Research classified by Journal of Economic Literature (JEL) codes

2011

• Thomas M. Cover, 2011, "Universal Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Erik Ordentlich & Thomas M. Cover, 2011, "The Cost Of Achieving The Best Portfolio In Hindsight," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Mark Finkelstein & Robert Whitley, 2011, "Optimal Strategies For Repeated Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Vijay K. Chopra & William T. Ziemba, 2011, "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Leonard C. Maclean & William T. Ziemba & Yuming Li, 2011, "Time to wealth goals in capital accumulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2011, "Survival and Evolutionary Stability of the Kelly Rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Yingdong Lv & Bernhard K. Meister, 2011, "Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Sid Browne, 2011, "Survival And Growth With A Liability: Optimal Portfolio Strategies In Continuous Time," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• L. C. Maclean & W. T. Ziemba & G. Blazenko, 2011, "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Leonard C. MacLean & Rafael Sanegre & Yonggan Zhao & William T. Ziemba, 2011, "Capital growth with security," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Sid Browne, 2011, "Risk-Constrained Dynamic Active Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Mark Davis & Sébastien Lleo, 2011, "Fractional Kelly Strategies for Benchmarked Asset Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Eckhard Platen, 2011, "A Benchmark Approach to Investing and Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Michael A. H. Dempster & Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé, 2011, "Growing Wealth with Fixed-Mix Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Paul A. Samuelson, 2011, "Lifetime Portfolio Selection by Dynamic Stochastic Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• William T. Ziemba & Raymond G. Vickson, 2011, "Models of Optimal Capital Accumulation and Portfolio Selection and the Capital Growth Criterion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Paul A. Samuelson, 2011, "The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Paul A. Samuelson, 2011, "Why We Should Not Make Mean Log of Wealth Big Though Years to Act Are Long," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Harry M. Markowitz, 2011, "Investment for the Long Run: New Evidence for an Old Rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Edward O. Thorp, 2011, "Understanding the Kelly Criterion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• E. Thorp & R. Whitley, 2011, "Concave Utilities are Distinguished by their Optimal Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Leonard C. MacLean & Edward O. Thorp & Yonggan Zhao & William T. Ziemba, 2011, "Medium Term Simulations of The Full Kelly and Fractional Kelly Investment Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Leonard C. MacLean & Edward O. Thorp & William T. Ziemba, 2011, "Good and Bad Properties of the Kelly Criterion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Nils H. Hakansson & William T Ziemba, 2011, "Capital Growth Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• David G. Luenberger, 2011, "A preference foundation for log mean–variance criteria in portfolio choice problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Michael Stutzer, 2011, "Portfolio choice with endogenous utility: a large deviations approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Michael Stutzer, 2011, "On Growth-Optimality vs. Security Against Underperformance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2011, "Efficiency of the Market for Racetrack Betting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Donald B. Hausch & William T. Ziemba, 2011, "Transactions Costs, Extent of Inefficiencies, Entries and Multiple Wagers in a Racetrack Betting Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• William T. Ziemba & Donald B. Hausch, 2011, "The Dr.Z Betting System in England," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Robert R. Grauer & Nils H. Hakansson, 2011, "A Half Century of Returns on Levered and Unlevered Portfolios of Stocks, Bonds, and Bills, with and without Small Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• John M. Mulvey & Mehmet Bilgili & Taha M. Vural, 2011, "A Dynamic Portfolio of Investment Strategies: Applying Capital Growth with Drawdown Penalties," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Markus Rudolf & William T. Ziemba, 2011, "Intertemporal surplus management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• William T. Ziemba, 2011, "The Symmetric Downside-Risk Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• R. E. S. Ziemba & William T. Ziemba, 2011, "Postscript: The Renaissance Medallion Fund," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Edward O. Thorp, 2011, "The Kelly Criterion in Blackjack Sports Betting, and the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Hasan Candan & Alper Özün, 2011, "Bank Risk Management In Emerging Markets After The Enhanced Basel Rules," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Rituparna Das, 2011, "PRODUCT VaR MODELLING," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Wei Shen, 2011, "Is It All About Disclosure? Regulating Structured Financial Products After The Lehman Brothers Minibonds Saga," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Paul Latimer, 2011, "Regulation Of Over-The-Counter Derivatives In Australia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• P. M. Vasudev, 2011, "Credit Derivatives: Understanding Their Characteristics And Risk Potential," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Mingyuan Zhang & Clark Abrahams, 2011, "A NEW FRAMEWORK FOR ASSET-BACKED SECURITIES (ABSs)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Shwn Meei Lee, 2011, "Risk Management Of Collateralized Debt Obligations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Tomasz S. Berent, 2011, "Financial Leverage Risk: New Definition And Empirical Illustration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Matthew Dixon & Jike Chong & Kurt Keutzer, 2011, "Enabling Technology For More Pervasive And Responsive Market Risk Management Systems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Maria Beitz & Matthias Ehrhardt, 2011, "A New Method Of Stress Testing Investment Products," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Michael CS Wong, "The Risk Of Investment Products From Product Innovation to Risk Compliance".
• Ernst Eberlein & Dilip B. Madan, 2011, "The Distribution of Returns at Longer Horizons," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Hiroaki Hata & Arturo Kohatsu-Higa, 2011, "Two Examples of an Insider with Medium/Long Term Effects on the Underlying," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Jean-Paul Laurent, 2011, "A Note on the Risk Management of CDOs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Emmanuel Denis, 2011, "Robust No Arbitrage Condition for Continuous-time Models with Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Masaaki Fujii & Akihiko Takahashi, 2011, "Modeling of Interest-Rate Term Structures under Collateralization and its Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Shoji Kamimura, 2011, "On the State Variables for Optimal Portfolio Strategies in the Japanese Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Satoshi Kawanishi, 2011, "The Diversity of Information Acquisition Strategies in a Noisy REE Model with a Common Signal and Independent Signals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Chi Chung Siu, 2011, "Option Pricing with a Regime-Switching Lévy Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Yoshihiko Sugihara & Nobuyuki Oda, 2011, "An Empirical Analysis of Equity Market Expectations in the Financial Turmoil Using Implied Moments and Jump Diffusion Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Naoya Takezawa, 2011, "Investor Characteristics and Portfolio Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Yuji Yamada, 2011, "Optimal Hedging with Additive Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide, "Recent Advances In Financial Engineering 2010".
• Carmen CORDUNEANU & Daniela Liliana TURCAS, 2011, "The Need for Market Regulations and Hedge Funds Performance," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 4, issue 4(16), pages 193-204.
• Florentin SERBAN & Mihail BUSU, 2011, "Building an Optimal Portfolio Consisting of two Assets and Its Efficient Frontier," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 4, issue 4(16), pages 231-238.
• Marta Arespa, 2011, "A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-15, Oct, revised Oct 2011.
• Rünger, Silke, 2011, "The effect of Germany's Tax Reform Act 2001 on corporate ownership: Insights from disposals of minority blocks," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 114.
• Witte, Björn-Christopher, 2011, "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 81.
• Fäßler, Robert & Kraus, Christina & Weiler, Sebastian M. & Abukadyrova, Kamila, 2011, "Portfolio-Management für Privatanleger auf Basis des State Preference Ansatzes," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers), University of Bayreuth, Chair of Finance and Banking, number 2011-03.
• Haavio, Markus & Kauppi, Heikki, 2011, "Owner-occupied housing as an investment, regional house price cycles and residential sorting," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2011.
• Jochem, Axel & Volz, Ute, 2011, "Portfolio holdings in the euro area - home bias and the role of international, domestic and sector-specific factors," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,07.
• Le Blanc, Julia, 2011, "The third pillar in Europe: institutional factors and individual decisions," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,09.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2011, "Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,23.
• Le Blanc, Julia & Scholl, Almuth, 2011, "Optimal savings for retirement: The role of individual accounts and disaster expectations," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,33.
• Hanauer, Matthias & Kaserer, Christoph & Rapp, Marc Steffen, 2011, "Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2011-01.
• Jank, Stephan, 2011, "Are there disadvantaged clienteles in mutual funds?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-02.
• Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2011, "Window dressing in mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-07.
• Kempf, Alexander & Korn, Olaf & Saßning, Sven, 2011, "Portfolio optimization using forward-looking information," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-10.
• Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos, 2011, "Saving rates and portfolio choice with subsistence consumption," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/06.
• Chai, Jingjing & Maurer, Raimond H. & Mitchell, Olivia S. & Rogalla, Ralph, 2011, "Lifecycle impacts of the financial and economic crisis on household optimal consumption, portfolio choice, and labor supply," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/23.
• Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011, "The merit of high-frequency data in portfolio allocation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/24.
• Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto, 2011, "Early life conditions and financial risk-taking in older age," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/28.
• Scholz, Peter & Walther, Ursula, 2011, "The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 29.
• Roßbach, Peter & Karlow, Denis, 2011, "The stability of traditional measures of index tracking quality," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 164.
• Caporin, Massimiliano & Lisi, Francesco, 2011, "Comparing and selecting performance measures using rank correlations," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2011-14.
• Caporin, Massimiliano & Lisi, Francesco, 2011, "Comparing and selecting performance measures using rank correlations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 5, pages 1-34, DOI: 10.5018/economics-ejournal.ja.2011-.
• Koulovatianos, Christos & Wieland, Volker, 2011, "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 46.
• Dannenberg, Henry, 2011, "The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2011.
• Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "CVaR sensitivity with respect to tail thickness," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 29, DOI: 10.5445/IR/1000023240.
• Hoffmann, Andreas, 2011, "Determinants of carry trades in Central and Eastern Europe," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 102.
• Singer, Nico, 2011, "A behavioral portfolio analysis of retirement portfolios," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 104.
• Kremer, Stephanie & Nautz, Dieter, 2011, "Short-term herding of institutional traders: New evidence from the German stock market," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-015.
• Naujokat, Felix & Horst, Ulrich, 2011, "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-053.
• Kratz, Peter & Schöneborn, Torsten, 2011, "Optimal liquidation in dark pools," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-058.
• Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011, "The merit of high-frequency data in portfolio allocation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-059.
• Tischer, Sven & Hildebrandt, Lutz, 2011, "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-065.
• Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011, "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-067.
• Rumpf, Dominik, 2011, "The dividends received deduction in the corporate income tax and cost of capital," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 01/2011.
• Frahm, Gabriel & Wiechers, Christof, 2011, "On the diversification of portfolios of risky assets," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/11.
• Wiechers, Christof, 2011, "Construction of uncertainty sets for portfolio selection problems," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 4/11.
• Wickern, Tobias, 2011, "Confidence in prior knowledge: Calibration and impact on portfolio performance," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 7/11.
• Ochmann, Richard, 2011, "Distributional and Welfare Effects of Germany's Year 2000 Tax Reform," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48686.
• Müller, Helge & Schumacher, Christoph & Feess, Eberhard, 2011, "Gender behavior in betting markets," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48697.
• Schindler, Felix & Kröncke, Tim-Alexander, 2011, "International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48705.
• Kroencke, Tim Alexander & Schindler, Felix, 2011, "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-012.
• Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011, "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-028.

2010

• Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2010, "Sector Classification through non-Gaussian Similarity," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/95542.
• Francisco Peñaranda & Enrique Sentana, 2010, "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1229, Jul.
• Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010, "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-07, Mar.
• Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010, "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-20, Jun.
• Annastiina Silvennoinen & Susan Thorp, 2010, "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 267, Jan.
• Daniel MANATE & Pavel FARCAS, 2010, "Model for Use of Monte Carlo Simulations in Business Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 5, issue 1, pages 110-131.
• Dimitris Christelis & Dimitris Georgarakos, 2010, "Household Economic Decisions under the Shadow of Terrorism," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_16.
• Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2010, "Stockholding: From Participation to Location and to Participation Spillovers," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_17.
• Michael Donadelli & Federico Silvestri, 2010, "Why Should Naive Investors Avoid Stock Markets ?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_19.
• Elisa Pagani, 2010, "Multiobjective Lagrangian duality for portfolio optimization with risk measures," Working Papers, University of Verona, Department of Economics, number 18/2010, Dec.
• Oehler Sincai, Iulia Monica, 2010, "Us Treasury Securities Market: Recent Evolutions, Short And Medium Term Prospects," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 14, issue 1, pages 150-165.
• Nguyen, Ha, 2010, "Valuation effects with transitory and trend productivity shocks," Policy Research Working Paper Series, The World Bank, number 5174, Jan.
• Caprio, Gerard, Jr., 2010, "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series, The World Bank, number 5198, Feb.
• Anginer, Deniz & Yildizhan, Celim, 2010, "Is there a distress risk anomaly ? pricing of systematic default risk in the cross section of equity returns," Policy Research Working Paper Series, The World Bank, number 5319, Jan.
• David A. Love & Paul A. Smith, 2010, "Does health affect portfolio choice?," Health Economics, John Wiley & Sons, Ltd., volume 19, issue 12, pages 1441-1460, December, DOI: 10.1002/hec.1562.
• Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2010, "Portfolio Inertia and Stock Market Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 4, pages 715-742, June, DOI: 10.1111/j.1538-4616.2010.00304.x.
• Imre Kondor & István Varga-Haszonits, 2010, "Instability Of Portfolio Optimization Under Coherent Risk Measures," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 425-437, DOI: 10.1142/S0219525910002591.
• Rüdiger Kiesel & Matthias Scherer & Rudi Zagst (ed.), 2010, "Alternative Investments and Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7373, ISBN: ARRAY(0x534c2a50), March.
• Masaaki Kijima & Chiaki Hara & Keiichi Tanaka & Yukio Muromachi (ed.), 2010, "Recent Advances in Financial Engineering 2009," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7700, ISBN: ARRAY(0x5424ebf8), March.
• Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim, 2010, "It's all about tax rates: An empirical study of tax perception," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 106.
• Pfeffer, Annamaria, 2010, "Staatliche Zinssubvention und Auslandsverschuldung: Eine Mittelwert-Varianz-Analyse am Beispiel Ungarn," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 72.
• Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina, 2010, "The home bias in equities and distribution costs," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,24.
• Wildmann, Christian, 2010, "What drives portfolio investments of German banks in emerging capital markets?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,04.
• Memmel, Christoph, 2010, "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,07.
• Böve, Rolf & Düllmann, Klaus & Pfingsten, Andreas, 2010, "Do specialization benefits outweigh concentration risks in credit portfolios of German banks?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,10.
• Jank, Stephan, 2010, "Are there disadvantaged clienteles in mutual funds?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,11.
• Memmel, Christoph, 2010, "How correlated are changes in banks' net interest income and in their present value?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,14.
• Achleitner, Ann-Kristin & Kaserer, Christoph & Kauf, Tobias & Volk, Sarah, 2010, "DAXplus family: Ein Aktienindex zur Darstellung der Performance von Familienunternehmen
  [DAXplus Family – Primer on a family firm stock index in Germany]," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2010-05.
• Frey, Stefan & Herbst, Patrick, 2010, "The influence of buy-side analysts on mutual fund trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-10.
• Kraeussl, Roman & Wiehenkamp, Christian, 2010, "A call on Art investments," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/03.
• Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010, "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/20.
• Marekwica, Marcel & Stamos, Michael Z., 2010, "Optimal life cycle portfolio choice with housing market cycles," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/21.
• Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010, "Risk aversion under preference uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/24.
• Scholz, Peter & Walther, Ursula, 2010, "Investment certificates under German taxation: Benefit or burden for structured products' performance?," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 24.
• Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010, "Return distributions of equity-linked retirement plans," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 27.
• Schmieder, Christian & Schmieder, Philipp & Kraemer-Eis, Helmut, 2010, "Impact of Legislation on Credit Risk. How different are the UK and Germany?," EIF Working Paper Series, European Investment Fund (EIF), number 2010/08.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
• Kremer, Stephanie, 2010, "Herding of institutional traders: New evidence from daily data," Discussion Papers, Free University Berlin, School of Business & Economics, number 2010/23.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor, 2010, "Investing in times of inflation fears: Diversification properties of investments in liquid real assets," Working Paper Series, Hamburg School of Business Administration (HSBA), number 03/2010.
• Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail, 2010, "Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen," Working Paper Series, Hamburg School of Business Administration (HSBA), number 05/2010.
• Stein, Jerome L., 2010, "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2010-17.
• Singer, Nico, 2010, "Safety-first portfolio optimization: Fixed versus random target," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 113.
• Kremer, Stephanie, 2010, "Herding of institutional traders," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-025.
• Breuer, Wolfgang & Gürtler, Marc, 2010, "Implied rates of return, the discount rate effect, and market risk premia," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF33V3.
• Frahm, Gabriel, 2010, "An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/10.
• Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof, 2010, "Multiple tests for the performance of different investment strategies," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 5/10.
• Kroencke, Tim Alexander & Schindler, Felix, 2010, "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-034.
• Klaus Grobys, 2010, "Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market," Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, volume 2, issue 1, pages 72-78, May.
• Muteba Mwamba, John & Suteni, Mwambi, 2010, "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper, University Library of Munich, Germany, number 50240, Oct.
• Michailova, Julija, 2010, "Overconfidence, Risk Aversion and Individual Financial Decisions in Experimental Asset Markets," MPRA Paper, University Library of Munich, Germany, number 53114, revised Jan 2014.
• Ceylan, Ozcan, 2010, "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper, University Library of Munich, Germany, number 61587, Nov.
• Trabelsi, Mohamed Ali, 2010, "Overreaction and Portfolio Selection Strategies in the Tunisian stock market," MPRA Paper, University Library of Munich, Germany, number 81258, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Sélection de portefeuille via la stratégie de sur-réaction
  [Portfolio selection via the overreaction strategy]," MPRA Paper, University Library of Munich, Germany, number 81472, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Choix de portefeuille: comparaison des différentes stratégies
  [Portfolio selection: comparison of different strategies]," MPRA Paper, University Library of Munich, Germany, number 82946, Dec, revised 01 Dec 2010.
• Abozaid, Abdulazeem, 2010, "نحو صكوك إسلامية حقيقية
  [Toward genuine Islamic Sukuk]," MPRA Paper, University Library of Munich, Germany, number 93429.
• Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010, "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201030, Dec.
• David Havlíček, 2010, "Analysis of the Impact of Weather on Trading in Equity Markets
  [Analýza vlivu počasí na obchodování na akciových trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2010, issue 3, pages 49-62, DOI: 10.18267/j.cfuc.75.
• Vassiliy Chsherbakov, 2010, "Efficiency of Use of Technical Analysis: Evidences from Russian Stock Market," Ekonomika a Management, Prague University of Economics and Business, volume 2010, issue 4.
• Françoise Le Quéré, 2010, "L’habillage de portefeuille par les gérants de fonds dans la littérature : incitations, effets et risques," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 275-293, DOI: 10.3406/ecofi.2010.5405.
• Françoise Le Quéré, 2010, "Gestion déléguée des encours par les investisseurs institutionnels : description et évolution des pratiques," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 277-295, DOI: 10.3406/ecofi.2010.5797.
• Isabel Gameiro, 2010, "Monetary Policy Effects: Evidence from the Portuguese Flow of Funds," Working Papers, Banco de Portugal, Economics and Research Department, number w201014.
• Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2010, "Large Shareholder Diversification And Corporate Risk- Taking," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1241, Jul.
• Adam Clements & Annastiina Silvennoinen, 2010, "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series, National Centre for Econometric Research, number 54, Mar, revised 06 May 2010.
• Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010, "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series, National Centre for Econometric Research, number 67, Nov.
• Adeline Delavande & Susann Rohwedder, 2010, "Individuals' Uncertainty about Future Social Security Benefits and Portfolio Choice," Working Papers, RAND Corporation, number WR-782, Sep.
• Angela A. Hung & Aileen Heinberg & Joanne K. Yoong, 2010, "Do Risk Disclosures Affect Investment Choice?," Working Papers, RAND Corporation, number WR-788, Oct.
• David Powell, 2010, "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers, RAND Corporation, number WR-816, Dec.
• Simone Varotto, 2010, "Stress Testing Credit Risk: The Great Depression Scenario," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-03, Mar.
• Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2010, "Regime-Dependent Smile-Adjusted Delta Hedging," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-10, Sep.
• Yulei Luo, 2010, "Code files for "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice"," Computer Codes, Review of Economic Dynamics, number 08-115, revised .
• Claudio Campanale, 2010, "Code files for "Learning, ambiguity and life-cycle portfolio allocation"," Computer Codes, Review of Economic Dynamics, number 09-54, revised .
• Yulei Luo, 2010, "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 13, issue 4, pages 843-860, October, DOI: 10.1016/j.red.2010.01.002.
• Svetlana Pashchenko, 2010, "Accounting for non-annuitization," 2010 Meeting Papers, Society for Economic Dynamics, number 563.
• Veronica Rappoport & Enrichetta Ravina & Daniel Paravisini, 2010, "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," 2010 Meeting Papers, Society for Economic Dynamics, number 664.
• Paul Woolley, 2010, "Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 12, issue 23, pages 55-83, July-Dece.
• Natividad Blasco De Las Heras & Sandra Ferreruela Garcés & Pilar Corredor Casado, 2010, "Una Explicación Del Efecto Herding Desde El Mercado De Derivados," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 18, issue 3, pages 161-196, Winter.
• Mariko Fujii, 2010, "Securitized Products, Financial Regulation, and Systemic Risk," ADBI Working Papers, Asian Development Bank Institute, number 203, Mar.
• Brad Humphreys, 2010, "Prices, Point Spreads and Profits: Evidence from the National Football League," Working Papers, University of Alberta, Department of Economics, number 2010-05, Feb.
• Georg Inderst, 2010, "Infrastructure as an asset class," EIB Papers, European Investment Bank, Economics Department, number 3/2010, Dec.
• Joachim Lang & Reinhard Madlener, 2010, "Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 11/2010, Sep.
• M. Kabir Hassan & Eric Girard, 2010, "Faith-Based Ethical Investing: The Case Of Dow Jones Islamic Indexes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 17, pages 1-31.
• Steven Vanduffel, 2010, "Thou shalt buy ‘simple’ structured products only," Journal of Financial Transformation, Capco Institute, volume 28, pages 12-14.