Research classified by Journal of Economic Literature (JEL) codes

2011

• Ana Rita Gonzaga & Helder Sebastião, 2012, "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-02, Jan.
• Ainulashikin Marzuki & Andrew C. Worthington, 2011, "Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201118.
• Christophe Boucher & Bertrand Maillet, 2011, "The Riskiness of Risk Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00587779, Mar.
• Emmanuel Denis & Yuri Kabanov, 2011, "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Post-Print, HAL, number hal-00488288, DOI: 10.1007/s00780-010-0144-6.
• Ulrich Hege, 2011, "Venture Capital and Sequential Investments," Post-Print, HAL, number hal-00577880, Mar.
• Ulrich Hege, 2011, "Venture Capital and Sequential Investments," Post-Print, HAL, number hal-00577892, Jan.
• Ulrich Hege, 2011, "Venture Capital and Sequential Investments," Post-Print, HAL, number hal-00577896, Jan.
• David Thesmar & P. Kruger & Augustin Landier, 2011, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," Post-Print, HAL, number hal-00578326, Feb.
• Thierry Foucault & David Sraer & David Thesmar, 2011, "Individual Investors and Volatility," Post-Print, HAL, number hal-00630297, Aug, DOI: 10.1111/j.1540-6261.2011.01668.x.
• Mogens Steffensen, 2011, "Optimal consumption and investment under time-varying relative risk aversion," Post-Print, HAL, number hal-00796302, Mar, DOI: 10.1016/j.jedc.2010.12.007.
• Olaf Posch, 2011, "Risk premia in general equilibrium," Post-Print, HAL, number hal-00851860, Aug, DOI: 10.1016/j.jedc.2010.12.017.
• Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Post-Print, HAL, number hal-02012443.
• Jules Sadefo-Kamdem, 2011, "Businesses Risks Aggregation with Copula," Post-Print, HAL, number hal-02942988, Jul.
• Nicolas Coeurdacier & Stéphane Guibaud, 2011, "International portfolio diversification is better than you think," Post-Print, HAL, number hal-03602483, Mar, DOI: 10.1016/j.jimonfin.2010.10.003.
• Richard Ruble, 2011, "Comparative risk aversion of different preferences," Post-Print, HAL, number halshs-00585615.
• Salem Boubakri & Cyriac Guillaumin, 2011, "Financial integration and currency risk premium in CEECs : evidence from the ICAPM," Post-Print, HAL, number halshs-00639224.
• M. Merli & T. Roger, 2011, "What drives the herding behavior of individual investors?," Post-Print, HAL, number halshs-00650943, Sep.
• Vladimir Borgy & Luc Arrondel & Frédérique Savignac, 2011, "Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques," Post-Print, HAL, number halshs-00654461.
• Maxime Merli & Tristan Roger, 2011, "What drives the herding behavior of individual investors?," Post-Print, HAL, number halshs-00658723.
• Thomas Rapp & Nicolas Aubert, 2011, "Bank Employee Incentives and Stock Purchase Plans Participation," Post-Print, HAL, number halshs-01256781, DOI: 10.1007/s10693-011-0104-0.
• Vladimir Borgy & Luc Arrondel & Frédérique Savignac, 2011, "Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00654461.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011, "Entropy and the value of information for investors," PSE Working Papers, HAL, number halshs-00648884, Dec.
• Nicolas Coeurdacier & Stéphane Guibaud, 2011, "International portfolio diversification is better than you think," Sciences Po Economics Publications (main), HAL, number hal-03602483, Mar, DOI: 10.1016/j.jimonfin.2010.10.003.
• Laurent-Emmanuel Calvet & Paolo Sodini, 2011, "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Working Papers, HAL, number hal-00625504, Sep.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011, "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," Working Papers, HAL, number hal-04140988.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011, "Entropy and the value of information for investors," Working Papers, HAL, number halshs-00648884, Dec.
• Jakub W. Jurek & Erik Stafford, 2011, "The Cost of Capital for Alternative Investments," Harvard Business School Working Papers, Harvard Business School, number 12-013, Aug.
• Bielecki, Tomasz R. & Cousin, Areski & Crépey, Stéphane & Herbertsson, Alexander, 2011, "Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model (Previous title: Dynamic Modeling of Portfolio Credit Risk with Common Shocks)," Working Papers in Economics, University of Gothenburg, Department of Economics, number 502, May, revised 12 Oct 2012.
• Almenberg, Johan & Dreber, Anna, 2011, "Gender, Stock Market Participation and Financial Literacy," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 737, Aug, revised 18 Jun 2012.
• Hagströmer, Björn & Nilsson, Birger & Hansson, Björn, 2011, "The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010," Working Papers, Lund University, Department of Economics, number 2011:24, Aug.
• Nielsen, Caren Yinxia, 2011, "Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns," Working Papers, Lund University, Department of Economics, number 2011:38, Nov, revised 01 Oct 2016.
• Haug, Jørgen & Hens, Thorsten & Wöhrmann, Peter, 2011, "Risk Aversion in the Large and in the Small," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2011/12, Jun.
• Christian Framstad, Nils, 2011, "Portfolio Separation Properties of the Skew-Elliptical Distributions," Memorandum, Oslo University, Department of Economics, number 02/2011, Feb.
• Chr. Framstad, Nils, 2011, "Portfolio Separation with -symmetric and Psuedo-isotropic Distributions," Memorandum, Oslo University, Department of Economics, number 12/2011, Apr.
• Chr. Framstad, Nils, 2011, "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Memorandum, Oslo University, Department of Economics, number 20/2011, Sep.
• Betermier, Sebastien & Jansson, Thomas & Parlour, Christine A. & Walden, Johan, 2011, "Hedging Labor Income Risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 255, Nov.
• Suzuki, Masataka, 2011, "A Model of Equity Prices with Heterogeneous Beliefs," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 52, issue 1, pages 41-54, June, DOI: 10.15057/19220.
• Zeckhauser, Richard Jay & Trautmann, Stefan T, 2011, "Shunning Uncertainty: The Neglect of Learning Opportunities," Scholarly Articles, Harvard Kennedy School of Government, number 5347068.
• Giuseppe Galloppo, 2011, "Higher Order Moments Resampling," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 1, pages 1-14.
• ZhengXiong Chen & Ayse Yuce, 2011, "Optimal Investment For Institutional Investors Under Value-At-Risk Constraints In Chinese Stock Markets," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 1, pages 15-32.
• Jacek Welc, 2011, "Do Fundamentally-Adjusted Valuation Multiples Improve Valuation Accuracy? The Case Of The Polish Stock Market," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 1, pages 57-70.
• Mishari M. Alfaraih & Faisal S. Alanezi, 2011, "Does Voluntary Disclosure Level Affect The Value Relevance Of Accounting Information?," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 2, pages 65-84.
• Faris Nasif ALShubiri, 2011, "The Effect Of Working Capital Practices On Risk Management: Evidence From Jordan," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 39-54.
• Charles Wong & Massimiliano Versace, 2011, "Context Sensitivity With Neural Networks In Financial Decision Processes," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 5, pages 27-43.
• Ling T. He & K. Michael Casey, 2011, "On The Pricing Of Dual Class Stocks: Evidence From Berkshire Hathaway," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 103-112.
• Sandip Mukherji, 2011, "The Capital Asset Pricing Model’S Risk-Free Rate," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 75-83.
• Stoyu I. Ivanov & Jeff Whitworth & Yi Zhang, 2011, "The Implied Volatility Of Etf And Index Options," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 4, pages 35-44.
• Joseph J. French, 2011, "The Dynamic Interaction Between Foreign Equity Flows And Returns: Evidence From The Johannesburg Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 4, pages 45-56.
• Juan Otero-Serrano, 2011, "Does Firm Diversification Represent A Value Added For Stockholders?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 4, pages 99-113.
• Eduardo Sandoval & Paula Urrutia, 2011, "El Efecto De La Crisis Financiera Subprime En Los Mercados Accionarios Desarrollados. Estimaciones Aparentemente No Relacionadas Sur Versus Garch (1,1)," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-17.
• Moura, Marcelo & Joaquim, Gustavo P., 2011, "Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_234, Oct.
• Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011, "News Shocks and Asset Price Volatility in General Equilibrium," IDB Publications (Working Papers), Inter-American Development Bank, number 3117, Jun.
• Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci, 2011, "News Shocks and Asset Price Volatility in General Equilibrium," Research Department Publications, Inter-American Development Bank, Research Department, number 4740, Jun.
• Massimo Guidolin & Stuart Hyde, 2011, "Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 414.
• 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 Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 416.
• Muhsin ÖZDEMİR, 2011, "Genetik algoritma kullanılarak portföy seçimi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 299, pages 43-66.
• Aydanur GACENER ATIŞ & Utku UTKULU, 2011, "Denge döviz kurunun portföy yaklaşımı ile analizi: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 303, pages 65-84.
• Suat AYDIN, 2011, "Finansal Piyasalarda Gürültücüler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 304, pages 09-36.
• Dirk G. Baur & Thomas K.J. McDermott, 2011, "Safe Haven Assets and Investor Behaviour Under Uncertainty," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp392, Sep, revised Feb 2012.
• Jin-Ray Lu & Chih-Ming Chan & Wen-Shen Li, 2011, "Portfolio Selections with Innate Learning Ability," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 3, pages 201-217, December.
• B. Andrew Chupp & Emily Hickey & David Loomis, 2011, "Optimal Wind Portfolios in Illinois," Working Paper Series, Illinois State University, Department of Economics, number 20110401, Apr.
• Sevinc Cukurova & Jose M. Marin, 2011, "On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-04, Jan.
• Mr. Alessandro Rebucci & Mr. Akito Matsumoto & Pietro Cova & Massimiliano Pisani, 2011, "New Shocks and Asset Price Volatility in General Equilibrium," IMF Working Papers, International Monetary Fund, number 2011/110, May.
• Victoria Dobrynskaya, 2011, "Downside risk and flight to quality in the currency market," Working Papers, International Network for Economic Research - INFER, number 2011.5.
• Federica Teppa, 2011, "Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 223.
• Margarida Abreu & Victor Mendes, 2011, "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/25, Nov.
• Gulder Kemalbay & C. Murat Ozkut & Ceki Franko, 2011, "Portfolio Selection with Higher Moments: A Polynomial Goal Programming Approach to ISE-30 Index," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 13, issue 1, pages 41-61, Special I.
• Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong, 2011, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6060, Oct.
• Wade D. Pfau, 2011, "Emerging Market Pension Funds and International Diversification," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 1-17, July-Dece.
• Hai-Ching Liu & Ying-Fen Fu, 2011, "Sources of Industry Momentum Effect - Weekly Data Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 23-42, January.
• Halbleib Roxana & Voev Valeri, 2011, "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 134-152, February, DOI: 10.1515/jbnst-2011-0109.
• Arnold Polanski & Evarist Stoja, 2011, "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 523-540, September.
• Sadefo Kamdem, 2011, "Businesses Risks Aggregation with Copula," Journal of Quantitative Economics, The Indian Econometric Society, volume 9, issue 2, pages 58-72, July.
• Linan Diao & Jörg Rieskamp, 2011, "Reinforcement Learning in Repeated Portfolio Decisions," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-009, Feb.
• Linan Diao, 2011, "Recognition-Based and Familiarity-Based Portfolio Strategies - An Experimental Study," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-010, Feb.
• Rustam Ibragimov & Johan Walden, 2011, "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, volume 7, issue 3, pages 285-318, August, DOI: 10.1007/s10436-010-0166-2.
• Winslow Strong & Jean-Pierre Fouque, 2011, "Diversity and arbitrage in a regulatory breakup model," Annals of Finance, Springer, volume 7, issue 3, pages 349-374, August, DOI: 10.1007/s10436-010-0175-1.
• Laurence Carassus & Miklós Rásonyi, 2011, "Risk-averse asymptotics for reservation prices," Annals of Finance, Springer, volume 7, issue 3, pages 375-387, August, DOI: 10.1007/s10436-010-0167-1.
• James Koch & Robert Fenili & Richard Cebula, 2011, "Do Investors Care if Steve Jobs is Healthy?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 59-70, March, DOI: 10.1007/s11293-010-9261-z.
• Larry Lawson & Catherine Lawson, 2011, "The Effect of Payment Methods on Risk Aversion," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 3, pages 249-260, September, DOI: 10.1007/s11293-011-9278-y.
• Robin Grieves & Steven Mann, 2011, "The search for relative value in bonds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 1, pages 95-106, March, DOI: 10.1007/s11408-010-0150-x.
• Christian Wildmann, 2011, "What drives portfolio investments of German banks in emerging capital markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 197-231, June, DOI: 10.1007/s11408-011-0158-x.
• Andy Fodor & Kevin Krieger & James Doran, 2011, "Do option open-interest changes foreshadow future equity returns?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 265-280, September, DOI: 10.1007/s11408-011-0164-z.
• Martin Wallmeier, 2011, "Beyond payoff diagrams: how to present risk and return characteristics of structured products," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 313-338, September, DOI: 10.1007/s11408-011-0163-0.
• Stefan Erdorf & Nicolas Heinrichs, 2011, "Co-movement of revenue: structural changes in the business cycle," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 411-433, December, DOI: 10.1007/s11408-011-0168-8.
• William Ziemba, 2011, "Investing in the turn-of-the-year effect," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 455-472, December, DOI: 10.1007/s11408-011-0170-1.
• Maher Asal, 2011, "The Impact of Euro on Sectoral Equity Returns and Portfolio Risk," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 119-133, May, DOI: 10.1007/s11294-011-9292-5.
• Francisco Climent & Pilar Soriano, 2011, "Green and Good? The Investment Performance of US Environmental Mutual Funds," Journal of Business Ethics, Springer, volume 103, issue 2, pages 275-287, October, DOI: 10.1007/s10551-011-0865-2.
• Jean-Paul Chavas, 2011, "On the microeconomics of diversification under learning," Journal of Economics, Springer, volume 104, issue 1, pages 25-47, September, DOI: 10.1007/s00712-011-0202-3.
• Thomas Rapp & Nicolas Aubert, 2011, "Bank Employee Incentives and Stock Purchase Plans Participation," Journal of Financial Services Research, Springer;Western Finance Association, volume 40, issue 3, pages 185-203, December, DOI: 10.1007/s10693-011-0104-0.
• Hsuan-Chi Chen & Robert Fok & Chiuling Lu, 2011, "An Analysis of Lockups in REIT IPOs," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 3, pages 359-384, October, DOI: 10.1007/s11146-009-9228-5.
• Khalid Sekkat & Ariane Szafarz, 2011, "Valuing Homeownership," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 4, pages 491-504, November, DOI: 10.1007/s11146-009-9212-0.
• Jeffrey Carpenter & Justin Garcia & J. Lum, 2011, "Dopamine receptor genes predict risk preferences, time preferences, and related economic choices," Journal of Risk and Uncertainty, Springer, volume 42, issue 3, pages 233-261, June, DOI: 10.1007/s11166-011-9115-3.
• Nicole Boyson & Robert Mooradian, 2011, "Corporate governance and hedge fund activism," Review of Derivatives Research, Springer, volume 14, issue 2, pages 169-204, July, DOI: 10.1007/s11147-011-9065-6.
• Yee Loon, 2011, "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 153-205, February, DOI: 10.1007/s11156-010-0177-0.
• Lan-chih Ho & John Cadle & Michael Theobald, 2011, "An analysis of risk-based asset allocation and portfolio insurance strategies," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 247-267, February, DOI: 10.1007/s11156-010-0175-2.
• Chanwit Phengpis & Peggy Swanson, 2011, "Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 269-286, February, DOI: 10.1007/s11156-010-0174-3.
• Pei-Gi Shu & Yin-Hua Yeh & Shean-Bii Chiu & Fu-Sheng Ho, 2011, "The reputation effect of venture capital," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 4, pages 533-554, May, DOI: 10.1007/s11156-010-0188-x.
• Huong Higgins, 2011, "Forecasting stock price with the residual income model," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 4, pages 583-604, May, DOI: 10.1007/s11156-010-0187-y.
• Travis Sapp, 2011, "The 52-week high, momentum, and predicting mutual fund returns," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 149-179, August, DOI: 10.1007/s11156-010-0199-7.
• Anil Mishra, 2011, "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 223-244, August, DOI: 10.1007/s11156-010-0202-3.
• Yangru Wu, 2011, "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 301-323, October, DOI: 10.1007/s11156-010-0206-z.
• Elyas Elyasiani & Jingyi Jia, 2011, "Performance persistence of closed-end funds," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 381-408, October, DOI: 10.1007/s11156-010-0209-9.
• D. Johnstone & D. Lindley, 2011, "Elementary proof that mean–variance implies quadratic utility," Theory and Decision, Springer, volume 70, issue 2, pages 149-155, February, DOI: 10.1007/s11238-010-9194-7.
• George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011, "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-17, May.
• Günter Franke & Ferdinand Graf, 2011, "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-19, May.
• Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011, "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-25, Jun.
• Matthias W. Uhl, 2011, "Reuters Sentiment and Stock Returns," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-288, Sep, DOI: 10.3929/ethz-a-006620590.
• Badics, Tamás, 2011, "Az arbitrázs preferenciákkal történő karakterizációjáról
  [On the characterization of arbitrage in terms of preferences]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 727-742.
• Ormos, Mihály & Joó, István, 2011, "Diszpozíciós hatás a magyar tőkepiacon
  [Disposition effect in the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 743-758.
• Szüle, Borbála, 2011, "Portfólióelméleti modell szerinti optimális nyugdíjrendszer
  [The optimal pension system according to a portfolio theory model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 792-805.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 757, Jan.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011, "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 758, Jan.
• Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 761, Mar.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 767, Apr.
• Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers, Kyoto University, Institute of Economic Research, number 782, Jul.
• Maxime Merli & Tristan Roger, 2011, "What drives the herding behavior of individual investors?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2011-03.
• Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011, "Regulating Asset Price Risk," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.02, Jan.
• Michele Dell'Era & Luis Santos-Pinto, 2011, "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.06, Oct, revised Nov 2012.
• Mehreen Mahmud & Nawazish Mirza, 2011, "An Evaluation of Mutual Fund Performance in an Emerging Economy: The Case of Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 16, issue Special E, pages 301-316, September.
• Irfan ul Haque, 2011, "The Capital Account and Pakistani Rupee Convertibility: Macroeconomic Policy Challenges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 16, issue Special E, pages 95-121, September.
• Hurd, Michael & Rooij, Maarten van & Winter, Joachim, 2011, "Stock market expectations of dutch households," Munich Reprints in Economics, University of Munich, Department of Economics, number 19458.
• Pelger, Ines, 2011, "Gender, Investment Financing and Credit Constraints," Discussion Papers in Economics, University of Munich, Department of Economics, number 12524, Dec.
• Pelger, Ines, 2011, "Male vs. female business owners: Are there differences in investment behavior?," Discussion Papers in Economics, University of Munich, Department of Economics, number 12526, Dec.
• Thierry Bréchet & Yann Ménière & Pierre M. Picard, 2011, "The clean development mechanism in a globalized carbon market," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-12.
• Hassanzadeh, Ali & Nazarian, Rafik & Kianvand, Mehran, 2011, "The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 4, issue 9, pages 1-44, December.
• Bucher-Koenen, Tabea & Ziegelmeyer, Michael, 2011, "Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 11234, Jan.
• von Gaudecker, Hans-Martin, 2011, "How does household portfolio diversification vary with financial sophistication and advice?," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 11238, Mar.
• Magdalena Morgese Borys & Petr ZemÄÂik, 2011, "Size and Value Effects in the Visegrad Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 3, pages 50-68, May.
• Rafi Eldor & Shmuel Hauser & Uzi Yaari, 2011, "Safer Margins for Option Trading: How Accuracy Promotes Efficiency," Multinational Finance Journal, Multinational Finance Journal, volume 15, issue 3-4, pages 217-234, September.
• Bjöern Fastrich & Sandra Paterlini & Peter Winker, 2011, "Cardinality versus q-Norm Constraints for Index Tracking," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0642, Jan.
• Bjoern Fastrich & Sandra Paterlini & Peter Winker, 2011, "Cardinality versus q-Norm Constraints for Index Tracking," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 056, Jan.
• Chowdhury, Abdur, 2011, "Do Stock Market Risk Premiums Respond to Consumer Confidence?," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2011-06, Aug.
• Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011, "Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp246, Sep.
• Christophe Boucher & Bertrand Maillet, 2011, "The Riskiness of Risk Models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11020, Mar.
• Massimo Belcredi & Ettore Croci & Alfonso Del Giudice, 2011, "The Silence of the Lambs. Retail Investors and Bank Bonds in Italy," Mercato Concorrenza Regole, Società editrice il Mulino, issue 1, pages 93-116.
• Alberto Burchi, 2011, "VaR models and the capital requirement for market risks," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 75-104.
• Gavira Durón Nora & Venegas Martínez Francisco, 2011, "Decisiones óptimas de consumo y portafolio. Un enfoque de precios de estado de Arrow-Debreu," Contaduría y Administración, Accounting and Management, volume 56, issue 2, pages 151-172, mayo - ag.
• P. Stinglhamber & Ch. Van Nieuwenhuyze & M.-D. Zachary, 2011, "The impact of low interest rates on household financial behaviour," Economic Review, National Bank of Belgium, issue ii, pages 77-91, September.
• Łukasz Delong, 2011, "Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities," Bank i Kredyt, Narodowy Bank Polski, volume 42, issue 1, pages 49-78.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011, "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Chapters, National Bureau of Economic Research, Inc, "Explorations in the Economics of Aging".
• Marcel Fratzscher, 2011, "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011, "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 16677, Jan.
• Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2011, "Heterogeneity and Risk Sharing in Village Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 16696, Jan.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2011, "Differences of Opinion and International Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16726, Jan.
• Justine S. Hastings & Olivia S. Mitchell, 2011, "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," NBER Working Papers, National Bureau of Economic Research, Inc, number 16740, Jan.
• Yingcong Lan & Neng Wang & Jinqiang Yang, 2011, "The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16842, Mar.
• Chong Wang & Neng Wang & Jinqiang Yang, 2011, "A Unified Model of Entrepreneurship Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 16843, Mar.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011, "Does Aggregated Returns Disclosure Increase Portfolio Risk-Taking?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16868, Mar.
• Yosef Bonaparte & Russell Cooper & Guozhong Zhu, 2011, "Consumption Smoothing and Portfolio Rebalancing: The Effects of Adjustment Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16957, Apr.
• G. William Schwert, 2011, "Stock Volatility During the Recent Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 16976, Apr.
• Jesse Bricker & Brian K. Bucks & Arthur Kennickell & Traci L. Mach & Kevin Moore, 2011, "Drowning or Weathering the Storm? Changes in Family Finances from 2007 to 2009," NBER Working Papers, National Bureau of Economic Research, Inc, number 16985, Apr.
• Jialun Li & Kent Smetters, 2011, "Optimal Portfolio Choice with Wage-Indexed Social Security," NBER Working Papers, National Bureau of Economic Research, Inc, number 17025, May.
• Yael V. Hochberg & Joshua D. Rauh, 2011, "Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 17122, Jun.
• Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011, "Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply," NBER Working Papers, National Bureau of Economic Research, Inc, number 17134, Jun.
• Andrew Ang & Allan Timmermann, 2011, "Regime Changes and Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17182, Jun.
• Karen K. Lewis, 2011, "Global Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 17261, Jul.
• Clemens Sialm & T. Mandy Tham, 2011, "Spillover Effects in Mutual Fund Companies," NBER Working Papers, National Bureau of Economic Research, Inc, number 17292, Aug.
• Marcin Kacperczyk & Philipp Schnabl, 2011, "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 17321, Aug.
• Stephen A. Ross, 2011, "The Recovery Theorem," NBER Working Papers, National Bureau of Economic Research, Inc, number 17323, Aug.
• Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2011, "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 17325, Aug.
• Athanasios Geromichalos & Ina Simonovska, 2011, "Asset Liquidity and International Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 17331, Aug.
• Jessica A. Wachter & Missaka Warusawitharana, 2011, "What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio," NBER Working Papers, National Bureau of Economic Research, Inc, number 17334, Aug.
• Marcel Fratzscher, 2011, "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17357, Aug.
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 17358, Aug.
• David T. Robinson & Berk A. Sensoy, 2011, "Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 17428, Sep.
• Ravi Jagannathan & Srikant Marakani, 2011, "Price Dividend Ratio Factors : Proxies for Long Run Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 17484, Oct.
• Vasily Kartashov & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011, "Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities," NBER Working Papers, National Bureau of Economic Research, Inc, number 17505, Oct.
• Alp Simsek, 2011, "Speculation and Risk Sharing with New Financial Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17506, Oct.
• Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011, "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," NBER Working Papers, National Bureau of Economic Research, Inc, number 17537, Oct.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011, "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17560, Nov.
• Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2011, "Time-Varying Fund Manager Skill," NBER Working Papers, National Bureau of Economic Research, Inc, number 17615, Nov.
• Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen, 2011, "Do Borrower Rights Improve Borrower Outcomes? Evidence from the Foreclosure Process," NBER Working Papers, National Bureau of Economic Research, Inc, number 17666, Dec.
• Nicolas Coeurdacier & Hélène Rey, 2011, "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 17691, Dec.
• M. Kabir Hassan & Eric Girard, 2011, "Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-05, Apr.
• Irina A. Telyukova & Makoto Nakajima, 2011, "Home Equity in Retirement," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-08B, May, revised Aug 2011.
• João Sousa & Ricardo M. Sousa, 2011, "Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S," NIPE Working Papers, NIPE - Universidade do Minho, number 21/2011.
• Margaret Meyer & Bruno Strulovici, 2011, "Increasing Interdependence of Multivariate Distributions," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1523, Mar.
• Elisabeth Beckmann & Sandra Dvorsky & Thomas Scheiber, 2011, "OeNB Euro Survey: Growing Uncertainty, but Overall Euroization Not Affected," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 88-99.