Research classified by Journal of Economic Literature (JEL) codes

2011

• Mihir A Desai & Dhammika Dharmapala, 2011, "Dividend Taxes and International Portfolio Choice," The Review of Economics and Statistics, MIT Press, volume 93, issue 1, pages 266-284, February.
• John S. Greenlees & Robert McClelland, 2011, "New Evidence on Outlet Substitution Effects in Consumer Price Index Data," The Review of Economics and Statistics, MIT Press, volume 93, issue 2, pages 632-646, May.
• Krüger, Philipp & Landier, Augustin & Thesmar, David, 2011, "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," TSE Working Papers, Toulouse School of Economics (TSE), number 11-222, Feb.
• John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Working Papers, Geary Institute, University College Dublin, number 201131, Nov.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-01.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-02.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011, "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-09.
• Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-27.
• Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011, "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-33.
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2011, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," Journal of Human Capital, University of Chicago Press, volume 5, issue 3, pages 255-301, DOI: 10.1086/662546.
• Roxana Halbleib & Valeri Voev, 2011, "Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/195065, Feb.
• James Crotty, 2011, "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp255.
• James Crotty, 2011, "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2011-05, Mar.
• Candelon, B. & Hurlin, C. & Tokpavi, S., 2011, "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 002, Jan, DOI: 10.26481/umamet.2011002.
• Nancy Mohan & Ting Zhang, 2011, "An Analysis of Risk-Taking Behavior for Public Defined Benefit Pension Plans," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 12-179, Nov.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2011, "Quantiles of the Realized Stock-Bond Correlation," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/151809.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2011, "Smooth Transition Patterns in the Realized Stock- Bond Correlation," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/152138.
• Jack Gray & Ron Bird, 2011, "A Brief Critical Review of Australia's Retirement Savings System," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2011-4, Jan.
• Ron Bird & Paolo Pellizzari & Danny Yeung, 2011, "Performance Implications of Active Management of Institutional Mutual Funds," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 13, Sep.
• Ron Bird & Krishna Reddy & Danny Yeung, 2011, "The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 14, Sep.
• Eylem Ersal Kiziler, 2011, "Growth Shocks and Portfolio Flows," Working Papers, UW-Whitewater, Department of Economics, number 11-02, May.
• Carmen LIPARA, 2011, "Investment Recommendations Made by Financial Analysts and Their Impact upon the Price Evolution of the Shares Listed on the Bucharest Stock Exchange," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 2, pages 100-123.
• Marco Corazza & Giovanni Fasano & Riccardo Gusso, 2011, "Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_10.
• Alessandro Bucciol & Raffaele Miniaci, 2011, "Household Portfolios and Risk Bearing over Age and Time," Working Papers, University of Verona, Department of Economics, number 15/2011, Oct.
• Manolescu, Gheorghe, 2011, "Appetite For Risk Of The Bank (I)," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 2, pages 209-223.
• Manolescu, Gheorghe, 2011, "Appetite For Risk Of The Bank (Ii)," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 3, pages 140-155.
• Didier, Tatiana & Rigobon, Roberto & Schmukler, Sergio L., 2011, "Unexploited gains from international diversification : patterns of portfolio holdings around the world," Policy Research Working Paper Series, The World Bank, number 5524, Jan.
• Raddatz, Claudio & Schmukler, Sergio L., 2011, "Deconstructing herding : evidence from pension fund investment behavior," Policy Research Working Paper Series, The World Bank, number 5700, Jun.
• Anginer, Deniz & Demirguc-Kunt, Asli, 2011, "Has the global banking system become more fragile over time ?," Policy Research Working Paper Series, The World Bank, number 5849, Oct.
• Orazio P. Attanasio & Monica Paiella, 2011, "Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 322-343, March.
• Michael Hurd & Maarten Van Rooij & Joachim Winter, 2011, "Stock market expectations of Dutch households," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 416-436, April.
• Adeline Delavande & Susann Rohwedder, 2011, "Individuals' uncertainty about future social security benefits and portfolio choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 498-519, April.
• Roxana Chiriac & Valeri Voev, 2011, "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 922-947, September.
• D. E. Allen & R. J. Powell & A. K. Singh, 2011, "Quantile Regression As A Tool For Portfolio Investment Decisions During Times Of Financial Distress," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-19, DOI: 10.1142/S2010495211500035.
• Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), 2011, "The Kelly Capital Growth Investment Criterion:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7598, ISBN: ARRAY(0x7674ca18), September.
• Michael CS Wong (ed.), 2011, "The Risk of Investment Products:From Product Innovation to Risk Compliance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8170, ISBN: ARRAY(0x75d53f68), September.
• Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), 2011, "Recent Advances in Financial Engineering 2010," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8236, ISBN: ARRAY(0x754865d0), September.
• Daniel Bernoulli, 2011, "Exposition Of A New Theory On The Measurement Of Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• J. L. Kelly Jr., 2011, "A New Interpretation of Information Rate," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Henry Allen Latané, 2011, "Criteria For Choice Among Risky Ventures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• L. Breiman, 2011, "Optimal Gambling Systems For Favorable Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• E. O. Thorp, 2011, "Optimal Gambling Systems For Favorable Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Edward. O. Thorp, 2011, "Portfolio Choice And The Kelly Criterion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Nils H. Hakansson, 2011, "Optimal Investment And Consumption Strategies Under Risk For A Class Of Utility Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Nils H. Hakansson, 2011, "On Optimal Myopic Portfolio Policies, With And Without Serial Correlation Of Yields," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Richard Roll, 2011, "Evidence On The “Growth-Optimum” Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Robert M. Bell & Thomas M. Cover, 2011, "Competitive Optimality Of Logarithmic Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• ANDREW R. BARRON & Thomas M. Cover, 2011, "A Bound on the Financial Value of Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Paul H. Algoet & Thomas M. Cover, 2011, "Asymptotic Optimality And Asymptotic Equipartition Properties Of Log-Optimum Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• 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, 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, 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.
• Kourtidis, Dimitrios & Šević, Željko & Chatzoglou, Prodromos, 2011, "Investors’ trading activity: A behavioural perspective and empirical results," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 5, pages 548-557, DOI: 10.1016/j.socec.2011.04.008.
• Yao, Rui & Sharpe, Deanna L. & Wang, Feifei, 2011, "Decomposing the age effect on risk tolerance," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 6, pages 879-887, DOI: 10.1016/j.socec.2011.08.023.
• Keef, Stephen P. & Khaled, Mohammed S., 2011, "A review of the seasonal affective disorder hypothesis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 6, pages 959-967, DOI: 10.1016/j.socec.2011.08.012.
• Humberto Valencia Herrera, 2011, "Value at Risk and Return from the Use of Bayesian Methods for Stress Testing in a World Asset Allocation and the 2008-2009 Crisis," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 5, issue 1, pages 33-49.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2011, "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119061, Oct.
• Cohen, Lauren & Lou, Dong, 2011, "Complicated firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119066, Jun.
• Basak, Suleyman & Chabakauri, Georgy, 2011, "Dynamic hedging in incomplete markets: a simple solution," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119068, May.
• Mayraz, Guy, 2011, "Wishful thinking," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121942, Nov.
• Bustamante, Maria Cecilia, 2011, "Strategic investment, industry concentration and the cross section of returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 37454, Jun.
• Kang, Johnny & Pekkala, Tapio & Polk, Christopher & Ribeiro, Ruy, 2011, "Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43096, Feb.
• Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011, "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011, EcoMod, number 3038, Jul.
• Reza Habibi, 2011, "A Simple Estimate of VAR under Garch Modelling," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 14, issue 2, pages 127-136, Winter.
• Gerard Caprio, 2011, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, Edward Elgar Publishing, chapter 14, in: Sylvester Eijffinger & Donato Masciandaro, "Handbook of Central Banking, Financial Regulation and Supervision".
• Fabrice Barthelemy & Jean-Luc Prigent, 2011, "Real Estate Portfolio Management : Optimization under Risk Aversion," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2011-12.
• Denis Conniffe & Donal O'Neill, 2011, "Efficient Probit Estimation with Partially Missing Covariates," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Cross-sectional Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027A011.
• Simone Varotto, 2011, "Liquidity risk, credit risk, market risk and bank capital," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 7, issue 2, pages 134-152, April, DOI: 10.1108/17439131111122139.
• Bruce Hearn, 2011, "Development strategy in offshore markets: evidence from the Channel Islands," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 1, pages 30-51, January, DOI: 10.1108/01443581111096132.
• Craig A. Depken & Harris Hollans & Steve Swidler, 2011, "Flips, flops and foreclosures: anatomy of a real estate bubble," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 1, pages 49-65, April, DOI: 10.1108/17576381111116759.
• Joseph J. French & Nazneen Ahmad, 2011, "Returns or valuation? Foreign equity investment in the United States," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 28, issue 3, pages 196-216, August, DOI: 10.1108/10867371111141963.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011, "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-04, Jan.
• Asai, M. & McAleer, M.J. & Medeiros, M., 2011, "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-05, Jan.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-11, Feb.
• Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-27, Jul.
• Nikolaos Theriou & George Mlekanis & Dimitrios Maditinos, 2011, "Herding the Mutual Fund Managers in the Athens Stock Exchange," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 131-154.
• Panayotis Artikis & Georgia Nifora, 2011, "Leverage and Returns in Three Countries of Southern European Region," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-26.
• Emmanouil Mavrakis, 2011, "Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 55-70.
• Aleksandr Alekseev & Mikhail Sokolov, 2011, "A Note on Indices of Return," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2011/02, Feb, revised 21 Feb 2011.
• Di Clemente Annalisa, 2011, "The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing," STUDI ECONOMICI, FrancoAngeli Editore, volume 0, issue 104, pages 5-28.
• Borys, Magdalena Morgese Borys, 2011, "Testing Multi-Factor Asset Pricing Models in the Visegrad Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 118-139, June.
• Ayesha Afzal & Nawazish Mirza, 2011, "Size and Value Premium in International Portfolios: Evidence from 15 European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 173-190, June.
• Karel Báta, 2011, "Equity Home Bias Among Czech Investors: Experimental Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/17, Aug, revised Aug 2011.
• Junjiang Li & Lei Hou & Jiarui Zhang, 2011, "Capital Endowment, Credit Constraint and FDI: Analysis Based on Heterogeneous Firms," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 6, issue 1, pages 55-75, March.
• Kenneth Högholm1, Johan Knif, Seppo Pynnönen, 2011, "Fund Performance Robustness An Evaluation Using European Large-Cap Equity Funds," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 1-26, October.
• Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen, 2011, "Do borrower rights improve borrower outcomes? Evidence from the foreclosure process," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-16.
• Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen, 2011, "Do borrower rights improve borrower outcomes?: evidence from the foreclosure process," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 11-9.