Research classified by Journal of Economic Literature (JEL) codes

2012

• Laura Veldkamp, 2012, "Time-varying fund manager skill," 2012 Meeting Papers, Society for Economic Dynamics, number 68.
• Luigi Guiso & Charles Gottlieb & Andreas Fagereng, 2012, "Asset Market Participation and Portfolio Choice over the Life-Cycle," 2012 Meeting Papers, Society for Economic Dynamics, number 783.
• Piotr Szymański, 2012, "Problems in business valuation –analysis of survey results," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 137-162, June.
• Piotr Szymański, 2012, "Problems in business valuation –analysis of survey results," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 153-178, June.
• Elvina Frolova & Dean Fantazzini, 2012, "Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 25, issue 1, pages 3-24.
• Anton Semushin & Petr Parshakov, 2012, "Data frequency and mutual fund performance measures," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 25, issue 1, pages 95-114.
• Vladimir Habrov, 2012, "Optimization of portfolio management based on vector autoregression models and multivariate volatility models," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 35-62.
• Ilhan Meric & Joe H. Kim & Linguo Gong & Gulser Meric, 2012, "Co-movements of and Linkages between Asian Stock Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 1-1.
• Muhammad Aftab & Zulfiqar Ali Shah & Rauf A. Sheikh, 2012, "Holding Periods, Illiquidity and Disposition Effect in a Developing Economy," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 1-17.
• Tuncer Caliskan, 2012, "Comparing Black Litterman Model and Markowitz Mean Variance Model with Beta Factor, Unsystematic Risk and Total Risk," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 4, pages 1-43.
• Georges Dionne, 2012, "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 12-10, Sep.
• Francesco Rossi, 2012, "UK cross-sectional equity data: The case for robust investability filters," European Economic Letters, European Economics Letters Group, volume 1, issue 1, pages 6-13.
• Andreas Palzer & Günther Westner & Reinhard Madlener, 2012, "Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2012, Mar.
• Elizabeth T. Arroyave C. & Diego A. Agudelo R., 2012, "Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 17, issue 33, pages 38-47.
• Rocco Ciciretti & Raffaele Corvino, 2012, "How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk," Journal of Financial Transformation, Capco Institute, volume 34, pages 195-210.
• Francisca Beer & Mohamad Watfa & Mohamed Zouaoui, 2012, "Do investors care about noise trader risk?," Journal of Financial Transformation, Capco Institute, volume 35, pages 49-56.
• Rahul Verma & Gökçe Soydemir, 2012, "Are investor sentiments priced by the CAPM?," Journal of Financial Transformation, Capco Institute, volume 35, pages 57-70.
• Amelia Pais & Philip A. Stork, 2012, "Short-selling bans and contagion risk," Journal of Financial Transformation, Capco Institute, volume 35, pages 109-122.
• Chris Adcock & Nelson Areal & Manuel Armada & Maria Ceu Cortez & Benilde Oliveira & Florinda Silva, 2012, "Tests of the correlation between portfolio performance measures," Journal of Financial Transformation, Capco Institute, volume 35, pages 123-132.
• Siwei Gao & Michael R. Powers & Zaneta A. Chapman, 2012, "A risk-based risk finance paradigm," Journal of Financial Transformation, Capco Institute, volume 35, pages 173-178.
• Jiyoun An & Cheolbeom Park, 2012, "Election Cycles and Stock Market Reaction: International Evidence," Working Papers, Korea Institute for International Economic Policy, number 12-4, Dec, DOI: 10.2139/ssrn.2319727.
• Dimitris P. Sotiropoulos, 2012, "Revisiting the 1992-93 EMS crisis in the context of international political economy," Economics Discussion Papers, School of Economics, Kingston University London, number 2012-7, Oct.
• Julio Carmona & Ángel León & Antoni Vaello-Sebastià, 2012, "Executive Stock Options and Time Diversification," QM&ET Working Papers, University of Alicante, D. Quantitative Methods and Economic Theory, number 12-16, Nov.
• Zion Guo & Hsin-Yi Huang, 2012, "An Analytic Derivation of the Efficient Market Portfolio," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 104-116, December.
• Dajcman, Silvio & Festic, Mejra, 2012, "The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 163-180, December.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2012, "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers, ROME Network, number 201203, May.
• Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI, 2012, "The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange," Business Excellence and Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 2, issue 3, pages 63-76, September.
• Maria CARACOTA DIMITRIU & Ioana – Diana PAUN, 2012, "Short Term Hedging Using Futures Contracts," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 15, issue 2, pages 436-445, December.
• Emilio Bisetti, 2012, "The Impact of Longevity Risk on the Term Structure of the Risk-Return Tradeoff," Rivista di Politica Economica, SIPI Spa, issue 4, pages 79-119, October-D.
• Bert Willems & Joris Morbee, 2012, "Risk Spillovers and Hedging: Why Do Firms Invest Too Much in Systemic Risk?," RSCAS Working Papers, European University Institute, number 2012/35, Jun.
• V. I. Tinyakova, 2012, "The new approaches in econometric research of financial markets. Distributed volatility," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 4, issue 2, pages 247-255, Decembre.
• Madalina - Gabriela ANGHEL, 2012, "Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 117-120, November.
• Madalina - Gabriela ANGHEL, 2012, "Theoretical Aspects Concerning the Use of the Markowitz Model in the Management of Financial Instruments Portfolios," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 259-264, November.
• Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2012, "A New Lp Model For Enhanced Indexation," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0168, Nov.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012, "Is it money or brains? The determinants of intra-family decision power," CEIS Research Paper, Tor Vergata University, CEIS, number 238, Jun, revised 15 Jun 2012.
• Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012, "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper, Tor Vergata University, CEIS, number 240, Jul, revised 11 Jul 2012.
• Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012, "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," CEIS Research Paper, Tor Vergata University, CEIS, number 242, Jul, revised 18 Jul 2012.
• Cathy Ning & Loran Chollete, 2012, "Asymmetric Dependence between Aggregate Consumption and Financial Risk," Working Papers, Toronto Metropolitan University, Department of Economics, number 046, Oct.
• Rados³aw Kurach, 2012, "Seeking The Diversification Benefits With Foreign Equities And Commodities – The Case Of Polish Investor," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 8, issue 3, pages 26-36, October.
• Cameron Truong, 2013, "The January effect, does options trading matter?," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 31-48, April, DOI: 10.1177/0312896212440267.
• Barry Williams & Gulasekaran Rajaguru, 2013, "The chicken or the egg? The trade-off between bank fee income and net interest margins," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 99-123, April, DOI: 10.1177/0312896212440268.
• Nabamita Dutta, 2012, "Effect of the Political Regime on Asset Returns in Emerging Markets: An Empirical Investigation," South Asian Journal of Macroeconomics and Public Finance, , volume 1, issue 1, pages 135-156, June, DOI: 10.1177/227797871200100107.
• Aviral Kumar Tiwari, 2012, "Reassessment of Sustainability of Current Account Deficit in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 10, issue 1, pages 67-79.
• Rodríguez Benavides, Domingo & Ortíz Calisto, Edgar & López Herrera, Francisco, 2012, "¿Se desvanece el efecto-enero en las bolsas de valores del continente americano? / Does the January effect fade in the Americas´ stock markets?," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 2, issue 2, pages 101-121, julio-dic.
• Marcus Davidsson, 2012, "Trend Following Trading," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 4, issue 1 (March), pages 51-68.
• Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-003, Jan.
• Michel Aglietta & Marie Briere & Sandra Rigot & Ombretta Signori, 2012, "Rehabilitating the Role of Active Management for Pension Funds," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-018, May.
• Jean-Marie De Corte & Marc Labie & Ludovic Urgeghe & Jean-Claude Vansnick, 2012, "Microfinance Investment Vehicles and Social Performance: Moving forward with the MACBETH Approach," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-025, Sep.
• Bruno Cara Giovannetti, 2012, "Asset Pricing under Quantile Utility Maximization," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2012_16, Sep.
• Dr. Anila MANÇKA, 2012, "The Impact of National Currency Instability and the World Financial Crisis in the Credit Risk. The Case of Albania," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 2, issue 1, pages 1-4, February.
• Manfred Gilli & Enrico Schumann, 2012, "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, volume 193, issue 1, pages 129-158, March, DOI: 10.1007/s10479-011-0862-y.
• Young Kim & Rosella Giacometti & Svetlozar Rachev & Frank Fabozzi & Domenico Mignacca, 2012, "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Annals of Operations Research, Springer, volume 201, issue 1, pages 325-343, December, DOI: 10.1007/s10479-012-1229-8.
• Ajamu Loving & Michael Finke & John Salter, 2012, "Explaining the 2004 Decrease in Minority Stock Ownership," The Review of Black Political Economy, Springer;National Economic Association, volume 39, issue 4, pages 403-425, December, DOI: 10.1007/s12114-012-9132-8.
• Yuichi Takano & Renata Sotirov, 2012, "A polynomial optimization approach to constant rebalanced portfolio selection," Computational Optimization and Applications, Springer, volume 52, issue 3, pages 645-666, July, DOI: 10.1007/s10589-011-9436-9.
• Sascha Desmettre, 2012, "Optimal investment for executive stockholders with exponential utility," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 2, pages 151-170, November, DOI: 10.1007/s10203-011-0119-x.
• Giorgia Callegaro & Monique Jeanblanc & Wolfgang Runggaldier, 2012, "Portfolio optimization in a defaultable market under incomplete information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 2, pages 91-111, November, DOI: 10.1007/s10203-011-0116-0.
• Douglas Hodgson & Aylin Seçkin, 2012, "Dynamic price dependence of Canadian and international art markets: an empirical analysis," Empirical Economics, Springer, volume 43, issue 2, pages 867-890, October, DOI: 10.1007/s00181-011-0502-z.
• Emmanuel Denis & Yuri Kabanov, 2012, "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, volume 16, issue 1, pages 135-154, January, DOI: 10.1007/s00780-010-0144-6.
• Gordan Žitković, 2012, "An example of a stochastic equilibrium with incomplete markets," Finance and Stochastics, Springer, volume 16, issue 2, pages 177-206, April, DOI: 10.1007/s00780-011-0161-0.
• Julien Grépat & Yuri Kabanov, 2012, "Small transaction costs, absence of arbitrage and consistent price systems," Finance and Stochastics, Springer, volume 16, issue 3, pages 357-368, July, DOI: 10.1007/s00780-011-0164-x.
• Jun Sekine, 2012, "Long-term optimal portfolios with floor," Finance and Stochastics, Springer, volume 16, issue 3, pages 369-401, July, DOI: 10.1007/s00780-012-0175-2.
• Jérôme Detemple & Weidong Tian & Jie Xiong, 2012, "An optimal stopping problem with a reward constraint," Finance and Stochastics, Springer, volume 16, issue 3, pages 423-448, July, DOI: 10.1007/s00780-012-0173-4.
• Christopher Lorenz & Alexander Schied, 2013, "Drift dependence of optimal trade execution strategies under transient price impact," Finance and Stochastics, Springer, volume 17, issue 4, pages 743-770, October, DOI: 10.1007/s00780-013-0211-x.
• Omar Esqueda & Dave Jackson, 2012, "Currency depreciation effects on ADR returns: evidence from Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 691-711, July, DOI: 10.1007/s12197-010-9144-9.
• Joe Brocato & Kenneth Smith, 2012, "Sudden equity price declines and the flight-to-safety phenomenon: additional evidence using daily data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 712-727, July, DOI: 10.1007/s12197-010-9147-6.
• Deniz Igan & Marcelo Pinheiro, 2012, "Incentive to manipulate earnings and its connection to analysts’ forecasts, trading, and corporate governance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 4, pages 781-821, October, DOI: 10.1007/s12197-010-9131-1.

2011

• Nãchescu Miruna-Lucia & Barna Flavia- Mirela, 2011, "Exchange Traded Funds – A New Way of Dealing With Risk?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1461-1466, May.
• Niþu Oana & Niþu Claudiu Valentin & Nicodim Liliana, 2011, "2005-2010 Sony Ericsson Financial Activity Analysis Abstract2005-2010 Sony Ericsson Financial Activity Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1543-1548, May.
• ªargu Alina Camelia & Chirleºan Dan & Potlog Dorian, 2011, "The Necessity of the European Capital Markets Development in the Current Economic Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2027-2034, May.
• Serban Florentin & Buºu Mihail, 2011, "A Relationship between the Degree of Search and Evolution of Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2052-2055, May.
• Caruntu Constantin & Lapadusi Mihaela Loredana, 2011, "Net Present Value Criterion - Important Factor in Validating the Efficiency of an Investment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 327-331, May.
• Ciobotea Adina & Oaca Sorina Cristina, 2011, "Investment Decisions in the Romanian Pension Funds," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 359-362, May.
• Hagiu Alina, 2011, "Models of Credit Risk Measurement," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 912-917, May.
• Ionescu Alexandra, 2011, "Firm Decisions: Determinants of Investments," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 621-624, May.
• Lupaºc Adrian & Lupaºc Ioana & Zamfir Cristina Gabriela, 2011, "Actual Application of the Intelligent Systems and their Implications in Financial-Accounting Field," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 728-733, May.
• Murgea Aurora, 2011, "Mood and Investor Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 884-889, May.
• Rui Esteves, 2011, "The Belle Epoque of International Finance. French Capital Exports, 1880-1914," Economics Series Working Papers, University of Oxford, Department of Economics, number 534, Feb.
• Ian Jewitt & Sujoy Mukerji, 2011, "Ordering Ambiguous Acts," Economics Series Working Papers, University of Oxford, Department of Economics, number 553, Jun.
• John Quah & Bruno Strulovici, 2011, "Discounting, Patience, and Dynamic Decision Making," Economics Series Working Papers, University of Oxford, Department of Economics, number 555, Jun.
• Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011, "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0136, Jun.
• Francisco B. Galarza & Michael R. Carter, 2011, "Risk preferences and demand for insurance in Peru: a field experiment," Working Papers, Centro de Investigación, Universidad del Pacífico, number 11-08, Sep.
• Ron Bird & Lorenzo Casavecchia, 2011, "Conditional style rotation model on enhanced value and growth portfolios: The European experience," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 6, pages 375-390, February, DOI: 10.1057/jam.2009.34.
• Simon Keel & David Ardia, 2011, "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, volume 12, issue 2, pages 123-131, June, DOI: 10.1057/jam.2010.30.
• N Blasco & P Corredor & S Ferreruela, 2011, "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 62, issue 6, pages 1056-1066, June, DOI: 10.1057/jors.2010.34.
• Ben Tims & Ronald Mahieu, 2011, "International Portfolio Choice," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models", DOI: 10.1057/9780230295223_4.
• Maria Elvira Mancino & Simona Sanfelici, 2011, "Covariance Estimation and Dynamic Asset-Allocation under Microstructure Effects via Fourier Methodology," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Greg N. Gregoriou & Razvan Pascalau, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", DOI: 10.1057/9780230298101_1.
• Radoslaw Kurach, 2011, "Eurozone stock returns co-movement: Some findings for portfolio managers and central bankers," Business and Economic Horizons (BEH), Prague Development Center, volume 5, issue 2, pages 1-12, April.
• N. Geetha & M. Ramesh, 2011, "Investors’ Perception On Mutual Funds With Reference To Chidambaram Town," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 9, issue 3, pages 30-37, August.
• Kurt Mitman, 2011, "Macroeconomic Effects of Bankruptcy & Foreclosure Policies," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-015, Jun.
• Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011, "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-034, Oct.
• Ana Preda & Mirela Monea, 2011, "Impact of the Financial Crisis on Life Insurance in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 11, issue 4, pages 245-254.
• Dani, Ákos & Tőrös, Ágnes, 2011, "China’s Sovereign Wealth Funds: A path to sustained development?," Public Finance Quarterly, Corvinus University of Budapest, volume 56, issue 2, pages 241-256.
• Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011, "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 84/2011, Feb.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011, "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 96/2011, Oct.
• Nuno Soares & Andrew W. Stark, 2011, "Is there an accruals or a cash flow anomaly in UK stock returns?," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1107, Dec.
• Benjamin Kauper & Karl-Kuno Kunze, 2011, "Modellierung von Aktienkursen im Lichte der Komplexitätsforschung," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 49, Apr.
• Francois-Éric Racicot, 2011, "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp052011, May.
• Funk, Matt, 2011, "On the evolutionary stability of the Uruguayan Savanna," MPRA Paper, University Library of Munich, Germany, number 27817, Jan.
• Piluso, Fabio & Amerise, Ilaria Lucrezia, 2011, "L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica
  [The asset allocation of hedge funds during the financial crisis: an empirical investigation]," MPRA Paper, University Library of Munich, Germany, number 28178, Jan.
• Pfau, Wade Donald, 2011, "Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle," MPRA Paper, University Library of Munich, Germany, number 28796, Feb.
• Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011, "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper, University Library of Munich, Germany, number 28964, Feb.
• Pfau, Wade Donald, 2011, "Revisiting the Fisher and Statman Study on Market Timing," MPRA Paper, University Library of Munich, Germany, number 29448, Mar.
• Ananth, A. & Swaminathan, J., 2011, "Impact of mutual fund investment in indian equity market," MPRA Paper, University Library of Munich, Germany, number 29481, Feb, revised 24 Feb 2011.
• Chandra, Abhijeet & Kumar, Ravinder, 2011, "Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach," MPRA Paper, University Library of Munich, Germany, number 29722, Jan, revised 15 Mar 2011.
• Gavazza, Alessandro, 2011, "Demand Spillovers and Market Outcomes in the Mutual Fund Industry," MPRA Paper, University Library of Munich, Germany, number 30074, Mar.
• Petrushchak, Bohdan, 2011, "Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
  [The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]," MPRA Paper, University Library of Munich, Germany, number 30367, revised 2011.
• Bell, Peter, 2011, "Use of put options as insurance," MPRA Paper, University Library of Munich, Germany, number 30469, Apr.
• Rebonato, Riccardo & Denev, Alexander, 2011, "Coherent Asset Allocation and Diversification in the Presence of Stress Events," MPRA Paper, University Library of Munich, Germany, number 30534, Apr.
• Pfau, Wade Donald, 2011, "Can We Predict the Sustainable Withdrawal Rate for New Retirees?," MPRA Paper, University Library of Munich, Germany, number 30877, May.
• Corsini, Lorenzo & Spataro, Luca, 2011, "Optimal decisions on pension plans in the presence of financial literacy costs and income inequalities," MPRA Paper, University Library of Munich, Germany, number 30946.
• Meng, Channarith & Pfau, Wade Donald, 2011, "Safe withdrawal rates from retirement savings for residents of emerging market countries," MPRA Paper, University Library of Munich, Germany, number 31080, May.
• Petrushchak, Bohdan, 2011, "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper, University Library of Munich, Germany, number 31115, revised 2011.
• Pfau, Wade Donald, 2011, "Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?," MPRA Paper, University Library of Munich, Germany, number 31122, May.
• Pinto, Cristian F. & Acuña, Andres A., 2011, "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
  [Consistency in the evaluation of financial investment performance: Mean-variance versus stochastic dominance te," MPRA Paper, University Library of Munich, Germany, number 31301, Jun.
• Kumara, Ajantha Sisira & Pfau, Wade Donald, 2011, "Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries," MPRA Paper, University Library of Munich, Germany, number 31389, Jun, revised 10 Jun 2011.
• Kumara, Ajantha Sisira & Pfau, Wade Donald, 2011, "Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants," MPRA Paper, University Library of Munich, Germany, number 31395, Jun, revised 10 Jun 2011.
• Meng, Channarith & Pfau, Wade Donald, 2011, "Retirement savings guidelines for residents of emerging market countries," MPRA Paper, University Library of Munich, Germany, number 31682, Jun.
• Kontek, Krzysztof, 2011, "What is the actual shape of perception utility?," MPRA Paper, University Library of Munich, Germany, number 31715, Jun.
• Pfau, Wade Donald, 2011, "Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work," MPRA Paper, University Library of Munich, Germany, number 31900, Jun.
• Pfau, Wade Donald, 2011, "Nearly optimal asset allocations in retirement," MPRA Paper, University Library of Munich, Germany, number 32506, Jul.
• Cannon, Susanne & Col, Rebel A., 2011, "How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data," MPRA Paper, University Library of Munich, Germany, number 32589, May.
• Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi, 2011, "Validity of capital asset pricing model: evidence from Karachi stock exchange," MPRA Paper, University Library of Munich, Germany, number 32737, Jun.
• Pfau, Wade Donald, 2011, "Capital market expectations, asset allocation, and safe withdrawal rates," MPRA Paper, University Library of Munich, Germany, number 32973, Aug.
• Le, Thai-Ha & Chang, Youngho, 2011, "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 33030, Aug.
• Kariastanto, Bayu, 2011, "Should the Indonesian pension funds invest abroad?," MPRA Paper, University Library of Munich, Germany, number 33581, Sep.
• Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011, "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper, University Library of Munich, Germany, number 33715, Nov.
• Petrushchak, Bohdan, 2011, "Концептуальні Помилки Багаторівневої Сек’Юритизації Іпотечних Кредитів
  [The conceptual failures of multi-stage securitization of mortgage securities]," MPRA Paper, University Library of Munich, Germany, number 33999, May.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2011, "Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," MPRA Paper, University Library of Munich, Germany, number 34277, Sep.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2011, "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," MPRA Paper, University Library of Munich, Germany, number 34278, Sep.
• Blanchard, michel & Bernard, philippe, 2011, "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," MPRA Paper, University Library of Munich, Germany, number 34304, Oct.
• Finke, Michael & Pfau, Wade Donald & Williams, Duncan, 2011, "Spending flexibility and safe withdrawal rates," MPRA Paper, University Library of Munich, Germany, number 34536, Nov.
• Cotter, John & Gabriel, Stuart & Roll, Richard, 2011, "Integration and contagion in US housing markets," MPRA Paper, University Library of Munich, Germany, number 34591.
• Petrushchak, Bohdan, 2011, "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
  [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper, University Library of Munich, Germany, number 34948.
• Liu, Xiaochun & Jacobsen, Brian, 2011, "The Dynamic International Optimal Hedge Ratio," MPRA Paper, University Library of Munich, Germany, number 35260, Feb.
• Khorunzhina, Natalia, 2011, "Dynamic Stock Market Participation of Households," MPRA Paper, University Library of Munich, Germany, number 35310, Nov.
• Pfau, Wade Donald, 2011, "Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 35329, Dec.
• Massmiliano, Marzo & Daniele, Ritelli & Paolo, Zagaglia, 2011, "Optimal trading execution with nonlinear market impact: an alternative solution method," MPRA Paper, University Library of Munich, Germany, number 35393, Nov.
• Qian, Hang, 2011, "Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model," MPRA Paper, University Library of Munich, Germany, number 35561, Dec.
• Foster, Jarred, 2011, "Target variation in a loss avoiding pension fund problem," MPRA Paper, University Library of Munich, Germany, number 36177, Nov.
• Modena, Matteo, 2011, "Agricultural commodities and financial markets," MPRA Paper, University Library of Munich, Germany, number 36416, Jul, revised 30 Sep 2011.
• Ciuiu, Daniel, 2011, "Homogeneity tests for Levy processes and applications," MPRA Paper, University Library of Munich, Germany, number 36457, Sep, revised Nov 2011.
• Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry, 2011, "Managing sovereign credit risk in bond portfolios," MPRA Paper, University Library of Munich, Germany, number 36673, Oct.
• Raza, Syed Ali & Raza, Syed Aoun & Zia, Abassi, 2011, "Equity mutual funds performance in Pakistan: risk & return analysis," MPRA Paper, University Library of Munich, Germany, number 36804, Aug.
• Dimitriou, Dimitrios & Mpitsios, Petros & Simos, Theodore, 2011, "Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis," MPRA Paper, University Library of Munich, Germany, number 37476, Aug.
• Dimitriou, Dimitrios & Simos, Theodore, 2011, "Monetary Union effects on European stock market integration: An international CAPM approach with currency risk," MPRA Paper, University Library of Munich, Germany, number 37477, Nov.
• Dimitriou, Dimitrios & Simos, Theodore, 2011, "The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach," MPRA Paper, University Library of Munich, Germany, number 37528, Jan.
• Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011, "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper, University Library of Munich, Germany, number 37953.
• Saturnino, Odilon & Saturnino, Valeria & Lucena, Pierre & Carmona, Charles & Araujo, Luiz Fernando, 2011, "Investimento em Valor Contrário no Brasil: Overreaction ou Efeito Tamanho?
  [Contrary Investment Value in Brazil: Overreaction or Size Effect?]," MPRA Paper, University Library of Munich, Germany, number 38106.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo, 2011, "The Going Public Decision and the Structure of Equity Markets," MPRA Paper, University Library of Munich, Germany, number 38640, Jun.
• Faruque, Muhammad U, 2011, "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper, University Library of Munich, Germany, number 38675, Jun.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Sirucek, Martin, 2011, "Impact of monetary policy on US stock market," MPRA Paper, University Library of Munich, Germany, number 40943, Sep.
• Ayala, Alfonso, 2011, "Algunos conceptos sobre la evaluación de portafolios de inversión
  [Some concepts on the assessment of investment portfolios]," MPRA Paper, University Library of Munich, Germany, number 42404, Apr.
• Sawada, Michiru, 2011, "How does the stock market value bank diversification? Empirical evidence from Japanese banks," MPRA Paper, University Library of Munich, Germany, number 45852, Nov, revised Nov 2012.
• Piasecki, Krzysztof, 2011, "Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych
  [Fuzzy Probabilistic Sets as a Tool for Behavioural Finance]," MPRA Paper, University Library of Munich, Germany, number 46218, Jun.
• Dai, Darong, 2011, "Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors," MPRA Paper, University Library of Munich, Germany, number 46416, Nov.
• Zaytsev, Alexander, 2011, "Эконометрический Анализ Динамики Российских Паевых Инвестиционных Фондов В Кризисный И Посткризисный Периоды
  [Econometric analysis of Russian mutual funds in crisis and postcrisis periods]," MPRA Paper, University Library of Munich, Germany, number 46437, Sep.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 47343.
• P., Srinivasan, 2011, "Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market," MPRA Paper, University Library of Munich, Germany, number 47412, May.
• Dergiades, Theologos, 2011, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," MPRA Paper, University Library of Munich, Germany, number 51128, Nov, revised 15 Nov 2011.
• Bennour, Khaled, 2011, "On the demand pressure hypothesis in option markets: the case of a redundant option," MPRA Paper, University Library of Munich, Germany, number 52497, Mar.
• Susanne, Cannon & Rebel, Cole, 2011, "How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data," MPRA Paper, University Library of Munich, Germany, number 52621, Feb, revised 25 May 2011.
• Konchitchki, Yaniv, 2011, "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper, University Library of Munich, Germany, number 52928, May.
• Rizvi, Aoun & Ali, Syed Babar, 2011, "Risk Taking Behavior of Investors of Pakistan," MPRA Paper, University Library of Munich, Germany, number 64342, May.
• Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim, 2011, "Firm Reputation and Cost of Debt Capital," MPRA Paper, University Library of Munich, Germany, number 64965, Jun, revised 05 Jun 2015.
• Aldubaikhi, Ammar & Alsayyed, Nidal, 2011, "Financial Analysis for Frontier Communications Corp. (FTR)," MPRA Paper, University Library of Munich, Germany, number 66989, Aug.
• Öztürk, Mustafa & Aras, Osman Nuri, 2011, "Foreign Capital Investment and Economic Crises in Turkey," MPRA Paper, University Library of Munich, Germany, number 81855.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201122, Oct.
• Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011, "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers, University of Pretoria, Department of Economics, number 201133, Dec.
• Pavla Řehořová & Marcela Exnerová, 2011, "Photovoltaic Energy in the Czech Republic in the 21st Century. A Case Study of a Power Plant for a Family House
  [Fotovoltaická energie v České republice v 21. století. Případová studie elektrárny pro rodinný dům]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2011, issue 4, pages 66-80, DOI: 10.18267/j.aop.341.
• Jiří Korbel & Petr Blaheta, 2011, "Valuation of equity capital markets using FED model
  [Ocenění akcií v průběhu finanční krize pohledem FED modelu]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2011, issue 1, pages 68-80, DOI: 10.18267/j.cfuc.98.
• Svend Reuse & Martin Svoboda, 2011, "Empirical Test of the Efficiency of Currency Investments," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 99-119, DOI: 10.18267/j.pep.391.
• Thomas M. Eisenbach & Martin C. Schmalz, 2011, "Anxiety in the Face of Risk," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1371, Nov.
• Christian Walter, 2011, "Performation et surveillance du système financier," Revue d'Économie Financière, Programme National Persée, volume 101, issue 1, pages 105-116.
• Marc Auberger, 2011, "Les difficultés de la valorisation des entreprises par les marchés financiers," Revue d'Économie Financière, Programme National Persée, volume 104, issue 4, pages 209-215.
• Nathalie Oriol, 2011, "Investissement institutionnel et révision de la directive MIF," Revue d'Économie Financière, Programme National Persée, volume 104, issue 4, pages 217-235.
• Ricardo M. Sousa, 2011, "Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S," Working Papers, Banco de Portugal, Economics and Research Department, number w201119.
• Alexei Kolokolov, 2011, "Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)," Quantile, Quantile, issue 9, pages 61-75, July.
• Isela Elizabeth Téllez León & Francisco Venegas-Martínez, 2011, "Efectos del tipo de cambio en las decisiones de consumo y portafolio. Un enfoque monetarista estocástico," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 27, pages 29-48, Enero-jun.
• Adam E Clements & Annastiina Silvennoinen, 2011, "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series, National Centre for Econometric Research, number 76, Oct.
• James Hansen, 2011, "Does Equity Mispricing Influence Household and Firm Decisions?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2011-06, Dec.
• Bacchetta, Philippe & Tille, Cédric & Wincoop, Eric, 2011, "Self-Fulfilling Risk Panics," Working Papers, Banco Central de Reserva del Perú, number 2011-003, Feb.
• Simone Varotto, 2011, "Liquidity Risk, Credit Risk, Market Risk and Bank Capital," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-02, Jan.
• Vladimir Zdorovenin & Jacques Pézier, 2011, "Does Information Content of Option Prices Add Value for Asset Allocation?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-03, Jan.
• Carol Alexander & Dimitris Korovilas, 2011, "The Hazards of Volatility Diversification," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-04, Feb.
• Jacques Pézier, 2011, "Rationalization of Investment Preference Criteria," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-12, Jul.
• Jacques Pézier & Johanna Scheller, 2011, "A Comprehensive Evaluation of Portfolio Insurance Strategies," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-15, Jun.
• Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011, "Online Appendix to "Saving Rates and Portfolio Choice with Subsistence Consumption"," Online Appendices, Review of Economic Dynamics, number 10-11, Jan.
• Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011, "Code and data files for "Saving Rates and Portfolio Choice with Subsistence Consumption"," Computer Codes, Review of Economic Dynamics, number 10-11, revised .
• Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield, 2011, "Code and data files for "Modelling the Demand for Housing over the Lifecycle"," Computer Codes, Review of Economic Dynamics, number 10-53, revised .
• Claudio Campanale, 2011, "Learning, Ambiguity and Life-Cycle Portfolio Allocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 14, issue 2, pages 339-367, April, DOI: 10.1016/j.red.2009.09.002.
• Stavros Panageas & Janice C. Eberly & Andrew B. Abel, 2011, "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," 2011 Meeting Papers, Society for Economic Dynamics, number 102.
• Volker Wieland & Christos Koulovatianos, 2011, "Asset Pricing under Rational Learning about Rare Disasters," 2011 Meeting Papers, Society for Economic Dynamics, number 1417.
• Eric van Wincoop & Cédric Tille & Philippe Bacchetta, 2011, "Self-fulfilling risk panics," 2011 Meeting Papers, Society for Economic Dynamics, number 186.