Research classified by Journal of Economic Literature (JEL) codes

2012

• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2012, "When more is less: Using multiple constraints to reduce tail risk," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2693-2716, DOI: 10.1016/j.jbankfin.2011.08.002.
• Navone, Marco, 2012, "Reprint of Investors’ distraction and strategic repricing decisions," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2729-2741, DOI: 10.1016/j.jbankfin.2012.06.001.
• Nejadmalayeri, Ali & Singh, Manohar, 2012, "Corporate taxes, strategic default, and the cost of debt," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2900-2916, DOI: 10.1016/j.jbankfin.2011.07.021.
• Cenesizoglu, Tolga & Timmermann, Allan, 2012, "Do return prediction models add economic value?," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2974-2987, DOI: 10.1016/j.jbankfin.2012.06.008.
• Jank, Stephan, 2012, "Mutual fund flows, expected returns, and the real economy," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3060-3070, DOI: 10.1016/j.jbankfin.2012.07.004.
• Varotto, Simone, 2012, "Stress testing credit risk: The Great Depression scenario," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3133-3149, DOI: 10.1016/j.jbankfin.2011.10.001.
• Shi, Zhen & Werker, Bas J.M., 2012, "Short-horizon regulation for long-term investors," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3227-3238, DOI: 10.1016/j.jbankfin.2012.04.009.
• Liang, Samuel Xin & Wei, John K.C., 2012, "Liquidity risk and stock returns around the world," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3274-3288, DOI: 10.1016/j.jbankfin.2012.07.021.
• Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012, "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3302-3317, DOI: 10.1016/j.jbankfin.2012.07.018.
• Baltussen, Guido & Post, Gerrit T. & Van Vliet, Pim, 2012, "Downside risk aversion, fixed-income exposure, and the value premium puzzle," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3382-3398, DOI: 10.1016/j.jbankfin.2012.07.020.
• Bönte, Werner & Filipiak, Ute, 2012, "Financial literacy, information flows, and caste affiliation: Empirical evidence from India," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3399-3414, DOI: 10.1016/j.jbankfin.2012.07.028.
• Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S. & Zumwalt, J. Kenton, 2012, "Changes to mutual fund risk: Intentional or mean reverting?," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 112-120, DOI: 10.1016/j.jbankfin.2011.06.011.
• de Groot, Wilma & Huij, Joop & Zhou, Weili, 2012, "Another look at trading costs and short-term reversal profits," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 371-382, DOI: 10.1016/j.jbankfin.2011.07.015.
• Pflug, Georg Ch. & Pichler, Alois & Wozabal, David, 2012, "The 1/N investment strategy is optimal under high model ambiguity," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 410-417, DOI: 10.1016/j.jbankfin.2011.07.018.
• Ortiz, Cristina & Sarto, José Luis & Vicente, Luis, 2012, "Portfolios in disguise? Window dressing in bond fund holdings," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 418-427, DOI: 10.1016/j.jbankfin.2011.07.017.
• Guo, Ming & Li, Zhan & Tu, Zhiyong, 2012, "A unique “T+1 trading rule” in China: Theory and evidence," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 575-583, DOI: 10.1016/j.jbankfin.2011.09.002.
• Guidolin, Massimo & Hyde, Stuart, 2012, "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 695-716, DOI: 10.1016/j.jbankfin.2011.10.011.
• Xue, Yi & Gençay, Ramazan, 2012, "Trading frequency and volatility clustering," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 760-773, DOI: 10.1016/j.jbankfin.2011.09.008.
• Diavatopoulos, Dean & Doran, James S. & Fodor, Andy & Peterson, David R., 2012, "The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 786-802, DOI: 10.1016/j.jbankfin.2011.09.012.
• Darolles, Serge & Vaissié, Mathieu, 2012, "The alpha and omega of fund of hedge fund added value," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1067-1078, DOI: 10.1016/j.jbankfin.2011.10.021.
• Berger, Dave & Turtle, H.J., 2012, "Cross-sectional performance and investor sentiment in a multiple risk factor model," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1107-1121, DOI: 10.1016/j.jbankfin.2011.11.001.
• Clark, Ephraim & Kassimatis, Konstantinos, 2012, "An empirical analysis of marginal conditional stochastic dominance," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1144-1151, DOI: 10.1016/j.jbankfin.2011.11.006.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012, "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 934-956, DOI: 10.1016/j.jbankfin.2011.10.010.
• Baptista, Alexandre M., 2012, "Portfolio selection with mental accounts and background risk," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 968-980, DOI: 10.1016/j.jbankfin.2011.10.015.
• Navone, Marco, 2012, "Investors’ distraction and strategic repricing decisions," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1291-1303, DOI: 10.1016/j.jbankfin.2011.11.018.
• Kassberger, Stefan & Liebmann, Thomas, 2012, "When are path-dependent payoffs suboptimal?," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1304-1310, DOI: 10.1016/j.jbankfin.2011.11.017.
• Atella, Vincenzo & Brunetti, Marianna & Maestas, Nicole, 2012, "Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1320-1335, DOI: 10.1016/j.jbankfin.2011.11.025.
• Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012, "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1354-1361, DOI: 10.1016/j.jbankfin.2011.11.023.
• Hjalmarsson, Erik & Manchev, Petar, 2012, "Characteristic-based mean-variance portfolio choice," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1392-1401, DOI: 10.1016/j.jbankfin.2011.12.002.
• Behr, Patrick & Guettler, Andre & Truebenbach, Fabian, 2012, "Using industry momentum to improve portfolio performance," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1414-1423, DOI: 10.1016/j.jbankfin.2011.12.007.
• Jordan, Bradford D. & Liu, Mark H. & Wu, Qun, 2012, "Do investment banks listen to their own analysts?," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1452-1463, DOI: 10.1016/j.jbankfin.2011.12.010.
• Gourieroux, C. & Jasiak, J., 2012, "Granularity adjustment for default risk factor model with cohorts," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1464-1477, DOI: 10.1016/j.jbankfin.2011.12.013.
• Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr, 2012, "Portfolio credit-risk optimization," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1604-1615, DOI: 10.1016/j.jbankfin.2012.01.013.
• McQueen, Grant & Stenkrona, Anders, 2012, "The home-institution bias," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1627-1638, DOI: 10.1016/j.jbankfin.2012.01.011.
• Mencía, Javier, 2012, "Assessing the risk-return trade-off in loan portfolios," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1665-1677, DOI: 10.1016/j.jbankfin.2012.01.007.
• Huang, Alex YiHou, 2012, "Asymmetric dynamics of stock price continuation," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1839-1855, DOI: 10.1016/j.jbankfin.2012.02.005.
• Branger, Nicole & Hansis, Alexandra, 2012, "Asset allocation: How much does model choice matter?," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1865-1882, DOI: 10.1016/j.jbankfin.2012.02.009.
• Santos, André A.P. & Nogales, Francisco J. & Ruiz, Esther & Dijk, Dick Van, 2012, "Optimal portfolios with minimum capital requirements," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1928-1942, DOI: 10.1016/j.jbankfin.2012.03.001.
• Desmoulins-Lebeault, François & Kharoubi-Rakotomalala, Cécile, 2012, "Non-Gaussian diversification: When size matters," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1987-1996, DOI: 10.1016/j.jbankfin.2012.03.006.
• Marekwica, Marcel, 2012, "Optimal tax-timing and asset allocation when tax rebates on capital losses are limited," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2048-2063, DOI: 10.1016/j.jbankfin.2012.03.011.
• Schuhmacher, Frank & Eling, Martin, 2012, "A decision-theoretic foundation for reward-to-risk performance measures," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2077-2082, DOI: 10.1016/j.jbankfin.2012.03.013.
• Kim, Sangbae & In, Francis, 2012, "False discoveries in volatility timing of mutual funds," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2083-2094, DOI: 10.1016/j.jbankfin.2012.03.014.
• de Dreu, Jan & Bikker, Jacob A., 2012, "Investor sophistication and risk taking," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2145-2156, DOI: 10.1016/j.jbankfin.2012.03.023.
• Homm, Ulrich & Pigorsch, Christian, 2012, "Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2274-2284, DOI: 10.1016/j.jbankfin.2012.04.005.
• Kaustia, Markku & Rantapuska, Elias, 2012, "Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2366-2378, DOI: 10.1016/j.jbankfin.2012.04.015.
• Galsband, Victoria, 2012, "Downside risk of international stock returns," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2379-2388, DOI: 10.1016/j.jbankfin.2012.04.019.
• Mahayni, Antje & Schneider, Judith C., 2012, "Variable annuities and the option to seek risk: Why should you diversify?," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2417-2428, DOI: 10.1016/j.jbankfin.2012.04.024.
• Belousova, Julia & Dorfleitner, Gregor, 2012, "On the diversification benefits of commodities from the perspective of euro investors," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2455-2472, DOI: 10.1016/j.jbankfin.2012.05.003.
• Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N., 2012, "Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2522-2531, DOI: 10.1016/j.jbankfin.2012.05.005.
• Aglietta, Michel & Brière, Marie & Rigot, Sandra & Signori, Ombretta, 2012, "Rehabilitating the role of active management for pension funds," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2565-2574, DOI: 10.1016/j.jbankfin.2012.05.017.
• Palomba, Giulio & Riccetti, Luca, 2012, "Portfolio frontiers with restrictions to tracking error volatility and value at risk," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2604-2615, DOI: 10.1016/j.jbankfin.2012.05.014.
• Charness, Gary & Gneezy, Uri, 2012, "Strong Evidence for Gender Differences in Risk Taking," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 1, pages 50-58, DOI: 10.1016/j.jebo.2011.06.007.
• Halko, Marja-Liisa & Kaustia, Markku & Alanko, Elias, 2012, "The gender effect in risky asset holdings," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 1, pages 66-81, DOI: 10.1016/j.jebo.2011.06.011.
• Scotti, Massimo, 2012, "Delegated portfolio management with career concerns," Journal of Economic Behavior & Organization, Elsevier, volume 84, issue 3, pages 829-839, DOI: 10.1016/j.jebo.2012.10.001.
• Fostel, Ana & Geanakoplos, John, 2012, "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 501-525, DOI: 10.1016/j.jet.2011.07.001.
• Christensen, Peter Ove & Larsen, Kasper & Munk, Claus, 2012, "Equilibrium in securities markets with heterogeneous investors and unspanned income risk," Journal of Economic Theory, Elsevier, volume 147, issue 3, pages 1035-1063, DOI: 10.1016/j.jet.2012.01.007.
• Dybvig, Philip H. & Wang, Yajun, 2012, "Increases in risk aversion and the distribution of portfolio payoffs," Journal of Economic Theory, Elsevier, volume 147, issue 3, pages 1222-1246, DOI: 10.1016/j.jet.2011.11.009.
• Meyer, Margaret & Strulovici, Bruno, 2012, "Increasing interdependence of multivariate distributions," Journal of Economic Theory, Elsevier, volume 147, issue 4, pages 1460-1489, DOI: 10.1016/j.jet.2011.09.001.
• Hugonnier, Julien, 2012, "Rational asset pricing bubbles and portfolio constraints," Journal of Economic Theory, Elsevier, volume 147, issue 6, pages 2260-2302, DOI: 10.1016/j.jet.2012.05.003.
• Hong, Harrison & Kostovetsky, Leonard, 2012, "Red and blue investing: Values and finance," Journal of Financial Economics, Elsevier, volume 103, issue 1, pages 1-19, DOI: 10.1016/j.jfineco.2011.01.006.
• Basak, Suleyman & Makarov, Dmitry, 2012, "Difference in interim performance and risk taking with short-sale constraints," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 377-392, DOI: 10.1016/j.jfineco.2011.09.008.
• Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal, 2012, "Do arbitrageurs amplify economic shocks?," Journal of Financial Economics, Elsevier, volume 103, issue 3, pages 454-470, DOI: 10.1016/j.jfineco.2011.10.007.
• Cocco, João F. & Gomes, Francisco J., 2012, "Longevity risk, retirement savings, and financial innovation," Journal of Financial Economics, Elsevier, volume 103, issue 3, pages 507-529, DOI: 10.1016/j.jfineco.2011.10.002.
• Barberis, Nicholas & Xiong, Wei, 2012, "Realization utility," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 251-271, DOI: 10.1016/j.jfineco.2011.10.005.
• Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012, "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 272-287, DOI: 10.1016/j.jfineco.2011.11.002.
• Kaustia, Markku & Knüpfer, Samuli, 2012, "Peer performance and stock market entry," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 321-338, DOI: 10.1016/j.jfineco.2011.01.010.
• Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T., 2012, "IQ, trading behavior, and performance," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 339-362, DOI: 10.1016/j.jfineco.2011.05.016.
• Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi, 2012, "Measuring investor sentiment with mutual fund flows," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 363-382, DOI: 10.1016/j.jfineco.2010.08.018.
• Cohen, Lauren & Lou, Dong, 2012, "Complicated firms," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 383-400, DOI: 10.1016/j.jfineco.2011.08.006.
• Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012, "The role of institutional investors in propagating the crisis of 2007–2008," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 491-518, DOI: 10.1016/j.jfineco.2011.05.011.
• Shanken, Jay & Tamayo, Ane, 2012, "Payout yield, risk, and mispricing: A Bayesian analysis," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 131-152, DOI: 10.1016/j.jfineco.2011.12.002.
• Aragon, George O. & Spencer Martin, J., 2012, "A unique view of hedge fund derivatives usage: Safeguard or speculation?," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 436-456, DOI: 10.1016/j.jfineco.2012.02.004.
• Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S., 2012, "Risk and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 511-522, DOI: 10.1016/j.jfineco.2012.03.008.
• Betermier, Sebastien & Jansson, Thomas & Parlour, Christine & Walden, Johan, 2012, "Hedging labor income risk," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 622-639, DOI: 10.1016/j.jfineco.2012.05.001.
• Wang, Chong & Wang, Neng & Yang, Jinqiang, 2012, "A unified model of entrepreneurship dynamics," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 1-23, DOI: 10.1016/j.jfineco.2012.05.002.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012, "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 114-131, DOI: 10.1016/j.jfineco.2012.05.005.
• Kim, Chansog (Francis) & Pantzalis, Christos & Chul Park, Jung, 2012, "Political geography and stock returns: The value and risk implications of proximity to political power," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 196-228, DOI: 10.1016/j.jfineco.2012.05.007.
• Johnson, Travis L. & So, Eric C., 2012, "The option to stock volume ratio and future returns," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 262-286, DOI: 10.1016/j.jfineco.2012.05.008.
• Caggese, Andrea, 2012, "Entrepreneurial risk, investment, and innovation," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 287-307, DOI: 10.1016/j.jfineco.2012.05.009.
• Bajgrowicz, Pierre & Scaillet, Olivier, 2012, "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 473-491, DOI: 10.1016/j.jfineco.2012.06.001.
• García, Diego & Norli, Øyvind, 2012, "Geographic dispersion and stock returns," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 547-565, DOI: 10.1016/j.jfineco.2012.06.007.
• Golez, Benjamin & Jackwerth, Jens Carsten, 2012, "Pinning in the S&P 500 futures," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 566-585, DOI: 10.1016/j.jfineco.2012.06.010.
• Maio, Paulo & Santa-Clara, Pedro, 2012, "Multifactor models and their consistency with the ICAPM," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 586-613, DOI: 10.1016/j.jfineco.2012.07.001.
• Altı, Aydoğan & Kaniel, Ron & Yoeli, Uzi, 2012, "Why do institutional investors chase return trends?," Journal of Financial Intermediation, Elsevier, volume 21, issue 4, pages 694-721, DOI: 10.1016/j.jfi.2012.05.002.
• Thapa, Chandra & Poshakwale, Sunil S., 2012, "Country-specific equity market characteristics and foreign equity portfolio allocation," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 189-211, DOI: 10.1016/j.jimonfin.2011.10.011.
• Eichler, Stefan, 2012, "Equity home bias and corporate disclosure," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1008-1032, DOI: 10.1016/j.jimonfin.2011.12.008.
• Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A., 2012, "International portfolio diversification: Currency, industry and country effects revisited," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1249-1278, DOI: 10.1016/j.jimonfin.2012.01.015.
• Vieira, Fabrício A.C. & Holland, Márcio & Resende, Marco F., 2012, "Financial dollarization and systemic risks: New empirical evidence," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1695-1714, DOI: 10.1016/j.jimonfin.2012.03.007.
• Kroencke, Tim A. & Schindler, Felix, 2012, "International diversification with securitized real estate and the veiling glare from currency risk," Journal of International Money and Finance, Elsevier, volume 31, issue 7, pages 1851-1866, DOI: 10.1016/j.jimonfin.2012.05.018.
• Bond, Shaun A. & Chang, Qingqing, 2012, "Liquidity dynamics across public and private markets," Journal of International Money and Finance, Elsevier, volume 31, issue 7, pages 1890-1910, DOI: 10.1016/j.jimonfin.2012.05.020.
• Didier, Tatiana & Lowenkron, Alexandre, 2012, "The current account as a dynamic portfolio choice problem," Journal of the Japanese and International Economies, Elsevier, volume 26, issue 4, pages 518-541, DOI: 10.1016/j.jjie.2012.08.005.
• Xanthopoulos, Apostolos, 2012, "The Entrenched Kurtosis in Current Portfolio Returns," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 77-97, DOI: 10.1016/j.jeca.2012.02.005.
• Siddiqi, Hammad, 2012, "The relevance of thinking-by-analogy for investors’ willingness-to-pay: An experimental study," Journal of Economic Psychology, Elsevier, volume 33, issue 1, pages 19-29, DOI: 10.1016/j.joep.2011.08.008.
• Abreu, Margarida & Mendes, Victor, 2012, "Information, overconfidence and trading: Do the sources of information matter?," Journal of Economic Psychology, Elsevier, volume 33, issue 4, pages 868-881, DOI: 10.1016/j.joep.2012.04.003.
• Schoenberg, Eric J. & Haruvy, Ernan, 2012, "Relative performance information in asset markets: An experimental approach," Journal of Economic Psychology, Elsevier, volume 33, issue 6, pages 1143-1155, DOI: 10.1016/j.joep.2012.08.008.
• Černý, Aleš & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2012, "On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility," Journal of Mathematical Economics, Elsevier, volume 48, issue 6, pages 386-395, DOI: 10.1016/j.jmateco.2012.08.006.
• Bonaparte, Yosef & Cooper, Russell & Zhu, Guozhong, 2012, "Consumption smoothing and portfolio rebalancing: The effects of adjustment costs," Journal of Monetary Economics, Elsevier, volume 59, issue 8, pages 751-768, DOI: 10.1016/j.jmoneco.2012.10.012.
• Sarwar, Ghulam, 2012, "Is VIX an investor fear gauge in BRIC equity markets?," Journal of Multinational Financial Management, Elsevier, volume 22, issue 3, pages 55-65, DOI: 10.1016/j.mulfin.2012.01.003.
• Brailsford, Tim & Gaunt, Clive & O'Brien, Michael A., 2012, "The investment value of the value premium," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 416-437, DOI: 10.1016/j.pacfin.2011.12.008.
• Steinorth, Petra, 2012, "The demand for enhanced annuities," Journal of Public Economics, Elsevier, volume 96, issue 11, pages 973-980, DOI: 10.1016/j.jpubeco.2012.07.007.
• Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas, 2012, "Individual risk attitudes and the composition of financial portfolios: Evidence from German household portfolios," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 1-14, DOI: 10.1016/j.qref.2011.10.001.
• Shieh, Shwu-Jane & Lin, Chih-Yung & Ho, Po-Hsin, 2012, "Large changes in stock prices: Market, liquidity, and momentum effect," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 183-197, DOI: 10.1016/j.qref.2012.02.003.
• Mabrouk, Samir & Saadi, Samir, 2012, "Parametric Value-at-Risk analysis: Evidence from stock indices," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 3, pages 305-321, DOI: 10.1016/j.qref.2012.04.006.
• Alwathainani, Abdulaziz M., 2012, "Consistent winners and losers," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 210-220, DOI: 10.1016/j.iref.2011.05.009.
• Tsai, Jeng-Yan & Chang, Chuen-Ping, 2012, "Call-pricing equity returns and default risks of entry mode with brand perception in retail banking," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 29-41, DOI: 10.1016/j.iref.2011.04.001.
• Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012, "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 112-128, DOI: 10.1016/j.iref.2011.09.004.
• Liu, Yu-hong & Jiang, I-ming, 2012, "Influence of investor subjective judgments in investment decision-making," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 129-142, DOI: 10.1016/j.iref.2012.01.002.
• 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.
• Gonçalo Faria & João Correia-da-Silva, 2012, "Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 472, Oct.
• Sergeeva, Irina & Nikiforova, Vera, 2012, "The development of the portfolio management for the unit investment funds," MPRA Paper, University Library of Munich, Germany, number 35461, Jan.
• Muhammad, Irfan, 2012, "Non-standardized form of CAPM and stock returns," MPRA Paper, University Library of Munich, Germany, number 35604, Jan.
• Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2012, "Revisiting Mutual Fund Performance Evaluation," MPRA Paper, University Library of Munich, Germany, number 36644, Feb.
• Bruder, Benjamin & Roncalli, Thierry, 2012, "Managing risk exposures using the risk budgeting approach," MPRA Paper, University Library of Munich, Germany, number 37246, Jan.
• Dimitriou, Dimitrios & Kenourgios, Dimitris, 2012, "Opportunities for international portfolio diversification in the balkans’ markets," MPRA Paper, University Library of Munich, Germany, number 37479, Feb.
• Cai, Zongwu & Liu, Xuan & Yang, Fang, 2012, "Reexamining the Empirical Relevance of Habit Formation Preferences," MPRA Paper, University Library of Munich, Germany, number 37817, Apr.
• Kemp-Benedict, Eric, 2012, "The national bioenergy investment model: Technical documentation," MPRA Paper, University Library of Munich, Germany, number 37835.
• Peeters, Marga & Sabri, Nidal Rachid, 2012, "International financial integration of Mediterranean economies : A bird’s-eye view," MPRA Paper, University Library of Munich, Germany, number 38081, Mar.
• Corsini, Lorenzo & Spataro, Luca, 2012, "Savings for retirement under liquidity constraints: a note," MPRA Paper, University Library of Munich, Germany, number 38668, May.
• Zvezdov, Ivelin, 2012, "Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques," MPRA Paper, University Library of Munich, Germany, number 38953, Feb.
• Estrada, Fernando, 2012, "Asymmetric information and financial markets," MPRA Paper, University Library of Munich, Germany, number 39025.
• Pfau, Wade Donald & Kariastanto, Bayu, 2012, "An international perspective on “safe” savings rates for retirement," MPRA Paper, University Library of Munich, Germany, number 39066, May.
• Pfau, Wade Donald, 2012, "Choosing a retirement income strategy: a new evaluation framework," MPRA Paper, University Library of Munich, Germany, number 39169, Jun.
• Kuhnen, Camelia M., 2012, "Asymmetric learning from financial information," MPRA Paper, University Library of Munich, Germany, number 39412, Jun.
• Krieger, Kevin & Fodor, Andy & Mauck, Nathan & Stevenson, Greg, 2012, "Predicting Extreme Returns and Portfolio Management Implications," MPRA Paper, University Library of Munich, Germany, number 39845, May.
• Sinha, Pankaj & Goyal, Lavleen, 2012, "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper, University Library of Munich, Germany, number 40134, Jul.
• Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata, 2012, "The Budapest liquidity measure and the price impact function," MPRA Paper, University Library of Munich, Germany, number 40339.
• Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi, 2012, "Performances of Socially Responsible Investment and Environmentally Friendly Funds," MPRA Paper, University Library of Munich, Germany, number 40654, Aug.
• Chia, Rui Ming Daryl & Lim, Kai Jie Shawn, 2012, "The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market," MPRA Paper, University Library of Munich, Germany, number 41455, Sep.
• Khalfaoui, R & Boutahar, M, 2012, "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper, University Library of Munich, Germany, number 41624, Sep.
• Sefiane, Slimane & Benbouziane, Mohamed, 2012, "Portfolio Selection Using Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 41783.
• Ardliansyah, Rifqi, 2012, "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper, University Library of Munich, Germany, number 41958, Aug.
• Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom, 2012, "Fiscal consolidations and banking stability," MPRA Paper, University Library of Munich, Germany, number 42229, Oct.
• Shaikh, Salman, 2012, "Analysis of Islamic Mutual Funds Operations in Pakistan," MPRA Paper, University Library of Munich, Germany, number 42495, Jul.
• Shaikh, Salman, 2012, "Consumption & Savings Behavior in Pakistan," MPRA Paper, University Library of Munich, Germany, number 42496, Nov.
• Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012, "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper, University Library of Munich, Germany, number 42676, Nov.
• Pashchenko, Svetlana, 2012, "Accounting for non-annuitization," MPRA Paper, University Library of Munich, Germany, number 42792, Nov.
• Dimitriou, Dimitrios & Simos, Theodore, 2012, "International portfolio diversification: An ICAPM approach with currency risk," MPRA Paper, University Library of Munich, Germany, number 42825, Nov.
• Avino, Davide & Lazar, Emese, 2012, "Rethinking Capital Structure Arbitrage," MPRA Paper, University Library of Munich, Germany, number 42850, Nov.
• Fulli-Lemaire, Nicolas & Palidda, Ernesto, 2012, "Swapping Headline for Core Inflation: An Asset Liability Management Approach," MPRA Paper, University Library of Munich, Germany, number 42853, Aug, revised 16 Nov 2012.
• Fulli-Lemaire, Nicolas, 2012, "Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 42854, Nov.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2012, "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 43284, Dec.
• Rossi, Francesco, 2012, "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 43312, Nov, revised Nov 2012.
• Chalabi, Yohan & Wuertz, Diethelm, 2012, "Portfolio optimization based on divergence measures," MPRA Paper, University Library of Munich, Germany, number 43332, Nov.
• Igan, Deniz & Pinheiro, Marcelo, 2012, "The effects of relative performance objectives on financial markets," MPRA Paper, University Library of Munich, Germany, number 43452, Oct.
• Lof, Matthijs, 2012, "Rational Speculators, Contrarians and Excess Volatility," MPRA Paper, University Library of Munich, Germany, number 43490, Nov.
• Zhang, Zhichao & Chau, Frankie & Xie, Li, 2012, "Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach," MPRA Paper, University Library of Munich, Germany, number 43654, Dec.
• Roncalli, Thierry & Weisang, Guillaume, 2012, "Risk Parity Portfolios with Risk Factors," MPRA Paper, University Library of Munich, Germany, number 44017, Sep.
• Yun, Tack & Kim, Jinsook & Ko, Eunmi, 2012, "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," MPRA Paper, University Library of Munich, Germany, number 44212, Oct.
• Panait, Iulian & Diaconescu, Tiberiu, 2012, "Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
  [Particularities of applying Modern Portfolio Theory on the Romanian capital market]," MPRA Paper, University Library of Munich, Germany, number 44248, Dec.
• Bundala, Ntogwa, 2012, "Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries," MPRA Paper, University Library of Munich, Germany, number 47626, Nov.
• Saturnino, Odilon & Saturnino, Valéria & Gois de Oliveira, Marcos Roberto & Lucena, Pierre & Araújo, Luiz Fernando, 2012, "Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica
  [Opposite strategy and liquidity effect: an econometric analysis]," MPRA Paper, University Library of Munich, Germany, number 48104, Jul.
• Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete, 2012, "Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L)
  [Initial Public Offer of stocks in Brazil: an analysis of returns from stocks with low Price/earnings ratio]," MPRA Paper, University Library of Munich, Germany, number 48106, Sep.
• Miele, Maria Grazia, 2012, "The financial crisis and the credit rating agencies: the failure of reputation," MPRA Paper, University Library of Munich, Germany, number 48159, Dec.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2012, "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper, University Library of Munich, Germany, number 48710.
• Muteba Mwamba, John, 2012, "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper, University Library of Munich, Germany, number 50323, May.
• Pop, Raluca Elena, 2012, "Herd behavior towards the market index: evidence from Romanian stock exchange," MPRA Paper, University Library of Munich, Germany, number 51595, Jun.
• Bijapur, Mohan & Croci, Manuela & Zaidi, Rida, 2012, "Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds," MPRA Paper, University Library of Munich, Germany, number 54265, Oct.
• Ghassan, Hassan B. & Alhajhoj, Hassan R., 2012, "أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
  [Effect of Capital Market Liberalization on Volatility of TASI]," MPRA Paper, University Library of Munich, Germany, number 54470, revised 2012.
• Kamal, Javed Bin, 2012, "Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model," MPRA Paper, University Library of Munich, Germany, number 60610, Sep.
• Qureshi, Salman Ali & Rehman, Kashif ur & Hunjra, Ahmed Imran, 2012, "Factors Affecting Investment Decision Making of Equity Fund Managers," MPRA Paper, University Library of Munich, Germany, number 60783, Oct.
• Jan Budík, 2012, "Advanced investment strategies in environment of financial markets," Ekonomika a Management, Prague University of Economics and Business, volume 2012, issue 3, pages 82-92.
• Soo-Wah Low, 2012, "Market Timing and Selectivity Performance: A Cross-Sectional Analysis of Malaysian Unit Trust Funds," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 2, pages 205-219, DOI: 10.18267/j.pep.419.
• Fabrice Riva, 2012, "Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 37-48.
• Lamia Jaidane-Mazigh, 2012, "La gestion alternative des fonds souverains altérée par les crises ?," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 327-341.
• Alberto Niccoli & Francesco Marchionne, 2012, "The supreme subprime myth: the role of bad loans in the 2007-2009 financial crisis," PSL Quarterly Review, Economia civile, volume 65, issue 260, pages 52-77.
• Chris GROSE & Theodoros KARGIDIS, 2012, "Persistence In Performance For Mutual Funds In Periods Of Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 1, pages 85-98.
• Anastasios KONSTANTINIDIS & Androniki KATARACHIA & George BOROVAS & Maria Eleni VOUTSA, 2012, "From Efficient Market Hypothesis To Behavioural Finance: Can Behavioural Finance Be The New Dominant Model For Investing?," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 2, pages 16-26.
• Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012, "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series, National Centre for Econometric Research, number 80, Feb.
• Michael D. Hurd & Susann Rohwedder, 2012, "Stock Price Expectations and Stock Trading," Working Papers, RAND Corporation, number WR-938, Jul.
• Jacques Pézier & Johanna Scheller, 2012, "Average Portfolio Insurance Strategies," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-05, Jan.
• Filippo Coro & Alfonso Dufour & Simone Varotto, 2012, "The Time Varying Properties of Credit and Liquidity Components of CDS Spreads," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-06, Feb.
• Carol Alexander & Dimitris Korovilas, 2012, "Diversification of Equity with VIX Futures: Personal Views and Skewness Preference," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-07, Mar.
• Chris Brooks & Keith Anderson, 2012, "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-01, Nov, revised Nov 2013.
• Andrea Caggese & Vicente Cunat, 2012, "Code and data files for "Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate Productivity"," Computer Codes, Review of Economic Dynamics, number 11-37, revised .
• Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012, "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 1, pages 108-126, January, DOI: 10.1016/j.red.2011.01.002.
• Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield, 2012, "Modelling the Demand for Housing over the Lifecycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 1, pages 1-18, January.
• Dirk Krueger, 2012, "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," 2012 Meeting Papers, Society for Economic Dynamics, number 102.
• Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis, 2012, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," 2012 Meeting Papers, Society for Economic Dynamics, number 297.
• Yuliy Sannikov & Markus Brunnermeier, 2012, "The I Theory of Money," 2012 Meeting Papers, Society for Economic Dynamics, number 411.
• Karl Schmedders & Felix Kubler, 2012, "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," 2012 Meeting Papers, Society for Economic Dynamics, number 536.
• Kurt Mitman, 2012, "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," 2012 Meeting Papers, Society for Economic Dynamics, number 563.