Daniel Kreutzmann & Soenke Sievers, 2012, "To buy or not to buy? The value of contradictory analyst signals," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 405-428, December, DOI: 10.1007/s11408-012-0196-z.
• Mark Schaub, 2012, "International equities listed on the New York stock exchange: does type of issue or date of issue matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 429-447, December, DOI: 10.1007/s11408-012-0197-y.
• Mohammed Bouaddi & Abderrahim Taamouti, 2012, "Portfolio risk management in a data-rich environment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 469-494, December, DOI: 10.1007/s11408-012-0199-9.
• Panayiotis Artikis & Georgia Nifora, 2012, "Capital Structure, Macroeconomic Variables & Stock Returns. Evidence from Greece," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 1, pages 87-101, February, DOI: 10.1007/s11294-011-9334-z.
• Jaroslava Hlouskova & Panagiotis Tsigaris, 2012, "Capital income taxation and risk taking under prospect theory," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 19, issue 4, pages 554-573, August, DOI: 10.1007/s10797-012-9224-1.
• Bart Frijns & Dimitris Margaritis & Maria Psillaki, 2012, "Firm efficiency and stock returns," Journal of Productivity Analysis, Springer, volume 37, issue 3, pages 295-306, June, DOI: 10.1007/s11123-011-0246-y.
• Camilo Serrano & Martin Hoesli, 2012, "Fractional Cointegration Analysis of Securitized Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 3, pages 319-338, April, DOI: 10.1007/s11146-009-9231-x.
• Yang-pin Shen & Chiuling Lu & Zong-Han Lin, 2012, "International Real Estate Mutual Fund Performance: Diversification or Costly Information?," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 3, pages 394-413, April, DOI: 10.1007/s11146-010-9257-0.
• William Hardin & Xiaoquan Jiang & Zhonghua Wu, 2012, "REIT Stock Prices with Inflation Hedging and Illusion," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 1, pages 262-287, June, DOI: 10.1007/s11146-010-9259-y.
• Jian Yang & Yinggang Zhou & Wai Leung, 2012, "Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 2, pages 491-521, August, DOI: 10.1007/s11146-010-9265-0.
• Soo Chew & Richard Ebstein & Songfa Zhong, 2012, "Ambiguity aversion and familiarity bias: Evidence from behavioral and gene association studies," Journal of Risk and Uncertainty, Springer, volume 44, issue 1, pages 1-18, February, DOI: 10.1007/s11166-011-9134-0.
• Maela Giofré, 2012, "Convergence of EMU Equity Portfolios," Open Economies Review, Springer, volume 23, issue 2, pages 381-419, April, DOI: 10.1007/s11079-011-9197-1.
• Roman Kraeussl & Christian Wiehenkamp, 2012, "A call on art investments," Review of Derivatives Research, Springer, volume 15, issue 1, pages 1-23, April, DOI: 10.1007/s11147-011-9061-x.
• Young Kim & Frank Fabozzi & Zuodong Lin & Svetlozar Rachev, 2012, "Option pricing and hedging under a stochastic volatility Lévy process model," Review of Derivatives Research, Springer, volume 15, issue 1, pages 81-97, April, DOI: 10.1007/s11147-011-9070-9.
• Hong Zou & Min-Ming Wen & Charles Yang & Mulong Wang, 2012, "Underwriting and investment risks in the property-liability insurance industry: evidence prior to the 9–11 event," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 1, pages 25-46, January, DOI: 10.1007/s11156-010-0217-9.
• Susana Yu, 2012, "New empirical evidence on the investment success of momentum strategies based on relative stock prices," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 1, pages 105-121, July, DOI: 10.1007/s11156-011-0242-3.
• Guohua Jiang & Donglin Li & Gang Li, 2012, "Capital investment and momentum strategies," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 2, pages 165-188, August, DOI: 10.1007/s11156-011-0250-3.
• Yang-Cheng Lu & Hao Fang & Chien-Chung Nieh, 2012, "The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 2, pages 189-208, August, DOI: 10.1007/s11156-011-0244-1.
• Andrew Chen & Frank Fabozzi & Dashan Huang, 2012, "Portfolio revision under mean-variance and mean-CVaR with transaction costs," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 4, pages 509-526, November, DOI: 10.1007/s11156-012-0292-1.
• Stefan Zeisberger & Thomas Langer & Martin Weber, 2012, "Why does myopia decrease the willingness to invest? Is it myopic loss aversion or myopic loss probability aversion?," Theory and Decision, Springer, volume 72, issue 1, pages 35-50, January, DOI: 10.1007/s11238-010-9236-1.
• Elyès Jouini & Clotilde Napp, 2012, "Behavioral biases and the representative agent," Theory and Decision, Springer, volume 73, issue 1, pages 97-123, July, DOI: 10.1007/s11238-011-9274-3.
• Young Sik Kim & Manjong Lee, 2012, "Recognizability and Liquidity of Assets," Korean Economic Review, Korean Economic Association, volume 28, pages 241-259.
• James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova, 2012, "Recovering Delisting Returns of Hedge Funds," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-34, Sep.
• George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012, "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-35, Sep.
• Christoph Basten & Andreas Fagereng & Kjetil Telle, 2012, "Saving and portfolio allocation before and after job loss," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-298, Feb, DOI: 10.3929/ethz-a-006999200.
• Lublóy, Ágnes & Gyarmati, Ákos & Váradi, Kata, 2012, "Virtuális árhatás a Budapesti Értéktőzsdén
  [Virtual price effects on the Budapest stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 508-539.
• Michael McAleer & Shawkat Hammoudeh, 2012, "Risk Management and Financial Derivatives:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 816, Apr.
• David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012, "The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 831, Nov.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 832, Nov.
• David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012, "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers, Kyoto University, Institute of Economic Research, number 838, Dec.
• Patrick Roger, 2012, "Portfolio diversification dynamics of individual investors: a new measure of investor sentiment," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2012-01.
• Camille Magron & Maxime Merli, 2012, "Stocks repurchase and sophistication of individual investors," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2012-02.
• Patrick Roger & Marie-Hélène Broihanne & Maxime Merli, 2012, "In search of positive skewness: the case of individual investors," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2012-04.
• Camille Magron, 2012, "Performance of individual investors and personal investment objectives," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2012-07.
• Werner Kristjanpoller & Víctor Caballero, 2012, "Volume and Skewness Analysis in the Major Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 76, pages 119-141.
• Christophe BOUCHER & Benjamin HAMIDI & Patrick KOUONTCHOU & Bertrand MAILLET, 2012, "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1718.
• Gollier, Christian, 2012, "Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes," LERNA Working Papers, LERNA, University of Toulouse, number 12.28.385, Nov.
• Marc Boissaux & Jang Schiltz, 2012, "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-2.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012, "A Reconsideration of Arrow-Lind: Risk Aversion, Risk Sharing, and Agent Choice," Cahiers de recherche, CIRPEE, number 1201.
• Georges Dionne, 2012, "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data," Cahiers de recherche, CIRPEE, number 1233.
• Janick Christian Mollet & Andreas Ziegler, 2012, "Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201228.
• Theologos Dergiades, 2012, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_05, Apr, revised Apr 2012.
• Nazrol Kamil Mustaffa Kamil & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih, 2012, "Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC," Capital Markets Review, Malaysian Finance Association, volume 20, issue 1&2, pages 43-64.
• Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori, 2012, "Return-based Style Analysis in Australian Funds," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 3-4, pages 155-188, September.
• Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2012, "Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0685, Jun.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012, "Is it money or brains? The determinants of intra-family decision power," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0686, Jun.
• Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2012, "Exact and heuristic approaches for the index tracking problem with UCITS constraints," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 081, May.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012, "Is it money or brains? The determinants of intra-family decision power," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 083, Jun.
• Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012, "Is financial fragility a matter of illiquidity? An appraisal for Italian households," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0032, Jun.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012, "Is it money or brains? The determinants of intra-family decision power," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0033, Jun.
• Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2012, "Exchanging Delayed Social Security Benefits for Lump Sums: Could This Incentivize Longer Work Careers?," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp266, Oct.
• Rania Hentati-Kaffel & Jean-Luc Prigent, 2012, "Structured portfolio analysis under SharpeOmega ratio," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12002, Jan.
• Hippolyte d'Albis & Emmanuel Thibault, 2012, "Ambiguous Life Expectancy and the Demand for Annuities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12050, Jul, DOI: 10.1007/s11238-018-9658-8.
• ATEWAMBA, Calvin & GAUDET, Gérard, 2012, "Prices of Durable Nonrenewable Natural Resources under Stochastic Investment Opportunities," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2012-01.
• Calvin Atewamba & Gérard Gaudet, 2012, "Prices of Durable Nonrenewable Natural Resources under Stochastic Investment Opportunities," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 02-2012.
• Alice A. Melkumian, 2012, "The Opportunity Cost of Holding a “Naive” Portfolio," Journal of Economic Insight, Missouri Valley Economic Association, volume 38, issue 1, pages 23-42.
• Tamrat W. Gashaw & Michael J. Ryan, 2012, "Why Do Banks Go Abroad? Evidence Using a Three-Way Error Component Model," Journal of Economic Insight, Missouri Valley Economic Association, volume 38, issue 2, pages 79-107.
• Philip Du Caju, 2012, "Asset formation by households during the financial crisis," Economic Review, National Bank of Belgium, issue i, pages 87-100, June.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012, "Flights to Safety," Working Paper Research, National Bank of Belgium, number 230, Oct.
• Robert Novy-Marx & Joshua D. Rauh, 2012, "Linking Benefits to Investment Performance in US Public Pension Systems," NBER Chapters, National Bureau of Economic Research, Inc, "Retirement Benefits for State and Local Employees: Designing Pension Plans for the Twenty-First Century".
• John Beshears & James Choi & David Laibson & Brigitte C. Madrian & Stephen P. Zeldes, 2012, "What Makes Annuitization More Appealing?," NBER Chapters, National Bureau of Economic Research, Inc, "Retirement Benefits for State and Local Employees: Designing Pension Plans for the Twenty-First Century".
• Andrew Ang & Marie Brière & Ombretta Signori, 2012, "Inflation and Individual Equities," NBER Working Papers, National Bureau of Economic Research, Inc, number 17798, Feb.
• Viral V. Acharya & Nada Mora, 2012, "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17838, Feb.
• John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2012, "U.S. International Equity Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 17839, Feb.
• Annamaria Lusardi & Olivia S. Mitchell & Vilsa Curto, 2012, "Financial Sophistication in the Older Population," NBER Working Papers, National Bureau of Economic Research, Inc, number 17863, Feb.
• Pierluigi Balduzzi & Jonathan Reuter, 2012, "Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17886, Mar.
• Paul R. Bergin & Ju Hyun Pyun, 2012, "International Portfolio Diversification and Multilateral Effects of Correlations," NBER Working Papers, National Bureau of Economic Research, Inc, number 17907, Mar.
• Olivia S. Mitchell & Stephen Utkus, 2012, "Target-Date Funds in 401(k) Retirement Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 17911, Mar.
• Sendhil Mullainathan & Markus Noeth & Antoinette Schoar, 2012, "The Market for Financial Advice: An Audit Study," NBER Working Papers, National Bureau of Economic Research, Inc, number 17929, Mar.
• Michael D. Hurd & Susann Rohwedder, 2012, "Stock Price Expectations and Stock Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 17973, Apr.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2012, "Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18050, May.
• Kristin Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, 2012, "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," NBER Working Papers, National Bureau of Economic Research, Inc, number 18052, May.
• Christopher T. Downing & Francis A. Longstaff & Michael A. Rierson, 2012, "Inflation Tracking Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 18135, Jun.
• André de Souza & Anthony W. Lynch, 2012, "Does Mutual Fund Performance Vary over the Business Cycle?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18137, Jun.
• John Chalmers & Jonathan Reuter, 2012, "Is Conflicted Investment Advice Better than No Advice?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18158, Jun.
• Kent Daniel & Ravi Jagannathan & Soohun Kim, 2012, "Tail Risk in Momentum Strategy Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18169, Jun.
• Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2012, "Money Doctors," NBER Working Papers, National Bureau of Economic Research, Inc, number 18174, Jun.
• Jonathan B. Berk & Jules H. van Binsbergen, 2012, "Measuring Managerial Skill in the Mutual Fund Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 18184, Jun.
• Leonardo Bursztyn & Florian Ederer & Bruno Ferman & Noam Yuchtman, 2012, "Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 18241, Jul.
• Dimitri Vayanos & Jiang Wang, 2012, "Market Liquidity -- Theory and Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18251, Jul.
• Florian Scheuer, 2012, "Adverse Selection In Credit Markets and Regressive Profit Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18406, Sep.
• Justine S. Hastings & Brigitte C. Madrian & William L. Skimmyhorn, 2012, "Financial Literacy, Financial Education and Economic Outcomes," NBER Working Papers, National Bureau of Economic Research, Inc, number 18412, Sep.
• Robert Novy-Marx & Joshua D. Rauh, 2012, "Linking Benefits to Investment Performance in US Public Pension Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 18491, Oct.
• Martin L. Weitzman, 2012, "Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 18496, Oct.
• Harrison Hong & David Sraer, 2012, "Speculative Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 18548, Nov.
• Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel, 2012, "Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18562, Nov.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian & Stephen P. Zeldes, 2012, "What Makes Annuitization More Appealing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18575, Nov.
• Fabian Duarte & Justine S. Hastings, 2012, "Fettered Consumers and Sophisticated Firms: Evidence from Mexico's Privatized Social Security Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18582, Dec.
• Caroline M. Hoxby, 2012, "Endowment Management Based on a Positive Model of the University," NBER Working Papers, National Bureau of Economic Research, Inc, number 18626, Dec.
• Simeon Coleman Author name: Vitor Leone, 2012, "Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/03, Jun.
• Semyon Malamud & Marzena Rostek, 2012, "Decentralized Exchange," Working Papers, NET Institute, number 12-18, Sep.
• Angel Marchev & Angel Marchev Jr., 2012, "Selecting and Simulating Models for Management of Investment Portfolios Using Cybernetic Approach," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 38-54, April.
• Martin Szydlowski, 2012, "Incentives, Project Choice and Dynamic Multitasking," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1525, Oct.
• Mario Ghossoub, 2012, "Vigilant Measures of Risk and the Demand for Contingent Claims," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1555, Oct.
• Rudiger Ahrend & Cyrille Schwellnus, 2012, "International Capital Mobility and Financial Fragility - Part 4. Which Structural Policies Stabilise Capital Flows When Investors Suddenly Change Their Mind?: Evidence from Bilateral Bank Data," OECD Economics Department Working Papers, OECD Publishing, number 967, Jun, DOI: 10.1787/5k97fmss637j-en.
• Oecd, 2012, "International Capital Mobility and Financial Fragility - Part 5. Do Investors Disproportionately Shed Assets of Distant Countries Under Increased Uncertainty?: Evidence from the Global Financial Crisis," OECD Economics Department Working Papers, OECD Publishing, number 968, Jun, DOI: 10.1787/5k97fmsjxkd5-en.
• Jan Corfee-Morlot & Virginie Marchal & Céline Kauffmann & Christopher Kennedy & Fiona Stewart & Christopher Kaminker & Geraldine Ang, 2012, "Towards a Green Investment Policy Framework: The Case of Low-Carbon, Climate-Resilient Infrastructure," OECD Environment Working Papers, OECD Publishing, number 48, Nov, DOI: 10.1787/5k8zth7s6s6d-en.
• Elisabeth Beckmann & Thomas Scheiber, 2012, "Not So Trustworthy Anymore? The Euro as a Safe Haven Asset in Central, Eastern and Southeastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 65-71.
• Doris Ritzberger-Grünwald & Thomas Scheiber, 2012, "Euro Cash in Central, Eastern and Southeastern Europe," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 41-55.
• Michael Andreasch & Pirmin Fessler & Martin Schürz, 2012, "Savings Deposits in Austria – A Safety Net in Times of Crisis," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 81-95.
• Helmut Stix, 2012, "Why Do People Save in Cash? Distrust, Memories of Banking Crises, Weak Institutions and Dollarization," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 178, Jul.
• Javier Mencía, 2012, "Testing Nonlinear Dependence in the Hedge Fund Industry," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 3, pages 545-587, June.
• Edwin J. Elton & Martin J. Gruber & Christopher R. Blake, 2012, "Does Mutual Fund Size Matter? The Relationship Between Size and Performance," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 1, pages 31-55.
• Stephen J. Brown & Greg N. Gregoriou & Razvan Pascalau, 2012, "Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 1, pages 89-110.
• Jeffrey A. Busse & Qing Tong, 2012, "Mutual Fund Industry Selection and Persistence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 2, pages 245-274.
• Matti Keloharju & Samuli Knüpfer & Juhani Linnainmaa, 2012, "Do Investors Buy What They Know? Product Market Choices and Investment Decisions," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 10, pages 2921-2958.
• Suleyman Basak & Georgy Chabakauri, 2012, "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 6, pages 1845-1896.
• Wioletta Dziuda & Jordi Mondria, 2012, "Asymmetric Information, Portfolio Managers, and Home Bias," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 7, pages 2109-2154.
• John Chalmers & Jonathan Reuter, 2012, "How Do Retirees Value Life Annuities? Evidence from Public Employees," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 8, pages 2601-2634.
• Serban Florentin & Busu Mihail & Tudorache Ana, 2012, "Building an Optimal Portfolio Using Fundamental Analysis of Stocks," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1672-1677, May.
• Adrian Lupaºc & Ioana Lupaºc & Cristina Gabriela Zamfir, 2012, "Impact of Intelligent Modern Technologies in Business," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 580-585, May.
• Drãgoi Cãtãlin & Piciu Gabriela Cornelia & Chiþiga Georgiana, 2012, "Optimal Portfolio Selection in a Value at Risk Framework," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1080-1084, Decembre.
• Pochea Maria-Miruna, 2012, "Testing for Sibex Market’s Long-Term Memory," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1312-1317, Decembre.
• ªtefea Petru & Pelin Andrei & Viasu Ioana, 2012, "Accounting Statements Information Relevance and Integrity in a Global Management Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1372-1376, Decembre.
• Ungureanu Mihaela, 2012, "Accounting Integration in Corporate Governance System – Factor to Attract Investments," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1398-1403, Decembre.
• Birãu Felicia Ramona, 2012, "Statistical Analysis of Emerging Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-61, Decembre.
• John Muellbauer & John Duca, 2012, "Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models," Economics Series Working Papers, University of Oxford, Department of Economics, number 622, Sep.
• Francisco Galarza & Mauricio Power, 2012, "Aversión miope a las pérdidas en las decisiones de inversión : ¿cómo reaccionan los inversionistas ante cambios en la frecuencia de información, flexibilidad de inversión y perfiles de riesgo?," Working Papers, Centro de Investigación, Universidad del Pacífico, number 12-11, Dec.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012, "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 021, Nov.
• Guillermo Moloche, 2012, "Introducción Al Cálculo De Malliavin Para Las Finanzas Con Aplicación A La Elección Dinámica De Portafolio," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-347.
• Maftei Daniel, 2012, "A New Approach For Energy Security – The Efficient Management Of Funds For Investment In Infrastructure For Green Energy," Polish Journal of Management Studies, Czestochowa Technical University, Department of Management, volume 5, issue 1, pages 254-261, June.
• N. Geetha & M. Ramesh, 2012, "A study on relevance of demographic factors in investment decisions," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 10, issue 1, pages 14-27, May.
• Radoslaw Kurach, 2012, "Stocks, Commodities And Business Cycle Fluctuations – Seeking The Diversification Benefits," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 7, issue 4, pages 101-116, December, DOI: 10.12775/EQUIL.2012.029.
• Artur A. Trzebinski, 2012, "Performance Of Polish Real Estate Mutual Funds In The Period Of 2005-2011," Oeconomia Copernicana, Institute of Economic Research, volume 3, issue 4, pages 59-71, December, DOI: 10.12775/OeC.2012.023.
• Sorin Claudiu Radu, 2012, "Evolution of The Romanian Capital Market in The Last Four Years," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 3, pages 215-222.
• Béres, Dániel & Huzdik, Katalin, 2012, "Financial Literacy and Macro-economics," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 3, pages 298-312.