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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions
Most recent items first, undated at the end.
  • 2017 Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies
    by Karimalis, Emmanouil & Kosmidis, Ioannis & Peters, Gareth

  • 2017 The Power of “Negative Beta”: Why Every Portfolio Should Include Private Equity
    by Freeman, Andrew & Karagiannidis, Iordanis & Wilford, D. Sykes

  • 2017 RegTech is the New Black - The Growth of RegTech Demand and Investment
    by Larsen, Kari & Gilani, Shariq

  • 2017 Optimal social security claiming behavior under lump sum incentives: Theory and evidence
    by Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana

  • 2017 Sieben typische Fehler bei der Geldanlage: Lösungsansätze der Behavioral Finance
    by Grunewald, Mara & Möller, Marie

  • 2017 Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil
    by Noth, Felix & Ossandon Busch, Matias

  • 2017 Do conventional monetary policy instruments matter in unconventional times?
    by Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena

  • 2017 Interconnectedness in the global financial market
    by Raddant, Matthias & Kenett, Dror Y.

  • 2017 Momentumeffekt: Eine empirische Analyse der DAXsector Indizes des deutschen Prime Standards
    by Reimers, Benjamin

  • 2017 Moral hazard in VC finance: More expensive than you thought
    by Tennert, Julius & Lambert, Marie & Burghof, Hans-Peter

  • 2017 The effectiveness of seasonal investments in European Share Portfolios
    by Heidorn, Thomas & Maier, F. & Winker, M.

  • 2017 Alpha or beta in the eye of the beholder: What drives hedge fund flows?
    by Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin

  • 2017 Bank stress testing under different balance sheet assumptions
    by Busch, Ramona & Drescher, Christian & Memmel, Christoph

  • 2017 Scarcity effects of QE: A transaction-level analysis in the Bund market
    by Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas

  • 2017 Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
    by M. Hashem Pesaran & Takashi Yamagata

  • 2017 Financial and insurance literacy in Poland
    by Marcin Kawiński & Piotr Majewski

  • 2017 Testing for volatility co-movement in bivariate stochastic volatility models
    by Jinghui Chen & Masahito Kobayashi & Michael McAleer

  • 2017 Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
    by Jinghui Chen & Masahito Kobayashi & Michael McAleer

  • 2017 Gold Price Dynamics and the Role of Uncertainty
    by Joscha Beckmann & Theo Berger & Robert Czudaj

  • 2017 Interdependencies across Sovereign Bond Credit Default Swap Markets
    by Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis

  • 2017 Endogenous Real Risk-Free Rate, the Central Bank, and Stock Market
    by Ilomaki Jukka & Laurila Hannu

  • 2017 Factor Investing: The Rocky Road from Long-Only to Long-Short
    by Marie Briere & Ariane Szafarz

  • 2017 Does education improve financial outcomes? Quasi-experimental evidence from Britain
    by Daniel Gray & Alberto Montagnoli & Mirko Moro

  • 2017 Exploring Differences in Household Debt Across the United States and Euro Area Countries
    by Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos

  • 2017 Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
    by Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu

  • 2017 Prioritization of Public Investment Projects in Vietnam
    by Glenn P. Jenkins & Mikhail Miklyaev & Shahryar Afra & Majid Hashemi

  • 2017 Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    by Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud

  • 2017 Cross-Sectional and Time-Series Momentum Returns and Market States
    by Cheema, Muhammad A. & Nartea, Gilbert V & Man, Yimei

  • 2017 Risk and Performance of SapuraKencana Petroleum Berhad
    by Jamalludin, Nadia

  • 2017 The Two-Moment Decision Model with Additive Risks
    by Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing

  • 2017 Investment in capital markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2017 Indirect Firm Valuation and Earnings Stability
    by Janda, Karel & Kaszas, Micha

  • 2017 Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
    by Baumöhl, Eduard & Lyócsa, Štefan

  • 2017 Divesting Fossil Fuels: The Implications for Investment Portfolios
    by Trinks, Arjan & Scholtens, Bert & Mulder, Machiel & Dam, Lammertjan

  • 2017 Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis
    by El khamlichi, Abdelbari & HOANG, Thi Hong Van & Wong, Wing-Keung

  • 2017 Impact of the Nigerian stock exchange on economic growth
    by Azubike, Anulika

  • 2017 Szanse i zagrozenia zwiazane z inwestowaniem w akcje spolek innowacyjnych na przykladzie polskiego rynku kapitalowego
    by Tomasz L. Nawrocki

  • 2017 Effects of Rumours on IPO Success: A Qualitative Approach
    by Tomas Meluzín & Marek Zinecker & doubravsky@fbm.vutbr.cz & Mirko Dohnal

  • 2017 The relation between management fees and the mutual funds` performance in Poland in 2015
    by Alicja Fras

  • 2017 Development of innovative financial products in Europe: Case of exchange-traded products in Germany
    by Adam Marszk

  • 2017 Am I my peer's keeper? Social Responsibility in Financial Decision Making
    by Sascha Fullbrunn & Wolfgang J. Luhan & &

  • 2017 Deposit Flight and Capital Controls: A Tale from Greece
    by Michalis Rousakis & Romanos Priftis

  • 2017 The Nexus of Monetary Policy and Shadow Banking in China
    by Kaiji Chen & Jue Ren & Tao Zha

  • 2017 Are Mutual Fund Managers Paid For Investment Skill?
    by Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman

  • 2017 Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns
    by Philippe Bacchetta & Eric van Wincoop

  • 2017 Sharing R&D Risk in Healthcare via FDA Hedges
    by Adam Jørring & Andrew W. Lo & Tomas J. Philipson & Manita Singh & Richard T. Thakor

  • 2017 Worker Betas: Five Facts about Systematic Earnings Risk
    by Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo

  • 2017 Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
    by Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek

  • 2017 Location Choice, Portfolio Choice
    by Ioannis Branikas & Harrison Hong & Jiangmin Xu

  • 2017 Cross-Border Portfolio Diversification under Trade Linkages
    by Makram Khalil

  • 2017 Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns
    by Philippe Bacchetta & Eric Van Wincoop

  • 2017 Search-for-Yield and Business Cycle
    by Katsuhiro Oshima

  • 2017 The role of cointegration for optimal hedging with heteroscedastic error term
    by Lukasz Gatarek & Søren Johansen

  • 2017 Negative interest rates, excess liquidity and bank business models: Banks’ reaction to unconventional monetary policy in the euro area
    by S. Demiralp & J. Eisenschmidt & T. Vlassopoulos

  • 2017 Genetic Ability, Wealth, and Financial Decision-Making
    by Barth, Daniel & Papageorge, Nicholas W. & Thom, Kevin

  • 2017 Household Portfolio Choice, Reference Dependence, and the Marriage Market
    by Li, Wenchao & Song, Changcheng & Xu, Shu & Yi, Junjian

  • 2017 Exchange rate forecasting and the performance of currency portfolios
    by Crespo Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava

  • 2017 Fake Alpha
    by Marcel Müller & Tobias Rosenberger & Marliese Uhrig-Homburg &

  • 2017 Aging and Property Prices: A Theory of Very Long Run Portfolio Choice and Its Predictions on Japanese Municipalities in the 2040s
    by Tamai, Yoshihiro & Shimizu, Chihiro & Nishimura, Kiyohiko G.

  • 2017 Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints
    by Nikolay A Andreev

  • 2017 On the Returns of Trend-Following Trading Strategies
    by Lundström, Christian

  • 2017 Is Household Diversification Increasing in Wealth? Norwegian Evidence
    by Odegaard, Bernt Arne

  • 2017 How long do equity owners hang on to their stocks?
    by Odegaard, Bernt Arne

  • 2017 Financial Literacy Externalities
    by Haliassos, Michael & Jansson, Thomas & Karabulut, Yigitcan

  • 2017 How Wise Are Crowd? A Comparative Study of Crowd and Institutions in Peer-to-Business Online Lending Markets
    by Mohammadi, Ali & Shafi, Kourosh

  • 2017 On the gains of using high frequency data and higher moments in Portfolio Selection
    by Rui Pedro Brito & Hélder Sebastião & Pedro Godinho

  • 2017 Worker Betas: Five Facts about Systematic Earnings Risk
    by Guvenen, Fatih & Schulhofer-Wohl, Sam & Song, Jae & Yogo, Motohiro

  • 2017 Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements
    by Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J.

  • 2017 Worker Betas: Five Facts About Systematic Earnings Risk
    by Guvenen, Fatih & Schulhofer-Wohl, Sam & Yogo, Motohiro

  • 2017 International Illiquidity
    by Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter

  • 2017 The Display of Information and Household Investment Behavior
    by Maya Shaton

  • 2017 Divest, Disregard, or Double Down?
    by Brigitte Roth Tran

  • 2017 Information in Financial Markets : Who Gets It First?
    by Nathan Swem

  • 2017 Domestic banks as lightning rods? Home bias during the Eurozone crisis
    by Orkun Saka

  • 2017 Correlation misperception in choice
    by Andrew Ellis & Michele Piccione

  • 2017 Risk aversion and wealth: evidence from person-to-person lending portfolios
    by Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina

  • 2017 Robust portfolios and weak incentives in long-run investments
    by Paolo Guasoni & Johannes Muhle-Karbe & Hao Xing

  • 2017 Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries
    by Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens

  • 2017 Introducing global term structure in a risk parity framework
    by Lauren Stagnol

  • 2017 International equity portfolio diversification: a sectoral and security-by-security analysis
    by Pierre Bui Quang & Jonas Heipertz & Natacha Valla

  • 2017 Les business angels, révélateurs, plus que moteurs, de l’engagement des entreprises dans l’innovation
    by Nadine Levratto & Maarouf Ramadan & Luc Tessier

  • 2017 Pension fund's illiquid assets allocation under liquidity and capital constraints
    by Dirk Broeders & Kristy Jansen & Bas Werker

  • 2017 Pension funds carbon footprint and investment trade-offs
    by Martijn Boermans & Rients Galema

  • 2017 Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
    by Guglielmo Maria Caporale & Kefei You

  • 2017 Gestion de portefeuille et politique : existe-t-il une prime partisane sur le marché français ?, Portfolio management and politics : is there a presidential premium on the French market ?
    by Gérard CHARREAUX

  • 2017 Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability
    by Ana Fostel & John Geanakoplos & Gregory Phelan

  • 2017 Differential equations connecting VaR and CVaR
    by Balbás, Alejandro & Balbás, Raquel & Balbás, Beatriz

  • 2017 Corporate Bond Guarantees and The Value of Financial Flexibility
    by Altieri, Michela & Manconi, Alberto & Massa, Massimo

  • 2017 On the Rewards to International Investing: A Safe Haven Currency Perspective
    by Danthine, Jean-Pierre & Danthine, Samuel

  • 2017 Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns
    by Bacchetta, Philippe & van Wincoop, Eric

  • 2017 Bid-to-cover and yield changes around public debt auctions in the euro area
    by Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Hanson, Jesper

  • 2017 Picking Funds with Confidence
    by Groenborg, Niels & Lunde, Asger & Timmermann, Allan G & Wermers, Russ

  • 2017 Losing Trust in Money Doctors
    by Dorn, Daniel & Weber, Martin

  • 2017 Measuring the effectiveness of volatility call auctions
    by Carlos Castro & Diego Agudelo & Sergio Preciado

  • 2017 Timing Strategy Performance in the Crude Oil Futures Market
    by Nick Taylor

  • 2017 Forecasting the equity risk premium with frequency-decomposed predictors
    by Faria, Gonçalo & Verona, Fabio

  • 2017 Outperforming A Stochastic Benchmark Under Borrowing And Rectangular Constraints
    by Haluk Yener & Fuat Can Beylunioglu

  • 2017 Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program
    by W. Arrata & B. Nguyen

  • 2017 Five Essays on International Trade, Factor Flows and the Gains from Globalization
    by Inga Heiland

  • 2017 On the return-volatility relationship in the Bitcoin market around the price crash of 2013
    by Bouri, Elie & Azzi, Georges & Dyhrberg, Anne Haubo

  • 2017 Financial Performance of Socially Responsible Indices
    by Śliwiński Paweł & Łobza Maciej

  • 2017 Sparen in Zeiten niedriger Zinsen — wirtschaftspolitische Unterstützung nötig?
    by Manuel Rupprecht & Christine Annuß

  • 2017 Accrual quality, skill, and the cross-section of mutual fund returns
    by Suresh Nallareddy & Maria Ogneva

  • 2017 Hedging in Presence of Crop Yield, Crop Revenue and Rainfall Insurance
    by Thiagu Ranganathan & Usha Ananthakumar

  • 2017 Collateralized borrowing and increasing risk
    by Gregory Phelan

  • 2017 Exploring stock recommenders’ behavior and recommendation receivers’ sophistication
    by Chih-Hsiang Chang

  • 2017 On time-inconsistent stochastic control in continuous time
    by Tomas Björk & Mariana Khapko & Agatha Murgoci

  • 2017 Hedging under multiple risk constraints
    by Ying Jiao & Olivier Klopfenstein & Peter Tankov

  • 2017 Local risk-minimization for Barndorff-Nielsen and Shephard models
    by Takuji Arai & Yuto Imai & Ryoichi Suzuki

  • 2017 The scaling limit of superreplication prices with small transaction costs in the multivariate case
    by Peter Bank & Yan Dolinsky & Ari-Pekka Perkkiö

  • 2017 Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
    by Sigrid Källblad

  • 2017 Optimal consumption and investment with Epstein–Zin recursive utility
    by Holger Kraft & Thomas Seiferling & Frank Thomas Seifried

  • 2017 Consumption–investment optimization with Epstein–Zin utility in incomplete markets
    by Hao Xing

  • 2017 Is stock investment contagious among siblings?
    by Kiichi Tokuoka

  • 2017 Co-movements and contagion between international stock index futures markets
    by Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari

  • 2017 How risky is the optimal portfolio which maximizes the Sharpe ratio?
    by Taras Bodnar & Taras Zabolotskyy

  • 2017 Volatilidad del Mercado Integrado Latinoamericano: un enfoque multivariado/Volatility of the Latin American Integrated Market: A Multivariate Approach
    by Mota Aragón, Martha beatriz & Mata Mata, Leovardo

  • 2017 The complementary role of cross-sectional and time-series information in forecasting stock returns
    by Qing Zhou & Robert Faff

  • 2017 Frequency of Adjusting Asset Allocations in the Life-Cycle Pension Model: When Doing More Is Not Necessarily Better
    by Andrey Kudryavtsev & Shosh Shahrabani & Yaniv Azoulay

  • 2017 Fundamental Indexation in European Emerging Markets
    by Tomasz MIZIOLEK & Adam ZAREMBA

  • 2017 Winter Saeculum
    by Mihalina, Emil & Krivicic, Ivan & Antunovic, Tihomir

  • 2017 Is it Costly to Introduce SRI into Islamic Portfolios?
    by ELIAS, ERRAGRAGUI

  • 2017 From Screening to Compliance Strategies: The Case of Islamic Stock Indices with Application on “MASI”
    by KAFOU, ALI & CHAKIR, AHMED

  • 2017 On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach
    by MUTEBA MWAMBA, John Weirstrass & MANTSHIMULI, Lamukanyani

  • 2017 Selection and Market Timing Ability of BIST 30 Indexes Funds
    by Şahin, Arzu

  • 2017 Minimum Variance Portfolios in the German Stock Market
    by Jan Bastin

  • 2017 Causality Illusion and Overconfidence in Predicting (Quasi)Stochastic Financial Events
    by Petr Houdek & Petr Koblovský & Jan Plaček & Luboš Smrčka

  • 2017 Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds
    by Adam Marszk & Ewa Lechman & Harleen Kaur

  • 2017 The Changing Nature of Institutional Stock Investing
    by Blume, Marshall E. & Keim, Donald B.

  • 2017 Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review
    by Oscar De la Torre Torres & Mª Isabel Martínez Torre Enciso

  • 2017 A növekedés lehetőségei és kockázatai. Magyarország feldolgozóipari exportteljesítményének és ágazati szerkezetének vizsgálata, 2010-2014
    by Koppány, Krisztián

  • 2017 Retrieving risk neutral moments and expected quadratic variation from option prices
    by Leonidas S. Rompolis & Elias Tzavalis

  • 2017 Home bias in portfolio choices: social learning among partially informed agents
    by Wen-Lin Wu & Yin-Feng Gau

  • 2017 Diversification benefits of risk portfolio models: a case of Taiwan’s stock market
    by Jing-Rung Yu & Wan-Jiun Paul Chiou & Jian-Hong Yang

  • 2017 Jumping over a low hurdle: personal pension fund performance
    by Anastasia Petraki & Anna Zalewska

  • 2017 Management of flow risk in mutual funds
    by Martin Rohleder & Dominik Schulte & Marco Wilkens

  • 2017 Determinants of Foreign Versus Domestic Real Estate Investment: Property Level Evidence from Listed Real Estate Investment Firms
    by Nathan Mauck & S. McKay Price

  • 2017 Improving Diversification Opportunities for Socially Responsible Investors
    by María del Mar Miralles-Quirós & José Luis Miralles-Quirós

  • 2017 Trading strategies based on past returns: evidence from Germany
    by Martin H. Schmidt

  • 2017 Can investors benefit from the performance of alternative UCITS funds?
    by Michael Busack & Wolfgang Drobetz & Jan Tille

  • 2017 Algorithmic portfolio choice: lessons from panel survey data
    by Bernd Scherer

  • 2017 How does the underlying affect the risk-return profiles of structured products?
    by Ji Cao

  • 2017 Oil Price Volatility And Sectoral Returns Uncertainties: Evidence From A Threshold Based Approach For The Australian Equity Market
    by Huson Joher Ali Ahmed Author-Name: IKM Mokhtarul Wadud

  • 2017 The effect of “regular and predictable” issuance on Treasury bill financing
    by Glasserman, Paul & Sirohi, Amit & Zhang, Allen

  • 2017 Are investors really home-biased when investing at home?
    by Oehler, Andreas & Wendt, Stefan & Horn, Matthias

  • 2017 Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
    by Khalifa, Ahmed A. & Alsarhan, Abdulwahab A. & Bertuccelli, Pietro

  • 2017 Dynamic correlations and domestic-global diversification
    by Li, Leon

  • 2017 Momentum in strategic asset allocation
    by Wu, Hui & Ma, Chaoqun & Yue, Shengjie

  • 2017 Compound real options valuation of renewable energy projects: The case of a wind farm in Serbia
    by Loncar, Dragan & Milovanovic, Ivan & Rakic, Biljana & Radjenovic, Tamara

  • 2017 Do investors pay a premium for going green? Evidence from alternative energy mutual funds
    by Reboredo, Juan C. & Quintela, Miguel & Otero, Luis A.

  • 2017 Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey
    by Gökgöz, Fazıl & Atmaca, Mete Emin

  • 2017 Diversification of risk exposure through country mutual funds under alternative investment opportunities
    by Naka, Atsuyuki & Noman, Abdullah

  • 2017 Investment potential and risk hedging characteristics of platinum group metals
    by McCown, James Ross & Shaw, Ron

  • 2017 Is sustainable competitive advantage an advantage for stock investors?
    by Liu, Yi & Mantecon, Tomas

  • 2017 Examining return predictability of industry style portfolios with prior return relative to a benchmark
    by Noman, Abdullah & Naka, Atsuyuki & Zirek, Duygu

  • 2017 Local equity market participation and stock liquidity
    by Zhang, Lei

  • 2017 Optimal replacement policies for an uncertain rejuvenated asset
    by Stutzman, Sarah & Weiland, Brandon & Preckel, Paul & Wetzstein, Michael

  • 2017 Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains
    by Boako, Gideon & Alagidede, Paul

  • 2017 Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia
    by Boo, Yee Ling & Ee, Mong Shan & Li, Bob & Rashid, Mamunur

  • 2017 Islamic vs conventional equities in a strategic asset allocation framework
    by Umar, Zaghum

  • 2017 Price limits and the value premium in the Taiwan stock market
    by Lin, Chaonan & Ko, Kuan-Cheng & Lin, Lin & Yang, Nien-Tzu

  • 2017 Horizon analysis of art investments: Evidence from the Chinese market
    by Park, Heungju & Ju, Lan & Liang, Tianyu & Tu, Zhiyong

  • 2017 Sovereign default risk linkage: Implication for portfolio diversification
    by Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic

  • 2017 Dispositional optimism and stock investments
    by Angelini, Viola & Cavapozzi, Danilo

  • 2017 Economic evaluation of asymmetric and price range information in gold and general financial markets
    by Wu, Chih-Chiang & Chiu, Junmao

  • 2017 System stress testing of bank liquidity risk
    by Pagratis, Spyros & Topaloglou, Nikolas & Tsionas, Mike

  • 2017 The political determinants of government bond holdings
    by Eichler, Stefan & Plaga, Timo

  • 2017 Financial education, investor protection and international portfolio diversification
    by Giofré, Maela

  • 2017 The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity
    by Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin

  • 2017 International volatility risk and Chinese stock return predictability
    by Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun

  • 2017 Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?
    by Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad

  • 2017 Skill and luck in private equity performance
    by Korteweg, Arthur & Sorensen, Morten

  • 2017 Socioeconomic status and learning from financial information
    by Kuhnen, Camelia M. & Miu, Andrei C.

  • 2017 Uncovering expected returns: Information in analyst coverage proxies
    by Lee, Charles M.C. & So, Eric C.

  • 2017 Who is internationally diversified? Evidence from the 401(k) plans of 296 firms
    by Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta

  • 2017 Information percolation, momentum and reversal
    by Andrei, Daniel & Cujean, Julien

  • 2017 WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions
    by Kaniel, Ron & Parham, Robert

  • 2017 How persistent is private equity performance? Evidence from deal-level data
    by Braun, Reiner & Jenkinson, Tim & Stoff, Ingo

  • 2017 The unintended consequences of the zero lower bound policy
    by Di Maggio, Marco & Kacperczyk, Marcin

  • 2017 Portfolio concentration and performance of institutional investors worldwide
    by Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana

  • 2017 Generalised mean-risk preferences
    by Schoch, Daniel

  • 2017 Reverse mortgages: What homeowners (don’t) know and how it matters
    by Davidoff, Thomas & Gerhard, Patrick & Post, Thomas

  • 2017 Dynamic portfolio optimization with ambiguity aversion
    by Zhang, Jinqing & Jin, Zeyu & An, Yunbi

  • 2017 Momentum spillover from stocks to corporate bonds
    by Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen

  • 2017 Style drift: Evidence from small-cap mutual funds
    by Cao, Charles & Iliev, Peter & Velthuis, Raisa

  • 2017 Why do fund managers increase risk?
    by Ha, Yeonjeong & Ko, Kwangsoo

  • 2017 Does corporate social responsibility affect mutual fund performance and flows?
    by El Ghoul, Sadok & Karoui, Aymen

  • 2017 Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
    by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos

  • 2017 Why do firms engage in selective hedging? Evidence from the gold mining industry
    by Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M.

  • 2017 A two-factor cointegrated commodity price model with an application to spread option pricing
    by Farkas, Walter & Gourier, Elise & Huitema, Robert & Necula, Ciprian

  • 2017 Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?
    by Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R.

  • 2017 Slow diffusion of information and price momentum in stocks: Evidence from options markets
    by Chen, Zhuo & Lu, Andrea

  • 2017 Hedge fund politics and portfolios
    by DeVault, Luke & Sias, Richard

  • 2017 Index portfolio and welfare analysis under heterogeneous beliefs
    by He, Xue-Zhong & Shi, Lei

  • 2017 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
    by Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad

  • 2017 One-sided performance measures under Gram-Charlier distributions
    by León, Angel & Moreno, Manuel

  • 2017 Mean-variance versus naïve diversification: The role of mispricing
    by Yan, Cheng & Zhang, Huazhu

  • 2017 Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis
    by Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki

  • 2017 Institutional investors’ allocation to emerging markets: A panel approach to asset demand
    by Bonizzi, Bruno

  • 2017 Bank asset reallocation and sovereign debt
    by Fratianni, Michele & Marchionne, Francesco

  • 2017 Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
    by Han, Nan-Wei & Hung, Mao-Wei

  • 2017 Optimal investment strategies for participating contracts
    by Lin, Hongcan & Saunders, David & Weng, Chengguo

  • 2017 On the effects of changing mortality patterns on investment, labour and consumption under uncertainty
    by Ewald, Christian-Oliver & Zhang, Aihua

  • 2017 Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
    by Li, Danping & Rong, Ximin & Zhao, Hui & Yi, Bo

  • 2017 Insurance valuation: A computable multi-period cost-of-capital approach
    by Engsner, Hampus & Lindholm, Mathias & Lindskog, Filip

  • 2017 Leverage-based index revisions: The case of Dow Jones Islamic Market World Index
    by Chen, Haiwei & Ngo, Thanh

  • 2017 Inferring beliefs from actions
    by Arieli, Itai & Mueller-Frank, Manuel

  • 2017 Liquidity measures throughout the lifetime of the U.S. Treasury bond
    by Díaz, Antonio & Escribano, Ana

  • 2017 The determinants and pricing of liquidity commonality around the world
    by Moshirian, Fariborz & Qian, Xiaolin & Wee, Claudia Koon Ghee & Zhang, Bohui

  • 2017 Short selling and the pricing of closed-end funds
    by Alexander, Gordon J. & Peterson, Mark A.

  • 2017 Limited participation under ambiguity of correlation
    by Huang, Helen Hui & Zhang, Shunming & Zhu, Wei

  • 2017 Exploring the location and price differentials of cross-listed firms for arbitrage opportunities
    by Yang, Ann Shawing & Carandang, Craig Alan Uyan

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  • 2017 Real and complex wavelets in asset classification: An application to the US stock market
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  • 2017 Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
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  • 2017 Testing for prospect and Markowitz stochastic dominance efficiency
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  • 2017 How does gender really affect investment behavior?
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  • 2017 Firm size, economic risks, and the cross-section of international stock returns
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  • 2017 Can energy commodity futures add to the value of carbon assets?
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  • 2017 The demand of energy from an optimal portfolio choice perspective
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  • 2017 Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect
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  • 2017 Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations
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  • 2017 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
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  • 2017 Empirical properties of a heterogeneous agent model in large dimensions
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  • 2017 Equilibrium asset pricing with Epstein-Zin and loss-averse investors
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  • 2017 Real options and contingent convertibles with regime switching
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  • 2017 Overconfidence and investment: An experimental approach
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  • 2017 Persistency of Price Patterns in the International Oil Industry, 2001-2016
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  • 2017 Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression
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  • 2017 Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand
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  • 2017 The Impact of Stock Market Performance on Foreign Portfolio Investment in China
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  • 2017 Correlation Based Clustering of the Amman Stock Exchange
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  • 2017 Mutual Fund Flows and Benchmark Portfolio Returns
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  • 2017 Systematic Risk in Energy Businesses: Empirical Evidence for the ASEAN
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  • 2017 A Review on Agency Cost of Shariah Governance in Mutual Fund
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  • 2017 Performance Evaluation of Return, Risk and Liquidity of Firms Newly Listed in Tehran Stock Exchange
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  • 2017 Earnings Surprises, Investor Sentiments and Contrarian Strategies
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  • 2017 La inversión de impacto como medio de impulso al desarrollo sostenible: una aproximación multicaso a nivel de empresa en Colombia
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  • 2017 El ahorro y la inversión corporativos en América Latina. Una indagación a nivel firma
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  • 2017 Returns And Volatility Spillover Between Asian Equity Markets: A Wavelet Approach
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  • 2017 Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange
    by Kofi A. Ababio & John W. Muteba Mwamba

  • 2017 Correlation Misperception in Choice
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  • 2016 The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa
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  • 2016 Analysis of Herding in REITs of an Emerging Market: The Case of Turkey
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  • 2016 Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
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  • 2016 Private Equity Capital Commitments: An Options- Private Equity Capital Commitments: An Options-Theoretic Risk Management Approach
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  • 2016 Credit Risk Decomposition for Asset Allocation
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  • 2016 Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets
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  • 2016 Loss Potential from Credit Derivative Use by Corporate Bond Funds under U.S. and German Regulation – A Cross Country Comparison
    by Dominika P. Galkiewicz

  • 2016 Beyond sorting: a more powerful test for cross-sectional anomalies
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  • 2016 Large dynamic covariance matrices
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  • 2016 Persistent bias in advice-giving
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  • 2016 Demography, Capital Flows and Asset Allocation over the Life-cycle
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  • 2016 US International Equity Investment and Economic Fundamentals
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  • 2016 Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective
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  • 2016 Cross-Border Portfolio Diversification under Trade Linkages
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  • 2016 Predicting the equity premium via its components
    by Bätje, Fabian & Menkhoff, Lukas

  • 2016 When Debt spells Sin: Does Religiosity guard against Over-Indebtedness?
    by Kiesel, Konstantin & Noth, Felix

  • 2016 Actual and perceived financial sophistication and wealth accumulation: The role of education and gender
    by Neubert, Milena & Bannier, Christina E.

  • 2016 Interconnectedness in the global financial market
    by Raddant, Matthias & Kenett, Dror

  • 2016 A note on optimal portfolios under regime-switching
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  • 2016 Economic systems and risk preferences: evidence from East and West Germany
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  • 2016 The banking firm under ambiguity aversion
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  • 2016 The effect of personal financing disruptions on entrepreneurship
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  • 2016 Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?
    by Donadelli, Michael & Kizys, Renatas & Riedel, Max

  • 2016 Does feedback on personal investment success help?
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  • 2016 Putting the pension back in 401(k) plans: Optimal versus default longevity income annuities
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  • 2016 Systemic co-jumps
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  • 2016 Taring all investors with the same brush? Evidence for heterogeneity in individual preferences from a maximum likelihood approach
    by Hackethal, Andreas & Jakusch, Sven Thorsten & Meyer, Steffen

  • 2016 Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011)
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  • 2016 Predictors and portfolios over the life cycle
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  • 2016 Optimal consumption and portfolio choice with loss aversion
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  • 2016 The Political Determinants of Government Bond Holdings
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  • 2016 On the return-volatility relationship in the Bitcoin market around the price crash of 2013
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  • 2016 The modern tontine: An innovative instrument for longevity risk management in an aging society
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  • 2016 The winner's curse on art markets
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  • 2016 Financial media, price discovery, and merger arbitrage
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  • 2016 Why does idiosyncratic risk increase with market risk?
    by Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M.

  • 2016 Actual and perceived financial sophistication and wealth accumulation: The role of education and gender
    by Bannier, Christina E. & Neubert, Milena

  • 2016 Market power in the portfolio: Product market competition and mutual fund performance
    by Jaspersen, Stefan

  • 2016 Low-beta investment strategies
    by Korn, Olaf & Kuntz, Laura-Chloé

  • 2016 A heterogeneous agents equilibrium model for the term structure of bond market liquidity
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  • 2016 Fire buys of central bank collateral assets
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  • 2016 Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence
    by Memmel, Christoph & Seymen, Atılım & Teichert, Max

  • 2016 Black Monday, globalization and trading behavior of stock investors
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  • 2016 Cyclical investment behavior across financial institutions
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  • 2016 Reducing sequence risk using trend following investment strategies and the CAPE
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2016 Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
    by Han, Xing & Li, Youwei

  • 2016 Real estate in studentified neighborhoods
    by Mira G. Baron & Ella R. Diamant

  • 2016 A Collateral Theory of the Cash-Synthetic Basis
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  • 2016 Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices
    by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

  • 2016 Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?
    by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

  • 2016 Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study
    by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

  • 2016 Experts' versus Consumers' Perception of Financial Products
    by Inga Jonaityte

  • 2016 Prudence, risk measures and the Optimized Certainty Equivalent: a note
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  • 2016 Is there any link between level of instruction and financial choices? A study on a Generation Y-based survey
    by Iuliana Bitca & Andrea Ellero & Paola Ferretti

  • 2016 Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions
    by Fausto Corradin & Domenico Sartore

  • 2016 Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns
    by Fausto Corradin & Domenico Sartore

  • 2016 Non Central Moments of the Truncated Normal Variable
    by Fausto Corradin & Domenico Sartore

  • 2016 Implications of Fiscal Policy for Housing Tenure Decisions
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  • 2016 Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix
    by Monica Billio & Lorenzo Frattarolo & Loriana Pelizzon

  • 2016 Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations
    by Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt

  • 2016 Reversing Momentum: The Optimal Dynamic Momentum Strategy
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  • 2016 Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds
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  • 2016 Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
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  • 2016 Banks and Sovereigns: A Model of Mutual Contagion
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  • 2016 Dual decision processes and noise trading
    by Francesco Cerigioni

  • 2016 Banking Crisis, Moral Hazard and Fiscal Policy Responses
    by Jin Cheng & Meixing Dai & Frédéric Dufourt

  • 2016 Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization
    by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong

  • 2016 Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
    by Jinghui Chen & Masahito Kobayashi & Michael McAleer

  • 2016 Nowhere to run, nowhere to hide: asset diversification in a flat world
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  • 2016 Parametric Recovery Methods: A Comparative Experimental Study
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  • 2016 Parametric Recoverability of Preferences
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  • 2016 Investment and Uncertainty With Time to Build: Evidence from U.S. Copper Mining
    by Marmer, Vadim & Slade, Margaret

  • 2016 Is Ambiguity Aversion a Preference?
    by Chen, Daniel L. & Schonger, Martin

  • 2016 Is Ambiguity Aversion a Preference?
    by Chen, Daniel L. & Schonger, Martin

  • 2016 Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies
    by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

  • 2016 Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
    by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong

  • 2016 Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
    by Jinghui Chen & Masahito Kobayashi & Michael McAleer

  • 2016 A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises
    by Xu Guo & Michael McAleer & Wing-Keung Wong & Lixing Zhu

  • 2016 Political Lending
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  • 2016 The Responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis
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  • 2016 What a difference a stochastic process makes: epidemiological-based real options models of optimal treatment of disease
    by C.E. Dangerfield & A.E. Whalley & Nick Hanley & C.A. Gilligan

  • 2016 Back to background risk?
    by Andreas Fagereng & Luigi Guiso & Luigi Pistaferri

  • 2016 How does the Eurozone crisis affect securities portfolios?
    by Thomas Kick & Enrico Onali & Benedikt Ruprecht & Klaus Schaeck

  • 2016 A Portfolio Model of Quantitative Easing
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  • 2016 Portfolio Allocation, Income Uncertainty and Households' Flight from Risk
    by Sarah Brown & Dan Gray & Mark N. Harris & Christopher Spencer

  • 2016 Does It Pay To Be Good? An Analysis Of Vice And Virtue Stock Performance In The Eurozone
    by Toni Vide

  • 2016 Equilibrium foreign currency mortgages
    by Marcin Kolasa

  • 2016 Asset Allocation Brewed Accross African Stock Markets
    by Lord Mensah

  • 2016 Portfolio analysis in jump-diffusion model with power-law tails
    by Pawe? Kliber

  • 2016 portfolio management with Islam Equity in Korea stock market
    by Hong-Bae Kim

  • 2016 A study into UK Financial Planners opinions on risk tolerance and risk perception
    by Ian Smith

  • 2016 Foreign Equity Flows And Market Return Volatility: Evidence From An Emerging Equity Market
    by Ros Zam Zam Sapian

  • 2016 Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis
    by Gideon Boako & Paul Alagidede

  • 2016 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
    by Jones Odei Mensah & Paul Alagidede

  • 2016 Asset Returns and Financial Fragility
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  • 2016 Stress, famine and the fetal programming: The long term effect of WWII in Italy
    by Vincenzo Atella & Edoardo Di Porto & Joanna Kopinska

  • 2016 Public Health Insurance and Household Portfolio Choices: Unraveling Financial “Side Effects” of Medicare
    by Marco Angrisani & Vincenzo Atella & Marianna Brunetti

  • 2016 Child Health, Human Capital and Adult Financial Behavior
    by Luik, Marc-André

  • 2016 Child Health, Human Capital and Adult Financial Behavior
    by Luik, Marc-André

  • 2016 Dynamic Inefficiency in Decentralized Capital Markets
    by Kurmann, André & Rabinovich, Stanislav

  • 2016 The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis
    by Dionne, Georges & Zhou, Xiaozhou

  • 2016 The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis
    by Dionne, Georges & Zhou, Xiaozhou

  • 2016 Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations
    by Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander

  • 2016 Collateralized Borrowing and Risk Taking at Low Interest Rates
    by Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander

  • 2016 Gamblers, scratchers and their financial education
    by Becchetti, Leonardo & Bellucci, Davide & Rossetti, Fiammetta

  • 2016 Developing Local Currency Bond Markets in Asia
    by Park, Cyn-Young

  • 2016 Equity Premium Prediction: The Role of Economic and Statistical Constraints
    by Jiahan Li & Ilias Tsiakas

  • 2016 Cognitive Biases and Entrepreneurial Under-Diversification
    by Enrico Maria Cervellati & Pierpaolo Pattitoni & Marco Savioli

  • 2016 Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis
    by Geoffrey Meen & Alexander Mihailov & Yehui Wang

  • 2016 The Efficiency of Central Clearing: A Segmented Markets Approach
    by James Hansen & Angus Moore

  • 2016 Volatility Dependent Dynamic Equicorrelation
    by Adam Clements & Ayesha Scott & Annastiina Silvennoinen

  • 2016 Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach
    by Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

  • 2016 Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets
    by Nasha Ananchotikul & Longmei Zhang

  • 2016 International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns
    by Bruno Solnik & Thaisiri Watewai

  • 2016 Risk and Return in Village Economies
    by Krislert Samphantharak & Robert Townsend

  • 2016 Mostly Prior-Free Asset Allocation
    by Sylvain Chassang

  • 2016 Impact of Endowment Shocks on Payouts
    by Harvey S. Rosen & Alexander J. W. Sappington

  • 2016 Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs
    by Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau

  • 2016 Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
    by Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou

  • 2016 Foreign currency lending in Albania
    by Shijaku, Gerti

  • 2016 Ultra-accommodative Monetary Policy and Unintentional Drags on Consumer Spending
    by Xing, Victor

  • 2016 Capital depreciation and the underdetermination of rate of return: A unifying perspective
    by Magni, Carlo Alberto

  • 2016 The impact of financial crisis on savings decisions: evidences from Italian pension funds
    by Di Gialleonardo, Luca & Marè, Mauro & Motroni, Antonello & Porcelli, Francesco

  • 2016 Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?
    by Ibhagui, Oyakhilome

  • 2016 Stock Return Prediction with Fully Flexible Models and Coefficients
    by Byrne, Joseph & Fu, Rong

  • 2016 On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks
    by Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung

  • 2016 Making Markowitz's Portfolio Optimization Theory Practically Useful
    by BAI, ZHIDONG & LIU, HUIXIA & WONG, WING-KEUNG

  • 2016 Wavelet Based Analysis Of Major Real Estate Markets
    by Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz

  • 2016 Estudio de las posibilidades de inversión en los mercados frontera
    by Cuervo Valledor, Álvaro & Pérez Mena, Adolfo & Vicente López, Miguel & Calvo Clúa, Rosalía

  • 2016 Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala
    by Tomić, Bojan

  • 2016 On the choice of covariance specifications for portfolio selection problems
    by R. Ferreira, Alexandre & A. P. Santos, Andre

  • 2016 The Impact of Self-Control on Investment Decisions
    by Lucks, Konstantin

  • 2016 Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR
    by Cuthbert, James R. & Magni, Carlo Alberto

  • 2016 How Much is the Presence of Timber Exchange Traded Fund Feasible in India?
    by Das, Rituparna

  • 2016 Testing for Financial Market Integration of the Chinese Market with the US Market
    by Hatemi-J, Abdulnasser & Mustafa, Alan

  • 2016 Un análisis exploratorio de los exchangeable trade funds y su influencia en el proceso de financiarización de commodities
    by Rondinone, Gonzalo & Thomasz, Esteban Otto

  • 2016 Forecast in Capital Markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2016 Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries
    by Zdravkovski, Aleksandar

  • 2016 Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia
    by Ali, Hakim & Masih, Mansur

  • 2016 Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis
    by Mantai, Mohammed Mahmoud & Masih, Mansur

  • 2016 On the optimal investment
    by Fajardo, José & Corcuera, José Manuel & Menouken Pamen, Olivier

  • 2016 The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity
    by Shehadeh, Ali & Li, Youwei & Moore, Michael

  • 2016 How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis
    by Shakir, Zeeniya & Masih, Mansur

  • 2016 Shariah stocks as an inflation hedge in Malaysia
    by Haniff, Norazza Mohd & Masih, Mansur

  • 2016 Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence
    by Thomadakis, Apostolos

  • 2016 US Dollar Carry Trades in the Era of “Cheap Money”
    by Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael

  • 2016 A General Optimal Investment Model in the Presence of Background Risk
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  • 2016 Multivariate Stochastic Dominance for Risk Averters and Risk Seekers
    by Guo, Xu & Wong, Wing-Keung

  • 2016 The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach
    by Bouoiyour, Jamal & Selmi, Refk

  • 2016 Inflation expectations derived from a portfolio model
    by Covarrubias, Enrique & Hernández-del-Valle, Gerardo

  • 2016 Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes
    by BOUSALAM, Issam & HAMZAOUI, Moustapha

  • 2016 Analysis & Test of Market Efficiency: A Case Study of KSE
    by Shaikh, Slam Ahmed

  • 2016 Momentum: Strategies, Size and Risk Factor
    by João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão

  • 2016 Idiosyncratic Volatility and Earnings Quality: Evidence from United Kingdom
    by Ana Isabel Ramos Domingues & António de Melo da Costa Cerqueira & Elísio Fernando Moreira Brandão

  • 2016 Are rankings of financial analysts useful to investors?
    by Artur Aiguzhinov & Ana Paula Serra & Carlos Soares

  • 2016 The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading
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  • 2016 Idiosyncratic volatility, executive compensation and corporate governance: examination of the direct and moderate effects
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  • 2016 Structural properties of the price-to-earnings and price-to-book ratios
    by Alexander Nezlobin & Madhav V. Rajan & Stefan Reichelstein

  • 2016 Optimal Controls for a Large Insurance Under a CEV Model: Based on the Legendre Transform-Dual Method
    by Kun Wu & Weixing Wu

  • 2016 Asset demands and consumption with longevity risk
    by Bong-Gyu Jang & Hyeng Keun Koo & Yuna Rhee

  • 2016 Live fast, die young
    by Elyès Jouini & Clotilde Napp

  • 2016 Cobb–Douglas production function on FDI in Southeast Europe
    by Mico Apostolov

  • 2016 Wavelet decomposition of heterogeneous investment horizon
    by W. D. Chen & H. C. Li

  • 2016 The Buffett critique: volatility and long-dated options
    by Neeraj J. Gupta & Mark Kurt & Reilly White

  • 2016 Does investor sentiment impact the returns and volatility of Islamic equities?
    by Daniel Perez-Liston & Daniel Huerta & Sanzid Haq

  • 2016 An empirical analysis of the Wall Street Journal’s SmartMoney fund screen
    by George Comer & Javier Rodriguez

  • 2016 Specification errors of asset-pricing models for a market characterized by few large capitalization firms
    by Nader Shahzad Virk & Hilal Anwar Butt

  • 2016 Economic objectives, uncertainties and decision making in the energy sector
    by Martin Bischoff & Johannes Jahn

  • 2016 Consumption-investment problem with transaction costs for Lévy-driven price processes
    by Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette

  • 2016 Optimal portfolio liquidation in target zone models and catalytic superprocesses
    by Eyal Neuman & Alexander Schied

  • 2016 Dynamic optimal execution in a mixed-market-impact Hawkes price model
    by Aurélien Alfonsi & Pierre Blanc

  • 2016 Superreplication when trading at market indifference prices
    by Peter Bank & Selim Gökay

  • 2016 Facelifting in utility maximization
    by Kasper Larsen & Halil Mete Soner & Gordan Žitković

  • 2016 Is there a low-risk anomaly across countries?
    by Adam Zaremba

  • 2016 Distributional and welfare effects of Germany’s year 2000 tax reform: the context of savings and portfolio choice
    by Richard Ochmann

  • 2016 Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging
    by Yudong Wang & Li Liu

  • 2016 The late 1970s bubble in Dutch collectible postage stamps
    by Philip Hans Franses & Wouter Knecht

  • 2016 Diversification preferences in the theory of choice
    by Enrico G. De Giorgi & Ola Mahmoud

  • 2016 A note on portfolio selection and stochastic dominance
    by Mario Menegatti

  • 2016 Consumption optimization for recursive utility in a jump-diffusion model
    by Fabio Antonelli & Carlo Mancini

  • 2016 Capital allocation to alternatives with a multivariate ladder gamma return distribution
    by John A. Buzacott

  • 2016 A representation of risk measures
    by Massimiliano Amarante

  • 2016 Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach
    by Henryk Gurgul & Artur Machno

  • 2016 Comparing those who do, might and will not invest in sustainable funds: a survey among German retail fund investors
    by Anett Wins & Bernhard Zwergel

  • 2016 Which proportion of SR investments is enough? A survey-based approach
    by Gregor Dorfleitner & Mai Nguyen

  • 2016 Effect of Earnings Quality on the Returns-Earnings Relationship: Evidence from the Warsaw Stock Exchange (Wplyw jakosci zysku na zaleznosc pomiedzy zyskiem a stopa zwrotu z akcji na przykladzie GPW w Warszawie)
    by Rafa³ Cieœlik

  • 2016 Proposal for a Practical Implementation of Maslowian Portfolio Theory (Wniosek dotyczacy praktycznego wdrozenia Maslowian Portfolio Theory)
    by Philippe de Brouwer

  • 2016 Does it pay to be good? An analysis of vice and virtue stock performance in the Eurozone
    by Toni Vide

  • 2016 Análisis del desempeño de los fondos de inversión de renta variable en México / Performance analysis of the mexican equity mutual funds
    by Zuñiga Feria, Laura G.

  • 2016 Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas
    by Bucio, Christian & De Jesús, Raul & Cabello, Alejandra

  • 2016 Análisis, aplicación y comparación de tres métodos estadísticos en la estimación del VaR y el EVaR
    by Urbina Rugeiro, Jaime Iván & Núñez Antonio, Gabriel & Saavedra Barrera, Patricia

  • 2016 Undervaluation and private equity takeovers
    by Subhrendu Rath & Mamunur Rashid

  • 2016 Do private equity target firms exhibit less effectual governance structures?
    by Peter M Clarkson & Shams Pathan & Andrew Tellam

  • 2016 Co-existence of short-term reversals and momentum in the Australian equity market
    by Daniel Chai & Binh Do

  • 2016 Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices
    by Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³

  • 2016 Towards data oriented analysis of the art market: survey and outlook
    by Dominik Filipiak & Agata Filipowska

  • 2016 Paper profits from value, size and momentum: evidence from the Polish market
    by Adam Zaremba & Przemys³aw Konieczka

  • 2016 Art as an investment in Poland - the first 20 years after the collapse of the central planning economy
    by Tomasz Potocki & Anna Rogoziñska

  • 2016 Return-risk profile of Slovak pension funds
    by Boena CHOVANCOVÁ & Jaroslav HUDCOVSKÝ

  • 2016 The Legality of Vertical Restraints by the Rule of Reason and the Character of the Specific Investments
    by Agamirova, Maria Å. & Dzagurova, Nataliya B.

  • 2016 Discretion of Dynamic Position Adjustment in Hedging Strategy
    by Hongfeng Peng & Xiaoyu Tan & Yi Chen

  • 2016 Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices
    by Adam Zaremba

  • 2016 Domestic Vs International Risk Diversification Possibilities In Southeastern European Stock Markets
    by Bogdan, Sinisa & Baresa, Suzana & Ivanovic, Zoran

  • 2016 Determining the Stock Optimal Portfolio using Value at Risk
    by Asgharpur, Hossein & Rezazadeh , Ali

  • 2016 Integration of the Indian Stock Market :at the angle of Time-Frequency
    by Shah, Aasif & Deo, Malabika

  • 2016 Co-Integration between Stock Prices and Exchange Rate of Selected SAARC Countries: An Empirical Study
    by Channa, Sumaira & Memon, Pervaiz Ahmed & Kalhoro, Muhammad Ramzan

  • 2016 The Empirical Evidence on Government Bond Market Integration in East Asia
    by Liu, Lian

  • 2016 Are Korean Industry-Sorted Portfolios Mean Reverting?
    by Moon, Seongman

  • 2016 Analysis of Volatility in Gold Prices with the Markov Regime-Switching Models
    by Evci, Samet & Şak, Nazan & Karaağaç, Gökben Adana

  • 2016 Asset Market Linkages in a Regime Switching Environment: Evidence from Commodity and Stock Markets in India
    by Singhal, Shelly & Biswal, P. C.

  • 2016 Financial Performance Evaluation of Turkish Energy Companies with Fuzzy AHP and Fuzzy TOPSIS Methods
    by Eyüboğlu, Kemal & Çelik, Pelin

  • 2016 Impact of Financial Literacy on the Behavioral Biases of Individual Stock Investors: Evidence from Borsa Istanbul
    by Ateş, Sinem & Coşkun, Ali & Şahin, M. Abdullah & Demircan, M. Levent

  • 2016 Portfolio Optimzation Using of Metods Multi Objective Genetic Algorithm and Goal Programming: An Application in BIST-30
    by Yakut, Emre & Çankal, Ahmet

  • 2016 Determining the Firm Specific Factors Affecting the Capital Increase
    by Tuna, İsmail & Karaca, Süleyman Serdar

  • 2016 Strategies Based on Momentum and Term Structure in Financialized Commodity Markets
    by Zaremba, Adam

  • 2016 Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market
    by Kemal Eyuboglu & Sinem Eyuboglu & Rahmi Yamak

  • 2016 Household Finance over the Life-Cycle: What does Education Contribute?
    by Russell Cooper & Guozhong Zhu

  • 2016 Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
    by Yili Chien & Harold Cole & Hanno Lustig

  • 2016 Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps
    by Jiajia Cui & Eduard H. M. Ponds

  • 2016 Active Portfolio Management with Conditional Tracking Error
    by Winfried G. Hallerback & Igor Pouchkarev

  • 2016 Does the Market Value the Social Dimension? International Evidence
    by Sylvain Marsat & Benjamin Williams

  • 2016 How Risky are Low-Risk Hedge Funds?
    by Olga Kolokolova & Achim Mattes

  • 2016 Multi-Asset Seasonality and Trend-Following Strategies
    by Nick Baltas

  • 2016 New Insight on the Performance of Equity Long/short Investment Styles
    by Boris Fays & Georges Hübner & Marie Lambert

  • 2016 Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
    by Spyridon Vrontos

  • 2016 Decisiones de consumo y portafolio con Utilidad Diferencial Recursiva Estocastica (UDRE): Modelos alternativos
    by Isela Elizabeth Tellez Leon & Francisco Venegas Martinez

  • 2016 Akciovový trh verzus reálna ekonomika a jej indikátor HDP
    by Božena Chovancová & Peter Árendáš

  • 2016 Why Are Savings Accounts Perceived as Risky Bank Products?
    by Hana Džmuráňová & Petr Teplý

  • 2016 Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries
    by Mato Njavro & Petra Posedel & Maruška Vizek

  • 2016 Active Management and Price Efficiency of Exchange-traded Funds
    by Tao Chen & Karen H. Y. Wong & Masayuki Susai

  • 2016 Do investors suffer behavioral biases when deciding?
    by Jitka Veselá - Lucie Neubauerová

  • 2016 The Financial Planning and Financial Literacy of ex-Malaysia Indonesian Migrant Workers
    by Rayenda Khresna Brahmana & Ritzky Karina Brahmana

  • 2016 Критерий Эффективности Применения Портфельной Теории Марковица В Краткосрочной Торговле На Примере Украинской Фондовой Биржи
    by Yuri Evdokimenko & Efimenko Galina & Zmievskaya Irena & Oboyanskaya Lubov

  • 2016 Relationships Between Stock Returns and Corporate Financial Ratios Based on a Statistical Analysis of Corporate Data from the Hong Kong Stock Market
    by LAI Ping-fu (Brian) & CHO Kwai-yee (Kevin)

  • 2016 An Analysis Of Ramadan Effect By Gjr-Garch Model: Case Of Borsa Istanbul
    by Murat Akbalik & K. Batu Tunay

  • 2016 The Analysis Of The Competitiveness Of The Biggest Enterprises In The Construction Industry In Podlaskie Region Compared To The Sector, Based On Nagashima'S Radar
    by Andrzej Kowalczuk

  • 2016 Analysis Of Monthly Rates Of Return In April On The Example Of Selected World Stock Exchange Indices
    by Krzysztof Borowski

  • 2016 Aplicación de dos técnicas del análisis multivariado en el mercado de valores mexicano || Application of Two Techniques of Multivariate Analysis in the Mexican Stock Market
    by Quiroga Juárez, Christian Arturo & Villalobos Escobedo, Aglaé

  • 2016 The Impact of Economic Sentiments on Foreign Direct Investments
    by Milena - Jana Schank

  • 2016 Cumulative Prospect Theory, Aggregation, and Pricing
    by Ingersoll, Jonathan E.

  • 2016 The Economics of Conservation and Finance: A Review of the Literature
    by Ando, Amy W. & Shah, Payal

  • 2016 Hedge Funds – Alternative Investment
    by ALEKSANDRA STANKOVSKA & SAVICA DIMITRIESKA

  • 2016 Socio-demographic characteristics of investors in the Warsaw Stock Exchange – How they influence the investment decision
    by Agata Kliber & Blanka Let & Aleksandra Rutkowska

  • 2016 Price risk in commodities: Sensitivity of agricultural commodities to interest rate shocks?
    by Gonzalo Rondinone & Esteban Otto Thomasz

  • 2016 Covariances matrix under the multivariate-Gh funtion to desing portfolios
    by José Antonio Núñez Mora & Leovardo Mata Mata

  • 2016 Stock Market Liquidity Measurement via the Bid-Ask Spread: Tunis Stockmarket
    by Hsini Mosbeh & Mohamed Nidhal MOSBAHI

  • 2016 Does the Asset Manager¡¯s Nationality Influence the Occupational Pension Fund Performance?
    by Andrea Lippi

  • 2016 The Reversal of Stock Market Trends as a Behavioral Bias: Evidence from Tunisian Stock Exchange
    by Hsini Mosbeh & Kouki Mondher

  • 2016 Prospect Theory Based Portfolio Optimization Problem with Imprecise Forecasts
    by Massimiliano Kaucic & Roberto Daris

  • 2016 Deterministic Elements of Japanese Stock Prices under Low Interest Rates
    by Yutaka Kurihara

  • 2016 Assessing performance of Morningstar’s star rating system for equity investment
    by Paul J. Bolster & Emery A. Trahan & Pinshuo Wang

  • 2016 Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework
    by Mobeen Ur Rehman

  • 2016 Shrinking the Variance-Covariance Matrix: Simpler is Better
    by Muhammad Husnain & Arshad Hassan & Eric Lamarque

  • 2016 Socioeconomic Characterization and Equity Market Knowledge of the Citizens of Barranquilla, Colombia
    by Guillén León & Sergio Afcha

  • 2016 Is the interest rate more important than inventories? The case of agricultural commodities in the context of the financialization process
    by Esteban Thomasz & Juan Massot & Gonzalo Rondinone

  • 2016 An empirical analysis of unspanned risk for the U.S. yield curve
    by Karoll Gomez

  • 2016 An Investment Initiative for Fiscally Constrained EU Member States – The Role of Synergetic Financial Instruments
    by Severin ZEILBECK

  • 2016 The 11th Biennial Conference of Asian Consumer and Family Economics Association (ACFEA)
    by Tai-Yuen HON

  • 2016 An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
    by Jaydip SEN & Tamal DATTA CHAUDHURI

  • 2016 The impact of ambiguity and prudence on prevention decisions
    by Loïc Berger

  • 2016 The pricing of first day opening price returns for ChiNext IPOs
    by Qi Deng & Zhong-guo Zhou

  • 2016 Diversification, gambling and market forces
    by Marie-Hélène Broihanne & Maxime Merli & Patrick Roger

  • 2016 The performance of individual investors in structured financial products
    by Oliver Entrop & Michael McKenzie & Marco Wilkens & Christoph Winkler

  • 2016 Cash flow volatility and corporate bond yield spreads
    by Alan V. S. Douglas & Alan G. Huang & Kenneth R. Vetzal

  • 2016 Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK
    by Dimitris Andriosopoulos & Chrysovalantis Gaganis & Fotios Pasiouras

  • 2016 Minimum return guarantees, investment caps, and investment flexibility
    by Antje Mahayni & Judith C. Schneider

  • 2016 Monetary Policy and Risk-Based Asset Allocation
    by Alexis Flageollet & Hamza Bahaji

  • 2016 Real Estate Fund Flows and the Flow-Performance Relationship
    by David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering

  • 2016 Real Estate Risk and Hedge Fund Returns
    by Brent W. Ambrose & Charles Cao & Walter D’Lima

  • 2016 Patent litigation and cross licensing with cumulative innovation
    by Haejun Jeon

  • 2016 Dynamic tax evasion with audits based on visible consumption
    by Rosella Levaggi & Francesco Menoncin

  • 2016 Investment in early American art: the impact of transaction costs and no-sales on returns
    by Seth C. Anderson & Robert B. Ekelund & John D. Jackson & Robert D. Tollison

  • 2016 Securities Lending Activities in Mutual Funds and ETFs: Ethical Considerations
    by Lee M. Dunham & Randy Jorgensen & Ken Washer

  • 2016 Ethical Screening and Financial Performance: The Case of Islamic Equity Funds
    by Yunieta Nainggolan & Janice How & Peter Verhoeven

  • 2016 Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices
    by Dawood Ashraf

  • 2016 The characteristics of infrastructure as an investment class
    by Wouter Thierie & Lieven Moor

  • 2016 Beating the DAX, MDAX, and SDAX: investment strategies in Germany
    by Friedrich-Carl Franz & Tobias Regele

  • 2016 Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis
    by Kevin Aretz & Marc Aretz

  • 2016 The Effects of Analysts’ Herding on Traders: Evidence from the Taiwan Stock Market
    by Po-Jung Chen

  • 2016 Explaining Size Effect for Indian Stock Market
    by Asheesh Pandey & Sanjay Sehgal

  • 2016 Benchmark-based evaluation of portfolio performance: a characterization
    by Aleksandr G. Alekseev & Mikhail V. Sokolov

  • 2016 Smooth investment
    by Kenneth Bruhn & Ninna Reitzel Jensen & Mogens Steffensen

  • 2016 How suboptimal are linear sharing rules?
    by Bjarne Astrup Jensen & Jørgen Aase Nielsen

  • 2016 Benchmarking in two price financial markets
    by Dilip B. Madan

  • 2016 Risk premia in option markets
    by Dilip B. Madan

  • 2016 Variety expansion, preference shocks, and financial intermediaries
    by Hiroaki Ohno & Kouki Sugawara

  • 2016 Dependence between stock market and foreign exchange market in South Asia: A Copula-Garch approach
    by Javed Bin Kamal & A.K. Enamul Haque

  • 2016 Elasticidad entre los precios internacionales del petróleo y el tipo de cambio peso-dólar de 2010 a 2015
    by Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo

  • 2016 Caracterización Paramétrica de los Rendimientos de los Precios del Petróleo 2010-2015
    by Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo

  • 2016 Accumulating approach to the life-cycle pension model: practical advantages
    by Yaniv Azoulay & Andrey Kudryavtsev & Shosh Shahrabani

  • 2016 Disposition Effect and Asset Pricing in an Emerging Stock Market
    by Muhammad Aftab & Ijaz Ur Rehman & Abolaji Daniel Anifowose

  • 2016 The Returns and Risk of Dynamic Investment Strategies: A Simulation Comparison
    by Richard Lu

  • 2016 The EU-China bilateral investment treaty: objectives, actual stage of negotiations and possible risks
    by Iulia Monica Oehler-Sincai

  • 2016 The Use Of The Sustainable Investment Against The Broad Market One. A First Test In The Mexican Stock Market / El Uso De La Inversión Sustentable En Comparación De La Inversión Convencional. Una Primera Revisión Para El Mercado De Valores Mexicano
    by De la Torre, Oscar & Galeana, Evaristo & Aguilasocho, Dora

  • 2016 Style Investing with Machine Learning
    by Philipp Kallerhoff

  • 2016 Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014
    by John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales

  • 2016 Investor’S Order Aggressiveness: An Experimental Study Of The Impact Of Regret
    by Maria Veronica Irine Herdjiono & Maemunah Soeharto & Fitri Ismiyanti & Made Narsa

  • 2016 Environmental Disclosure, Investors’ Investment Decisions And Their Perceptions Of The Credibility Of Management
    by Jo-Ting Wei & Iou-Ming Wang

  • 2016 Individual Investors in the Formation of the Resource Potential of the Stock Market of Ukraine
    by Oleksandr Somchenkov

  • 2016 Determining the Importance Level of Accounting Information for Investors’ Decision Making
    by Melis Ercan & Emrah Onder

  • 2016 State of the art in portfolio theory: the individual analysis of actions to the multiobjective optimization. Estado del arte en teoría de portafolios: del análisis individual de acciones a la optimización multiobjetivo
    by Natalie Ramírez Carmona & Oswaldo García Salgado

  • 2016 Precautionary Saving and Health Insurance: A Portfolio Choice Perspective
    by Jiaping Qiu

  • 2016 US Dollar Carry Trades in the Era of "Cheap Money"
    by Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore

  • 2016 Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration
    by Dogus EMIN

  • 2016 Bank Portfolio Structure and Economic Absorption Theory of Economic Development: A Theoretical Proposition
    by Uduak B. UBOM & Emmanuel I. MICHAEL & Joseph Michael ESSIEN

  • 2016 Estrategias dinámicas de cobertura cruzada eficiente para el mercado del petróleo mexicano: Evidencia de dos modelos GARCH multivariados con término de corrección de error
    by Raúl De Jesús Gutiérrez.

  • 2016 A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico
    by Arturo Lorenzo Valdés & Leticia Armenta Fraire & Rocío Durán Vázquez

  • 2016 Gunahkar Hisseler
    by Ibrahim BOZKURT

  • 2016 Dynamic volatility spillovers across shipping freight markets
    by Tsouknidis, Dimitris A.

  • 2016 Formal definitions of information and knowledge and their role in growth through structural change
    by Hilbert, Martin

  • 2016 The investment decisions of young adults under relaxed borrowing constraints
    by Insler, Michael & Compton, James & Schmitt, Pamela

  • 2016 Is there momentum in equity anomalies? Evidence from the Polish emerging market
    by Zaremba, Adam & Szyszka, Adam

  • 2016 Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach
    by Shank, Corey A. & Vianna, Andre C.

  • 2016 Crowdfunding: The collaborative economy for channelling institutional and household savings
    by Roig Hernando, Jaume

  • 2016 Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets
    by Baldi, Lucia & Peri, Massimo & Vandone, Daniela

  • 2016 Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries
    by Chkili, Walid

  • 2016 An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries
    by Yavas, Burhan F. & Dedi, Lidija

  • 2016 What factors affect behavioral biases? Evidence from Turkish individual stock investors
    by Tekçe, Bülent & Yılmaz, Neslihan & Bildik, Recep

  • 2016 Idiosyncratic volatility and stock returns: Evidence from the MILA
    by Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio

  • 2016 The performance of the Italian mutual funds: Does the metric matter?
    by Venanzi, Daniela

  • 2016 Growing pains: The evolution of new stock index futures in emerging markets
    by Sila Alan, Nazli & Karagozoglu, Ahmet K. & Korkmaz, Sibel

  • 2016 Wine: To drink or invest in? A study of wine as an investment asset in French portfolios
    by Aytaç, Beysül & Hoang, Thi-Hong-Van & Mandou, Cyrille

  • 2016 Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis
    by Sui, Lu & Sun, Lijuan

  • 2016 The validity of Islamic art as an investment
    by McQuillan, William & Lucey, Brian

  • 2016 Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
    by Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric

  • 2016 Investor sentiment and local bias in extreme circumstances: The case of the Blitz
    by Urquhart, Andrew & Hudson, Robert

  • 2016 On emerging stock market contagion: The Baltic region
    by Alexakis, Panayotis D. & Kenourgios, Dimitris & Dimitriou, Dimitrios

  • 2016 Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada
    by Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve

  • 2016 Microstructures, financial reforms and informational efficiency in an emerging market
    by Arjoon, Vaalmikki

  • 2016 Integration of emerging stock markets with global stock markets
    by Al Nasser, Omar M. & Hajilee, Massomeh

  • 2016 Is momentum trading profitable from Shari'ah compliant stocks?
    by Li, Bob & Ee, Mong Shan & Rashid, Mamunur

  • 2016 Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets
    by Sclip, Alex & Dreassi, Alberto & Miani, Stefano & Paltrinieri, Andrea

  • 2016 Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ
    by Gutierrez, Jose

  • 2016 The incremental information content of innovations in implied idiosyncratic volatility
    by Moll, Cliff R. & Huffman, Stephen P.

  • 2016 Can hedge funds time global equity markets? Evidence from emerging markets
    by Aiken, Adam L. & Kilic, Osman & Reid, Sean

  • 2016 Synthetic hedge funds
    by Fischer, Mario & Hanauer, Matthias X. & Heigermoser, Robert

  • 2016 Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets
    by Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet

  • 2016 Optimal allocation of government bond funds through the business cycle. Is money smart?
    by Laborda, Ricardo & Muñoz, Fernando

  • 2016 Do analysts cater to investor beliefs via target prices
    by Chen, An-Sing & Chang, Chong-Chuo & Cheng, Lee-Young & Tu, Hsing-Yu

  • 2016 Do shareholders appreciate capital investment policies of corporations?
    by Lu, Jin-Ray & Hwang, Chih-Chiang & Lin, Chien-Yi

  • 2016 Systematic risk, government policy intervention, and dynamic contrarian investments
    by Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting

  • 2016 The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?
    by Hao, Ying & Chu, Hsiang-Hui & Ho, Keng-Yu & Ko, Kuan-Cheng

  • 2016 Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures
    by Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che

  • 2016 Gold, oil, and stocks: Dynamic correlations
    by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

  • 2016 Political connection, government policy, and investor trading: Evidence from an emerging market
    by Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun

  • 2016 Portfolio choice with stochastic interest rates and learning about stock return predictability
    by Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey

  • 2016 Are U.S. investors blindly chasing returns in foreign countries?
    by Guo, Liang

  • 2016 Can commodity returns forecast Canadian sector stock returns?
    by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.

  • 2016 Investor sentiment and aggregate volatility pricing
    by Labidi, Chiraz & Yaakoubi, Soumaya

  • 2016 An incentive problem of risk balancing in portfolio choices
    by Lu, Jin-Ray & Hwang, Chih-Chiang & Liu, Min-Luan & Lin, Chien-Yi

  • 2016 Momentum profits, market cycles, and rebounds: Evidence from Germany
    by Bohl, Martin T. & Czaja, Marc-Gregor & Kaufmann, Philipp

  • 2016 A portfolio insurance strategy for volatility index (VIX) futures
    by Jung, Young Cheol

  • 2016 Do socially (ir)responsible investments pay? New evidence from international ESG data
    by Auer, Benjamin R. & Schuhmacher, Frank

  • 2016 Household risk taking after the financial crisis
    by Necker, Sarah & Ziegelmeyer, Michael

  • 2016 Does style-shifting activity predict performance? Evidence from equity mutual funds
    by Herrmann, Ulf & Rohleder, Martin & Scholz, Hendrik

  • 2016 Gamma discounters are short-termist
    by Gollier, Christian

  • 2016 Order aggressiveness of different broker-types in response to monetary policy news
    by Smales, Lee A.

  • 2016 The impact of foreign trades on emerging market liquidity
    by Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf

  • 2016 Chinese stock market volatility and the role of U.S. economic variables
    by Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong

  • 2016 Market dynamics and momentum in the Taiwan stock market
    by Lin, Chaonan & Ko, Kuan-Cheng & Feng, Zhi-Xiang & Yang, Nien-Tzu

  • 2016 Investor sentiment, accounting information and stock price: Evidence from China
    by Zhu, Bo & Niu, Feng

  • 2016 Information discreteness, price limits and earnings momentum
    by Lin, Chaonan & Ko, Kuan-Cheng & Chen, Yu-Lin & Chu, Hsiang-Hui

  • 2016 The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China
    by Zou, Liping & Tang, Tiantian & Li, Xiaoming

  • 2016 Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations
    by Thapa, Chandra & Neupane, Suman & Marshall, Andrew

  • 2016 Googling gold and mining bad news
    by Baur, Dirk G. & Dimpfl, Thomas

  • 2016 Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models
    by Singhal, Shelly & Ghosh, Sajal

  • 2016 The Turkish appetite for gold: An Islamic explanation
    by Gülseven, Osman & Ekici, Özgün

  • 2016 Momentum and mean-reversion in commodity spot and futures markets
    by Chaves, Denis B. & Viswanathan, Vivek

  • 2016 On the correlation between commodity and equity returns: Implications for portfolio allocation
    by Lombardi, Marco J. & Ravazzolo, Francesco

  • 2016 Roll strategy efficiency in commodity futures markets
    by Taylor, Nick

  • 2016 A semiparametric factor model for CDO surfaces dynamics
    by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap

  • 2016 Medium-term fluctuations and the “Great Ratios” of economic growth
    by Groth, Christian & Madsen, Jakob B.

  • 2016 Euro currency risk and the geography of debt flows to peripheral EMU
    by Ersal-Kiziler, Eylem & Nguyen, Ha

  • 2016 Scale economies in pension fund investments: A dissection of investment costs across asset classes
    by Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R.

  • 2016 How do global investors differentiate between sovereign risks? The new normal versus the old
    by Amstad, Marlene & Remolona, Eli & Shek, Jimmy

  • 2016 Diversification with volatility products
    by Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia

  • 2016 Cross-asset return predictability: Carry trades, stocks and commodities
    by Lu, Helen & Jacobsen, Ben

  • 2016 International portfolio diversification and multilateral effects of correlations
    by Bergin, Paul R. & Pyun, Ju Hyun

  • 2016 Life cycle responses to health insurance status
    by Pelgrin, Florian & St-Amour, Pascal

  • 2016 Limited attention, marital events and hedge funds
    by Lu, Yan & Ray, Sugata & Teo, Melvyn

  • 2016 Failure to refinance
    by Keys, Benjamin J. & Pope, Devin G. & Pope, Jaren C.

  • 2016 A trend factor: Any economic gains from using information over investment horizons?
    by Han, Yufeng & Zhou, Guofu & Zhu, Yingzi

  • 2016 Who neglects risk? Investor experience and the credit boom
    by Chernenko, Sergey & Hanson, Samuel G. & Sunderam, Adi

  • 2016 Are Friday announcements special? Overcoming selection bias
    by Michaely, Roni & Rubin, Amir & Vedrashko, Alexander

  • 2016 Gambling preference and individual equity option returns
    by Byun, Suk-Joon & Kim, Da-Hea

  • 2016 Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates
    by Joos, Peter & Piotroski, Joseph D. & Srinivasan, Suraj

  • 2016 Capitalizing on Capitol Hill: Informed trading by hedge fund managers
    by Gao, Meng & Huang, Jiekun

  • 2016 Decision-making approaches and the propensity to default: Evidence and implications
    by Brown, Jeffrey R. & Farrell, Anne M. & Weisbenner, Scott J.

  • 2016 What do private equity firms say they do?
    by Gompers, Paul & Kaplan, Steven N. & Mukharlyamov, Vladimir

  • 2016 Time is money: Rational life cycle inertia and the delegation of investment management
    by Kim, Hugh Hoikwang & Maurer, Raimond & Mitchell, Olivia S.

  • 2016 Anxiety in the face of risk
    by Eisenbach, Thomas M. & Schmalz, Martin C.

  • 2016 Market conditions, fragility, and the economics of market making
    by Anand, Amber & Venkataraman, Kumar

  • 2016 Early option exercise: Never say never
    by Jensen, Mads Vestergaard & Pedersen, Lasse Heje

  • 2016 Performance measurement with selectivity, market and volatility timing
    by Ferson, Wayne & Mo, Haitao

  • 2016 Accruals, cash flows, and operating profitability in the cross section of stock returns
    by Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri

  • 2016 Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
    by Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor

  • 2016 Does the geographic expansion of banks reduce risk?
    by Goetz, Martin R. & Laeven, Luc & Levine, Ross

  • 2016 Asset allocation and monetary policy: Evidence from the eurozone
    by Hau, Harald & Lai, Sandy

  • 2016 Rethinking reversals
    by Johnson, Timothy C.

  • 2016 Are retail traders compensated for providing liquidity?
    by Barrot, Jean-Noel & Kaniel, Ron & Sraer, David

  • 2016 Heuristic portfolio trading rules with capital gain taxes
    by Fischer, Marcel & Gallmeyer, Michael F.

  • 2016 Nominal price illusion
    by Birru, Justin & Wang, Baolian

  • 2016 Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
    by Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim

  • 2016 State variables, macroeconomic activity, and the cross section of individual stocks
    by Boons, Martijn

  • 2016 The cross-sectional variation of volatility risk premia
    by González-Urteaga, Ana & Rubio, Gonzalo

  • 2016 The influence of political bias in state pension funds
    by Bradley, Daniel & Pantzalis, Christos & Yuan, Xiaojing

  • 2016 Disagreement, speculation, and aggregate investment
    by Baker, Steven D. & Hollifield, Burton & Osambela, Emilio

  • 2016 Assessing asset pricing models using revealed preference
    by Berk, Jonathan B. & van Binsbergen, Jules H.

  • 2016 Dynamic portfolio choice with frictions
    by Gârleanu, Nicolae & Pedersen, Lasse Heje

  • 2016 Delegated portfolio management, optimal fee contracts, and asset prices
    by Sato, Yuki

  • 2016 Optimal consumption and savings with stochastic income and recursive utility
    by Wang, Chong & Wang, Neng & Yang, Jinqiang

  • 2016 A test for risk-averse expected utility
    by Chambers, Christopher P. & Liu, Ce & Martinez, Seung-Keun

  • 2016 Enhancing mean–variance portfolio selection by modeling distributional asymmetries
    by Yew Low, Rand Kwong & Faff, Robert & Aas, Kjersti

  • 2016 Does the Shariah screening process matter? Evidence from Shariah compliant portfolios
    by Ashraf, Dawood & Khawaja, Mohsin

  • 2016 Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region
    by El-Masry, Ahmed A. & de Mingo-López, Diego Víctor & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili

  • 2016 Financial decision-making in the household: Exploring the importance of survey respondent, health, cognitive ability and personality
    by Johnston, David W. & Kassenboehmer, Sonja C. & Shields, Michael A.

  • 2016 Financial literacy, confidence and financial advice seeking
    by Kramer, Marc M.

  • 2016 Price reaction and disagreement over public signal
    by Au, Pak Hung

  • 2016 Optimal dynamic tax evasion: A portfolio approach
    by Levaggi, Rosella & Menoncin, Francesco

  • 2016 As easy as pie: How retirement savers use prescribed investment disclosures
    by Bateman, Hazel & Dobrescu, Loretti I. & Newell, Ben R. & Ortmann, Andreas & Thorp, Susan

  • 2016 Stock return predictability and investor sentiment: A high-frequency perspective
    by Sun, Licheng & Najand, Mohammad & Shen, Jiancheng

  • 2016 Locus of control and savings
    by Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G.

  • 2016 Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
    by Cao, Jie & Han, Bing

  • 2016 The economic value of controlling for large losses in portfolio selection
    by Dias, Alexandra

  • 2016 Cash flow news, discount rate news, and momentum
    by Celiker, Umut & Kayacetin, Nuri Volkan & Kumar, Raman & Sonaer, Gokhan

  • 2016 Stock returns and future tense language in 10-K reports
    by Karapandza, Rasa

  • 2016 The predictive performance of commodity futures risk factors
    by Ahmed, Shamim & Tsvetanov, Daniel

  • 2016 Myopic loss aversion and stock investments: An empirical study of private investors
    by Lee, Boram & Veld-Merkoulova, Yulia

  • 2016 Characteristics-based portfolio choice with leverage constraints
    by Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip

  • 2016 Are there exploitable trends in commodity futures prices?
    by Han, Yufeng & Hu, Ting & Yang, Jian

  • 2016 Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests
    by Koliai, Lyes

  • 2016 Multiperiod portfolio optimization with multiple risky assets and general transaction costs
    by Mei, Xiaoling & DeMiguel, Victor & Nogales, Francisco J.

  • 2016 Long-term industry reversals
    by Wu, Yuliang & Mazouz, Khelifa

  • 2016 How does pricing affect investors’ product choice? Evidence from the market for discount certificates
    by Entrop, Oliver & Fischer, Georg & McKenzie, Michael & Wilkens, Marco & Winkler, Christoph

  • 2016 Financial constraints and international trade with endogenous mode of competition
    by Bouët, Antoine & Vaubourg, Anne-Gaël

  • 2016 Foster–Hart optimal portfolios
    by Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin

  • 2016 The effect of social screening on bond mutual fund performance
    by Henke, Hans-Martin

  • 2016 A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance
    by Focardi, Sergio M. & Fabozzi, Frank J. & Mitov, Ivan K.

  • 2016 Firm geographic dispersion and financial analysts’ forecasts
    by Platikanova, Petya & Mattei, Marco Maria

  • 2016 Assessing the information content of short-selling metrics using daily disclosures
    by Comerton-Forde, Carole & Do, Binh Huu & Gray, Philip & Manton, Tom

  • 2016 Do hedge funds dynamically manage systematic risk?
    by Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P.

  • 2016 Corporate finance and the governance implications of removing government support programs
    by Jacob, Martin & Johan, Sofia & Schweizer, Denis & Zhan, Feng

  • 2016 Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds
    by Racicot, François-Éric & Théoret, Raymond

  • 2016 Flight-to-quality and correlation between currency and stock returns
    by Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin

  • 2016 Magnitudes of Market Inefficiency: Theory and Application
    by Miyakoshi, Tatsuyoshi & Tsukuda, Yoshihiko & Shimada, Junji

  • 2016 The activities of buy-side analysts and the determinants of their stock recommendations
    by Brown, Lawrence D. & Call, Andrew C. & Clement, Michael B. & Sharp, Nathan Y.

  • 2016 Director networks and informed traders
    by Akbas, Ferhat & Meschke, Felix & Wintoki, M. Babajide

  • 2016 Sovereign Wealth Funds' Internationalization Strategies: The Use of Investment Vehicles
    by Murtinu, Samuele & Scalera, Vittoria G.

  • 2016 Optimal mean–variance efficiency of a family with life insurance under inflation risk
    by Liang, Zongxia & Zhao, Xiaoyang

  • 2016 A stochastic Nash equilibrium portfolio game between two DC pension funds
    by Guan, Guohui & Liang, Zongxia

  • 2016 Lifetime ruin under ambiguous hazard rate
    by Young, Virginia R. & Zhang, Yuchong

  • 2016 Optimally investing to reach a bequest goal
    by Bayraktar, Erhan & Young, Virginia R.

  • 2016 Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
    by Guan, Guohui & Liang, Zongxia

  • 2016 Minimizing the probability of lifetime drawdown under constant consumption
    by Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R.

  • 2016 Minimizing lifetime poverty with a penalty for bankruptcy
    by Cohen, Asaf & Young, Virginia R.

  • 2016 Optimal life-insurance selection and purchase within a market of several life-insurance providers
    by Mousa, A.S. & Pinheiro, D. & Pinto, A.A.

  • 2016 Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling
    by Zhang, Xin & Meng, Hui & Zeng, Yan

  • 2016 Asymptotic analysis for target asset portfolio allocation with small transaction costs
    by Liu, Cong & Zheng, Harry

  • 2016 Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps
    by Zeng, Yan & Li, Danping & Gu, Ailing

  • 2016 Human capital and international portfolio diversification: A reappraisal
    by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo

  • 2016 Investor response to online value line rank changes: Foreign versus local stocks
    by Prombutr, Wikrom & Lockwood, Jimmy & Zhang, Ying & Le, Steven V.

  • 2016 Intra-day realized volatility for European and USA stock indices
    by Degiannakis, Stavros & Floros, Christos

  • 2016 Taming the Basel leverage cycle
    by Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C.

  • 2016 Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?
    by Bijlsma, Melle & Vermeulen, Robert

  • 2016 Pricing default risk: The good, the bad, and the anomaly
    by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

  • 2016 Banks and sovereign risk: A granular view
    by Buch, Claudia M. & Koetter, Michael & Ohls, Jana

  • 2016 Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods
    by Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun

  • 2016 What׳s a name worth? The impact of a likeable stock ticker symbol on firm value
    by Xing, Xuejing & Anderson, Randy I. & Hu, Yan

  • 2016 The total benefit of alternative assets to pension fund portfolios
    by Jackwerth, Jens Carsten & Slavutskaya, Anna

  • 2016 Does mood affect trading behavior?
    by Kaustia, Markku & Rantapuska, Elias

  • 2016 Dissecting the bond profitability premium
    by Campbell, T. Colin & Chichernea, Doina C. & Petkevich, Alex

  • 2016 Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis
    by Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa

  • 2016 Pure higher-order effects in the portfolio choice model
    by Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David

  • 2016 On the weight sign of the global minimum variance portfolio
    by Chiu, Wan-Yi & Jiang, Ching-Hai

  • 2016 A note on optimal portfolios under regime–switching
    by Haas, Markus

  • 2016 Almost stochastic dominance for risk averters and risk seeker
    by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

  • 2016 Does the earnings quality matter? Evidence from a quasi-experimental setting
    by Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano

  • 2016 Quantile behaviour of cointegration between silver and gold prices
    by Zhu, Huiming & Peng, Cheng & You, Wanhai

  • 2016 Dynamic consumption and portfolio choice with permanent learning
    by Lee, Hyun-Tak

  • 2016 Multi-period portfolio optimization under probabilistic risk measure
    by Sun, Yufei & Aw, Grace & Teo, Kok Lay & Zhu, Yanjian & Wang, Xiangyu

  • 2016 Portfolio selection with conservative short-selling
    by Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J.

  • 2016 Portfolio optimization using asymmetry robust mean absolute deviation model
    by Li, Ping & Han, Yingwei & Xia, Yong

  • 2016 Solving the SRI puzzle? A note on the mainstreaming of ethical investment
    by Erragragui, Elias & Lagoarde-Segot, Thomas

  • 2016 African stock markets convergence: Regional and global analysis
    by Boako, Gideon & Alagidede, Paul

  • 2016 Real option, debt maturity and equity default swaps under negotiation
    by Gan, Liu & Luo, Pengfei & Yang, Zhaojun

  • 2016 The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan
    by Chen, Chien-Hua & Su, Xuan-Qi & Lin, Jun-Biao

  • 2016 Model misspecification and pricing of illiquid claims
    by Rubtsov, Alexey

  • 2016 Momentum: Further Evidence from Australia
    by Ji, Xiuqing

  • 2016 The macro-finance environment and asset allocation: A simultaneous equation approach
    by Moreno, Antonio & Orlando, James & Redin, Dulce M.

  • 2016 Does frequency matter for intraday technical trading?
    by Frömmel, Michael & Lampaert, Kevin

  • 2016 Ambiguity and optimal portfolio choice with Value-at-Risk constraint
    by Jang, Bong-Gyu & Park, Seyoung

  • 2016 Are there significant premiums in the Saudi stock market?
    by Alkhareif, Ryadh

  • 2016 The Sharpe ratio of estimated efficient portfolios
    by Kourtis, Apostolos

  • 2016 Stochastic dominance and the omega ratio
    by Fong, Wai Mun

  • 2016 Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences
    by Boermans, Martijn A. & Vermeulen, Robert

  • 2016 Copula function approaches for the analysis of serial and cross dependence in stock returns
    by Rivieccio, Giorgia & De Luca, Giovanni

  • 2016 Enhanced index tracking optimal portfolio selection
    by de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz

  • 2016 Echo effects and the returns from 52-week high strategies
    by Chen, An-Sing & Yang, Wayne

  • 2016 On the structural estimation of an optimal portfolio rule
    by Castañeda, Pablo & Devoto, Benjamín

  • 2016 The betting against beta anomaly: Fact or fiction?
    by Buchner, Axel & Wagner, Niklas

  • 2016 A note on why doesn't the choice of performance measure matter?
    by Guo, Biao & Xiao, Yugu

  • 2016 Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective
    by Soler-Domínguez, Amparo & Matallín-Sáez, Juan Carlos

  • 2016 Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies
    by Lim, Byung Hwa & Kwak, Minsuk

  • 2016 Socially responsible, green, and faith-based investment strategies: Screening activity matters!
    by Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian

  • 2016 Long-term perspective on the stock market matters in asset pricing
    by Park, Heungju & Sohn, Bumjean

  • 2016 Hedging capabilities of bitcoin. Is it the virtual gold?
    by Dyhrberg, Anne Haubo

  • 2016 Commonality in liquidity: Effects of monetary policy and macroeconomic announcements
    by Sensoy, Ahmet

  • 2016 Retirement with risk aversion change and borrowing constraints
    by Jang, Bong-Gyu & Lee, Ho-Seok

  • 2016 Dynamic spillover effects in futures markets: UK and US evidence
    by Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas

  • 2016 New findings on repurchase anomaly — The first-month effect
    by Li, Lingxiang

  • 2016 Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information
    by Dang, Ha V. & Lin, Mi

  • 2016 On Economic Space notion
    by Olkhov, Victor

  • 2016 An examination of the benefits of dynamic trading strategies in U.K. closed-end funds
    by Fletcher, Jonathan & Basu, Devraj

  • 2016 Risk-return trade-off for European stock markets
    by Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S.

  • 2016 Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection
    by Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik

  • 2016 Benefits from social trading? Empirical evidence for certificates on wikifolios
    by Oehler, Andreas & Horn, Matthias & Wendt, Stefan

  • 2016 The modified dividend–price ratio
    by Polimenis, Vassilis & Neokosmidis, Ioannis M.

  • 2016 UK equity mutual fund alphas make a comeback
    by Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa

  • 2016 Global commodities and African stocks: A ‘market of one?’
    by Boako, Gideon & Alagidede, Paul

  • 2016 US firms – How global are they? A longitudinal study
    by O'Hagan-Luff, Martha & Berrill, Jenny

  • 2016 A review of behavioural and management effects in mutual fund performance
    by Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall

  • 2016 Another January effect—Evidence from stock split announcements
    by Beladi, Hamid & Chao, Chi Chur & Hu, May

  • 2016 Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
    by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco

  • 2016 Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors
    by Stafylas, Dimitrios & Anderson, Keith & Uddin, Moshfique

  • 2016 The Christmas effect—Special dividend announcements
    by Beladi, Hamid & Chao, Chi Chur & Hu, May

  • 2016 Exuberance in China's renewable energy investment: Rationality, capital structure and implications with firm level evidence
    by Zhang, Dayong & Cao, Hong & Zou, Peijiang

  • 2016 A real options model for renewable energy investment with application to solar photovoltaic power generation in China
    by Zhang, M.M. & Zhou, P. & Zhou, D.Q.

  • 2016 CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation
    by Inzunza, Andrés & Moreno, Rodrigo & Bernales, Alejandro & Rudnick, Hugh

  • 2016 On the dynamic links between commodities and Islamic equity
    by Nagayev, Ruslan & Disli, Mustafa & Inghelbrecht, Koen & Ng, Adam

  • 2016 What the investors need to know about forecasting oil futures return volatility
    by Wang, Yudong & Liu, Li & Ma, Feng & Wu, Chongfeng

  • 2016 Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
    by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong

  • 2016 Duality in mean-variance frontiers with conditioning information
    by Peñaranda, Francisco & Sentana, Enrique

  • 2016 Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation
    by Paya, Ivan & Wang, Peng

  • 2016 Immigrant-native differences in stockholding – The role of cognitive and non-cognitive skills
    by Luik, Marc-André & Steinhardt, Max Friedrich

  • 2016 Limits to mutual funds' ability to rely on mean/variance optimization
    by Karagiannidis, Iordanis & Vozlyublennaia, Nadia

  • 2016 Are idiosyncratic volatility and MAX priced in the Canadian market?
    by Aboulamer, Anas & Kryzanowski, Lawrence

  • 2016 Risk and return of short-duration equity investments
    by Cejnek, Georg & Randl, Otto

  • 2016 Air pollution and stock returns: Evidence from a natural experiment
    by Lepori, Gabriele M.

  • 2016 Conditional portfolio allocation: Does aggregate market liquidity matter?
    by Bazgour, Tarik & Heuchenne, Cedric & Sougné, Danielle

  • 2016 Overreaction in ChiNext IPOs' initial returns: How much and what caused it?
    by Deng, Qi & Zhou, Zhong-guo

  • 2016 Financial crises and contagion vulnerability of MENA stock markets
    by Neaime, Simon

  • 2016 Collateralized borrowing and risk taking at low interest rates
    by Cociuba, Simona E. & Shukayev, Malik & Ueberfeldt, Alexander

  • 2016 The Elephant In The Ground: Managing Oil And Sovereign Wealth
    by van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel

  • 2016 Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe
    by Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar

  • 2016 Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price
    by Mykland, Per A. & Zhang, Lan

  • 2016 The large-sample distribution of the maximum Sharpe ratio with and without short sales
    by Maller, Ross & Roberts, Steven & Tourky, Rabee

  • 2016 Heavy tails and copulas: Limits of diversification revisited
    by Ibragimov, Rustam & Prokhorov, Artem

  • 2016 Time-inconsistent preferences, investment and asset pricing
    by Liu, Bo & Lu, Lei & Mu, Congming & Yang, Jinqiang

  • 2016 Information and investment under uncertainty
    by Dumitrescu, Ariadna & Gil-Bazo, Javier

  • 2016 Effects of dependent coverage mandate on household precautionary savings: Evidence from the 2010 Affordable Care Act
    by Lee, Daeyong

  • 2016 Do different time-horizons in volatility have any significance for the emerging markets?
    by Alper Gormus, N.

  • 2016 Gender differences in financial risk taking: The role of financial literacy and risk tolerance
    by Bannier, Christina E. & Neubert, Milena

  • 2016 Herding among local individual investors: Evidence from online and offline trading
    by Choi, Sujung

  • 2016 The Joneses’ income and debt market participation: Empirical evidence from bank account data
    by Berlemann, Michael & Salland, Jan

  • 2016 European bond markets: Do illiquidity and concentration aggravate price shocks?
    by Boermans, Martijn Adriaan & Frost, Jon & Steins Bisschop, Sophie

  • 2016 Reputation acquisition in imperfect financial markets
    by Asano, Koji

  • 2016 Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States
    by Tian, Shuairu & Hamori, Shigeyuki

  • 2016 Performance of Canadian hybrid mutual funds
    by Ayadi, Mohamed A. & Chaibi, Anis & Kryzanowski, Lawrence

  • 2016 Wealth effect and investor sentiment
    by Tsai, I-Chun

  • 2016 Mutual fund selection and performance persistence in 401(k) Plans
    by Chen, Hsuan-Chi & Lai, Christine W. & Wu, Sheng-Ching

  • 2016 Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market
    by Chen, Chen & Lee, Hsiu-Chuan & Liao, Tzu-Hsiang

  • 2016 An analysis of government loan guarantees and direct investment through public-private partnerships
    by Soumaré, Issouf & Lai, Van Son

  • 2016 Information advantage, short sales, and stock returns: Evidence from short selling reform in China
    by Feng, Xunan & Chan, Kam C.

  • 2016 Explicit solutions to dynamic portfolio choice problems: A continuous-time detour
    by Legendre, François & Togola, Djibril

  • 2016 Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
    by Pouliot, William

  • 2016 Safe-haven demand for housing in London
    by Eraslan, Sercan

  • 2016 Evidence of cross-asset contagion in U.S. markets
    by Chang, Guang-Di & Cheng, Po-Ching

  • 2016 Islamic financial markets and global crises: Contagion or decoupling?
    by Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios

  • 2016 Stock market liquidity and economic cycles: A non-linear approach
    by Switzer, Lorne N. & Picard, Alan

  • 2016 Volatile oil and the U.S. economy
    by Gormus, N. Alper & Atinc, Guclu

  • 2016 Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
    by Ewald, Christian-Oliver & Zhang, Hai

  • 2016 The annuity puzzle remains a puzzle
    by Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M.

  • 2016 On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
    by Cong, F. & Oosterlee, C.W.

  • 2016 Asset retirement with infinitely repeated alternative replacements: Harvest age and species choice in forestry
    by Ben Abdallah, Skander & Lasserre, Pierre

  • 2016 Alpha-robust mean-variance reinsurance-investment strategy
    by Li, Bin & Li, Danping & Xiong, Dewen

  • 2016 Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data
    by Liu, Xuan & Yang, Fang & Cai, Zongwu

  • 2016 Equilibria under monetary and fiscal policy interactions in a portfolio choice model
    by Gliksberg, Baruch

  • 2016 Asset prices with non-permanent shocks to consumption
    by Pohl, Walter & Schmedders, Karl & Wilms, Ole

  • 2016 Optimal asset allocation with fixed-term securities
    by Desmettre, Sascha & Seifried, Frank Thomas

  • 2016 Optimal capital structure and investment decisions under time-inconsistent preferences
    by Tian, Yuan

  • 2016 Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation
    by Cong, F. & Oosterlee, C.W.

  • 2016 Do local causations matter? The effect of firm location on the relations of ROE, R&D, and firm SIZE with MARKET-TO-BOOK
    by Carosi, Andrea

  • 2016 Does going private add value through operating improvements?
    by Ayash, Brian & Schütt, Harm

  • 2016 Board governance, monetary interest, and closed-end fund performance
    by Kryzanowski, Lawrence & Mohebshahedin, Mahmood

  • 2016 Sentiment traders & IPO initial returns: The Indian evidence
    by Clarke, Jonathan & Khurshed, Arif & Pande, Alok & Singh, Ajai K.

  • 2016 An evaluation of Altman's Z-score using cash flow ratio to predict corporate failure amid the recent financial crisis: Evidence from the UK
    by Almamy, Jeehan & Aston, John & Ngwa, Leonard N.

  • 2016 Metal Vadeli Ýþlem Piyasalarý ve Doðrusal Olmayan Dinamikleri
    by Ayben KOY & Güldenur ÇETÝN

  • 2016 BÝST Endekslerinin Risk Temelli Performans Karþýlaþtýrmasý
    by Öykü YÜCEL

  • 2016 Investigating and Comparing Some Consumption-based Asset Pricing Models: The Case of Iran
    by Azam Mohammadzadeh & Mohammad Nabi Shahiki Tash & Reza Roshan

  • 2016 Price of Political Uncertainty: Evidence from Ghanaian Treasury Bills
    by Kwame Osei-Assibey

  • 2016 Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India
    by Prashant Sharma & Prashant Gupta & Anurag Singh

  • 2016 The Effectiveness of Catastrophe Bonds in Portfolio Diversification
    by Massimo Mariani & Paola Amoruso

  • 2016 Semi Strong Form Efficiency Test of the Nigerian Stock Market: Evidence from Event Study Analysis of Bonus Issues
    by Charles O. Manasseh & Chukwuka Kenneth Ozuzu & Jonathan E. Ogbuabor

  • 2016 Market Interactions in Gold and Stock Markets: Evidences from Saudi Arabia
    by E.M. Afsal & Mohammad Imdadul Haque

  • 2016 Wealth Effects from Banks Mergers and Acquisitions in Eastern Europe
    by Georgios Kyriazopoulos

  • 2016 An Examination of the Month-of-the-year Effect at Damascus Securities Exchange
    by Sulaiman Mouselli & Hazem Al-Samman

  • 2016 Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect
    by Faisal Khan & Saif-Ur-Rehman Khan & Hashim Khan

  • 2016 Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market
    by Monira Essa Aloud

  • 2016 Impact of Financial Literacy and Investment Experience on Risk Tolerance and Investment Decisions: Empirical Evidence from Pakistan
    by Mustabsar Awais & M. Fahad Laber & Nilofer Rasheed & Aisha Khursheed

  • 2016 Time Series Analysis Indicators under Directional Changes: The Case of Saudi Stock Market
    by Monira Essa Aloud

  • 2016 A Straightforward Analysis of Sector Portfolios in the US Stock Market
    by Francisco JAREÑO & Marta TOLENTINO & Loredana NEGRUT

  • 2016 Anlageverhalten privater Haushalte in Deutschland: die Rolle der realen Renditen
    by Christine Annuß & Manuel Rupprecht

  • 2016 A Modified Harmony Search Algorithm For Portfolio Optimization Problems
    by ShouHeng Tuo

  • 2016 An Analysis of the Romanian E-Commerce Trade Trends in European Perspective
    by VERGIL VOINEAGU & SIMONA NICOLETA VASILACHE & DANIELA ŞERBAN & SILVIA ELENA CRISTACHE & LIVIU STELIAN BEGU

  • 2016 Using Technical Analysis for Portfolio Selection and Post-Investment Analysis
    by FLORIN TURCAŞ & FLORIN DUMITER & ALEXANDRA BRAICA & PETRE BREZEANU & ANCA OPREŢ

  • 2016 Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits
    by Eymen Errais & Dhikra Bahri

  • 2016 Effects of foreign direct investments. Evidence from Southeast Europe
    by Mico Apostolov

  • 2016 Payment innovations in Poland: a new approach of the banking sector to introducing payment solutions
    by Michal Polasik & Dariusz Piotrowski

  • 2016 Performance of pension funds and stable growth open investment funds during the changes in the Polish retirement system
    by Krzysztof Kompa & Dorota Witkowska

  • 2016 ¿Crean valor los fondos de inversión colectiva colombianos enfocados en acciones?
    by Juan David Monsalve & Nicolas Arango Toro

  • 2016 Uncovering the portfolio balance channel with the use of sovereign credit ratings
    by Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas

  • 2016 Precios de los activos bajo ambigüedad estructural: portafolios cautelosos, prudenciales y conservadores
    by Jimmy Melo

  • 2016 Les activités de shadow banking dans un contexte de bas taux d’intérêt : une perspective de flux financiers
    by Günter W. Beck & Hans-Helmut Kotz

  • 2016 Persistence in Mutual Fund Performance in Brazil
    by João Nascimento Nerasti & Claudio Ribeiro Lucinda

  • 2016 The Behaviour of Volatility Components of Brazilian Stocks
    by Hudson Chaves Costa & João Henrique Gonçalves Mazzeu & Newton Carneiro Affonso da Costa Jr.

  • 2016 Determinants of Foreign Investment in the Brazilian Stock Market
    by Walter Gonçalves Junior & William Eid Junior

  • 2016 The Cross-Section of Expected Stock Returns in Brazil
    by Gyorgy Varga & Ricardo Dias de Oliveira Brito

  • 2016 Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios
    by Ricardo Pereira Câmara Leal & Carlos Heitor Campani

  • 2016 Performance persistence in institutional investment management: The case of Chinese equity funds
    by Zia-ur-Rehman Rao & Amjad Iqbal & Muhammad Zubair Tauni

  • 2016 Should pension funds hedge currency risk? The case of Poland
    by Radoslaw Kurach & Daniel Papla

  • 2016 Investor education and trading activity on the stock market
    by Kristjan Liivamagi

  • 2016 Structure et évolution des portefeuilles-titres des personnes physiques : des comportements qui diffèrent selon l’âge, la catégorie socio-professionnelle et le montant des portefeuilles
    by HODEAU, A.

  • 2016 La destination finale des placements financiers des ménages avant et pendant la crise
    by BACHELLERIE, A. & CHARAVEL, C. & PFISTER, C.

  • 2016 Uncovering the portfolio balance channel with the use of sovereign credit ratings
    by Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas

  • 2016 Precios de los activos bajo ambigüedad estructural: portafolios cautelosos, prudenciales y conservadores
    by Jimmy Melo

  • 2016 A Study of Excess Savings at the Firm Level in Developed Countries. Three Hypotheses about its Causes
    by Rodrigo Pérez Artica & Lisana Martinez & Leandro Brufman

  • 2016 Heuristic approach for determining efficient frontier portfolios with more than two assets, the case of ZSE
    by Tonci Svilokos

  • 2016 Analysis of Private Socially Responsible Investment: The Impact of Personal Concern with Corporate Social Responsibility
    by Francesco Gangi & Ida Camminatiello & Nicola Varrone

  • 2016 Analysts’ Forecasts and Asset Pricing: A Survey
    by S.P. Kothari & Eric So & Rodrigo Verdi

  • 2016 Investor Sentiment, Executive Compensation, and Investment – Some International Evidence: A Pitch
    by Dewan Mostafizur Rahman

  • 2016 The Psychology of Investing: Stock Market Recommendations and Their Impact on Investors’ Decisions (The Example of the Polish Stock Market)
    by Jakub Keller & Radoslaw Pastusiak

  • 2016 The Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange to Sovereign Wealth Funds
    by Dariusz Urban

  • 2016 Generalized Systematic Risk
    by Ohad Kadan & Fang Liu & Suying Liu

  • 2016 Debt Portfolios and Homestead Exemptions
    by Thomas Hintermaier & Winfried Koeniger

  • 2016 Runs on Money Market Mutual Funds
    by Lawrence Schmidt & Allan Timmermann & Russ Wermers

  • 2016 Long-Run Risk Is the Worst-Case Scenario
    by Rhys Bidder & Ian Dew-Becker

  • 2016 The Realization Effect: Risk-Taking after Realized versus Paper Losses
    by Alex Imas

  • 2016 On the Optimal Inflation Rate
    by Markus K. Brunnermeier & Yuliy Sannikov

  • 2016 Medicare Part D and Portfolio Choice
    by Padmaja Ayyagari & Daifeng He

  • 2016 On the Timing and Pricing of Dividends: Reply
    by Jules H. van Binsbergen & Ralph S. J. Koijen

  • 2016 On the Timing and Pricing of Dividends: Comment
    by Florian Schulz

  • 2016 Intrinsic Liquidity in Conditional Volatility Models
    by Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan

  • 2015 The effects of contingent convertible (CoCo) bonds on insurers' capital requirements under Solvency II
    by Niedrig, Tobias & Gründl, Helmut

  • 2015 Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
    by Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei

  • 2015 Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
    by Mehmet Balcilar & Rangan Gupta & Clement Kyei

  • 2015 A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
    by Stelios Bekiros & Rangan Gupta & Clement Kyei

  • 2015 Quantifying Risk and Return in Different Scenarios [Cuantificarea rentabilităţii şi riscului activelor în diverse scenarii]
    by Pieleanu Florin Dan

  • 2015 Long-Term Portfolio Investment: New Insight into Return and Risk
    by A. Abramov & A. Radygin & M. Chernova.

  • 2015 Effectiveness of Pension Saving Management: Theoretical and Empirical Aspects
    by A. Abramov & A. Radygin & M. Chernova & K. Akshentseva.

  • 2015 A wholistic Approach to Diversification Management: The Diversification Delta Strategy applied to non-normal Return Distributions
    by Eduard Baitinger & Iliya Kutsarov & Thomas Maier & Marcus Storr & Tao Wan

  • 2015 Time-Varying Beta Risk and Its Modeling Techniques for Turkish Industry Portfolios
    by Vasif ABİYEV

  • 2015 Making Second Order Stochastic Dominance inefficient Mean Variance Portfolio efficient: Application in Turkish BIST-30 Index
    by Celal Barkan GÜRAN & Oktay TAŞ

  • 2015 Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers
    by Ravioli, Mario & Fabregat-Aibar, Laura

  • 2015 Centralized trading of corporate bonds
    by Samuel Huber & Jaehong Kim

  • 2015 On the optimal quantity of liquid bonds
    by Samuel Huber & Jaehong Kim

  • 2015 Mean-risk hedging strategies in electricity markets with limited liquidity
    by Woll, Oliver

  • 2015 Are SRI funds conventional funds in disguise or do they live up to their name?
    by Nitsche, Christin & Schröder, Michael

  • 2015 Specialized human capital, unemployment risk, and the value premium
    by Jank, Stephan

  • 2015 The Role of Uncertainty Avoidance in Foreign Investment Bias
    by Erdogan, Burcu

  • 2015 Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results
    by Wulff, Alexander & Heinemann, Maik

  • 2015 What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III
    by Schröder, Michael

  • 2015 Equity premium prediction: Are economic and technical indicators instable?
    by Baetje, Fabian & Menkhoff, Lukas

  • 2015 Wealth Inequality and Homeownership in Europe
    by Preugschat, Edgar & Kaas, Leo & Kocharkov, Georgi

  • 2015 Funding Dynamics in Crowdinvesting
    by Hornuf, Lars & Schwienbacher, Armin

  • 2015 Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
    by von Gaudecker, Hans-Martin & Drerup, Tilman & Enke, Benjamin

  • 2015 Gender differentiation in risk-taking behavior: On the relative risk aversion of single men and single women
    by Stark, Oded & Zawojska, Ewa

  • 2015 The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under solvency II
    by Niedrig, Tobias & Gründl, Helmut

  • 2015 Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation
    by Niedrig, Tobias

  • 2015 Financial education, literacy and investment attitudes
    by Brugiavini, Agar & Cavapozzi, Danilo & Padula, Mario & Pettinicchi, Yuri

  • 2015 "Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
    by Branger, Nicole & Schlag, Christian & Wu, Lue

  • 2015 Am I my Peer's Keeper? Social Responsibility in Financial Decision Making
    by Füllbrunn, Sascha & Luhan, Wolfgang J.

  • 2015 Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100
    by Krauss, Christopher & Stübinger, Johannes

  • 2015 Corporate Governance Structures and Financial Constraints in Multinational Enterprises – An Analysis in Selected European Transition Economies on the Basis of the IWH FDI Micro Database 2013 –
    by Gauselmann, Andrea & Noth, Felix

  • 2015 Banks and Sovereign Risk: A Granular View
    by Buch, Claudia M. & Koetter, Michael & Ohls, Jana

  • 2015 Censored Fractional Response Model: Estimating Heterogeneous Relative Risk Aversion of European Households
    by Xiong, Qizhou

  • 2015 The Impact of Risk Attitudes on Financial Investments
    by Hyll, Walter & Irrek, Maike

  • 2015 An investment initiative for fiscally constrained EU member states: The role of synergetic financial instruments
    by Zeilbeck, Severin

  • 2015 Financial literacy and savings account returns
    by Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman

  • 2015 Immigrant-native differences in stockholding: The role of cognitive and non-cognitive skills
    by Luik, Marc-André & Steinhardt, Max Friedrich

  • 2015 Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective
    by Marczak, Martyna & Beissinger, Thomas

  • 2015 Are SRI funds conventional funds in disguise or do they live up to their name?
    by Nitsche, Christin & Schröder, Michael

  • 2015 What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III
    by Lang, Michael & Schröder, Michael

  • 2015 Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data
    by Avdulaj, Krenar & Barunik, Jozef

  • 2015 The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
    by Huerta, Daniel & Egly, Peter V. & Escobari, Diego

  • 2015 Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices
    by Mehta, Deepshikha

  • 2015 Foreign Under-Investment in US Securities and the Role of Relational Capital
    by Michael, Bryane

  • 2015 CP ALL and the Case of Value Web Creation
    by Michael, Bryane & Hartwell, Christopher A. & Korovkin, Vladimir

  • 2015 The "tone effect" of news on investor beliefs: An experimental approach
    by Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta

  • 2015 Managerial ownership changes and mutual fund performance
    by Martin, Thorsten & Sonnenburg, Florian

  • 2015 Tail risk in hedge funds: A unique view from portfolio holdings
    by Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian

  • 2015 Mutual fund investment horizon and performance
    by Lan, Chunhua & Moneta, Fabio & Wermers, Russ

  • 2015 Milk or wine: Mutual funds' (dis)economies of life
    by Dahm, Laura K. & Sorhage, Christoph

  • 2015 Volatility of aggregate volatility and hedge funds returns
    by Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y.

  • 2015 Investor sentiment, flight-to-quality, and corporate bond comovement
    by Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander

  • 2015 Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows
    by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph

  • 2015 Carry and Trend Following Returns in the Foreign Exchange Market
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2015 Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2015 Portfolio Choice Under Ambiguity
    by Enrica Carbone & Xueqi Dong & John Hey

  • 2015 Multi-dimensional Risk and its Diversification
    by Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang

  • 2015 Social Network, Financial Market Participation and Asset Allocation: Evidence from China
    by Hu, Jinyan & Jiang, Mingming & Zhang, Bo

  • 2015 The Inequality Accelerator
    by Pancrazi, Roberto & Mengus , Eric

  • 2015 Debt Collateralization, Capital Structure, and Maximal Leverage
    by Feixue Gong & Gregory Phelan

  • 2015 Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability
    by Ana Fostel & John Geanakoplos & Gregory Phelan

  • 2015 Hyperbolic Discounting and Life-Cycle Portfolio Choice
    by David Love & Gregory Phelan

  • 2015 On the Robustness of Theoretical Asset Pricing Models
    by Gregory Phelan & Alexis Akira Toda

  • 2015 Collateralized Borrowing and Increasing Risk
    by Gregory Phelan

  • 2015 Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices
    by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

  • 2015 A novel initialization of PSO for costly portfolio selection problems
    by Marco Corazza & Giacomo Di Tollo & Giovanni Fasano & Raffaele Pesenti

  • 2015 Knowing is trusting? An experimental test of the role of information in advisory
    by Caterina Cruciani & Gloria Gardenal & Anna Moretti

  • 2015 Can Risk Averse Households Make Risky Investments? The Role of Trust in Others
    by Alessandro Bucciol & Barbara Cavasso & Luca Zarri

  • 2015 Does Investors' Personality Influence their Portfolios?
    by Alessandro Bucciol & Luca Zarri

  • 2015 Return Expectations and Risk Aversion Heterogeneity in Household Portfolios
    by Alessandro Bucciol & Raffaele Miniaci & Sergio Pastorello

  • 2015 Dispositional optimism and stock investments
    by Viola Angelini & Danilo Cavapozzi

  • 2015 Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading
    by Marco Corazza & Andrea Sangalli

  • 2015 Fee structure, return chasing and mutual fund choice: an experiment
    by Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra

  • 2015 Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings
    by Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian

  • 2015 Cognitive bubbles
    by Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech

  • 2015 Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession
    by Aaron Hedlund

  • 2015 Accounting for the Rise in College Tuition
    by Grey Gordon & Aaron Hedlund

  • 2015 The banking crisis with interbank market freeze
    by Jin Cheng & Meixing Dai & Frédéric Dufourt

  • 2015 Hedging Capabilities of Bitcoin. Is it the virtual gold?
    by Anne Haubo Dyhrberg

  • 2015 On The Origins of Risk-Taking
    by Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi

  • 2015 Poor Little Rich Kids? - The Determinants of the Intergenerational Transmission of Wealth
    by Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi

  • 2015 Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets
    by Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majleshi

  • 2015 Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
    by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

  • 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral

  • 2015 Funding Dynamics in Crowdinvesting
    by Lars Hornuf & Armin Schwienbacher

  • 2015 Pricing Shares in Equity Crowdfunding
    by Lars Hornuf & Matthias Neuenkirch

  • 2015 Does Confidence Predict Out-of-Domain Effort?
    by Prokudina, Elena & Renneboog, Luc & Tobler, Philippe

  • 2015 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral

  • 2015 Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
    by David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh

  • 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral

  • 2015 Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions
    by Siem Jan Koopman & Rutger Lit & André Lucas

  • 2015 Importance of Foreign Ownership and Staggered Adjustment of Capital Outflows
    by Ozgur Ozel & Mustafa Utku Ozmen & Erdal Yilmaz

  • 2015 Imputing consumption from Norwegian income and wealth registry data
    by Andreas Fagereng & Elin Halvorsen

  • 2015 When Bonds Matter: Home Bias in Goods and Assets
    by Nicolas Coeurdacier & Pierre-Olivier Gourinchas

  • 2015 Financial leverage and export quality: evidence from France
    by Flora Bellone & Michel Bernini & Sarah Guillou

  • 2015 Towards Greater Diversification in Central Bank Reserves
    by Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

  • 2015 Factor-Based v. Industry-Based Asset Allocation: The Contest
    by Marie Briere & Ariane Szafarz

  • 2015 Hedge fund predictability and optimal asset allocation
    by Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos

  • 2015 Behavior of Covariance Matrices with Equi-Correlation Approach
    by R. REYTIER & A. Blanes & Q. Gaucher & S. Thiam & P. Debled

  • 2015 Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach
    by ROENGCHAI TANSUCHAT

  • 2015 Tobacco Settlement Bonds: A Look At The Effect Of Securitization on the Credit of Sttates Using Capital Appreciation Bonds
    by James Estes &

  • 2015 Does Regulation Matter? Riskiness in Pension Asset Allocation
    by Sandra Rigot

  • 2015 Portfolio Selection with Transaction Costs and Default Risk
    by Giovanni W. Puopolo

  • 2015 Global commodities and African stocks: insights for hedging and diversification strategies
    by Gideon Boako and Paul Alagidede

  • 2015 The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective
    by Chris van Heerden

  • 2015 Large Scale Covariance Estimates for Portfolio Selection
    by Francesco Lautizi

  • 2015 Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers
    by León, Ángel & Moreno, Manuel

  • 2015 The Market Timing Ability and Return Performance of Islamic Equities: an Empirical Study
    by Mohammad, Nazeeruddin & Ashraf, Dawood

  • 2015 The Influence of Policy Regime Risks on Investments in Innovative Energy Technology
    by Garnier, Ernesto & Madlener, Reinhard

  • 2015 Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution
    by Schmidt, Lawrence & Toda, Alexis Akira

  • 2015 Financing Innovation: A Complex Nexus of Risk & Reward
    by Dutta, Sourish

  • 2015 Pricing and Liquidity in Decentralized Asset Markets
    by Uslu, Semih

  • 2015 Assessing the effects of unconventional monetary policy on pension funds risk incentives
    by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos

  • 2015 Social infrastructure investment: private finance and institutional investors
    by Inderst, Georg

  • 2015 Overconfident investors, predictable returns, and excessive trading
    by Hirshleifer, David & Daniel, Kent

  • 2015 Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles
    by Siddiqi, Hammad

  • 2015 Anchoring Heuristic and the Equity Premium Puzzle
    by Siddiqi, Hammad

  • 2015 The Impact Of Macroeconomic Indicators On The Movement Of Crobex
    by Tomić, Bojan

  • 2015 The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
    by Huerta, Daniel & Egly, Peter V. & Escobari, Diego

  • 2015 Understanding Investor behavior and it's implications on Capital Markets - The Indian Context
    by Bhaduri, Saumitra & Gupta, Saurabh

  • 2015 Capital Asset Pricing Model Adjusted for Anchoring
    by Hammad, Siddiqi

  • 2015 Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2015 Anchoring Adjusted Capital Asset Pricing Model
    by Hammad, Siddiqi

  • 2015 Are Contingent Choices Consistent?
    by Banerjee, Priyodorshi & Das, Tanmoy

  • 2015 Good Approximation of Exponential Utility Function for Optimal Futures Hedging
    by Guo, Xu & Lien, Donald & Wong, Wing-Keung

  • 2015 Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices
    by Mehta, Deepshikha

  • 2015 Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
    by Širůček, Martin & Křen, Lukáš

  • 2015 Kauzalní vztah peněžní nabídky a amerického akciového trhu
    by Širůček, Martin

  • 2015 Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis
    by Dwihasri, Dhaifina & Masih, Mansur

  • 2015 Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis
    by Rahim, Yasmin Abd & Masih, Mansur

  • 2015 Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach
    by Morad, Shahidah Nailul & Masih, Mansur

  • 2015 Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet coherence approaches
    by Buriev, Abdul Aziz & Masih, Mansur

  • 2015 Trust, happiness, and households’ financial decisions
    by Delis, Manthos & Mylonidis, Nikolaos

  • 2015 Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)
    by Harin, Alexander

  • 2015 Robustly Strategic Consumption-Portfolio Rules with Informational Frictions
    by Luo, Yulei

  • 2015 Dynamic Trading When You May Be Wrong
    by Remorov, Alexander

  • 2015 Modelo estocástico para la valuación de una inversión nanomédica
    by Garcia Fronti, Javier

  • 2015 Is gold good for hedging? lessons from the Malaysian sectoral stock indices
    by Rahim, Yasmin & Masih, Mansur

  • 2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
    by Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris

  • 2015 Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises
    by mhamdi, ghrissi

  • 2015 Foreign Bias in Australian Domiciled Mutual Fund Holdings
    by Mishra, Anil V

  • 2015 Predictability of the daily high and low of the S&P 500 index
    by Jones, Clive

  • 2015 On Flexible Linear Factor Stochastic Volatility Models
    by Malefaki, Valia

  • 2015 Returns to tail hedging
    by Bell, Peter N

  • 2015 Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand
    by Bonizzi, Bruno

  • 2015 Profiting from Mimicking Strategies in Non-Anonymous Markets
    by Vasios, Michalis & Payne, Richard & Nolte, Ingmar

  • 2015 Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?
    by Arfaoui, Mongi & Ben Rejeb, Aymen

  • 2015 As crises financeiras
    by Estrada, Fernando

  • 2015 Analiza konkurencyjnosci najwiekszych podmiotow branzy budowlanej z wojewodztwa podlaskiego na tle sektora, w oparciu o Radar Nagashimy
    by Andrzej Kowalczuk

  • 2015 Assessing the non-financial investment profitability with variable discount rate
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  • 2015 Stepwise Investment and Capacity Sizing under Uncertainty
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  • 2015 Banks’ credit-portfolio choices and riskbased capital regulation
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  • 2015 On The Origins of Risk-Taking in Financial Markets
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  • 2015 Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth
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  • 2015 Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth
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  • 2015 On The Origins of Risk-Taking
    by Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh

  • 2015 Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets
    by Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh

  • 2015 Pay Schemes, Bargaining, and Competition for Talent
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  • 2015 The contribution patterns of equity-crowdfunding investors: Gender, Risk aversion and Observational learning
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  • 2015 A Microfounded Model of Money Demand Under Uncertainty, and its Empirical Validation Using Cointegration and Rolling-Window Dynamic Multiplier Analysis
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  • 2015 Microscopic momentum in commodity futures
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  • 2015 Efficient Skewness/Semivariance Portfolios
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  • 2015 Size Distribution of Portuguese Firms between 2006 and 2012
    by Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

  • 2015 Objectives and Challenges of Macroprudential Policy
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  • 2015 Education and the local equity bias around the world
    by Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas

  • 2015 Macro-prudential Policies, Moral Hazard and Financial Fragility
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  • 2015 Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset
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  • 2015 Stock Market Investment: The Role of Human Capital
    by Athreya, Kartik B. & Ionescu, Felicia & Neelakantan, Urvi

  • 2015 Heterogeneity in decentralized asset markets
    by Hugonnier, Julien & Lester, Benjamin & Weill, Pierre-Olivier

  • 2015 Welcoming remarks at The Evolving Structure of the U.S. Treasury Market conference
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  • 2015 FRED-MD: A Monthly Database for Macroeconomic Research
    by McCracken, Michael W. & Ng, Serena

  • 2015 A Model of Anomaly Discovery
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  • 2015 Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market
    by Aramonte, Sirio & Lee, Seung Jung & Stebunovs, Viktors

  • 2015 Stock Market Investment: The Role of Human Capital
    by Athreya, Kartik B. & Ionescu, Felicia & Neelakantan, Urvi

  • 2015 Measuring Ambiguity Aversion
    by Gallant, A. Ronald & Jahan-Parvar, Mohammad & Liu, Hening

  • 2015 The Impact of Ambiguity Prudence on Insurance and Prevention
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  • 2015 European Natural Gas Seasonal Effects on Futures Hedging
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  • 2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
    by Nimet Varlık & Serdar Varlık

  • 2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
    by Nimet Varlık & Serdar Varlık

  • 2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
    by Nimet Varlık & Serdar Varlık

  • 2015 Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio
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  • 2015 Investment Rankings Based On Technical Analysis By Fuzzy Mcdm In Tehran Stock Exchange
    by Mohsen Ghobadi, Mitra Torabi

  • 2015 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
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  • 2015 Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
    by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.

  • 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

  • 2015 Risk attitudes in company boardrooms in a developing country
    by Bodeutsch, D.S. & Franses, Ph.H.B.F.

  • 2015 The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis
    by Sebastien Lleo & Bill Ziemba

  • 2015 Human capital and international portfolio diversification: a reappraisal
    by Lorenzo Bretscher & Christian Julliard & Carlo Rosa

  • 2015 Taming the Basel leverage cycle
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  • 2015 Dynamic equilibrium with rare events and heterogeneous epstein-zin investors
    by Georgy Chabakauri

  • 2015 Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors
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  • 2015 Performance appraisal of Croatian mandatory pension funds
    by Pierre Matek & Marko Lukač & Vedrana Repač

  • 2015 Extremal dependence tests for contagion
    by Renée Fry-McKibbin & Cody Yu-Ling Hsiao

  • 2015 How portfolios evolve after retirement: evidence from Australia
    by Alexandra Spicer & Olena Stavrunova & Susan Thorp

  • 2015 Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry
    by Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M.

  • 2015 The Search for Benchmarks: When Do Crowds Provide Wisdom?
    by Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y.

  • 2015 When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction
    by Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A.

  • 2015 Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective
    by Israeli, Doron & Lee, Charles M. C. & Sridharan, Suhas A.

  • 2015 Prices and Volatilities in the Corporate Bond Market
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  • 2015 How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity
    by Bollen, Nicolas P. B. & Sensoy, Berk A.

  • 2015 Psychological Barriers, Expectational Errors, and Underreaction to News
    by Birru, Justin

  • 2015 The Inequality Accelerator
    by Mengus , Eric & Pancrazi , Roberto

  • 2015 Managerial Ownership Changes and Mutual Fund Performance
    by Martin , Thorsten & Sonnenburg , Florian

  • 2015 Geographical Vibrancy and Firm Performance
    by Ovtchinnikov , Alexei & Cooper , Michael

  • 2015 The Capacity of Trading Strategies
    by Thesmar , David & Landier , Augustin

  • 2015 A Certainty Equivalent Valuation of Social Security Entitlements
    by Catherine , Sylvain

  • 2015 Designing a corporate bond index on solvency criteria
    by Lauren Stagnol

  • 2015 Towards Greater Diversification in Central Bank Reserves
    by Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

  • 2015 Equity Prices and Fundamentals: a DDM-APT Mixed Approach
    by Fredj Jawadi & Georges Prat

  • 2015 Family, friends and framing: A cross-country study of subjective survival expectations
    by Federica Teppa & Susan Thorp & Hazel Bateman

  • 2015 Short-termism of long-term investors? The investment behaviour of Dutch insurance companies and pension funds
    by Patty Duijm & Sophie Steins Bisschop

  • 2015 Scale economies in pension fund investments: A dissection of investment costs across asset classes
    by Dirk Broeders & Arco van Oord & David Rijsbergen

  • 2015 Insurance companies' trading behaviour during the European Sovereign debt crisis: Flight home or flight to quality?
    by Melle Bijlsma & Robert Vermeulen

  • 2015 Childhood Roots of Financial Literacy
    by Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff

  • 2015 Investment Horizons and Price Indeterminacy in Financial Markets
    by Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder

  • 2015 Measuring and managing liquidity risk in the Hungarian practice
    by Szűcs, Balázs Árpád & Váradi, Kata

  • 2015 An analysis of the dynamics of efficiency of mutual funds
    by Veiga, Helena & Ramos, Sofía B. & Galán, Jorge

  • 2015 French households financial wealth: which changes in 20 years?
    by J.-B. BERNARD & L. BERTHET

  • 2015 Early Option Exercise: Never Say Never
    by Pedersen, Lasse Heje & Vestergaard Jensen, Mads

  • 2015 Climate Change and Long-Run Discount Rates: Evidence from Real Estate
    by Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes & Weber, Andreas

  • 2015 Investing in Systematic Factor Premiums
    by Koedijk, Kees & Slager, Alfred & Stork, Philip

  • 2015 Are retail traders compensated for providing liquidity?
    by Barrot, Jean-Noël & Kaniel, Ron & Sraer, David

  • 2015 Is a normal copula the right copula?
    by Amengual, Dante & Sentana, Enrique

  • 2015 Do Social Factors Influence Investment Behaviour and Performance? Evidence from Mutual Fund Holdings
    by Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke

  • 2015 Trading Fees and Slow-Moving Capital
    by Buss, Adrian & Dumas, Bernard J

  • 2015 The supply side of household finance
    by Foà, Gabriele & Gambacorta, Leonardo & Guiso, Luigi & Mistrulli, Paolo Emilio

  • 2015 Asymmetries and Portfolio Choice
    by Dahlquist, Magnus & Farago, Adam & Tédongap, Roméo

  • 2015 On the Origins of Risk-Taking
    by Black, Sandra & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh

  • 2015 Downside Risk Timing by Mutual Funds
    by Bodnaruk, Andriy & Chokaev, Bekhan & Simonov, Andrei

  • 2015 Does Product Familiarity Matter for Participation?
    by Fuchs-Schündeln, Nicola & Haliassos, Michael

  • 2015 Financial Markets where Traders Neglect the Informational Content of Prices
    by Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri

  • 2015 A Multivariate Model of Strategic Asset Allocation with Longevity Risk
    by Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio

  • 2015 Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
    by Joenväärä, Juha & Kosowski, Robert

  • 2015 The Valuation Channel of External Adjustment
    by Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro

  • 2015 Personal Pensions with Risk sharing: Affordable, Adequate and Stable Private Pensions in Europe
    by Bovenberg, A Lans & Nijman, Theo E

  • 2015 Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets
    by Black, Sandra & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh

  • 2015 Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
    by Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T & Wang, Yihui

  • 2015 Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
    by Buss, Adrian & Uppal, Raman & Vilkov, Grigory

  • 2015 The Dynamics of Financially Constrained Arbitrage
    by Gromb, Denis & Vayanos, Dimitri

  • 2015 Life-Cycle Portfolio choice with Liquid and Illiquid Assets
    by Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco J

  • 2015 Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
    by Lettau, Martin & Ludvigson, Sydney & Ma, Sai

  • 2015 Risk Aversion in a Dynamic Asset Allocation Experiment
    by Brocas, Isabelle & Carrillo, Juan D & Giga, Aleksandar & Zapatero, Fernando

  • 2015 Advertising and Mutual Funds: From Families to Individual Funds
    by Gallaher, Steven & Kaniel, Ron & Starks, Laura T

  • 2015 Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
    by Carlson, Murray & Chapman, David A. & Kaniel, Ron & Yan, Hong

  • 2015 Home Ownership and Household Portfolio Choice
    by Thomas Michielsen & Remco Mocking & Sander van Veldhuizen

  • 2015 The allocation of financial risks during the life cycle in individual and collective DC pension contracts
    by Marcel Lever & Ilja Boelaars (University of Chicago) & Ryanne Cox (DNB) & Roel Mehlkopf (DNB & Netspar)

  • 2015 Superannuation within a financial CGE model of the Australian economy
    by Peter B. Dixon & James. A. Giesecke & Maureen T. Rimmer

  • 2015 An Asset Allocation Framework with Tranches for Foreign Reserves
    by Julián David García-Pulgarín & Javier Gómez-Restrepo & Daniel Vela-Barón

  • 2015 Macro-Prudential Policy under Moral Hazard and Financial Fragility
    by Carlos A. Arango & Oscar M. Valencia

  • 2015 What caused Chicago bank failures in the Great Depression? A look at the 1920s
    by Natacha Postel-Vinay

  • 2015 Is a Normal Copula the Right Copula?
    by Dante Amengual & Enrique Sentana

  • 2015 Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
    by Kevin Moran & Benoît Carmichael & Gilles Boevi Koumou

  • 2015 International Interest Rates and Housing Markets
    by Luis Franjo

  • 2015 Divergence and the Price of Uncertainty
    by Paul Schneider & Fabio Trojani

  • 2015 A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing
    by Ciprian Necula & Elise Gourier & Robert Huitema & Walter Farkas

  • 2015 Conditioning the Information in Portfolio Optimization
    by Carlo Sala & Giovanni Barone-Adesi

  • 2015 Average Skewness Matters!
    by Eric JONDEAU & Qunzi ZHANG

  • 2015 Optimal Rebalancing Frequencies for Multidimensional Portfolios
    by Johannes Muhle-Karbe & Ibrahim Ekren & Ren Liu

  • 2015 Information and Inventories in High-Frequency Trading
    by Johannes Muhle-Karbe & Kevin Webster

  • 2015 The Acceleration Effect and Gamma Factor in Asset Pricing
    by Diego ARDILA-ALVAREZ & Zalàn FORRÒ & Didier SORNETTE

  • 2015 Sensitivity of Optimal Consumption Streams
    by Martin Herdegen & Johannes Muhle-Karbe

  • 2015 Portfolio Selection with Active Risk Monitoring
    by Marc S. PAOLELLA & Pawel POLAK

  • 2015 History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect
    by Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU

  • 2015 Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices
    by Yuki SATO

  • 2015 The Fundamental Nature of HARA Utility
    by Gadi S. Perets & Eran Yashiv

  • 2015 Climate Change and Long-Run Discount Rates: Evidence from Real Estate
    by Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber

  • 2015 Optimal Debt Bias in Corporate Income Taxation
    by Jenny Simon

  • 2015 Wealth Inequality and Homeownership in Europe
    by Leo Kaas & Georgi Kocharkov & Edgar Preugschat

  • 2015 The Standard Portfolio Choice Problem in Germany
    by Steffen Huck & Tobias Schmidt & Georg Weizsäcker

  • 2015 The Sovereign Default Problem in the Eurozone: An Insurance-Based Approach
    by Nadjeschda Arnold & Ray Rees

  • 2015 Gold, Oil, and Stocks: Dynamic Correlations
    by Jozef Baruník & Evžen Kocenda & Lukáš Vácha

  • 2015 Investors' Portfolio Choice and Tax Reforms: The 2008 German Corporate Tax Reform Reconsidered
    by Michael Stimmelmayr

  • 2015 Bank Networks: Contagion, Systemic Risk and Prudential Policy
    by Inaki Aldasoro & Domenico Delli Gatti & Ester Faia

  • 2015 Index options realized returns distributions from passive investment strategies
    by José P. Dapena & Julian R. Siri

  • 2015 Survey Expectations and the Equilibrium Risk-Return Trade Off
    by Roberto Marfè

  • 2015 Can PCA Structure Changes Indicate that it is Time to Trade?
    by Libin Yang & William Rea & Alethea Rea

  • 2015 Identifying Highly Correlated Stocks Using the Last Few Principal Components
    by Libin Yang & William Rea & Alethea Rea

  • 2015 How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange
    by Libin Yang & William Rea & Alethea Rea

  • 2015 Stock Selection with Principal Component Analysis
    by Libin Yang & William Rea & Alethea Rea

  • 2015 A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones
    by Hannah Cheng Juan Zhan & William Rea & Alethea Rea

  • 2015 Extreme Downside Risk and Market Turbulence
    by Richard Harris & Linh Nguyen & Evarist Stoja

  • 2015 Roll Strategy Efficiency in Commodity Futures Markets
    by Nick Taylor

  • 2015 Board Overlaps in Mutual Fund Families
    by Elif Sisli Ciamarra & Abigail Hornstein

  • 2015 Mortgage debt and entrepreneurship
    by Bracke, Philippe & Hilber, Christian & Silva, Olmo

  • 2015 Extreme downside risk and financial crises
    by Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist

  • 2015 A forecast evaluation of expected equity return measures
    by Chin, Michael & Polk, Christopher

  • 2015 Main determinants of profit sharing policy in the French life insurance industry
    by F. Borel-Mathurin & P.-E. Darpeix & Q. Guibert & S. Loisel

  • 2015 Why Financial Advice Cannot Substitute for Financial Literacy?
    by M. Debbich

  • 2015 Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results
    by Maik Heinemann & Alexander Wulff

  • 2015 Cognitive Bubbles
    by Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech

  • 2015 The supply side of household finance
    by Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli

  • 2015 Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets
    by Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale

  • 2015 Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation
    by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote

  • 2015 Simulation of the term structure. An application for measuring the interest rate risk
    by Mirta González & María Cecilia Pérez

  • 2015 Ambiguity and portfolio decisions
    by Eduardo Corso

  • 2015 The interest rate sensitivity of Luxembourg bond funds: results from a time-varying model
    by Raphaël Janssen & Romuald Morhs

  • 2015 On the Welfare Cost of Rare Housing Disasters
    by Shaofeng Xu

  • 2015 Exploring Differences in Household Debt Across Euro Area Countries and the United States
    by Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos

  • 2015 Household Stockholding Behavior During the Great Financial Crisis
    by Jie Zhou

  • 2015 Choice in the Presence of Experts
    by Walter Beckert

  • 2015 Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns
    by Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis

  • 2015 De-leveraging, de-risking and moral suasion in the banking sector
    by Michele Fratianni & Francesco Marchionne

  • 2015 Consistent tests for risk seeking behavior: A stochastic dominance approach Abstract We develop non-parametric tests for prospect stochastic dominance Efficiency (PSDE) and Markowitz stochastic dominance efficiency (MSDE) with rejection regions determined by block bootstrap resampling techniques. Under the appropriate conditions we show that they are asymptotically conservative and consistent. We engage into Monte Carlo experiments to assess the nite sample size and power of the tests allowing for the presence of numerical errors. We use them to empirically analyze investor preferences and beliefs by testing whether the value-weighted market portfolio can be considered as efficient according to prospect and Markowitz stochastic dominance criteria when confronted to diversi cation principles made of risky assets. Our results indicate that we cannot reject the hypothesis of prospect stochastic dominance efficiency for the market portfolio. This is supportive of the claim that the particular portfolio can be rationalized as the optimal choice for any S-shaped utility function. Instead, we reject the hypothesis for Markowitz stochastic dominance, which could imply that there exist reverse S-shaped utility functions that do not rationalize the market portfolio
    by Stelios Arvanitis & Nikolas Topaloglou

  • 2015 Stochastic Spanning
    by Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou

  • 2015 Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
    by Hyeongwoo Kim & Deockhyun Ryu

  • 2015 Expected Business Conditions and Bond Risk Premia
    by Jonas Nygaard Eriksen

  • 2015 Parametric Portfolio Policies with Common Volatility Dynamics
    by Yunus Emre Ergemen & Abderrahim Taamouti

  • 2015 Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets
    by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou

  • 2015 The Ethics of Financial Speculation in Futures Markets
    by Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn

  • 2015 Nominal GDP Futures Contract Targeting
    by W. William Woolsey & Scott Sumner

  • 2015 How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments
    by Sebastien Lleo & William T. Ziemba

  • 2015 Returns from Investing in S&P500 Futures Options, 1985–2010
    by Alexandre Ziegler & William T. Ziemba

  • 2015 The European Sovereign Debt Crisis and the Role of Credit Swaps
    by Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos

  • 2015 Climate Futures Markets
    by Rita l. D'Ecclesia

  • 2015 Electricity Futures
    by Paolo Falbo & Daniele Felletti & Silvana Stefani

  • 2015 Modeling the Dynamics of Temperature with a View to Weather Derivatives
    by Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos

  • 2015 Freight Futures Markets
    by Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas

  • 2015 Housing Futures Markets
    by Jin Wook Choi & Jin Man Lee

  • 2015 Volatility as an Asset Class
    by Tom Nohel & Steven K. Todd

  • 2015 Energy Futures Markets
    by Betty Simkins & Yuecheng Jia

  • 2015 Currency Futures
    by Tim Weithers

  • 2015 Interest Rate Futures: Elements of a Successful Financial Innovation
    by Bluford H. Putnam

  • 2015 World Metal Markets
    by Raj Aggarwal & Brian Lucey & Fergal O'Connor

  • 2015 Agricultural Futures Markets
    by Paul E. Peterson & Jin Wook Choi

  • 2015 The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading
    by Barbara J. Mack

  • 2015 Central Counterparty Clearing and Systemic Risk Regulation
    by Robert S. Steigerwald

  • 2015 The Strategic and Tactical Value of Commodity Futures
    by Claude B. Erb & Campbell R. Harvey

  • 2015 Volume and Volatility in Foreign Currency Futures Markets
    by Ramaprasad Bhar & A. G. Malliaris

  • 2015 Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
    by Eugene F. Fama & Kenneth R. French

  • 2015 The Variation of Certain Speculative Prices
    by Benoit Mandelbrot

  • 2015 Proof that Properly Anticipated Prices Fluctuate Randomly
    by Paul A. Samuelson

  • 2015 Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding
    by Michael Dempsey

  • 2015 The World Scientific Handbook of Futures Markets
    by

  • 2015 Asset-Liability Management with Ultra-Low Interest Rates
    by Elia Berdin & Richard S. Grossman & Helmut Gründl & Wolfgang Herold & Frederic Lambert & Bruce McLean Forrest & Philip Molyneux & Claude Moser & John Nugée & Colt Spenser Lake & Silke Waterstraat & Dylan Wilson & Martin Wirth

  • 2015 Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance
    by Paul Tucker & Michael Haliassos & Theodor Kockelkoren & Juan Carlos Ureta & José Manuel González-Páramo & Lori J. Schock & Colin Mayer & Eddy Wymeersch

  • 2015 Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment
    by Körner, Finn Marten & Trautwein, Hans-Michael

  • 2015 Assessing Competition with the Panzar-Rosse Model in the Turkish Banking Sector
    by Açıkalın, Süleyman & Sakınç, İlker

  • 2015 Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange
    by Škrinjarić Tihana

  • 2015 The Relationship Between Price-Trade Volume And Weather Effect In Istanbul Stock Exchange: Asymmetric Causality Test Analysis
    by TUNA, Gülfen & BEKTUR, Çisem

  • 2015 Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location
    by Samuele Murtinu & Vittoria Giada Scalera

  • 2015 The Foster-Hart measure of riskiness for general gambles
    by Hellmann, Tobias & Riedel, Frank

  • 2015 Estimación restringida de la distribución hiperbólica generalizada de los tipos de cambio del Euro, Yen, Libra esterlina y Dólar canadiense (2000-2014) / Restricted estimation of the hyperbolic generalized distribution for the exchange rates of the Euro, Yen, Sterling Pound and Canadian dollar (2000-2014)
    by Mota Aragón, Martha Beatriz & Núñez Mora, José Antonio

  • 2015 Return Linkages and Volatility Spillover Effect Between Stock Markets and Currency Markets
    by Gagan Deep Sharma & Namish Mishra

  • 2015 Individual investor portfolio performance in retirement savings accounts
    by Su (Sally) Gan & Richard Heaney & Paul Gerrans

  • 2015 Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints
    by Martina K Linnenluecke & Cristyn Meath & Saphira Rekker & Baljit K Sidhu & Tom Smith

  • 2015 Financial literacy, financial judgement, and retirement self-efficacy of older trustees of self-managed superannuation funds
    by Joanne K Earl & Paul Gerrans & Anthony Asher & Julia Woodside

  • 2015 The Momentum Effect Exemplifies The Influence Of Investors’ Irrational Behaviour On Changing Prices Of Shares And Stocks: An Analysis Of The Momentum Effect On The Warsaw Stock Exchange
    by Pawe³ Mer³o & Patryk Konarzewski

  • 2015 The Profitability Of Following Analyst Recommendations On The Polish Stock Market
    by Adam Zaremba & Przemys³aw Konieczka

  • 2015 A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series?
    by Ana-Maria CALOMFIR (METESCU)

  • 2015 Evolution of Mutual Funds in Romania: Performance and Risks
    by Tudorache Florentin Gabriel & Luminiţa Nicolescu & Radu Lupu

  • 2015 Low Risk Anomaly In The Cee Stock Markets
    by Adam ZAREMBA

  • 2015 Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore
    by Tsang-Yao CHANG & Hao FANG & Yen-Hsien LEE

  • 2015 Forecasting Prices Of Presale Houses: A Real Option Approach
    by Ming-Cheng WU & I-Cheng LIN & Yi-Ting HUANG & Chang-Rong

  • 2015 Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index
    by Mine AKSOY & Veysel ULUSOY

  • 2015 Test Of The Chen-Roll-Ross Macroeconomic Factor Model: Evidence From Croatian Stock Market
    by Dolinar, Denis & Orsag, Silvije & Suman, Paola

  • 2015 Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo
    by Climent Hernández, José A. & Venegas Martínez, Francisco & Ortiz Arango, Francisco

  • 2015 Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran
    by Mohammadzadeh, Azam & Nabi Shahikitash, Mohammad & Roshan , Reza

  • 2015 Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis
    by Shah, Aasif & Deo, Malabika & King, Wayne

  • 2015 Inflation, Business Cycles, and Commodity Investing in Financialized Markets
    by Zaremba, Adam

  • 2015 The estimation of the competitiveness of SME financing programs of development banks in Russia
    by Bakaykina, Anna

  • 2015 Dynamic optimization of an investment portfolio on European stock markets using pair copulas
    by Atskanov, Isuf

  • 2015 Estimation of skill of Russian mutual fund managers
    by Parshakov, Petr

  • 2015 Fallacies of Risk Control
    by Jurgen Vandenbroucke

  • 2015 Asset Prices and Efficiency in a Krebs Economy
    by Alexis Akira Toda

  • 2015 Mass Customization in Life-Cycle Investing Strategies with Income Risk
    by Romain Deguest & Lionel Martellini & Vincent Milhau

  • 2015 Robust Portfolio Protection: A Scenarios-based Approach
    by Selim Mankaï & Khaled Guesmi

  • 2015 Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation
    by Thierry Roncalli

  • 2015 New Insights on Corporate SocialResponsibility and Country-level Institutions in Western Europe
    by Karim Ben Khediri & Souad Lajili Jarjir

  • 2015 French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
    by Philippe Bertrand & Jean-Luc Prigent

  • 2015 Projecting Pension Outcomes at Retirement - Towards an Industry Reporting Standard
    by Kees De Vaan & Daniele Fano

  • 2015 Long-term Portfolio Allocation Based on Long-term Macro forecasts
    by Éric Jondeau & Michael Rockinger

  • 2015 Can Large Long-Term Investors Capture Illiquidity Premiums?
    by Frank de Jong & Joost Driessen

  • 2015 Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup
    by Frédérique Bec & Christian Gollier

  • 2015 Portfolio Construction Based on Implied Correlation Information and Value at Risk
    by Jesus & Rogel - Salazar & Roberto Tella

  • 2015 Portfolio Selection with Uncertainty Measures Consistent with Additive Shifts
    by Rosella Giacometti & Sergio Ortobelli & Tomáš Tichý

  • 2015 Informational Content of Open-to-Close Stock Returns
    by Andrey Kudryavtsev

  • 2015 The Structure of Household Financial Assets in Developed Countries
    by Petr Musílek

  • 2015 Volatility Effect: An Application on the German Stock Market
    by Jan Bastin

  • 2015 An updated Model of Financial Fragility based on General Equilibrium Analysis
    by Ondřej Machek & Luboš Smrčka

  • 2015 Risk Appetite
    by Edina Berlinger & Kata Váradi

  • 2015 Assessing The Non-Financial Investment Profitability With Variable Discount Rate
    by Katarzyna Gwozdz

  • 2015 Prize-linked savings mechanism in the portfolio selection framework
    by Anna Kaliciak

  • 2015 Skewness preference across countries
    by Adam Zaremba & Andrzej Nowak

  • 2015 Capital Market Efficiency in CEE Countries
    by Dumitru-Nicu?or Cãrãu?u

  • 2015 Introducing And Management Of Investor Relations In A Company Whose Shares Are Admitted To Trading On The A Regulated Market In The Republic Of Croatia
    by Andreja Hascek

  • 2015 Study Regarding The Profitability Indicators For The Romanian Companies Operating In The Tourism And Leisure Services Sector In The Period Of 2010-2013
    by Droj Laurentiu & & &

  • 2015 Valuation Methods- Literature Review
    by Dorisz Talas & & &

  • 2015 Application of Derivatives in Portfolio Management by the Insurance
    by Stoimenka Tonova

  • 2015 Hedge Accounting According to the International Financial Reporting Standard 9
    by Nadya Velinova-Sokolova

  • 2015 Assessing the Creditworthiness of Patchwork Portfolio Entrepreneurs in Emerging Markets: an Investment Theory-Based Approach
    by Polina K. Kirilova

  • 2015 Individual contributions to portfolio risk: risk decomposition for the BET-FI index
    by Marius ACATRINEI

  • 2015 Always Possible Frontiers
    by Ingersoll, Jr., Jonathan E.

  • 2015 Reply to “(Im)Possible Frontiers: A Commentâ€
    by Brennan, Thomas J. & Lo, Andrew W.

  • 2015 A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate
    by Greene, Jason T. & Rakowski, David

  • 2015 The Cross-section of Expected Stock Returns
    by Lewellen, Jonathan

  • 2015 Seasonal Variation in Treasury Returns
    by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.

  • 2015 (Im)Possible Frontiers: A Comment
    by Levy, Moshe & Roll, Richard

  • 2015 Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market
    by Travkin, A.

  • 2015 Investing in Diamonds
    by Luc Renneboog

  • 2015 Ownership Structure and Corporate Governance: Has an Increase in Institutional Investors f Ownership Improved Business Performance?
    by Hideaki Miyajima & Takaaki Hoda

  • 2015 Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
    by Lorne Switzer & Alan Picard

  • 2015 Portfolio Management in Public Pension Reserve Funds/Gestión de carteras en los Fondos de Reserva de las Pensiones Públicas
    by TRIANTI, NIKOLETTA

  • 2015 Pension System in Poland: Performance of Pension Funds/El Sistema de Pensiones en Polonia: Rendimiento de los Fondos de Pensiones
    by KOMPA, KRZYSZTOF & WITKOWSKA, DOROTA

  • 2015 Cointegration analysis of tourism demand by Mainland China in Taiwan and stock investment strategy
    by Yu-Wei Lan & Dan Lin & Lu Lin

  • 2015 Innovation and technical efficiency in Malaysian family manufacturing industries
    by Susila Munisamy & Edward Wong Sek Khin & Chia Zi Fon

  • 2015 Are investors rational, irrational or normal?
    by Md. Al Mamun & Md. Abu Syeed & Farida Yasmeen

  • 2015 Investment financing in cooperative firms
    by Gaetano Cuomo

  • 2015 Testing Benjamin Graham’s net current asset value model
    by Il-woon Kim & Chongsoo An & John J. Cheh

  • 2015 Rank Correlation Analysis of Investment Decisionfor Small Investors in the Hong Kong Derivatives Markets
    by Tai-Yuen HON

  • 2015 Decision-Making in the Hong Kong Bank Stock Market
    by Tai-Yuen HON & Richard C. LAM

  • 2015 Some features of investing SMEs in Kosovo
    by Enver BAJÇÝNCA

  • 2015 The Financing Decisions of the Romanian Companies
    by Adriana Danis

  • 2015 Aspects Regarding Investment Projects
    by Adriana Danis

  • 2015 Does Corporate Social Responsibility Deliver Alpha?
    by Meng-Feng Yen & Jia-Hui Lin & Yu-Ting Sun

  • 2015 An evaluation of gold as an inflation hedge: Empirical evidence from South Africa
    by Kavir Naidoo & Faeezah Peerbhai

  • 2015 Combining local and global markets in asset pricing in emerging markets:Evidence from three BRICS nations
    by Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera

  • 2015 Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas
    by Aguilar-Juárez, Isabel Patricia. & Venegas-Martínez, Francisco.

  • 2015 Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets
    by Hatice Gaye Gencer

  • 2015 Is active management of mandatory pension funds in Croatia creating value for second pillar fund members?
    by Petar-Pierre Matek & Masa Radakovic

  • 2015 Risk analysis of the proxy life-cycle investments in the second pillar pension scheme in Croatia
    by Renata Kovacevic & Mladen Latkovic

  • 2015 Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market
    by Manel Youssef & Lotfi Belkacem & Khaled Mokni

  • 2015 Turbulence in Chinese Stock Markets. Occurrence, Interventions, After-Effects
    by Sarmiza Pencea

  • 2015 The influence of the oil price on stocks listed at the Bucharest stock exchange
    by Popescu Oana Madalina

  • 2015 Risk Analysis Of The Tourism Sector Companies In The South Of The State Of Yucatan, Analisis De Riesgo En Las Empresas Del Sector Turistico De La Zona Sur Del Estado De Yucatan
    by Mario Rene Chan Magana & Fernando Jorge Gameros Camara & Juan Francisco Balam Mena

  • 2015 Currency-Adjusted Stock Index Causality
    by Terrance Jalbert

  • 2015 Long Term Adr Performance: How Do Regional Issues Listed On The Nyse Compare To Us And Regional Index Returns?
    by Mark Schaub & Todd A. Brown

  • 2015 The Effect of Limit Order Book Information on Investors with Different Risk Attitudes
    by Ya-Hui Wang & Chien-Chih Lai

  • 2015 Seasonality in the Vietnam Stock Index
    by H. Swint Friday & Nhung Hoang

  • 2015 Tactical Asset Allocation Using Investors' Sentiment
    by KIM, SOO-HYUN & KANG, HYOUNG-GOO

  • 2015 Time-Varying Stock Return Predictability: The Eurozone Case
    by Nuno Silva

  • 2015 The Welfare Cost of Business Cycles with Heterogeneous Trading Technologies
    by Chien, YiLi

  • 2015 Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises
    by Ramzi FARHANI & Ghrissi MHAMDI & Abdelkader AGUIR & Mounir SMIDA

  • 2015 An Actual Position Benchmark for Mexican Pension Funds Performance
    by Óscar V. De la Torre Torres. & Evaristo Galeana Figueroa. & Dora Aguilasocho Montoya.

  • 2015 Current Trends of Investment Climate in the Republic of Kazakhstan
    by Samal Tursynbekovna Omarova

  • 2015 A Sharpe-ratio-based measure for currencies
    by Javier Prado-Dominguez & Carlos Fernández-Herráiz

  • 2015 Performance appraisal of Croatian mandatory pension funds
    by Pierre Matek & Marko Lukaè & Vedrana Repac

  • 2015 Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market
    by Sesar Andrijana & Tomic Bojan

  • 2015 The Impact Of Macroeconomic Indicators On The Movement Of Crobex
    by Bojan Tomic

  • 2015 ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States
    by Lechman, Ewa & Marszk, Adam

  • 2015 Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data
    by Afik, Zvika & Lahav, Yaron

  • 2015 New evidence on determinants of price momentum in the Japanese stock market
    by Teplova, Tamara & Mikova, Evgeniya

  • 2015 How do mutual funds transfer scale economies to investors? Evidence from France
    by Tran-Dieu, Linh

  • 2015 Performance of risk-based portfolios under different market conditions: Evidence from India
    by Sharma, Prateek & Vipul,

  • 2015 Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis
    by Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine

  • 2015 Do DOW returns really influence the intraday Spanish stock market behavior?
    by Miralles-Quirós, José Luis & Daza-Izquierdo, Julio

  • 2015 On the concentration of mutual fund portfolio holdings: Evidence from Taiwan
    by Chen, XiaoHua & Lai, Yun-Ju

  • 2015 A comparison among various dimensions of illiquidity effect: A case study of Finland
    by Butt, Hilal Anwar

  • 2015 Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions
    by Bock, Carolin & Schmidt, Maximilian

  • 2015 Market-timing the business cycle
    by Peláez, Rolando F.

  • 2015 On the interaction between momentum effect and size effect
    by Alhenawi, Yasser

  • 2015 The wages of social responsibility — where are they? A critical review of ESG investing
    by Halbritter, Gerhard & Dorfleitner, Gregor

  • 2015 Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets
    by Karagiannidis, Iordanis & Sykes Wilford, D.

  • 2015 Economics as energy framework: Complexity, turbulence, financial crises, and protectionism
    by Rutledge, John

  • 2015 A comparison of buy-side and sell-side analysts
    by Hobbs, Jeffrey & Singh, Vivek

  • 2015 ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails
    by Paolella, Marc S. & Polak, Paweł

  • 2015 Mean-variance portfolio methods for energy policy risk management
    by Marrero, Gustavo A. & Puch, Luis A. & Ramos-Real, Francisco J.

  • 2015 Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression
    by Li, Johnny Siu-Hang & Ng, Andrew C.Y. & Chan, Wai-Sum

  • 2015 Diversification and determinants of international credit portfolios: Evidence from German banks
    by Böninghausen, Benjamin & Köhler, Matthias

  • 2015 Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka
    by Sriananthakumar, Sivagowry & Narayan, Seema

  • 2015 The reward for trading illiquid maturities in credit default swap markets
    by Arakelyan, Armen & Rubio, Gonzalo & Serrano, Pedro

  • 2015 MA trading rules, herding behaviors, and stock market overreaction
    by Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu

  • 2015 The effects of business cycle and debt maturity on a firm's investment and default decisions
    by Jeon, Haejun & Nishihara, Michi

  • 2015 The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
    by Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan

  • 2015 The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets
    by Chang, Chih-Hsiang & Lin, Shih-Jia

  • 2015 Two new equity default swaps with idiosyncratic risk
    by Yang, Zhaojun & Zhang, Chunhong

  • 2015 A note on market timing: Interim trading and the performance of holdings-based and return-based measures
    by Matallín-Sáez, Juan Carlos

  • 2015 The dynamics of market volatility, market return, and equity fund flow: International evidence
    by Lee, Bong Soo & Paek, Miyoun & Ha, Yeonjeong & Ko, Kwangsoo

  • 2015 Equity funds in emerging Asia: Does size matter?
    by Ding, Haoyuan & Zheng, Huanhuan & Zhu, Chenqi

  • 2015 The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach
    by Zheng, Yao

  • 2015 Can a path-dependent strategy outperform a path-independent strategy?
    by Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan

  • 2015 Herding where retail investors dominate trading: The case of Saudi Arabia
    by Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M.

  • 2015 Rain or shine: Happiness and risk-taking
    by Guven, Cahit & Hoxha, Indrit

  • 2015 Betting on presidential elections: Should we buy stocks connected with the winning party?
    by Shen, Chung-Hua & Lin, Chih-Yung

  • 2015 A unified approach to portfolio selection in a tracking error framework with additional constraints on risk
    by Stucchi, Patrizia

  • 2015 What do ads buy? Daily coverage of listed companies on the Italian press
    by Gambaro, Marco & Puglisi, Riccardo

  • 2015 Cojumps in China's spot and stock index futures markets
    by Wang, Hao & Yue, Mengqi & Zhao, Hua

  • 2015 Is diversification always optimal?
    by Humphrey, Jacquelyn E. & Benson, Karen L. & Low, Rand K.Y. & Lee, Wei-Lun

  • 2015 Global risk exposures and industry diversification with Shariah-compliant equity sectors
    by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2015 Trend salience, investor behaviours and momentum profitability
    by Hurst, Gareth & Docherty, Paul

  • 2015 The value of Saints and the price of Sin
    by Koh, SzeKee & Durand, Robert B. & Limkriangkrai, Manapon

  • 2015 Stock return commonality within business groups: Fundamentals or sentiment?
    by Kim, Min-Su & Kim, Woojin & Lee, Dong Wook

  • 2015 The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia
    by Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J.

  • 2015 Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model
    by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M.

  • 2015 Sharia compliant gold investment in Malaysia: Hedge or safe haven?
    by Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria

  • 2015 The market timing ability and return performance of Islamic equities: An empirical study
    by Mohammad, Nazeeruddin & Ashraf, Dawood

  • 2015 Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?
    by Chen, Chun-Da & Demirer, Riza & Jategaonkar, Shrikant P.

  • 2015 Cross-sectoral interactions in Islamic equity markets
    by Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk

  • 2015 The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors
    by Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi

  • 2015 Investor characteristics and the disposition effect
    by Frino, Alex & Lepone, Grace & Wright, Danika

  • 2015 A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy
    by Daugherty, Mary Schmid & Jithendranathan, Thadavillil

  • 2015 Dynamic convergence of commodity futures: Not all types of commodities are alike
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  • 2015 Bull and bear markets in commodity prices and commodity stocks: Is there a relation?
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  • 2015 Value at Risk of the main stock market indexes in the European Union (2000–2012)
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  • 2015 Risky choices and emotion-based learning
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  • 2015 Investor happiness
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  • 2015 Investor mood and demand for stocks: Evidence from popular TV series finales
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  • 2015 The shadow of the past: Financial risk taking and negative life events
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  • 2015 The valuation channel of external adjustment
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  • 2015 Regional integration of the East Asian stock markets: An empirical assessment
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  • 2015 Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times
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  • 2015 Drivers of structural change in cross-border banking since the global financial crisis
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  • 2015 How past market movements affect correlation and volatility
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  • 2015 Asset pledgeability and international transmission of financial shocks
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  • 2015 Maturity rationing and collective short-termism
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  • 2015 The price of wine
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  • 2015 Stocking up: Executive optimism, option exercise, and share retention
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  • 2015 Smart money, dumb money, and capital market anomalies
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  • 2015 Volatility and mutual fund manager skill
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  • 2015 Does realized skewness predict the cross-section of equity returns?
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  • 2015 Measuring skill in the mutual fund industry
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  • 2015 Social interaction at work
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  • 2015 Incremental variables and the investment opportunity set
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  • 2015 Value versus growth investing: Why do different investors have different styles?
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  • 2015 Are institutions informed about news?
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  • 2015 Deflating profitability
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  • 2015 The cross section of expected holding period returns and their dynamics: A present value approach
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  • 2015 Generalized risk premia
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  • 2015 Juicing the dividend yield: Mutual funds and the demand for dividends
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  • 2015 Search-based peer firms: Aggregating investor perceptions through internet co-searches
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  • 2015 Scale and skill in active management
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  • 2015 Momentum has its moments
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  • 2015 Asset pricing with arbitrage activity
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  • 2015 Loss aversion, survival and asset prices
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  • 2015 Complete and incomplete financial markets in multi-good economies
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  • 2015 Market composition and price informativeness in a large market with endogenous order types
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  • 2015 Revealing climate change opinions through investment behavior: Evidence from Fukushima
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  • 2015 Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession
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  • 2015 The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?
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  • 2015 Fragmentation and stability of markets
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  • 2015 Is financial instability male-driven? Gender and cognitive skills in experimental asset markets
    by Cueva, Carlos & Rustichini, Aldo

  • 2015 Social identification and investment decisions
    by Bauer, Rob & Smeets, Paul

  • 2015 Subjective life horizon and portfolio choice
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  • 2015 Foreign currency borrowing and knowledge about exchange rate risk
    by Beckmann, Elisabeth & Stix, Helmut

  • 2015 Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure
    by Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher

  • 2015 A utility- and CPT-based comparison of life insurance contracts with guarantees
    by Chen, An & Hentschel, Felix & Klein, Jakob K.

  • 2015 Housing price growth and the cost of equity capital
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  • 2015 Trend definition or holding strategy: What determines the profitability of candlestick charting?
    by Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin

  • 2015 Repurchase behavior of individual investors, sophistication and regret
    by Magron, Camille & Merli, Maxime

  • 2015 Robust portfolio choice with derivative trading under stochastic volatility
    by Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey

  • 2015 Managerial overconfidence and corporate risk management
    by Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia

  • 2015 Informed trading around earnings and mutual fund alphas
    by Cai, Yu & Lau, Sie Ting

  • 2015 Do social factors influence investment behavior and performance? Evidence from mutual fund holdings
    by Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke

  • 2015 Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies
    by Bessler, Wolfgang & Wolff, Dominik

  • 2015 What determines the exit decision for leveraged buyouts?
    by Jenkinson, Tim & Sousa, Miguel

  • 2015 Earning the right premium on the right factor in portfolio planning
    by Branger, Nicole & Hansis, Alexandra

  • 2015 What explains the value premium? The case of adjustment costs, operating leverage and financial leverage
    by Cao, Viet Nga

  • 2015 Country and industry concentration and the performance of international mutual funds
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  • 2015 Financial leverage and export quality: Evidence from France
    by Bernini, Michele & Guillou, Sarah & Bellone, Flora

  • 2015 Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
    by Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou

  • 2015 Can implied volatility predict returns on the currency carry trade?
    by Egbers, Tom & Swinkels, Laurens

  • 2015 Ambiguity aversion and stock market participation: An empirical analysis
    by Antoniou, Constantinos & Harris, Richard D.F. & Zhang, Ruogu

  • 2015 Keeping up with the Joneses and optimal diversification
    by Levy, Moshe & Levy, Haim

  • 2015 Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion
    by Brandtner, Mario & Kürsten, Wolfgang

  • 2015 The LIX: A model-independent liquidity index
    by Guillaume, F.

  • 2015 Reward-risk momentum strategies using classical tempered stable distribution
    by Choi, Jaehyung & Kim, Young Shin & Mitov, Ivan

  • 2015 Equity financing activities and European value-growth returns
    by Walkshäusl, Christian

  • 2015 Limits to arbitrage and the term structure of bond illiquidity premiums
    by Schuster, Philipp & Uhrig-Homburg, Marliese

  • 2015 A new approach to measuring riskiness in the equity market: Implications for the risk premium
    by Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni

  • 2015 Optimal reinsurance and asset allocation under regime switching
    by Jang, Bong-Gyu & Kim, Kyeong Tae

  • 2015 Hedge fund return predictability; To combine forecasts or combine information?
    by Panopoulou, Ekaterini & Vrontos, Spyridon

  • 2015 A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
    by Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun

  • 2015 Institutional herding in international markets
    by Choi, Nicole & Skiba, Hilla

  • 2015 Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds
    by Adam, Tim & Guettler, Andre

  • 2015 Commonality in hedge fund returns: Driving factors and implications
    by Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin

  • 2015 Local IPOs, local delistings, and the firm location premium
    by Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano

  • 2015 Rate fears gauges and the dynamics of fixed income and equity volatilities
    by Mele, Antonio & Obayashi, Yoshiki & Shalen, Catherine

  • 2015 The performance of US equity mutual funds
    by Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman

  • 2015 Bailout uncertainty in a microfounded general equilibrium model of the financial system
    by Cukierman, Alex & Izhakian, Yehuda

  • 2015 Capital adequacy tests and limited liability of financial institutions
    by Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Munari, Cosimo

  • 2015 Retail clientele and option returns
    by Choy, Siu-Kai

  • 2015 Brothers from different mothers how distribution fees change investment behavior
    by Navone, Marco & Pagani, Marco

  • 2015 Financial literacy and the demand for financial advice
    by Calcagno, Riccardo & Monticone, Chiara

  • 2015 The prediction of fund failure through performance diagnostics
    by Cogneau, Philippe & Hübner, Georges

  • 2015 On the use of options by mutual funds: Do they know what they are doing?
    by Cici, Gjergji & Palacios, Luis-Felipe

  • 2015 Why are entrepreneurship levels so low in Japan?
    by Honjo, Yuji

  • 2015 Gold bubbles: When are they most likely to occur?
    by Zhao, Yanping & Chang, Hsu-Ling & Su, Chi-Wei & Nian, Rui

  • 2015 Delegated trade and the pricing of public and private information
    by Taylor, Daniel J. & Verrecchia, Robert E.

  • 2015 Discussion of delegated trade and the pricing of public and private information
    by Bloomfield, Matthew J. & Bloomfield, Robert

  • 2015 Does return dispersion explain the accrual and investment anomalies?
    by Chichernea, Doina C. & Holder, Anthony D. & Petkevich, Alex

  • 2015 Education and the local equity bias around the world
    by Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim

  • 2015 Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000
    by Chen, Doris & Dempsey, Michael & Lajbcygier, Paul

  • 2015 New evidence on the impact of fees on mutual fund performance of two types of funds
    by Mansor, F. & Bhatti, M.I. & Ariff, M.

  • 2015 Foreigners’ trading and stock returns in Spain
    by Porras, Eva & Ülkü, Numan

  • 2015 Time-consistent reinsurance and investment strategies for mean–variance insurer under partial information
    by Liang, Zongxia & Song, Min

  • 2015 Minimization of absolute ruin probability under negative correlation assumption
    by Liang, Zongxia & Long, Mingsi

  • 2015 Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
    by Liang, Zongxia & Ma, Ming

  • 2015 Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
    by Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph

  • 2015 Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
    by Guan, Guohui & Liang, Zongxia

  • 2015 Vigilant measures of risk and the demand for contingent claims
    by Ghossoub, Mario

  • 2015 Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
    by He, Lin & Liang, Zongxia

  • 2015 Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
    by Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra

  • 2015 International portfolios: A comparison of solution methods
    by Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor

  • 2015 Financial development, sectoral reallocation, and volatility: International evidence
    by Manganelli, Simone & Popov, Alexander

  • 2015 A tracking error approach to leveraged ETFs: Are they really that bad?
    by Bansal, Vipul K. & Marshall, John F.

  • 2015 Trust, happiness, and households’ financial decisions
    by Delis, Manthos D. & Mylonidis, Nikolaos

  • 2015 Equally weighted portfolios vs value weighted portfolios: Reasons for differing betas
    by Pae, Yuntaek & Sabbaghi, Navid

  • 2015 Trading price jump clusters in foreign exchange markets
    by Novotný, Jan & Petrov, Dmitri & Urga, Giovanni

  • 2015 Frontier market transaction costs and diversification
    by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat

  • 2015 Sentiment bubbles
    by Berger, David & Turtle, Harry J.

  • 2015 Style representation and portfolio choice
    by Massa, Massimo & Simonov, Andrei & Stenkrona, Anders

  • 2015 Intermediated investment management in private markets: Evidence from pension fund investments in real estate
    by Andonov, Aleksandar & Eichholtz, Piet & Kok, Nils

  • 2015 Cross-listings and liquidity commonality around the world
    by Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui

  • 2015 Intermediate-term momentum and credit rating
    by Haga, Jesper

  • 2015 Fama–MacBeth two-pass regressions: Improving risk premia estimates
    by Bai, Jushan & Zhou, Guofu

  • 2015 Investor sentiment and portfolio selection
    by Fu, Chengbo & Jacoby, Gady & Wang, Yan

  • 2015 Analyst recommendations and volatility in a rising, falling, and crisis equity marketAuthor-Name: Corbet, Shaen
    by Dowling, Michael & Cummins, Mark

  • 2015 Does individual-stock skewness/coskewness reflect portfolio risk?
    by Kim, Thomas

  • 2015 Cross-listing decisions and the foreign bias of investors
    by Dodd, Olga & Frijns, Bart

  • 2015 Portfolio selection with independent component analysis
    by Hitaj, Asmerilda & Mercuri, Lorenzo & Rroji, Edit

  • 2015 A note on minimum riskiness hedge ratio
    by Ehsani, Sina & Lien, Donald

  • 2015 Minimizing the expected lifetime spent in drawdown under proportional consumption
    by Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R.

  • 2015 Measuring the impact of extreme observations on CAPM alphas: Some methodological issues
    by De Moor, Lieven & Sercu, Piet

  • 2015 Equity returns of distressed equity issuers
    by Park, James L.

  • 2015 Optimal investment of private equity
    by Liu, Yang & Yang, Jinqiang

  • 2015 The benefits of combining seasonal anomalies and technical trading rules
    by Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V.

  • 2015 A comparison of the convenience yield and interest-adjusted basis
    by Fouquau, Julien & Six, Pierre

  • 2015 Investor attention to the Eurozone crisis and herding effects in national bank stock indexes
    by Peltomäki, Jarkko & Vähämaa, Emilia

  • 2015 Should Islamic investors consider SRI criteria in their investment strategies?
    by Erragraguy, Elias & Revelli, Christophe

  • 2015 Revisiting the earnings–price effect: The importance of future earnings
    by Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei

  • 2015 The mispricing of socially ambiguous grey stocks
    by Lam, Swee-Sum & Zhang, Weina & Jacob, Gabriel Henry

  • 2015 A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles
    by Godek, Paul E.

  • 2015 Higher order comoments of multifactor models and asset allocation
    by Boudt, Kris & Lu, Wanbo & Peeters, Benedict

  • 2015 Investment timing and capital structure with loan guarantees
    by Xiang, Hua & Yang, Zhaojun

  • 2015 Political risk, investor attention and the Scottish Independence referendum
    by Acker, Daniella & Duck, Nigel W.

  • 2015 The investment management for a downside-protected equity-linked annuity under interest rate risk
    by Han, Nan-Wei & Hung, Mao-Wei

  • 2015 Effects of macroeconomic uncertainty on the stock and bond markets
    by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun

  • 2015 Weakening the Gain–Loss-Ratio measure to make it stronger
    by Voelzke, Jan

  • 2015 Cross-sectional anomalies and volatility risk in different economic and market cycles
    by Peltomäki, Jarkko & Äijö, Janne

  • 2015 Conditional Sharpe Ratios
    by Chow, Victor & Lai, Christine W.

  • 2015 Currency competition between the dollar and euro: Evidence from exchange rate behaviors
    by Eun, Cheol S. & Kim, Soo-Hyun & Lee, Kyuseok

  • 2015 Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
    by Hoang, Thi-Hong-Van & Lean, Hooi Hooi & Wong, Wing-Keung

  • 2015 The benefits of international diversification: market development, corporate governance, market cap, and structural change effects
    by Switzer, Lorne N. & Tahaoglu, Cagdas

  • 2015 Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
    by López, Raquel

  • 2015 A review of the literature on methods of computing the implied cost of capital
    by Echterling, F. & Eierle, B. & Ketterer, S.

  • 2015 The EMU effects on asset market holdings and the recent financial crisis
    by Palaiodimos, George & Tzavalis, Elias

  • 2015 Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature
    by Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A.

  • 2015 The gold price in times of crisis
    by Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P.

  • 2015 Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
    by Bredin, Don & Conlon, Thomas & Potì, Valerio

  • 2015 Trading costs on the Stock Exchange of Thailand
    by Jenwittayaroje, Nattawut & Charoenwong, Charlie & Ding, David K. & Yang, Yung Chiang

  • 2015 What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices
    by Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L.

  • 2015 War and stock markets: The effect of World War Two on the British stock market
    by Hudson, Robert & Urquhart, Andrew

  • 2015 Performance of European socially responsible funds during market crises: Evidence from France
    by Leite, Paulo & Cortez, Maria Céu

  • 2015 Stock market expectations and risk aversion of individual investors
    by Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia

  • 2015 Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis
    by Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel

  • 2015 Focusing on the worst state for robust investing
    by Kim, Woo Chang & Kim, Jang Ho & Mulvey, John M. & Fabozzi, Frank J.

  • 2015 Sell in May and Go Away: Still good advice for investors?
    by Dichtl, Hubert & Drobetz, Wolfgang

  • 2015 How performance of risk-based strategies is modified by socially responsible investment universe?
    by Bertrand, Philippe & Lapointe, Vincent

  • 2015 Does the choice of performance measure influence the evaluation of commodity investments?
    by Auer, Benjamin R.

  • 2015 Why stay-at-home investing makes sense
    by O'Hagan-Luff, Martha & Berrill, Jenny

  • 2015 The conditional pricing of systematic and idiosyncratic risk in the UK equity market
    by Cotter, John & Sullivan, Niall O' & Rossi, Francesco

  • 2015 Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle
    by Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat

  • 2015 Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty
    by Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent

  • 2015 Hedging strategies in energy markets: The case of electricity retailers
    by Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas

  • 2015 Extreme risk spillovers between crude oil and stock markets
    by Du, Limin & He, Yanan

  • 2015 Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data
    by Avdulaj, Krenar & Barunik, Jozef

  • 2015 European natural gas seasonal effects on futures hedging
    by Martínez, Beatriz & Torró, Hipòlit

  • 2015 Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis
    by Khalfaoui, R. & Boutahar, M. & Boubaker, H.

  • 2015 Common risk factors of infrastructure investments
    by Ben Ammar, Semir & Eling, Martin

  • 2015 Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks
    by Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda

  • 2015 Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries
    by Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A.

  • 2015 Forecasting excess stock returns with crude oil market data
    by Liu, Li & Ma, Feng & Wang, Yudong

  • 2015 The economic value of volatility timing with realized jumps
    by Nolte, Ingmar & Xu, Qi

  • 2015 Measures of equity home bias puzzle
    by Mishra, Anil V.

  • 2015 A tale of feedback trading by hedge funds
    by Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J.

  • 2015 Beta vs. characteristics: Comparison of risk model performances
    by Kim, Daehwan

  • 2015 Personality traits and stock market participation
    by Conlin, Andrew & Kyröläinen, Petri & Kaakinen, Marika & Järvelin, Marjo-Riitta & Perttunen, Jukka & Svento, Rauli

  • 2015 Measuring bond mutual fund performance with portfolio characteristics
    by Moneta, Fabio

  • 2015 Modelling household finances: A Bayesian approach to a multivariate two-part model
    by Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl

  • 2015 Modern portfolio management with conditioning information
    by Chiang, I-Hsuan Ethan

  • 2015 Financial weather derivatives for corn production in Northern China: A comparison of pricing methods
    by Sun, Baojing & van Kooten, G. Cornelis

  • 2015 Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz
    by Mainik, Georg & Mitov, Georgi & Rüschendorf, Ludger

  • 2015 Market proxies as factors in linear asset pricing models: Still living with the roll critique
    by Prono, Todd

  • 2015 Market volatility and momentum
    by Wang, Kevin Q. & Xu, Jianguo

  • 2015 Regional and global spillovers and diversification opportunities in the GCC equity sectors
    by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2015 Pricing, dynamics, and determinants of illiquidity risks: International evidence
    by Saad, Mohsen & Samet, Anis

  • 2015 Emerging market hedge funds in the United States
    by Park, Hyuna

  • 2015 Measuring stock market contagion: Local or common currency returns?
    by Mink, Mark

  • 2015 Stock holdings over the life cycle: Who hesitates to join the market?
    by Zhang, Linwan & Wu, Weixing & Wei, Ying & Pan, Rulu

  • 2015 Optimal rebalance rules for the constant proportion portfolio insurance strategy – Evidence from China
    by Zhang, Tao & Zhou, Hongfeng & Li, Larry & Gu, Feng

  • 2015 Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs
    by Lyócsa, Štefan & Baumöhl, Eduard

  • 2015 COMFORT: A common market factor non-Gaussian returns model
    by Paolella, Marc S. & Polak, Paweł

  • 2015 The long and the short of the risk-return trade-off
    by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo

  • 2015 A stochastic dominance approach to financial risk management strategies
    by Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio

  • 2015 What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
    by Wachter, Jessica A. & Warusawitharana, Missaka

  • 2015 Bad environments, good environments: A non-Gaussian asymmetric volatility model
    by Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey

  • 2015 Gender differentiation in risk-taking behavior: On the relative risk aversion of single men and single women
    by Stark, Oded & Zawojska, Ewa

  • 2015 Gender, stock market participation and financial literacy
    by Almenberg, Johan & Dreber, Anna

  • 2015 Demographics, family/social interaction, and household finance
    by Gao, Ming & Fok, Robert (Chi-Wing)

  • 2015 Market sentiment and the Fama–French factor premia
    by Shamsuddin, Abul & Kim, Jae H.

  • 2015 Income taxation, wealth effects, and uncertainty: Portfolio adjustments with isoelastic utility and discrete probability
    by Sims, Theodore S.

  • 2015 Social networks as a catalyst of economic change
    by Sauter, Nicolas

  • 2015 The term structure of implied dividend yields and expected returns
    by Bilson, John F.O. & Kang, Sang Baum & Luo, Hong

  • 2015 Tax evasion and uncertainty in a dynamic context
    by Bernasconi, Michele & Levaggi, Rosella & Menoncin, Francesco

  • 2015 What do scientists know about inflation hedging?
    by Arnold, Stephan & Auer, Benjamin R.

  • 2015 Improving international diversification benefits for US investors
    by Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis

  • 2015 The banking firm and risk taking in a two-moment decision model
    by Broll, Udo & Guo, Xu & Welzel, Peter & Wong, Wing-Keung

  • 2015 Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange
    by Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen

  • 2015 ‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
    by Branger, Nicole & Schlag, Christian & Wu, Lue

  • 2015 Discrete-time behavioral portfolio selection under cumulative prospect theory
    by Shi, Yun & Cui, Xiangyu & Li, Duan

  • 2015 Equilibrium theory of stock market crashes
    by Isaenko, Sergey

  • 2015 Robustness of stable volatility strategies
    by Branger, Nicole & Mahayni, Antje & Zieling, Daniel

  • 2015 Costly arbitrage through pairs trading
    by Lei, Yaoting & Xu, Jing

  • 2015 Non-transferable non-hedgeable executive stock option pricing
    by Colwell, David B. & Feldman, David & Hu, Wei

  • 2015 The dynamics of the leverage cycle
    by Aymanns, Christoph & Farmer, J. Doyne

  • 2015 Institutional trading during a wave of corporate scandals: “Perfect Payday”?
    by Bernile, Gennaro & Sulaeman, Johan & Wang, Qin

  • 2015 Is financial literacy an economic good?
    by Castro, Rubén & Fortunato, Andrés

  • 2015 Pricing and spread components at the Lima Stock Exchange
    by Chávez-Bedoya, Luis & Loaiza Álamo, Carlos & Téllez De Vettori, Giannio

  • 2015 ¿Se comporta el alfabetismo financiero como un bien económico?
    by Castro, Rubén & Fortunato, Andrés

  • 2015 Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima
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  • 2015 Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection
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    by Orlando E. Contreras & Roberto Stein Bronfman & Carlos E. Vecino Arenas

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  • 2015 Gender differences in portfolio risk across birth cohort and marital status
    by Kate Rybczynski

  • 2015 Les indices low carbon : entrée des investisseurs institutionnels dans la lutte contre le réchauffement climatique
    by Mats Andersson & Patrick Bolton & Frédéric Samama

  • 2015 Le développement d'une « finance 2 °C » et l'exemple des green bonds
    by Zoe Knight

  • 2015 The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis
    by Antonio Zoratto Sanvicente

  • 2015 Selection of optimal portfolios under norm constraints in the allocation vectors: an empirical evaluation with data from BM&FBovespa
    by Paulo Ferreira Naibert & João Caldeira

  • 2015 Sell-side analysts make good predictions in Brazil?
    by Melquiades Pereira Lima & Vinicio de Souza Almeida

  • 2015 Do Brazilian mutual stock fund managers have sufficient skill?
    by Paulo Rogério Faustino Matos & Wandermon Silva & Felipe Silva

  • 2015 Liquidity Constraint for Portfolio Selection Models
    by Gabriel Matos Pereira & Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & João Luiz Becker

  • 2015 Islamic stock markets and potential diversification benefits
    by Mouna Boujelbene Abbes & Yousra Trichilli

  • 2015 The accrual anomaly: Evidence from Borsa Istanbul
    by Nasif Ozkan & Mustafa Mesut Kayali

  • 2015 The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?
    by Imlak Shaikh & Puja Padhi

  • 2015 Study Regarding The Markowitz Model Of Portfolio Selection
    by BALTES Nicolae & DRAGOE Alexandra-Gabriela-Maria

  • 2015 Le portefeuille-titres des résidents entre 2008 et 2015
    by BUI QUANG, P.

  • 2015 Fonds d’investissement non monétaires français Faits saillants pour l’année 2014 et le premier trimestre 2015
    by FOUREL, G. & POTIER, V.

  • 2015 Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina
    by Eduardo Ariel Corso

  • 2015 Portfolio Optimization Algorithms
    by IONUT TRAIAN LUCA

  • 2015 Household Debt: Facts, Puzzles, Theories, and Policies
    by Jonathan Zinman

  • 2015 Real Estate Price Indices and Price Dynamics: An Overview from an Investments Perspective
    by David Geltner

  • 2015 Disaster Risk and Its Implications for Asset Pricing
    by Jerry Tsai & Jessica A. Wachter

  • 2015 Beating the market with small portfolios: Evidence from Brazil
    by André A.P. Santos

  • 2015 Analysis Of The Average Share Price Of Companies Listed On Bse Depending On The Profit And Exchange Segment. Different Techniques Of General Least Square And Computing Coefficient Covariance For Mean Price Equation Estimation
    by Teodor Hada & Emil Olteanu & Iulian Bogdan Dobra

  • 2015 Herd behaviour in Southeast Asian stock markets — An empirical investigation
    by Nha D. Bui & Loan T. B. Nguyen & Nhung T. T. Nguyen

  • 2015 Impact Of The Ifrs Adoption On Financial Assets And Liabilities. Empirical Evidence From Bucharest Stock Exchange
    by Maria Carmen HUIAN

  • 2015 Short And Long-Term Dynamics Of Herd Behaviour At The Johannesburg Stock Exchange
    by Olivier Niyitegeka & Devi Datt Tewari

  • 2015 Credit Scoring System for Managing Risk in Agricultural Loan Portfolio of the Thai Rural Financial Market
    by Songkran Somboon

  • 2015 Overconfident Investors, Predictable Returns, and Excessive Trading
    by Kent Daniel & David Hirshleifer

  • 2015 Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses
    by Aurélien Baillon & Han Bleichrodt

  • 2015 Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
    by Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu

  • 2015 Testing for the Disposition Effect on Optimal Stopping Decisions
    by Jacopo Magnani

  • 2015 Until the Bitter End: On Prospect Theory in a Dynamic Context
    by Sebastian Ebert & Philipp Strack

  • 2015 Thar SHE Blows? Gender, Competition, and Bubbles in Experimental Asset Markets
    by Catherine C. Eckel & Sascha C. Füllbrunn

  • 2015 Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals
    by Alain Cohn & Jan Engelmann & Ernst Fehr & Michel André Maréchal

  • 2015 Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal
    by Marco Ottaviani & Peter Norman Sørensen

  • 2014 Alpha or Not Alpha: The Case of the Hedge Fund Industry
    by Hugues Pirotte & Nils Tuchschmid

  • 2014 Revisiting Herding Behavior in REITs: A Regime-Switching Approach
    by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta

  • 2014 Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
    by Goodness C. Aye & Frederick W. Deale & Rangan Gupta

  • 2014 Stress testing and financial risks
    by Koliai, Lyes

  • 2014 Portfolio choice and asset pricing with endogenous beliefs and skewness preference
    by Karehnke, Paul

  • 2014 Couverture du risque de volatilité et de corrélation dans un portefeuille
    by Malongo, Hassan

  • 2014 The unique risks of portfolio leverage: why modern portfolio theory fails and how to fix it
    by Jacobs, Bruce & Levy, Kenneth

  • 2014 Risk management insights from Markowitz optimization for constructing portfolios with commodity futures
    by WILFORD, D Sykes

  • 2014 Japanese patent index and stock performance
    by Kobayashi, Takao & Iwanaga, Yasuhiro & Kudoh, Hideaki

  • 2014 A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets
    by Hwang, Peter & Sitorus, Romora Edward

  • 2014 Subjective Image of the Forthcoming — How FX Market Participants Construct Their Prospects on the Nearest Future
    by V. Evstigneev.

  • 2014 Standardisation in the Retail Banking Sector Designing Functions for an Individualised Asset Allocation Advisory
    by Marcus Kaiser & Hans Ulrich Buhl & Stefan Volkert & Veronica Winkler

  • 2014 Asset allocation and stock selection: Evidence from static and dynamic strategies in Turkish markets
    by Tolgahan YILMAZ & Sema DUBE

  • 2014 Risks of Turkish Industries During Financial Crisis
    by Harun SENCAL & Mehmet ORHAN

  • 2014 Strategic Analysis Of Forest Investments Using Real Option: The Fuzzy Pay-Off Model (Fpom)
    by Milanesi, Gastón S. & Broz, Diego & Tohmé, Fernando & Rossit, Daniel

  • 2014 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks
    by Olivier Ledoit & Michael Wolf

  • 2014 What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III
    by Lang, Michael & Schröder, Michael

  • 2014 Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure
    by Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher

  • 2014 Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings
    by Lang, Gunnar & Shen, Yu & Xu, Xian

  • 2014 The standard portfolio choice problem in Germany
    by Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg

  • 2014 Decision making with Conditional Value-at-Risk and spectral risk measures: The problem of comparative risk aversion
    by Brandtner, Mario & Kürsten, Wolfgang

  • 2014 Is Real Exchange Rate Hedging Motive Still Important in Determining Equity Home Bias?
    by Stewen, Iryna

  • 2014 Institutional herding in financial markets: New evidence through the lens of a simulated model
    by Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter

  • 2014 Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets
    by Fricke, Daniel & Gerig, Austin

  • 2014 Behavioral financial engineering in the fixed-income market: The influence of the coupon structure
    by Eickholt, Mathias

  • 2014 What makes individual investors exercise early? Empirical evidence from the fixed-income market
    by Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco

  • 2014 The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity
    by Becker, Gideon

  • 2014 Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis
    by Becker, Gideon & Dimpfl, Thomas

  • 2014 Peer effects and risk sharing in experimental asset markets
    by Baghestanian, Sascha & Gortner, Paul J. & van der Weele, Joël J.

  • 2014 Does product familiarity matter for participation?
    by Fuchs-Schündeln, Nicola & Haliassos, Michael

  • 2014 Incompatible European partners? Cultural predispositions and household financial behavior
    by Haliassos, Michalis & Jansson, Thomas & Karabulut, Yigitcan

  • 2014 Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
    by Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas

  • 2014 Critical illness insurance in life cycle portfolio problems
    by Schendel, Lorenz S.

  • 2014 Consumption-investment problems with stochastic mortality risk
    by Schendel, Lorenz S.

  • 2014 Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
    by Buss, Adrian & Uppal, Raman & Vilkov, Grigory

  • 2014 Life insurance demand under health shock risk
    by Kraft, Holger & Schendel, Lorenz S. & Steffensen, Mogens

  • 2014 Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
    by Beckmann, Joscha & Berger, Theo & Czudaj, Robert

  • 2014 How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?
    by Bergheim, Ralf & Ernstberger, Jürgen & Roos, Michael W. M.

  • 2014 Transitions in the stock markets of the US, UK, and Germany
    by Raddant, Matthias & Wagner, Friedrich

  • 2014 Financial literacy and its consequences in the emerging middleclass
    by Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas

  • 2014 Secular stagnation
    by Bossone, Biagio

  • 2014 Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment
    by Körner, Finn Marten & Trautwein, Hans-Michael

  • 2014 A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
    by Rabitsch, Katrin & Stepanchuk, Serhiy

  • 2014 Gold, Oil, and Stocks
    by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

  • 2014 Art as an alternative asset class: Risk and return characteristics of the Middle Eastern & Northern African art markets
    by Kräussl, Roman

  • 2014 Fitting parsimonious household- portfolio models to data
    by Hubar, Sylwia & Koulovatianos, Christos & Li, Jian

  • 2014 The impact of health insurance on stockholding: A regression discontinuity approach
    by Christelis, Dimitris & Georgarakos, Dimitris & Sanz-de-Galdeano, Anna

  • 2014 Advertising arbitrage
    by Kovbasyuk, Sergei & Pagano, Marco

  • 2014 Who are the value and growth investors?
    by Betermier, Sebastien & Calvet, Laurent E. & Sodini, Paolo

  • 2014 Forward-looking measures of higher-order dependencies with an application to portfolio selection
    by Brinkmann, Felix & Kempf, Alexander & Korn, Olaf

  • 2014 Portfolio optimization using forward-looking information
    by Kempf, Alexander & Korn, Olaf & Saßning, Sven

  • 2014 Window dressing in mutual funds
    by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng

  • 2014 Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios
    by Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus

  • 2014 Análisis del comportamiento imitador intradía en el mercado de valores español durante el periodo de crisis 2008-2009
    by Alicia Marín Solano & Sandra Ferreruela Garcés

  • 2014 When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2014 What drives the association between health and portfolio choice?
    by Kronenberg, C. & van Kippersluis, H. & Rohde, K.I.M.

  • 2014 Life cycle responses to health insurance status
    by Pelgrin, F. & St-Amour, P.

  • 2014 Repeat Sales Methods for Growing Cities and Short Horizons
    by Karl L. Guntermann & Crocker Liu & Adam Nowak

  • 2014 Forecasting Global Equity Indices using Large Bayesian VARs
    by Florian Huber & Tamas Krisztin & Philipp Piribauer

  • 2014 A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
    by Katrin Rabitsch & Serhiy Stepanchuk

  • 2014 International Portfolios: A Comparison of Solution Methods
    by Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov

  • 2014 Generalized Momentum Asset Allocation Model
    by Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski

  • 2014 Options delta hedging with no options at all
    by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

  • 2014 Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies
    by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

  • 2014 Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
    by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

  • 2014 Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection
    by Florian Mueller

  • 2014 Fund Ratings: The method reconsidered
    by Fausto Corradin & Domenico Sartore

  • 2014 Q-Learning-based financial trading systems with applications
    by Marco Corazza & Francesco Bertoluzzo

  • 2014 Heterogeneous Expectations in Asset Pricing:Empirical Evidence from the S&P500
    by Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels

  • 2014 The Impact of Financial Advice on Trade Performance and Behavioral Biases
    by Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus

  • 2014 Ambiguity and Reality
    by Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan

  • 2014 Individual Investor Activity and Performance
    by Dahlquist, Magnus & Martinez, Jose Vincente & Soderlind, Paul

  • 2014 Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market
    by Aaron Hedlund

  • 2014 The Cyclical Dynamics of Illiquid Housing, Debt, and Foreclosures
    by Aaron Hedlund

  • 2014 Hedge Fund Portfolio Diversification Strategies Across the GFC
    by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh

  • 2014 European Market Portfolio Diversification Strategies across the GFC
    by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

  • 2014 Volatility Spillovers from Australia's major trading partners across the GFC
    by David E. Allen & Michael McAleer & Abhay K. Singh

  • 2014 Risk Measurement and risk modelling using applications of Vine Copulas
    by David E. Allen & Michael McAleer & Abhay K. Singh

  • 2014 A Stochastic Dominance Approach to Financial Risk Management Strategies
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral

  • 2014 Can housing risk be diversified? A cautionary tale from the housing boom and bust
    by John Cotter & Stuart Gabriel & Richard Roll

  • 2014 The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market
    by John Cotter & Niall O'Sullivan & Francesco Rossi

  • 2014 Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
    by Bec, Frédérique & Gollier, Christian

  • 2014 Gamma discounters are short-termist
    by Gollier, Christian

  • 2014 The Role of Uncertainty Avoidance in Foreign Investment Bias
    by Burcu Erdogan

  • 2014 Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
    by Galkiewicz, Dominika Paula

  • 2014 Overconfidence, Effort, and Investment (Revised version of CentER DP 2013-035)
    by Pikulina, E.S. & Renneboog, L.D.R. & Tobler, P.N.

  • 2014 On the Effectiveness of Feed-in Tariffs in the Development of Photovoltaic Solar
    by Elbert Dijkgraaf & Tom van Dorp & Emiel Maasland

  • 2014 Hedge Fund Portfolio Diversification Strategies across the GFC
    by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh

  • 2014 Capital Structure Arbitrage revisited
    by Marcin Wojtowicz

  • 2014 European Market Portfolio Diversification Strategies across the GFC
    by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

  • 2014 Need for Speed? Exchange Latency and Liquidity
    by Albert J. Menkveld & Marius A. Zoican

  • 2014 Common Risk Factors in Equity Markets
    by Victoria Atanasov

  • 2014 Risk Measurement and Risk Modelling using Applications of Vine Copulas
    by David E. Allen & Michael McAleer & Abhay K. Singh

  • 2014 Optimal Hedging with the Vector Autoregressive Model
    by Lukasz Gatarek & Søren Johansen

  • 2014 Determinants of Bond Flows to Emerging Markets: How Do They Change Over Time?
    by Yasemin Erduman & Neslihan Kaya

  • 2014 Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
    by Gozde Gurgun & Ibrahim Unalmis

  • 2014 Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory
    by Filippo Brutti & Philip Ulrich Sauré

  • 2014 Investment Behavior in Post-Crisis Period ? Comparison of Indian Publics and Private Firms
    by Pankaj Kumar Gupta & Jasjit Bhatia

  • 2014 Global portfolio management under state dependent multiple risk premia
    by Timotheos Angelidis & Nikolaos Tessaromatis

  • 2014 Should a skeptical portfolio insurer use an optimal or a risk-based multiplier?
    by Maxime Bonelli & Daniel Mantilla-Garcia

  • 2014 Trying to Predict Opening Stock Returns
    by Andrey Kudryavtsev

  • 2014 The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach
    by Dimitris Christelis & Dimitris Georgarakos & Anna Sanz-de-Galdeano

  • 2014 Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
    by Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang

  • 2014 Advertising Arbitrage
    by Sergei Kovbasyuk & Marco Pagano

  • 2014 Bargaining or efficiency within the household? The case of Italy
    by AINA, Carmen & MAZZOTTA, Fernanda & PARISI, Lavinia

  • 2014 Crystallization – the Hidden Dimension of Hedge Funds' Fee Structure
    by G. ELAUT & M. FRÖMMEL & J. SJÖDIN

  • 2014 Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas
    by Popov, Maxim & Madlener, Reinhard

  • 2014 Equity Home Bias, Financial Integration, and Regulatory Reforms: Implications for Emerging Asia
    by Park, Cyn-Young & Mercado, Jr., Rogelio V.

  • 2014 Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
    by Jiahan Li & Ilias Tsiakas & Wei Wang

  • 2014 Financial Weather Options for Crop Production
    by Baojing Sun & G. Cornelis van Kooten

  • 2014 Risk-adjusted Valuation of the Real Option to Invest
    by Carol Alexander & Xi Chen &

  • 2014 Commodity Risk Factors and the Cross-Section of Equity Returns
    by Chris Brooks & Adrian Fernandez-Perez & Joëlle Miffre & Ogonna Nneji

  • 2014 Eficiencia financiera en los portafolios de inversión de las AFP en el Perú: Un enfoque robusto de Multifondos
    by Mendoza, Rodrigo

  • 2014 Home Price Beliefs in Australia
    by Callan Windsor & Gianni La Cava & James Hansen

  • 2014 Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
    by Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos

  • 2014 Portfolio Tilting Hunt for Positive Alpha Through Style Tilts
    by Raza, Muhammad Wajid & Mohsin, Hassan Mohammad

  • 2014 Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem
    by Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia

  • 2014 Intra-Day Realized Volatility for European and USA Stock Indices
    by Degiannakis, Stavros & Floros, Christos

  • 2014 Fed Policy Expectations and Portfolio Flows to Emerging Markets
    by Koepke, Robin

  • 2014 Low Versus High Leverage (LVH)
    by Bebel, Arkadiusz

  • 2014 Využití metody value averaging při investicích na světových akciových trzích
    by Škatuĺárová, Ivana & Šoba, Oldřich & Širůček, Martin

  • 2014 Model Uncertainty, the Spirit of Capitalism and Asset Pricing
    by Wang, Gaowang

  • 2014 Exploring portfolio diversification opportunities through venture capital financing
    by Jaffar, Yusuf & Masih, Mansur

  • 2014 On the optimal use of put options under trade restrictions
    by Bell, Peter N

  • 2014 Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA
    by Fuinhas, José Alberto & Marques, António Cardoso & Nogueira, David Coito

  • 2014 Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market
    by Mellado, Cristhian & Escobari, Diego

  • 2014 Акции С Наибольшей Доходностью
    by Sinchugova, Regina

  • 2014 The Impact of Macroeconomic Variables on Stock Prices in Pakistan
    by Hunjra, Ahmed Imran & Chani, Muhammad Irfan & Ijaz, Muhammad Shahzad & Farooq, Muhammad & Khan, Kamran

  • 2014 Oil price shocks and domestic price investment in Ghana
    by Wiafe, Emmanuel A. & Barnor, Charles & Quaidoo, Christopher

  • 2014 Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis
    by Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Rehman, Mobeen ur & Ahmed, Tanveer & Khalid, Saniya

  • 2014 Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis
    by Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad

  • 2014 Exploring Diversification Benefits in Asia-Pacific Equity Markets
    by Mensah, Jones Odei & Premaratne, Gamini

  • 2014 Shifting to a Green Economy: Lock-in, Path Dependence, and Policy Options
    by Kemp-Benedict, Eric

  • 2014 Sensitivity Analysis of CAPM Estimates: Data Frequency and Time Frame
    by Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Raza, Naveed

  • 2014 Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan
    by Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur

  • 2014 Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns
    by Hirshleifer, David & hsu, po-hsuan & li, dongmei

  • 2014 Exploring the determinants of Pakistani Islamic Bank: Empirical Survey
    by Hameed, Abdullah

  • 2014 Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
    by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

  • 2014 Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America
    by Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell

  • 2014 Behavioral Finance
    by Hirshleifer, David

  • 2014 Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas
    by Aguilar-Juárez, Isabel Patricia & Venegas-Martínez, Francisco

  • 2014 Terrorism and Stock Market Linkages: An Empirical Study from Pakistan
    by Arif, Imtiaz & Suleman, Tahir

  • 2014 Portfolio diversification strategy for Malaysia: International and sectoral perspectives
    by Hakim, Idwan & Masih, Mansur

  • 2014 Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches
    by Rahim, Adam Mohamed & Masih, Mansur

  • 2014 Comovement of East and West Stock Market Indexes
    by Yusoff, Yuzlizawati & Masih, Mansur

  • 2014 Uncertainty and Volatility in MENA Stock Markets During the Arab Spring
    by Al Shugaa, Ameen & Masih, Mansur

  • 2014 Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC
    by Omer, Gamal Salih & Masih, Mansur

  • 2014 Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors
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  • 2014 Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis
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  • 2014 Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia
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  • 2014 Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform
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  • 2014 Portfolio Choice with Information-Processing Limits
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  • 2014 Choosing put option parameters based on quantiles from the distribution of portfolio value
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  • 2014 Recent Developments in Quantitative Finance: An Overview
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  • 2014 The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis
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  • 2014 Multi-jumps
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  • 2014 International portfolio allocation with European fixed-income funds: What scope for Italian funds?
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  • 2014 Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo
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  • 2014 Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
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  • 2014 Investment Decisions: Are we fully-Rational?
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  • 2014 The Checks of Czechs: Optimizing the Debt Portfolio of the Czech Government
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  • 2014 Analysis of deviance in household financial portfolio choice: evidence from Spain
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  • 2014 Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
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  • 2014 The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis
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  • 2014 Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model
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  • 2014 Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
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  • 2014 Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities
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  • 2014 The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity
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  • 2014 Can Analysts Predict Rallies Better Than Crashes?
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  • 2014 Properties of time averages in a risk management simulation
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  • 2014 Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
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  • 2014 Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period
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  • 2014 Inequalities in the Financial Inclusion in Sri Lanka: An Assessment of the Functional Financial Literacy
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  • 2014 Optimal Use of Put Options in a Stock Portfolio
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  • 2014 Dynamic Spillover Effects in Futures Markets
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  • 2014 Financial Literacy and Savings Account Returns
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  • 2014 Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
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  • 2014 Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence
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  • 2014 Pricing Default Risk: The Good, The Bad, and The Anomaly
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  • 2014 Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
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  • 2014 Global Style Portfolios Based on Country Indices
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  • 2014 Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
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  • 2014 Forgive, or Award, Your Debtor? - A Barrier Option Approach
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  • 2014 Analysis of European Equity Funds Preferences for Stock Characteristics
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  • 2014 Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms
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  • 2014 Banks as Secret Keepers
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  • 2014 Investment under Threat of Disaster
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  • 2014 The Elephant in the Ground: Managing oil and sovereign wealth
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  • 2014 Foreign currency borrowing and knowledge about exchange rate risk
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  • 2014 Public Financial Institutions and the Low-carbon Transition: Five Case Studies on Low-Carbon Infrastructure and Project Investment
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  • 2014 The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
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  • 2014 Does the Geographic Expansion of Bank Assets Reduce Risk?
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  • 2014 Capital Share Risk in U.S. Stock Pricing
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  • 2014 The Real Effects of Capital Control Taxes: Firm-Level Evidence from a Policy Experiment
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  • 2014 Retail Financial Advice: Does One Size Fit All?
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  • 2014 Household Finance over the Life-Cycle: What does Education Contribute?
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  • 2014 A Comparison of New Factor Models
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  • 2014 Momentum Trading, Return Chasing, and Predictable Crashes
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  • 2014 Growth Expectations, Dividend Yields, and Future Stock Returns
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  • 2014 U.S. Investment in Global Bonds: As the Fed Pushes, Some EMEs Pull
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  • 2014 International Financial Integration and Crisis Contagion
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  • 2014 Household Debt: Facts, Puzzles, Theories, and Policies
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  • 2014 Banks, Liquidity Management and Monetary Policy
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  • 2014 Momentum Crashes
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  • 2014 Assessing Asset Pricing Models Using Revealed Preference
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  • 2014 Keynes, King's and Endowment Asset Management
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  • 2014 Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013
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  • 2014 Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy
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  • 2014 The Shorting Premium and Asset Pricing Anomalies
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  • 2014 Banks as Secret Keepers
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  • 2014 Investor Sophistication and Capital Income Inequality
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  • 2014 Information Aggregation in a DSGE Model
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  • 2014 Capital Gains Lock-In and Governance Choices
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  • 2014 No-Bubble Condition: Model-free Tests in Housing Markets
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  • 2014 Matching Capital and Labor
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  • 2014 Very Long-Run Discount Rates
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  • 2014 Investment Noise and Trends
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  • 2014 Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
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  • 2014 Uncovered Equity Parity and Rebalancing in International Portfolios
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  • 2014 Maturity Rationing and Collective Short-Termism
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  • 2014 Liquidity Risk and the Dynamics of Arbitrage Capital
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  • 2014 Retirement Security in an Aging Society
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  • 2014 Foreign Ownership of U.S. Safe Assets: Good or Bad?
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  • 2014 International Liquidity and Exchange Rate Dynamics
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  • 2014 When Real Estate is the Only Game in Town
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  • 2014 Extreme Risk, excess return and leverage: the LP formula
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  • 2014 The Whys of the LOIS: Credit Skew and Funding Spread Volatility
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  • 2014 Ambiguity Preferences and Portfolio Choices: Evidence from the Field
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  • 2014 Ambiguïté, comportements et marchés financiers
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  • 2014 Impact of information cost and switching of trading strategies in an artificial stock market
    by Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu

  • 2014 Is Bitcoin the 'Paris Hilton' of the Currency World? Or Are the Early Investors onto Something That Will Make Them Rich?
    by Chowdhury, Abdur

  • 2014 The impact of skill and management structure on Serie A Clubs’ performance
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  • 2014 Water, Food, Energy: Searching for the Economic Nexus
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  • 2014 How financially literate are women? An overview and new insights
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  • 2014 Measurement Error in Subjective Expectation and the Empirical Content of Economic Models
    by Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin

  • 2014 Household Risk Taking after the Financial Crisis
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  • 2014 Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
    by Thomas J. Flavin & Ciara E. Morley & Ekaterini Panopoulou

  • 2014 Effects of the Limit Order Book on Price Dynamics
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  • 2014 Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
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  • 2014 Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
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  • 2014 Investigating Multiple Changes in Persistence in International Yields
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  • 2014 Visceral emotions, within-community communication, and (ill-judged) endorsement of financial propositions
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  • 2014 Optimal hedging with the cointegrated vector autoregressive model
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  • 2014 An Axiomatic Approach to Measuring Degree of Stochastic Dominance
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  • 2014 Partial Stochastic Dominance
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  • 2014 The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect
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  • 2014 Recall Searching with and without Recall
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  • 2014 On the robustness of persistence in mutual fund performance
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  • 2014 The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach
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  • 2014 Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
    by Drerup, Tilman & Enke, Benjamin & Gaudecker, Hans-Martin von

  • 2014 Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is There a Role for Policy?
    by Doorley, Karina & Sierminska, Eva

  • 2014 Circumstantial Risk: Impact of Future Tax Evasion and Labor Supply Opportunities on Risk Exposure
    by Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher

  • 2014 Bank asset reallocation and sovereign debt
    by Michele Fratianni & Francesco Marchionne

  • 2014 A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market
    by Pyo, Dong-Jin

  • 2014 Sovereign credit ratings, market volatility, and financial gains
    by António Afonso & Pedro Gomes & Abderrahim Taamouti

  • 2014 Predicting and Capitalizing on Stock Market Bears in the U.S
    by Bertrand Candelon & Jameel Ahmed & Stefan Straetmans

  • 2014 Partial Stochastic Dominance
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  • 2014 The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration
    by Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar

  • 2014 Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance
    by Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut

  • 2014 On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)
    by Philippe Bertrand & Jean-luc Prigent

  • 2014 Optimal Positioning in Financial Derivatives under Mixture Distributions
    by R. Hentati-Kaffel & J.L. Prigent

  • 2014 Dynamic Portfolio Insurance Strategies: Risk Management under Johnson Distributions
    by Naceur Naguez & Jean-Luc Prigent

  • 2014 Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation
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  • 2014 Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis
    by Hooi Hooi Lean & Duc Khuong Nguyen

  • 2014 Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets
    by Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong

  • 2014 A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

  • 2014 Behavioral determinants of home bias - theory and experiment
    by Dennis Dlugosch & Kristian Horn & Mei Wang

  • 2014 The Global Preference for Dividends in Declining Markets
    by Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Carl B. Muckley

  • 2014 Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
    by Bec, Frédérique & Gollier, Christian

  • 2014 Gamma discounters are short-termist
    by Gollier, Christian

  • 2014 日本の家計のポートフォリオ選択:居住用不動産が株式保有に及ぼす影響
    by 祝迫, 得夫 & 小野, 有人 & 齋藤, 周 & 徳田, 秀信

  • 2014 On Linearity Of Transaction Costs In Order Driven Market
    by Nikolay A. Andreev

  • 2014 Money management with optimal stopping of losses for maximizing the returns of futures trading
    by Lundström, Christian

  • 2014 Risk-taking with Other People’s Money
    by Kvaløy, Ola & Eriksen, Kristoffer & Luzuriaga , Miguel

  • 2014 Discount rates, market frictions, and the mystery of the size premium
    by de Oliveira Souza, Thiago

  • 2014 Incompatible European Partners? Cultural Predispositions and Household Financial Behavior
    by Haliassos, Michael & Jansson, Thomas & Karabulut, Yigitcan

  • 2014 The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model
    by Framstad, Nils Chr.

  • 2014 When is it Better to Wait for a New Version? Optimal Replacement of an Emerging Technology under Uncertainty
    by Chronopoulos, Michail & Siddiqui, Afzal

  • 2014 The Effect of Capital Taxes on Household's Portfolio Composition and Intertemporal Choice: Evidence from the Dutch 2001 Capital Income Tax Reform
    by Zoutman, Floris T.

  • 2014 Institutional Quality, Trust and Stock Market Participation: Learning to Forget
    by Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik

  • 2014 Institutional Quality, Trust and Stock-Market Participation: Learning to Forget
    by Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik

  • 2014 Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
    by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun

  • 2014 Debt Dilution in 1920s America: Lighting the Fuse of a Mortgage Crisis
    by Natacha Postel-Vinay

  • 2014 Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver
    by Kirsten L MacDonald & Robert J Bianchi & Michael E Drew

  • 2014 Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison
    by António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal

  • 2014 The role of education in equity portfolios during the recent financial crisis
    by Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas

  • 2014 Reshaping financial systems. New technologies and financial innovations - evidence from the United States, Mexico and Brazil
    by Ewa Lechman & Adam Marszk

  • 2014 Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection
    by Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov

  • 2014 Margin Requirements and Portfolio Optimization: A Geometric Approach
    by Sheng Guo

  • 2014 The effect of state pension cut legislation on bank values
    by Cohen, Lee & Cornette, Marcia Millon & Mehran, Hamid & Tehranian, Hassan

  • 2014 Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
    by Yogo, Motohiro & Koijen, Ralph S.J. & Van Nieuwerburgh, Stijn

  • 2014 Can risk explain the profitability of technical trading in currency markets?
    by Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul A.

  • 2014 The cost of business cycles with heterogeneous trading technologies
    by Chien, YiLi

  • 2014 The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio
    by Bertaut, Carol C. & Tabova, Alexandra M. & Wong, Vivian

  • 2014 Returns to Active Management: The Case of Hedge Funds
    by Kazemi, Maziar & Islamaj, Ergys

  • 2014 Flights to Safety
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  • 2014 Mortgage choice in the housing boom: impacts of house price appreciation and borrower type
    by Furlong, Frederick T. & Takhtamanova, Yelena & Lang, David

  • 2014 International financial integration and crisis contagion
    by Devereux, Michael B. & Yu, Changhua

  • 2014 Very long-run discount rates
    by Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes

  • 2014 Can Leverage Constraints Help Investors?
    by Heimer, Rawley

  • 2014 Hedging and Pricing in Imperfect Markets under Non-Convexity
    by Assa, Hirbod & Gospodinov, Nikolay

  • 2014 Risk management of savings accounts
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  • 2014 On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term
    by Giorgio Fabbri & Salvatore Federico

  • 2014 Revisiting Herding Behavior in REITs: A RegimeSwitching Approach
    by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas

  • 2014 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen

  • 2014 Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
    by Sebastien Lleo & Bill Ziemba

  • 2014 Using equity premium survey data to estimate future wealth
    by Mark C. Freeman & Ben Groom

  • 2014 The elephant in the ground: managing oil and sovereign wealth
    by Ton van den Bremer & Frederick van der Ploeg & Samuel Wills

  • 2014 Extremal Dependence and Contagion
    by Renée Fry-McKibbin & Cody Yu-Ling Hsiao

  • 2014 Currency hedge – walking on the edge?
    by Fabio Filipozzi & Kersti Harkmann

  • 2014 Evaluating Firm-Level Expected-Return Proxies
    by Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y.

  • 2014 Private Equity Performance: A Survey
    by Kaplan, Steven N. & Sensoy, Berk A.

  • 2014 The Impact of Ambiguity Prudence on Insurance and Prevention
    by Loïc Berger

  • 2014 Exploring the Role of Instruments in the Transformation of Logics: The Case of Socially Responsible Investment
    by Arjaliès , Diane-Laure

  • 2014 Who Are the Value and Growth Investors?
    by Calvet , Laurent & Betermier , Sebastien

  • 2014 Unique Durable Assets
    by Lovo , Stefano & Spaenjers , Christophe

  • 2014 Risk versus Ambiguity and International Security Design
    by Hill, Brian & Michalski, Tomasz

  • 2014 The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio
    by Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi

  • 2014 Robust Portfolio Protection: A Scenarios-Based Approach
    by Selim Mankaï & Khaled Guesmi

  • 2014 Looking at the other side of carry trades: Are there any safe haven currencies?
    by Virginie Coudert & Cyriac Guillaumin & Hélène Raymond

  • 2014 Utility-equivalence of pension security mechanisms
    by Dirk Broeders & An Chen & Birgit Koos

  • 2014 Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis
    by Franziska Bremus & Marcel Fratzscher

  • 2014 John Doe's Old-Age Provision: Dollar Cost Averaging and Time Diversification
    by Dirk Ulbricht

  • 2014 The Standard Portfolio Choice Problem in Germany
    by Steffen Huck & Tobias Schmidt & Georg Weizsäcker

  • 2014 Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets
    by Roman Kräussl

  • 2014 Recall Searching with and without Recall
    by Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh

  • 2014 Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy
    by Kalle Rinne & Matti Suominen

  • 2014 Weakening the Gain-Loss-Ratio measure to make it stronger
    by Jan Voelzke

  • 2014 Forecasting Equity Premia using Bayesian Dynamic Model Averaging
    by Joscha Beckmann & Rainer Schüssler

  • 2014 Very Long-Run Discount Rates
    by Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes

  • 2014 Liquidity Risk and the Dynamics of Arbitrage Capital
    by Kondor, Péter & Vayanos, Dimitri

  • 2014 Financial Literacy and Savings Account Returns
    by Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman

  • 2014 International Liquidity and Exchange Rate Dynamics
    by Gabaix, Xavier & Maggiori, Matteo

  • 2014 Stock investments at work
    by Hvide, Hans K & Östberg, Per

  • 2014 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
    by Acharya, Viral V & Engle III, Robert F & Pierret, Diane

  • 2014 Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis
    by Bremus, Franziska & Fratzscher, Marcel

  • 2014 Are Retail Traders Compensated for Providing Liquidity?
    by Barrot, Jean-Noël & Kaniel, Ron & Sraer, David

  • 2014 International Financial Integration and Crisis Contagion
    by Devereux, Michael B & Yu, Changhua

  • 2014 The Elephant in the Ground: Managing Oil and Sovereign Wealth
    by Van Den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel

  • 2014 The Impact of Hedge Funds on Asset Markets
    by Kruttli, Mathias & Patton, Andrew J & Ramadorai, Tarun

  • 2014 Bond Return Predictability: Economic Value and Links to the Macroeconomy
    by Gargano, Antonio & Pettenuzzo, Davide & Timmermann, Allan G

  • 2014 Shortfall Aversion
    by Guasoni, Paolo & Huberman, Gur & Ren, Dan

  • 2014 Incompatible European Partners? Cultural Predispositions and Household Financial Behavior
    by Haliassos, Michael & Jansson, Thomas & Karabulut, Yigitcan

  • 2014 Information Aggregation in a DSGE Model
    by Hassan, Tarek & Mertens, Thomas M.

  • 2014 Common Macro Factors and Currency Premia
    by Filippou, Ilias & Taylor, Mark P

  • 2014 Saving behavior and risk taking: Evidence from the Dutch Tax Reform in 2001
    by Erik Floor & Arjan Lejour

  • 2014 Mathematical Analysis of Average Rates of Return and Investment Decisions: The Missing Link
    by Carlo Alberto Magni

  • 2014 Aggregate Return on Investment for Investments under Uncertainty
    by Carlo Alberto Magni

  • 2014 APT - evidencia empírica en el análisis del ROA en una empresa de servicios públicos domiciliarios de acueducto y alcantarillado
    by Raúl A. Cardona Montoya & Ermilson Velásquez Ceballos & Tatiana M. Vidal Gutiérrez & Raúl A. Escobar Orrego

  • 2014 Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado
    by Javier Eliecer Pirateque Niño

  • 2014 Las acciones como activo de reserva para el Banco de la República
    by Mario Alejandro Acosta R.

  • 2014 Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
    by Virginie Coudert & Cyriac Guillaumin & Hélene Raymond

  • 2014 Optimal Bail-out and Bail-in policy mix: Lessons from the Banco Espírito Santo (BES) failure
    by Miguel Rocha de Sousa

  • 2014 Portfolio Selection Optimization under Cumulative Prospect Theory – a parameter sensibility analysis
    by Luis A.G. Coelho

  • 2014 Homeownership and Entrepreneurship: The Role of Mortgage Debt and Commitment
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  • 2014 Adults' Financial Literacy and Households' Financial Assets: The Role of Banks Information Policies
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  • 2014 Debt Sustainability in the Case of External Debt. An Analysis Based on Italy's Treasury Auctions
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  • 2014 Asset Allocation and Monetary Policy: Evidence from the Eurozone
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  • 2014 Discounting in an Uncertain World - Disentangling the Debate on the Weitzman-Gollier Puzzle
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  • 2014 Conservatism Correction for the Market-To-Book Ratio and Tobin's q
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  • 2014 A short note on expected risk adjusted elasticity and consumer theory
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  • 2014 Comparación entre algoritmo de ciclos y modelos de regime-switching, con aplicación a estrategias de inversión en derivados (opciones de venta)
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  • 2014 Reputational Concerns and Price Comovements
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  • 2014 Wealth decumulation, portfolio composition and financial literacy among European elderly
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  • 2014 Hedge Fund Portfolio Diversification Strategies Across the GFC
    by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh

  • 2014 European Market Portfolio Diversifcation Strategies across the GFC
    by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

  • 2014 Risk Measurement and Risk Modelling Using Applications of Vine Copulas
    by David E. Allen & Michael McAleer & Abhay K. Singh

  • 2014 An Application of Correlation Clustering to Portfolio Diversification
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  • 2014 Asset Prices and Asymmetric Reasoning
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  • 2014 Optimal Portfolio Choice under Decision-Based Model Combinations
    by Davide Pettenuzzo & Francesco Ravazzolo

  • 2014 Bond Return Predictability: Economic Value and Links to the Macroeconomy
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  • 2014 Bond Return Predictability: Economic Value and Links to the Macroeconomy
    by Davide Pettenuzzo & Antonio Gargano & Allan Timmermann

  • 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows
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  • 2014 Childhood experience of father's job loss and stock market participation
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  • 2014 Descriptive analysis of the Finnish stock market : Part II
    by Nyberg, Peter & Vaihekoski, Mika

  • 2014 Institutional investor portfolio allocation, quantitative easing and the global financial crisis
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  • 2014 Optimal portfolio choice under decision-based model combinations
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  • 2014 The determinants Uruguayan households' indebtedness
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  • 2014 Endogenous Derivative Networks
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  • 2014 Correlations
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  • 2014 The impact of the exchange rate on Luxembourg equity funds
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  • 2014 Household Risk Taking after the Financial Crisis
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  • 2014 Improving Public Equity Markets? No Pain, No Gain
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  • 2014 Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities
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  • 2014 Rollover Risk, Liquidity and Macroprudential Regulation
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  • 2014 Macroeconomic Experiences and Risk Taking of Euro Area Households
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  • 2014 Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination
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  • 2014 Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas
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  • 2014 Bank asset reallocation and sovereign debt
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  • 2014 Crisp Fair Gambles
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  • 2014 Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns
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  • 2014 Optimal hedging with the cointegrated vector autoregressive model
    by Søren Johansen & Lukasz Gatarek

  • 2014 Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500
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  • 2014 Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
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  • 2014 Factor Estimation: Filtering and Black-Litterman
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Numerical Methods
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Case Studies
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Factor and Securities Models
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Asset and Liability Management: Jump-Diffusion Case
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Managing Against a Benchmark: Jump-Diffusion Case
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Fund Separation and Fractional Kelly Strategies
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 General Jump-Diffusion Setting
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Jumps in Asset Prices
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Infinite Horizon Problems
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Investment Constraints
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Asset and Liability Management
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Managing Against a Benchmark
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Risk-Sensitive Asset Management
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 The Merton Problem
    by Mark H. A. Davis & Sébastien Lleo

  • 2014 Incorporación de ratios financieros en los modelos de estimación de retorno para activos de renta variable. Desempeño de la estrategia de value investing en las bolsas de valores de Lima, Santiago, Bogotá y Sao Paulo en el período 2005-2012.El impacto de los derechos de autor sobre la innovación en la industria musical peruana
    by Jorge Beltrán & Ian Kishimoto

  • 2014 Impacto del límite de inversión al exterior en la eficiencia financiera de las carteras administradas por las AFP peruanas
    by Tamy Suzuki & Alida Valdivia

  • 2014 ¿Logra el modelo de Heston captar la dinámica de la volatilidad en los mercados de opciones sobre divisas mejor que el modelo de Garman y Kohlhagen? Un análisis para opciones sobre USD/EUR y PEN/USD
    by Marina Pando & Melissa Villanueva

  • 2014 Validez de las estrategias de momentum y value investment en la Bolsa de Valores de Lima
    by Jessy Espinoza & Alejandro Torres

  • 2014 Extreme Financial Risks and Asset Allocation
    by Olivier Le Courtois & Christian Walter

  • 2014 Risk-Sensitive Investment Management
    by Mark H A Davis & Sébastien Lleo

  • 2014 Recent Advances in Financial Engineering 2012:Proceedings of the International Workshop on Finance 2012
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  • 2014 Economía aplicada: Ensayos de investigación económica 2013
    by

  • 2014 Some contributions to financial market modelling with transaction costs
    by Tran, Quoc Tuan

  • 2014 External factors affecting investment decisions of companies
    by Bialowolski, Piotr & Weziak-Bialowolska, Dorota

  • 2014 Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach
    by Francisco López-Herrera & Roberto J. & Edgar Ortiz

  • 2014 International Portfolio Diversification: United States and South Asian Equity Markets
    by Rizwan Mushtaq & Syed Zulfiqar Ali Shah

  • 2014 Linear Programming Methods For Solving The Portfolio’S Problems
    by TKACENKO, Alexandra

  • 2014 Speculative Bubbles And Financial Crises
    by FETINIUC, Valentina & IVAN, Luchian & GHERBOVEŢ, Sergiu

  • 2014 Thinly traded securities and risk management
    by Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar

  • 2014 Information Sharing and Stock Market Participation: Evidence from Extended Families
    by Geng Li

  • 2014 Capital Market Efficiency. An Empirical Test Of The Weak-Form In The Nigerian Capital Market
    by Barine Michael NWIDOBIE & Julius Babatunde ADESINA

  • 2014 Linkages In Corporate Social Responsibility Indices And Major Financial Market Indices. An Arma-Aparch Approach
    by Li-Lun LIU & John Francis DIAZ & Esentur IVAGOV

  • 2014 The Effect Of International Soccer Games On Exchange Rates Using Evidence From Turkey
    by Ender DEMIR & Chi Keung Marco LAU & Ka Wai Terence FUNG

  • 2014 The interpretative ability of coefficient R2 to calculate the firm value
    by Chara Theodoraki

  • 2014 Volatility Transmission Between Stock and Foreign Exchange Markets: Evidence from Nigeria
    by Emenike Kalu O.

  • 2014 Macroprudential Banking Regulation: Does One Size Fit All?
    by Doris Neuberger & Roger Rissi

  • 2014 Performance of Polish IPO Firms: Size and Profitability Effect
    by Joanna Lizińska & Leszek Czapiewski

  • 2014 Attractiveness and territorial promotion in the MENA region in regards with FDI: Toward a new governance of public policies?
    by Alexandre Munoz

  • 2014 The influence of the accruals generating process on earnings persistence
    by Brett Govendir & Peter Wells

  • 2014 Transaction Costs And Market Impact In Investment Management
    by Marek Kociñski

  • 2014 The Low Price Effect On The Polish Market
    by Adam Zaremba & Rados³aw ¯mudziñski

  • 2014 A “Minsky crisis” in a Stock-Flow Consistent model
    by Mouakil, Tarik

  • 2014 Crude Oil Risk Management: the Optimal Hedge Ratio and Hedging Effectiveness Evolution
    by Erica Cristina BALEA

  • 2014 Time-Varying Behaviour of Sector Beta Risk – The Case of Poland
    by Kurach, Radosław & Stelmach, Jerzy

  • 2014 Effectiveness of corporate finance valuation methods: Piotroski score in an Ohlson model: the case of Mexico
    by Durán-Vázquez, Rocío & Lorenzo-Valdés, Arturo & Castillo-Ramírez, Claudia

  • 2014 A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets
    by Hwang, Peter & Sitorus, Romora Edward

  • 2014 Gold Price, Stock Price and Exchange rate Nexus: The Case of India
    by Srinivasan P.

  • 2014 Dynamic Asset Allocation with Ambiguous Return Predictability
    by Hui Chen & Nengjiu Ju & Jianjun Miao

  • 2014 Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios
    by Doriana Ruffino

  • 2014 Evaluating UCITS Compliant Hedge Fund Performance
    by Serges Darolles

  • 2014 The Trading Performance of Individual Investors
    by Camille Magron

  • 2014 Estimation Risk versus Optimality Risk: AN EX-ANTE EFFICIENCY ANALYSIS OF ALTERNATIVE EQUITY PORTFOLIO DIVERSIFICATION STRATEGIES
    by Lionel Martellini & Vincent Milhau & Andrea Tarelli

  • 2014 Pricing, Hedging and Assessing Risk in a General Lévy Context
    by Abdou Kélani & François Quittard-Pinon

  • 2014 A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation
    by Monica Billio & Lorenzon Frattarolo & Lauriana Pelizzon

  • 2014 Alpha or not Alpha: The Case of the Hedge Fund Industry
    by Hugues Pirotte & Nils S. Tuchschmid

  • 2014 Hedge Fund Managers: Luck and Dynamic Assessment
    by Gilles Criton & Olivier Scaillet

  • 2014 Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice
    by Zvi Bodie & Marie Brière

  • 2014 Pension Reform in The Netherlands: Attractive Options for other Countries?
    by Theo Nijman

  • 2014 On the Financial Performance of Socially Responsible Investments
    by Sébastien Pouget

  • 2014 Decisiones de consumo y portafolio con un nivel de confianza sobre la riqueza final en un horizonte finito de planeacion: Evidencia empirica
    by Francisco Venegas Martinez & Francisco Lopez Herrera & Ambrosio Ortiz Ramirez

  • 2014 Advantages And Limitations Of The Financial Ratios Used In The Financial Diagnosis Of The Enterprise
    by Mihaela GADOIU

  • 2014 Analysis Of The Indicators Specific To Entities Listed On The Capital Market And Their Role In Quantifying Company Performance
    by Maria Daniela BONDOC & Mihaela Iuliana DUMITRU

  • 2014 Analýza všeobecné rovnováhy pro český finanční trh a model finanční křehkosti
    by Ondřej Machek & Luboš Smrčka & Jiří Hnilica & Markéta Arltová & Dimitrios P. Tsomocos

  • 2014 Impact of Earnings Smoothness on Stock Prices, Stock Returns and Future Earnings Changes - the Polish Experience
    by Jacek WELC

  • 2014 Peculiarities of selection of iInvestment artworks
    by Daiva Jurevičienė & Božena Kostecka

  • 2014 Impact of Non-cooperative Oligopoly of the Banking System on Its Pro-cyclicality in the Czech Republic
    by David Tison

  • 2014 An Empirical Study of Financial Literacy versus Risk Tolerance Among Higher Education Students
    by Katalin Huzdik & Dániel Béres & Erzsébet Németh

  • 2014 Analysis of the Factors that influence the financial literacy of young people studying in higher education
    by Alexandra Luksander, Dániel Béres, Katalin Huzdik, Erzsébet Németh

  • 2014 The Momentum Effect In The Chilean Stock Market
    by ESPINOZA, NICOLÁS & ESPINOZA, TOMÁS

  • 2014 Empirical Evidences on Systematic Risk for Central and Eastern European Shares
    by Anton Sorin Gabriel

  • 2014 Base Criteria Used in the Evaluation of Investment Projects
    by Cãruntu Constantin & Lãpãduºi Mihaela Loredana

  • 2014 Research Of Investment Risk Using Beta Coefficient
    by Domagoj Karacic & Ivana Bestvina Bukvic

  • 2014 Challenges In Performance Metrics In Socially Responsible Investments
    by Kuti Monika & Szasz Erzsebet

  • 2014 How Risky Are Sif'S Securities?
    by Claudiu Botoc

  • 2014 Financing infrastructure – International trends
    by Raffaele Della Croce & Stefano Gatti

  • 2014 The Recent Records on the US Stock Market – High Intrinsic Value or Just Another Bubble?
    by Dimiter Nenkov

  • 2014 Capital Pension Funds: the Changing Role in South and Eastern European Countries
    by Stanislav Dimitrov

  • 2014 Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market
    by Evgeniya Mikova & Tamara Teplova

  • 2014 Valuación con opciones reales de proyectos con flujos correlacionados con fundamentales económicos y con saltos extremos Viabilidad del caso COMERCI UCB
    by Mendoza Sandoval Sergio & Cruz Ake Salvador & Venegas Martínez Francisco

  • 2014 Mutual fund flows: Where does the money go?
    by Harlan Platt, Licheng Cai & Licheng Cai & Marjorie Platt

  • 2014 Evidences of investors’ risk tolerance in Nairobi securities exchange: Does education or specialization matter?
    by Tobias Olweny

  • 2014 Financial crises and volatility spillovers among emerging European equity markets
    by Ugur Ergun & Zehra Mahmutović

  • 2014 Determinants of Risk-Suitable Investment Portfolios: Evidence from A Sample of Italian Householders
    by Camilla Mazzoli & Nicoletta Marinellib

  • 2014 A skew test on financial returns in the Colombian market
    by Marisol Valencia & Alejandro Bedoya

  • 2014 Management in the Field of Insolvency. The Recovery Need of a Bank Company in the Field of The Contemporary Crisis
    by Mirela Niculae & Beatrice-Tanta Strat

  • 2014 Modelling the Efficent Frontier of Investments Portfolio
    by Maria Dimitriu & Maria-Ramona Dinu & Razvan Constantin Caracota

  • 2014 Chinese Outward Direct Investment in Central and Eastern European Countries: a Comparative Analysis
    by Sarmiza Pencea & Iulia Monica Oehler-Sincai

  • 2014 Testing the Market Model – A Case Study of Fondul Proprietatea (FP)
    by Sorin Claudiu Radu

  • 2014 Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs
    by Nusret Cakici & Isil Erol & Dogan Tirtiroglu

  • 2014 Size and liquidity effects in Nigeria: an industrial sector study
    by Bruce Hearn

  • 2014 Selección de portafolios de inversión incluyendo el efecto de asimetría: evidencia con activos de la Bolsa Mexicana de Valores
    by Flores-Ortega, Miguel. & Flores-Castillo, Lilia Alejandra. & Paredes-Gómez, Angelica.

  • 2014 Does Human Psychology Drive Financial Markets? Evidence from International Markets
    by Abderrazak Dhaoui & Naceur Khraief

  • 2014 The Risk Channel of Monetary Policy
    by Oliver de Groot

  • 2014 Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA
    by Tihana Skrinjaric

  • 2014 Finding The Discount Rate For A Private Firm Using Public Comparables
    by Lynda S. Livingston

  • 2014 Does Online Trading Affect Investors' Trading Intention?
    by Ya-Hui Want

  • 2014 Influence of External Factors on the Taiwan Stock Exchange
    by Chin-Wen Huang

  • 2014 Country and Industry Factor Influence on Investment in Latin American Emerging Markets
    by Rishma Vedd & Keji Chen & Nataliya Yassinski

  • 2014 An Empirical Examination of Negative Economic Value Added Firms
    by Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima

  • 2014 Performance Of Socially Responsible Mutual Funds
    by Linda Yu

  • 2014 Strategic Implications Of Project Portfolio Selection
    by Guilherme Vitolo & Flavio Cipparrone

  • 2014 The Risk-Return Trade-Off Of Investing In Latin American Emerging Stock Markets
    by Rishma Vedd & Paul Lazarony

  • 2014 Asset Holdings of Young Households: Trends and Patterns
    by Merry, Ellen A. & Thomas, Logan

  • 2014 Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case
    by Jaroslava Hlouskova & Jana Mikocziova & Rudolf Sivak & Peter Tsigaris

  • 2014 Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility
    by Eduard Baumöhl & Štefan Lyócsa

  • 2014 Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets
    by Yen-Hsien Lee & Hao Fang & Wei-Fan SU

  • 2014 Grouping Stock Markets with Time-Varying Copula-GARCH Model
    by Anna CZAPKIEWICZ & Pawel MAJDOSZ

  • 2014 Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries
    by Anita CEH CASNI & Maruska VIZEK

  • 2014 Clustering Stock Exchange data by Using Evolutionary Algorithms for Portfolio Management
    by Malek Khojasteh Nejad

  • 2014 Strategy of Sustainable Development in Investment Portfolio Case
    by Alfredas Lukasevicius & Indre Lapinskaite

  • 2014 Looking for Synergy with Momentum in Main Asset Classes
    by Lukas Macijauskas & Dimitrios I. Maditinos

  • 2014 An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets
    by Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides

  • 2014 Financial Crisis, Intervention and Performance Measurement
    by Apostolos Xanthopoulos Ph.D

  • 2014 The Interaction of Mutual Fund Flows and Stock Returns: Evidence From The Turkish Capital Market
    by Berna AYDOGAN & Gulin VARDAR & Gokce TUNC

  • 2014 IMKB’de Islem Goren Araci Kurulus Varantlari icin Etkin Fiyatlama Modelinin Belirlenmesi
    by Rifat KARAKUS & Israfil ZOR

  • 2014 The Effects of Terrorism on Turkish Stock Market
    by Mine AKSOY

  • 2014 The Application Of The Capital Asset Pricing Model On The Croatian Capital Market
    by Bojan Tomic

  • 2014 Self-attribution bias in consumer financial decision-making: How investment returns affect individuals’ belief in skill
    by Hoffmann, Arvid O.I. & Post, Thomas

  • 2014 On the characteristics of dynamic correlations between asset pairs
    by Jacobs, Michael & Karagozoglu, Ahmet K.

  • 2014 The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach
    by Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi

  • 2014 Value versus growth in IPOs: New evidence from Finland
    by Hahl, Teemu & Vähämaa, Sami & Äijö, Janne

  • 2014 Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty
    by Donadelli, Michael & Persha, Lauren

  • 2014 Style and performance of international socially responsible funds in Europe
    by Leite, Paulo & Cortez, Maria Céu

  • 2014 Should hedge funds be cautious reporting high returns?
    by Auer, Benjamin R.

  • 2014 Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets
    by Mollet, Janick Christian & Ziegler, Andreas

  • 2014 IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors
    by Aissia, Dorsaf Ben

  • 2014 Liquidity and capital under uncertainty and changing market sentiment: A simple analysis
    by Bossone, Biagio

  • 2014 Predictability of the simple technical trading rules: An out-of-sample test
    by Fang, Jiali & Jacobsen, Ben & Qin, Yafeng

  • 2014 Gold and exchange rates: Downside risk and hedging at different investment horizons
    by Reboredo, Juan C. & Rivera-Castro, Miguel A.

  • 2014 Optimal currency carry trade strategies
    by Laborda, Juan & Laborda, Ricardo & Olmo, Jose

  • 2014 Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets?
    by Hueng, C. James

  • 2014 Switching impacts of the output gap on inflation: Evidence from Canada, the UK and the US
    by Valadkhani, Abbas

  • 2014 Fund flow bias in market timing skill. Evidence of the clientele effect
    by Muñoz, Fernando & Vargas, María & Vicente, Ruth

  • 2014 A dark side of international capital market integration: Domestic investors' view
    by Kim, In Joon & Kim, So Jung & Yoon, Sun-Joong

  • 2014 Non-parametric analysis of equity arbitrage
    by Vortelinos, Dimitrios I.

  • 2014 Evidence of contagion in global REITs investment
    by Chang, Guang-Di & Chen, Chia-Shih

  • 2014 Patterns of volatility transmissions within regime switching across GCC and global markets
    by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo

  • 2014 Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation
    by Fletcher, Jonathan

  • 2014 Are we overestimating REIT idiosyncratic risk? Analysis of pricing effects and persistence
    by Abugri, Benjamin A. & Dutta, Sandip

  • 2014 Risk-adjusted long-term social rates of discount for transportation infrastructure investment
    by Hultkrantz, Lars & A. Krüger, Niclas & Mantalos, Panagiotis

  • 2014 Prices of durable nonrenewable natural resources under stochastic investment opportunities
    by Atewamba, Calvin & Gaudet, Gérard

  • 2014 Does faith move stock markets? Evidence from Saudi Arabia
    by Canepa, Alessandra & Ibnrubbian, Abdullah

  • 2014 The international business cycle and gold-price fluctuations
    by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian

  • 2014 How profitable is the Indian stock market?
    by Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh

  • 2014 Retirement savings investment choices: Sophisticated or naive?
    by Gerrans, Paul & Yap, Ghialy

  • 2014 Momentum returns and information uncertainty: Evidence from China
    by Cheema, Muhammad A. & Nartea, Gilbert V.

  • 2014 Currency jumps and crises: Do developed and emerging market currencies jump together?
    by Chan, Kam Fong & Powell, John G. & Treepongkaruna, Sirimon

  • 2014 Heads we win, tails you lose: Is there equity in Islamic equity funds?
    by Kamil, Nazrol K.M. & Alhabshi, Syed O. & Bacha, Obiyathulla I. & Masih, Mansur

  • 2014 Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach
    by Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis

  • 2014 Matching perception with the reality—Performance of Islamic equity investments
    by Ashraf, Dawood & Mohammad, Nazeeruddin

  • 2014 Performance of global Islamic versus conventional share indices: International evidence
    by Ho, Catherine Soke Fun & Abd Rahman, Nurul Afiqah & Yusuf, Noor Hafizha Muhamad & Zamzamin, Zaminor

  • 2014 The profitability of candlestick charting in the Taiwan stock market
    by Lu, Tsung-Hsun

  • 2014 False discoveries in the performance of Australian managed funds
    by Kim, Sangbae & In, Francis & Ji, Philip Inyeob & Park, Raphael Jonghyeon

  • 2014 The house money and break-even effects for different types of traders: Evidence from Taiwan futures markets
    by Huang, Yu Chuan & Chan, Shu Hui

  • 2014 U.S. stock market uncertainty and cross-market European stock returns
    by Sarwar, Ghulam

  • 2014 An empirical test of competing hypotheses for the annuity puzzle
    by Goedde-Menke, Michael & Lehmensiek-Starke, Moritz & Nolte, Sven

  • 2014 The cost of capital, asset prices, and the effects of monetary policy
    by Ghossoub, Edgar A. & Reed, Robert R.

  • 2014 Uncovered Equity Parity and rebalancing in international portfolios
    by Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon

  • 2014 The exchange rate effect of multi-currency risk arbitrage
    by Hau, Harald

  • 2014 Stocks for the long run? Evidence from emerging markets
    by Spierdijk, Laura & Umar, Zaghum

  • 2014 Fiscal consolidations and bank balance sheets
    by Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom

  • 2014 Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
    by Liu, Tengdong & Hammoudeh, Shawkat & Santos, Paulo Araújo

  • 2014 Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books
    by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu

  • 2014 Forecasting stock returns under economic constraints
    by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen

  • 2014 Dispersion in beliefs among active mutual funds and the cross-section of stock returns
    by Jiang, Hao & Sun, Zheng

  • 2014 News-driven return reversals: Liquidity provision ahead of earnings announcements
    by So, Eric C. & Wang, Sean

  • 2014 Does PIN affect equity prices around the world?
    by Lai, Sandy & Ng, Lilian & Zhang, Bohui

  • 2014 Macroeconomic risk and hedge fund returns
    by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O.

  • 2014 Death and jackpot: Why do individual investors hold overpriced stocks?
    by Conrad, Jennifer & Kapadia, Nishad & Xing, Yuhang

  • 2014 Income hedging and portfolio decisions
    by Bonaparte, Yosef & Korniotis, George M. & Kumar, Alok

  • 2014 The genetics of investment biases
    by Cronqvist, Henrik & Siegel, Stephan

  • 2014 Stock market returns and annuitization
    by Previtero, Alessandro

  • 2014 Comovement and investment banking networks
    by Grullon, Gustavo & Underwood, Shane & Weston, James P.

  • 2014 Winners in the spotlight: Media coverage of fund holdings as a driver of flows
    by Solomon, David H. & Soltes, Eugene & Sosyura, Denis

  • 2014 Performance evaluation with high moments and disaster risk
    by Kadan, Ohad & Liu, Fang

  • 2014 Limited partner performance and the maturing of the private equity industry
    by Sensoy, Berk A. & Wang, Yingdi & Weisbach, Michael S.

  • 2014 Money and liquidity in financial markets
    by Nyborg, Kjell G. & Östberg, Per

  • 2014 Mutual fund performance evaluation with active peer benchmarks
    by Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ

  • 2014 Crises and confidence: Systemic banking crises and depositor behavior
    by Osili, Una Okonkwo & Paulson, Anna

  • 2014 Speculating on home improvements
    by Choi, Hyun-Soo & Hong, Harrison & Scheinkman, Jose

  • 2014 Are hedge fund managers systematically misreporting? Or not?
    by Jorion, Philippe & Schwarz, Christopher

  • 2014 The role of stock ownership by US members of Congress on the market for political favors
    by Tahoun, Ahmed

  • 2014 Betting against beta
    by Frazzini, Andrea & Pedersen, Lasse Heje

  • 2014 A dynamic equilibrium model of imperfectly integrated financial markets
    by Bhamra, Harjoat S. & Coeurdacier, Nicolas & Guibaud, Stéphane

  • 2014 Aggregation of preferences for skewed asset returns
    by Chabi-Yo, Fousseni & Leisen, Dietmar P.J. & Renault, Eric

  • 2014 When can expected utility handle first-order risk aversion?
    by Dionne, Georges & Li, Jingyuan

  • 2014 Incomplete market dynamics and cross-sectional distributions
    by Toda, Alexis Akira

  • 2014 Comment on “Modeling non-monotone risk aversion using SAHARA utility functions” [J. Econ. Theory 146 (2011) 2075–2092]
    by Cui, Zhenyu

  • 2014 Nonparametric comparative revealed risk aversion
    by Heufer, Jan

  • 2014 Asset liquidity and international portfolio choice
    by Geromichalos, Athanasios & Simonovska, Ina

  • 2014 A two-parameter model of dispersion aversion
    by Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John

  • 2014 Advance information and asset prices
    by Albuquerque, Rui & Miao, Jianjun

  • 2014 Introduction to financial economics
    by Allen, Franklin & Vayanos, Dimitri & Vives, Xavier

  • 2014 Cross-asset contagion in times of stress
    by Papavassiliou, Vassilios G.

  • 2014 Dynamic correlation structure and security risk
    by Vozlyublennaia, Nadia & Meshcheryakov, Artem

  • 2014 Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets
    by Huber, Jürgen & Kirchler, Michael & Stefan, Matthias

  • 2014 Exuberance out of left field: Do sports results cause investors to take their eyes off the ball?
    by Pantzalis, Christos & Park, Jung Chul

  • 2014 Second-order beliefs and the individual investor
    by Egan, Daniel & Merkle, Christoph & Weber, Martin

  • 2014 Gender differences in optimism and asset allocation
    by Jacobsen, Ben & Lee, John B. & Marquering, Wessel & Zhang, Cherry Y.

  • 2014 Debiasing the disposition effect by reducing the saliency of information about a stock's purchase price
    by Frydman, Cary & Rangel, Antonio

  • 2014 Technical analysis and individual investors
    by Hoffmann, Arvid O.I. & Shefrin, Hersh

  • 2014 Savings and prize-linked savings accounts
    by Atalay, Kadir & Bakhtiar, Fayzan & Cheung, Stephen & Slonim, Robert

  • 2014 Long term savings decisions: Financial reform, peer effects and ethnicity
    by Mugerman, Yevgeny & Sade, Orly & Shayo, Moses

  • 2014 Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500
    by Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J.

  • 2014 Who holds the purse strings within the household? The determinants of intra-family decision making
    by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza

  • 2014 Correlated bank runs, interbank markets and reserve requirements
    by Cañón, Carlos & Margaretic, Paula

  • 2014 The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?
    by Roque, Vanda & Cortez, Maria Céu

  • 2014 The influence of buy-side analysts on mutual fund trading
    by Frey, Stefan & Herbst, Patrick

  • 2014 Semiparametric estimation of multi-asset portfolio tail risk
    by Dias, Alexandra

  • 2014 Mutual fund herding in response to hedge fund herding and the impacts on stock prices
    by Jiao, Yawen & Ye, Pengfei

  • 2014 Exploiting commodity momentum along the futures curves
    by de Groot, Wilma & Karstanje, Dennis & Zhou, Weili

  • 2014 Too close for comfort? Geographic propinquity to political power and stock returns
    by Pantzalis, Christos & Park, Jung Chul

  • 2014 The role of correlation dynamics in sector allocation
    by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang

  • 2014 Modeling and monitoring risk acceptability in markets: The case of the credit default swap market
    by Madan, Dilip B.

  • 2014 Does it pay to be ethical? Evidence from the FTSE4Good
    by Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin

  • 2014 The home bias is here to stay
    by Levy, Haim & Levy, Moshe

  • 2014 Diversification and systemic risk
    by Raffestin, Louis

  • 2014 Optimal portfolio selection with life insurance under inflation risk
    by Kwak, Minsuk & Lim, Byung Hwa

  • 2014 Do investors put their money where their mouth is? Stock market expectations and investing behavior
    by Merkle, Christoph & Weber, Martin

  • 2014 Domestic investor protection and foreign portfolio investment
    by Giofré, Maela

  • 2014 Yes, the CAPM is testable
    by Guermat, Cherif

  • 2014 Stability analysis of financial contagion due to overlapping portfolios
    by Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne

  • 2014 Investor sentiment and the MAX effect
    by Fong, Wai Mun & Toh, Benjamin

  • 2014 Robust minimum variance portfolio with L-infinity constraints
    by Xing, Xin & Hu, Jinjin & Yang, Yaning

  • 2014 Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide
    by Chou, Julia & Zaiats, Nataliya & Zhang, Bohui

  • 2014 Deciphering robust portfolios
    by Kim, Woo Chang & Kim, Jang Ho & Fabozzi, Frank J.

  • 2014 Risk models-at-risk
    by Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B.

  • 2014 The determinants of U.S. banks’ international activities
    by Temesvary, Judit

  • 2014 Competition of socially responsible and conventional mutual funds and its impact on fund performance
    by In, Francis & Kim, Martin & Park, Raphael Jonghyeon & Kim, Sangbae & Kim, Tong Suk

  • 2014 Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
    by Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco

  • 2014 Do leveraged exchange-traded products deliver their stated multiples?
    by Loviscek, Anthony & Tang, Hongfei & Xu, Xiaoqing Eleanor

  • 2014 Performance evaluation of optimized portfolio insurance strategies
    by Zieling, Daniel & Mahayni, Antje & Balder, Sven

  • 2014 A jackknife-type estimator for portfolio revision
    by Füss, Roland & Miebs, Felix & Trübenbach, Fabian

  • 2014 Close form pricing formulas for Coupon Cancellable CoCos
    by Corcuera, José Manuel & De Spiegeleer, Jan & Fajardo, José & Jönsson, Henrik & Schoutens, Wim & Valdivia, Arturo

  • 2014 Long-term U.S. infrastructure returns and portfolio selection
    by Bianchi, Robert J. & Bornholt, Graham & Drew, Michael E. & Howard, Michael F.

  • 2014 Unveiling the embedded coherence in divergent performance rankings
    by Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia

  • 2014 The MAX effect: European evidence
    by Walkshäusl, Christian

  • 2014 An analysis of price discovery from panel data models of CDS and equity returns
    by Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan

  • 2014 Underwriter reputation and the quality of certification: Evidence from high-yield bonds
    by Andres, Christian & Betzer, André & Limbach, Peter

  • 2014 Does gold offer a better protection against losses in sovereign debt bonds than other metals?
    by Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa

  • 2014 An analysis of risk-taking behavior for public defined benefit pension plans
    by Mohan, Nancy & Zhang, Ting

  • 2014 The rise and fall of technical trading rule success
    by Taylor, Nick

  • 2014 Riskiness-minimizing spot-futures hedge ratio
    by Chen, Yi-Ting & Ho, Keng-Yu & Tzeng, Larry Y.

  • 2014 Style chasing by hedge fund investors
    by Horst, Jenke ter & Salganik, Galla

  • 2014 Corporate financial structure, misallocation and total factor productivity
    by Uras, Burak R.

  • 2014 CDOs and the financial crisis: Credit ratings and fair premia
    by Wojtowicz, Marcin

  • 2014 The tax benefit of income smoothing
    by Rydqvist, Kristian & Schwartz, Steven T. & Spizman, Joshua D.

  • 2014 Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
    by Zhou, Yinggang

  • 2014 Does revenue momentum drive or ride earnings or price momentum?
    by Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few

  • 2014 Aggregate net flows, inflows, and outflows of equity funds: The U.S. versus Japan
    by Paek, Miyoun & Ko, Kwangsoo

  • 2014 Stock market efficiency and international shipping-market information
    by Alizadeh, Amir H. & Muradoglu, Gulnur

  • 2014 Factor reversal in the euro zone stock returns: Evidence from the crisis period
    by Chou, Hsin-I & Zhao, Jing & Suardi, Sandy

  • 2014 Financial linkages between US sector credit default swaps markets
    by Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong

  • 2014 Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets
    by Ben Sita, Bernard & Abdallah, Wissam

  • 2014 Performance persistence in fixed interest funds: With an eye on the post-debt crisis period
    by Grose, Chris & Dasilas, Apostolos & Alexakis, Christos

  • 2014 Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
    by Flavin, Thomas J. & Morley, Ciara E. & Panopoulou, Ekaterini

  • 2014 Measuring mutual fund herding – A structural approach
    by Frey, Stefan & Herbst, Patrick & Walter, Andreas

  • 2014 Can international LETFs deliver their promised exposure to foreign markets?
    by Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui

  • 2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

  • 2014 Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods
    by Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor

  • 2014 An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits
    by Guidi, Francesco & Ugur, Mehmet

  • 2014 Rationalizing the value premium in emerging markets
    by Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan

  • 2014 Macro risk factors of credit default swap indices in a regime-switching framework
    by Chan, Kam Fong & Marsden, Alastair

  • 2014 Momentum profits and conditional time-varying systematic risk
    by Morelli, David

  • 2014 Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data
    by Ülkü, Numan & Karpova, Yekaterina

  • 2014 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh

  • 2014 Optimal investment and risk control policies for an insurer: Expected utility maximization
    by Zou, Bin & Cadenillas, Abel

  • 2014 Pricing and hedging of variable annuities with state-dependent fees
    by Delong, Łukasz

  • 2014 Explicit solutions of optimal consumption, investment and insurance problems with regime switching
    by Zou, Bin & Cadenillas, Abel

  • 2014 Capital requirements with defaultable securities
    by Farkas, Walter & Koch-Medina, Pablo & Munari, Cosimo

  • 2014 A benchmark approach to risk-minimization under partial information
    by Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra

  • 2014 Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
    by Guan, Guohui & Liang, Zongxia

  • 2014 Consumption, investment and life insurance strategies with heterogeneous discounting
    by de-Paz, Albert & Marín-Solano, Jesús & Navas, Jorge & Roch, Oriol

  • 2014 Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
    by Guan, Huiqi & Liang, Zongxia

  • 2014 International capital flows, returns and world financial integration
    by Evans, Martin D.D. & Hnatkovska, Viktoria V.

  • 2014 Volatility transmission between energy-related asset classes
    by Gormus, N. Alper & Soytas, Ugur & Diltz, J. David

  • 2014 Australia's home bias and cross border taxation
    by Mishra, Anil V.

  • 2014 Impact of short selling activity on market dynamics: Evidence from an emerging market
    by Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar

  • 2014 Has the global banking system become more fragile over time?
    by Anginer, Deniz & Demirguc-Kunt, Asli

  • 2014 Exploiting stochastic dominance to generate abnormal stock returns
    by Clark, Ephraim & Kassimatis, Konstantinos

  • 2014 Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
    by Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr

  • 2014 How should individual investors diversify? An empirical evaluation of alternative asset allocation policies
    by Jacobs, Heiko & Müller, Sebastian & Weber, Martin

  • 2014 Small investor sentiment, differences of opinion and stock overvaluation
    by Qian, Xiaolin

  • 2014 Transparent bookbuilding, certification and initial public offerings
    by Khurshed, Arif & Paleari, Stefano & Pande, Alok & Vismara, Silvio

  • 2014 When do stop-loss rules stop losses?
    by Kaminski, Kathryn M. & Lo, Andrew W.

  • 2014 Investor sentiment and bond risk premia
    by Laborda, Ricardo & Olmo, Jose

  • 2014 European business cycles and stock return predictability
    by Zhu, Yanjian & Zhu, Xiaoneng

  • 2014 Optimal portfolio choice for investors with industry-specific labor income risks
    by Tsai, Hui-Ju & Wu, Yangru

  • 2014 Investing in gold: Individual asset risk in the long run
    by Michis, Antonis A.

  • 2014 Sell in May and Go Away: Evidence from China
    by Guo, Biao & Luo, Xingguo & Zhang, Ziding

  • 2014 Is gold a safe haven against equity market investment in emerging and developing countries?
    by Gürgün, Gözde & Ünalmış, İbrahim

  • 2014 The value premium, aggregate risk innovations, and average stock returns
    by Lindaas, Knut F. & Simlai, Prodosh

  • 2014 Shortage function and portfolio selection: On some special cases and extensions
    by Briec, Walter & Oms, Laurence & Paget-Blanc, Eric

  • 2014 A new strategy using term-structure dynamics of commodity futures
    by Kim, Soo-Hyun & Kang, Hyoung-Goo

  • 2014 The bond–stock mix under time-varying interest rates and predictable stock returns
    by Leirvik, Thomas

  • 2014 Credit risk assessment of fixed income portfolios using explicit expressions
    by Pagnoncelli, Bernardo K. & Cifuentes, Arturo

  • 2014 Insurance demand and first order risk increases under (μ,σ)-preferences
    by Bonilla, Claudio A. & Ruiz, Jose L.

  • 2014 Overconfidence, risk perception and the risk-taking behavior of finance professionals
    by Broihanne, M.H. & Merli, M. & Roger, P.

  • 2014 News sentiment and the investor fear gauge
    by Smales, Lee A.

  • 2014 Are stock markets really so inefficient? The case of the “Halloween Indicator”
    by Dichtl, Hubert & Drobetz, Wolfgang

  • 2014 Gender heterogeneity in the sell-side analyst recommendation issuing process
    by Bosquet, Katrien & de Goeij, Peter & Smedts, Kristien

  • 2014 Optimal multi-period consumption and investment with short-sale constraints
    by Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç

  • 2014 Time-inconsistent investment, financial constraints, and cash flow hedging
    by Lien, Donald & Yu, Chia-Feng (Jeffrey)

  • 2014 Anomalies, risk adjustment and seasonality: Australian evidence
    by Zhong, Angel & Limkriangkrai, Manapon & Gray, Philip

  • 2014 Speculative bubbles and the cross-sectional variation in stock returns
    by Anderson, Keith & Brooks, Chris

  • 2014 Liquidity risk and the performance of UK mutual funds
    by Foran, Jason & O'Sullivan, Niall

  • 2014 The evolution of risk premium as a measure for intra-regional equity market integration
    by Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem

  • 2014 Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index
    by De Winne, Rudy & Gresse, Carole & Platten, Isabelle

  • 2014 Investor attention and information diffusion from analyst coverage
    by Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti

  • 2014 Performance and performance persistence of UK closed-end equity funds
    by Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C.

  • 2014 Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
    by Berger, T. & Missong, M.

  • 2014 Culture's impact on institutional investors' trading frequency
    by Beracha, Eli & Fedenia, Mark & Skiba, Hilla

  • 2014 Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)
    by Annaert, Jan & Mensah, Lord

  • 2014 The technological and environmental efficiency of the EU-27 power mix: An evaluation based on MPT
    by de-Llano Paz, Fernando & Antelo, Susana Iglesias & Calvo Silvosa, Anxo & Soares, Isabel

  • 2014 Tail risk in energy portfolios
    by González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio

  • 2014 On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility
    by Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric

  • 2014 Decision-support tool for assessing future nuclear reactor generation portfolios
    by Jain, Shashi & Roelofs, Ferry & Oosterlee, Cornelis W.

  • 2014 An empirical Bayesian approach to stein-optimal covariance matrix estimation
    by Gillen, Benjamin J.

  • 2014 An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
    by Yamamoto, Ryuichi

  • 2014 An empirical investigation of methods to reduce transaction costs
    by Moorman, Theodore

  • 2014 Price and earnings momentum: An explanation using return decomposition
    by Mao, Mike Qinghao & Wei, K.C. John

  • 2014 Quantiles of the realized stock–bond correlation and links to the macroeconomy
    by Aslanidis, Nektarios & Christiansen, Charlotte

  • 2014 Average funds versus average dollars: Implications for mutual fund research
    by Clifford, Christopher P. & Jordan, Bradford D. & Riley, Timothy B.

  • 2014 Market states and the risk-based explanation of the size premium
    by Hur, Jungshik & Pettengill, Glenn & Singh, Vivek

  • 2014 On the distribution and estimation of trading costs
    by Kourtis, Apostolos

  • 2014 Direct evidence of dividend tax clienteles
    by Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian

  • 2014 Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market
    by Xiang, Ju & Zhu, Xiaoneng

  • 2014 Pricing of liquidity risks: Evidence from multiple liquidity measures
    by Kim, Soon-Ho & Lee, Kuan-Hui

  • 2014 Analysing China's foreign direct investment in manufacturing from a high–low technology perspective
    by Liu, Kelly & Daly, Kevin & Varua, Maria Estela

  • 2014 How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?
    by Hung, Chi-Hsiou D. & Banerjee, Anurag N.

  • 2014 Dependence of stock and commodity futures markets in China: Implications for portfolio investment
    by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian

  • 2014 Does investor recognition matter for asset pricing?
    by Hacıbedel, Burcu

  • 2014 Growth forecasts, belief manipulation and capital markets
    by Lundtofte, Frederik & Leoni, Patrick

  • 2014 Rank matters–The impact of social competition on portfolio choice
    by Dijk, Oege & Holmen, Martin & Kirchler, Michael

  • 2014 Influence of institutional investors' participation on flipping activity of Malaysian IPOs
    by Che-Yahya, Norliza & Abdul-Rahim, Ruzita & Yong, Othman

  • 2014 Sectoral and industrial performance during a stock market crisis
    by Ranjeeni, Kumari

  • 2014 Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
    by Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian

  • 2014 Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day
    by Cohen, Gil

  • 2014 A two-period model with portfolio choice: Understanding results from different solution methods
    by Rabitsch, Katrin & Stepanchuk, Serhiy

  • 2014 Observational equivalence and nonequivalence of subjective and robust mean–variance preferences
    by Wakai, Katsutoshi

  • 2014 Moment conditions for Almost Stochastic Dominance
    by Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing

  • 2014 Are lifecycle funds appropriate as default options in participant-directed retirement plans?
    by Basu, Anup K. & Chen, En Te & Clements, Adam

  • 2014 The disposition effect and loss aversion: Do gender differences matter?
    by Rau, Holger A.

  • 2014 Sentiment and art prices
    by Pénasse, Julien & Renneboog, Luc & Spaenjers, Christophe

  • 2014 Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
    by Kim, Woo Chang & Fabozzi, Frank J. & Cheridito, Patrick & Fox, Charles

  • 2014 VaR-implied tail-correlation matrices
    by Mittnik, Stefan

  • 2014 Islamic equity market integration and volatility spillover between emerging and US stock markets
    by Majdoub, Jihed & Mansour, Walid

  • 2014 What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
    by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2014 Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions
    by Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan

  • 2014 Distribution of stock ratings and analyst recommendation revision
    by Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru

  • 2014 Excess volatility and the cross-section of stock returns
    by Wang, Yuming & Ma, Jinpeng

  • 2014 Optimal stopping time with stochastic volatility
    by Zhang, Ran & Xu, Shuang

  • 2014 Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management
    by Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick

  • 2014 Equity portfolio insurance against a benchmark: Setting, replication and optimality
    by Bahaji, Hamza

  • 2014 Stock market integration of emerging Asian economies: Patterns and causes
    by Narayan, S. & Sriananthakumar, S. & Islam, S.Z.

  • 2014 Modeling volatility and conditional correlations between socially responsible investments, gold and oil
    by Sadorsky, Perry

  • 2014 Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
    by Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing

  • 2014 Volatility spillovers between the oil market and the European Union carbon emission market
    by Reboredo, Juan C.

  • 2014 Firm heterogeneity, R&D, and economic growth
    by Chun, Hyunbae & Ha, Joonkyung & Kim, Jung-Wook

  • 2014 Location-scale portfolio selection with factor-recentered skew normal asset returns
    by Gan, Quan

  • 2014 Evolution and market behavior with endogenous investment rules
    by Bottazzi, Giulio & Dindo, Pietro

  • 2014 Portfolio management with robustness in both prediction and decision: A mixture model based learning approach
    by Zhu, Shushang & Fan, Minjie & Li, Duan

  • 2014 A dynamic autoregressive expectile for time-invariant portfolio protection strategies
    by Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc

  • 2014 No-Arbitrage ROM simulation
    by Geyer, Alois & Hanke, Michael & Weissensteiner, Alex

  • 2014 Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
    by Hainaut, Donatien & Deelstra, Griselda

  • 2014 Consuming durable goods when stock markets jump: A strategic asset allocation approach
    by Amaro de Matos, João & Silva, Nuno

  • 2014 Model-free CPPI
    by Schied, Alexander

  • 2014 Time-consistent investment policies in Markovian markets: A case of mean–variance analysis
    by Chen, Zhiping & Li, Gang & Zhao, Yonggan

  • 2014 Solving DSGE portfolio choice models with dispersed private information
    by Tille, Cédric & van Wincoop, Eric

  • 2014 Partial information about contagion risk, self-exciting processes and portfolio optimization
    by Branger, Nicole & Kraft, Holger & Meinerding, Christoph

  • 2014 Robust tracking error portfolio selection with worst-case downside risk measures
    by Ling, Aifan & Sun, Jie & Yang, Xiaoguang

  • 2014 Dynamic asset allocation when bequests are luxury goods
    by Ding, Jie & Kingston, Geoffrey & Purcal, Sachi

  • 2014 Computing equilibria in dynamic models with occasionally binding constraints
    by Brumm, Johannes & Grill, Michael

  • 2014 Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
    by Blake, David & Wright, Douglas & Zhang, Yumeng

  • 2014 Bonus schemes and trading activity
    by Pikulina, Elena & Renneboog, Luc & Ter Horst, Jenke & Tobler, Philippe N.

  • 2014 Share repurchases and institutional supply
    by Jared DeLisle, R. & Morscheck, J.D. & Nofsinger, John R.

  • 2014 Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
    by Sercan Demiralay & Hatice Gaye Gencer

  • 2014 Individual Fund Manager Sentiment, Fund Performance and Performance Persistence
    by Ying-Fen Fu

  • 2014 Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey
    by Hatice Gaye Gencer & Zafer Musoglu

  • 2014 Behavioral Finance: An Empirical Study of the Tunisian Stock Market
    by Mustapha Chaffai & Imed Medhioub

  • 2014 Dividend-Yield Trading Strategies: Evidence from the Chinese Stock Market
    by Chin-Sheng Huang & Chun-Fan You & Hueh-Chen Lin

  • 2014 Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns
    by Hatice Gaye GENCER & Erdem KILIC

  • 2014 Quand la psychologie et la linguistique rencontrent la finance:le cas de la France
    by Fabrice Hervé & Mohamed Zouaoui

  • 2014 Duration-Based Approach to VaR Independence Backtesting
    by Marta Małecka

  • 2014 Does historical VIX term structure contain valuable information for predicting VIX futures?
    by Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik

  • 2014 Pension Funds in Poland: Efficiency Analysis for Years 1999-2013
    by Krzysztof Kompa & Dorota Witkowska

  • 2014 Hedonic Price Index of Polish Paintings for the Most Popular Artists at the Auction Market in Years 2007–2010
    by Dorota Maria Witkowska & Krzysztof Kompa

  • 2014 Indicadores de productividad y desarrollo para la ciudad-región de Girardot
    by Rodrigo Pérez Peña

  • 2014 Prácticas de presupuesto de capital: evaluación empírica en un grupo de empresas del sector de la construcción en Colombia
    by Julián Ochoa Yepes, Andrés Mauricio Mora Cuartas

  • 2014 Relevancia de la información financiera en el precio de las acciones del mercado mexicano
    by Daniel Cerecedo & Estefanía Carolina Rivera Hernádez & Wulfrano Gómez Gallardo

  • 2014 Context fractal market price policy
    by María Ramos

  • 2014 Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
    by José E. Gómez-González & Luis Fernando Melo Velandia

  • 2014 Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados
    by Camilo González Sabogal

  • 2014 The Success Of Emerging Capital Markets In Determining Economic Growth
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  • 2013 Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends
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  • 2013 The Returns on Investment Grade Diamonds
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  • 2013 Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
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  • 2013 GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
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  • 2013 Recent Developments in Financial Economics and Econometrics: An Overview
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  • 2013 Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
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  • 2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
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  • 2013 Volatility Spillovers from the US to Australia and China across the GFC
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  • 2013 Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
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  • 2013 Endogenous Life-Cycle Housing Investment and Portfolio Allocation
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  • 2013 Equity portfolio diversification with high frequency data
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  • 2013 Measuring the performance of hedge funds using two-stage peer group benchmarks
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  • 2013 Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
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  • 2013 The impact of jumps and thin trading on realized hedge ratios
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  • 2013 South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics
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  • 2013 The Satisficer’s Curse
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  • 2013 Asset market participation and portfolio choice over the life-cycle
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  • 2013 Home Bias in Open Economy Financial Macroeconomics
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  • 2013 Leverage and Alpha: The Case of Funds of Hedge Funds
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  • 2013 Portfolio Optimization for Hedge Funds through Time-Varying Coefficients
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  • 2013 Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins
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  • 2013 The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility
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  • 2013 Non-Exclusive Financial Advice
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  • 2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
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  • 2013 Portfolio Choice of Financial Investors and European Business Cycle Convergence – A Panel Analysis for EU Countries
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  • 2013 Risk Management and Portfolio Optimization for Gas- and Coal-fired Power Plants in Germany: A Multivariate GARCH Approach
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  • 2013 Corporate Cash Holding in Asia
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  • 2013 Covariance Averaging for Improved Estimation and Portfolio Allocation
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  • 2013 Risk Preferences and Estimation Risk in Portfolio Choice
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  • 2013 Entrepreneurial Under-Diversification: Over Optimism and Overconfidence
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  • 2013 Did Long-Short Investors Destabilize Commodity Markets?
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  • 2013 Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
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  • 2013 On the Benefits of Equicorrelation for Portfolio Allocation
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  • 2013 Relationship between regional Shariah stock markets: The cointegration and causality
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  • 2013 اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010
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  • 2013 An application of capital allocation principles to operational risk
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  • 2013 Competition between high-frequency traders, and market quality
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  • 2013 Extreme conditional value at risk: a coherent scenario for risk management
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  • 2013 Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -
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  • 2013 Závislost cen akcií ropných společností na ceně ropy
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  • 2013 Determinants of cost of equity: The case of Shariah-compliant Malaysian firms
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  • 2013 Small Share of the Islamic Banks in Indonesia, Supply-side Problems?
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  • 2013 The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications
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  • 2013 The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios
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  • 2013 Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries
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  • 2013 The application of the capital asset pricing model on the Croatian capital market
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  • 2013 Sophisticated gambler’s ruin and survival chances
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  • 2013 Special Legal Instruments for Placement of Shares in the Course of a Joint Stock Company Reorganization: «Stock Conversion Procedure»
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  • 2013 Micro Foundations of Savings Behavior in Urban Pakistan
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  • 2013 Investment Decisions by Analysts: A Case Study of KSE
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  • 2013 Asset allocation and portfolio optimization problems with metaheuristics: a literature survey
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  • 2013 Multiobjective optimization for the asset allocation of European nonlife insurance companies
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  • 2013 Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
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  • 2013 The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline
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  • 2013 Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
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  • 2013 Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis
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  • 2013 Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach
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  • 2013 Input Demand under Joint Energy and Output Prices Uncertainties
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  • 2013 Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk
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  • 2013 Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
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  • 2013 Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
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  • 2013 Moment Conditions for Almost Stochastic Dominance
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  • 2013 Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty
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  • 2013 Repo Market – A Tool to Manage Liquidity in Financial Institutions
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  • 2013 An analysis of portfolio selection with multiplicative background risk
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  • 2013 Measures of Equity Home Bias Puzzle
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  • 2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
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  • 2013 Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects
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  • 2013 A new financial metric for the art market
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  • 2013 A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering
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  • 2013 A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios
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  • 2013 Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation
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  • 2013 Survey of Literature on Portfolio Theory
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  • 2013 Make Almost Stochastic Dominance really Almost
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  • 2013 Almost Stochastic Dominance and Moments
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  • 2013 Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications
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  • 2013 Almost Stochastic Dominance and Moments
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  • 2013 The Smart Beta Indexing Puzzle
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  • 2013 Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm
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  • 2013 Size and liquidity effects in Nigeria: an industrial sector study
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  • 2013 Introduction to Risk Parity and Budgeting
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  • 2013 Euro Zone Debt Crisis: Implications for Indian Banking Sector
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  • 2013 Funding Cost and a New Capital Model
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  • 2013 The performance of mutual funds on French stock market:Do star funds’ managers exist or do funds have to hire chimpanzees?
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  • 2013 The performance of commercial banks and the determinants of profitability: Evidence from Kosovo
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  • 2013 Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors
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  • 2013 Stock Market Linkages in Emerging Asia-Pacific Markets
    by P., Srinivasan & M., Kalaivani

  • 2013 The cross-section of tail risks in stock returns
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  • 2013 The drivers of downside equity tail risk
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  • 2013 On the pricing and hedging of options for highly volatile periods
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  • 2013 A Note on Almost Stochastic Dominance
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  • 2013 Endogenous financial literacy, saving and stock market participation
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  • 2013 Measuring Performance of Exchange Traded Funds
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  • 2013 Return enhancing, cash-rich or simply empire-building? An empirical investigation of corporate real estate holdings
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  • 2013 Risks of large portfolios
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  • 2013 Two-moment decision model for location-scale family with background asset
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  • 2013 The best estimation for high-dimensional Markowitz mean-variance optimization
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  • 2013 The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance
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  • 2013 The disposition effect and investor experience
    by Da Costa Jr, Newton & Goulart, Marco & Cupertino, Cesar & Macedo Jr, Jurandir & Da Silva, Sergio

  • 2013 Corporate Cash Holding in Asia
    by Charles Yuji Horioka & Akiko Terada-Hagiwara

  • 2013 Water as an Asset Class (Revised Version)
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  • 2013 A Model of Non-Belief in the Law of Large Numbers
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  • 2013 The Supermodular Stochastic Ordering
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  • 2013 Assessing the Cost Effectiveness of Index-linked Bond Issuance: A Methodological Approach, Illustrated Using UK Examples
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  • 2013 Individual Investors Repurchasing Behavior: Preference for Stocks Previously Owned
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  • 2013 Private Information in Markets: A Market Design Perspective
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  • 2013 Risk and Return in Village Economies
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  • 2013 Time is Money: Life Cycle Rational Inertia and Delegation of Investment Management
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  • 2013 Corporate Cash Holding in Asia
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  • 2013 Maximum likelihood estimation of the equity premium
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  • 2013 Buffett's Alpha
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  • 2013 The Cost of Capital for Alternative Investments
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  • 2013 Valuing Private Equity
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  • 2013 The Joint Cross Section of Stocks and Options
    by Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici

  • 2013 How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios
    by Andreas Hubener & Raimond Maurer & Olivia S. Mitchell

  • 2013 Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
    by Clemens Sialm & Zheng Sun & Lu Zheng

  • 2013 A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks
    by Kent Smetters & Xingtan Zhang

  • 2013 Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
    by Turan G. Bali & Nusret Cakici & Robert F. Whitelaw

  • 2013 Household Finance: Education, Permanent Income and Portfolio Choice
    by Russell Cooper & Guozhong Zhu

  • 2013 Portfolio Choice with Illiquid Assets
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  • 2013 Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
    by Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu

  • 2013 Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity
    by Wayne E. Ferson & Jerchern Lin

  • 2013 Time Varying Risk Aversion
    by Luigi Guiso & Paola Sapienza & Luigi Zingales

  • 2013 Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
    by Vanya Horneff & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

  • 2013 Do Lottery Payments Induce Savings Behavior: Evidence from the Lab
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  • 2013 Finance and the Preservation of Wealth
    by Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny

  • 2013 Flights to Safety
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei

  • 2013 Exchanging Delayed Social Security Benefits for Lump Sums: Could This Incentivize Longer Work Careers?
    by Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

  • 2013 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
    by Viral V. Acharya & Robert Engle & Diane Pierret

  • 2013 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
    by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos

  • 2013 Reaching for Yield in the Bond Market
    by Bo Becker & Victoria Ivashina

  • 2013 Financial Education and Choice in State Public Pension Systems
    by Julie Agnew & Joshua Hurwitz

  • 2013 Sales Force and Competition in Financial Product Markets: The Case Of Mexico’s Social Security Privatization
    by Justine S. Hastings & Ali Hortaçsu & Chad Syverson

  • 2013 Conditional Risk Premia in Currency Markets and Other Asset Classes
    by Martin Lettau & Matteo Maggiori & Michael Weber

  • 2013 Limited Partner Performance and the Maturing of the Private Equity Industry
    by Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach

  • 2013 A Mean-Variance Benchmark for Intertemporal Portfolio Theory
    by John H. Cochrane

  • 2013 It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
    by Veronika K. Pool & Clemens Sialm & Irina Stefanescu

  • 2013 Is There Evidence of a Real Estate Collateral Channel Effect on Listed Firm Investment in China?
    by Jing Wu & Joseph Gyourko & Yongheng Deng

  • 2013 Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence
    by Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg

  • 2013 Solving Dynamic Programming Problems on a Computational Grid
    by Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright

  • 2013 Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
    by Yongyang Cai & Kenneth L. Judd & Rong Xu

  • 2013 Salience and Asset Prices
    by Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer

  • 2013 The Golden Dilemma
    by Claude B. Erb & Campbell R. Harvey

  • 2013 Optimal Financial Knowledge and Wealth Inequality
    by Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell

  • 2013 Does it pay to invest in IPOs? Evidence from the Warsaw Stock Exchange
    by Rafał Sieradzki

  • 2013 A Representation of Risk Measures
    by Massimiliano AMARANTE

  • 2013 A Representation of Risk Measures
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  • 2013 Wishful Thinking
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  • 2013 Clean Energy Industries and Rare Earth Materials: Economic and Financial Issues
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  • 2013 Optimal life-cycle portfolios for heterogeneous workers
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  • 2013 Subjective Life Expectancy and Private Pensions
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  • 2013 Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy
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  • 2013 Fully Flexible Views in Multivariate Normal Markets
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  • 2013 Religious Activity, Risk Taking Preferences, and Financial Behaviour: Empirical Evidence from German Survey Data
    by Anja Koebrich Leon & Christian Pfeifer

  • 2013 Religion and Economic Outcomes – Household Savings Behavior in the USA
    by Anja Koebrich Leon

  • 2013 Analytical Guidance for Fitting Parsimonious Household-Portfolio Models to Data
    by Sylwia Hubar & Christos Koulovatianos & Jian Li

  • 2013 Financial risk taking, gender and social identity - Evidence from national surveys of household finance
    by Nataliya Barasinska & Dorothea Schäfer

  • 2013 Risk Modelling and Management: An Overview
    by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

  • 2013 Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
    by David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh

  • 2013 Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
    by Chiaki Hara

  • 2013 Investment and capital structure decisions under time-inconsistent preferences
    by Masaaki Kijima & Yuan Tian

  • 2013 Financial Dependence Analysis: Applications of Vine Copulae
    by David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh

  • 2013 Recent Developments in Financial Economics and Econometrics:An Overview
    by Chia-Lin Chang & David E Allen & Michael McAleer

  • 2013 Risk, Uncertainty, and Expected Returns
    by Turan G. Bali & Hao Zhou

  • 2013 Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
    by Turan G. Bali & Robert F. Engle & Yi Tang

  • 2013 Liquidity Shocks and Stock Market Reactions
    by Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang

  • 2013 Reits' Growth Options and Asset Pricing Dynamics across Time
    by Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu

  • 2013 Assessing Mental Models via Recording the Decision Deliberations of Pairs
    by Siegfried K. Berninghaus & Werner Güth & Charlotte Klempt & Kerstin Pull

  • 2013 Discount rates, market frictions and the mystery of the size premium
    by Thiago de Oliveira Souza

  • 2013 Locus of Control and Savings
    by Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias

  • 2013 To Own or Not to Own? Household Portfolios, Demographics and Institutions in a Cross-National Perspective
    by Sierminska, Eva & Doorley, Karina

  • 2013 Homeownership and Entrepreneurship: The Role of Commitment and Mortgage Debt
    by Bracke, Philippe & Hilber, Christian & Silva, Olmo

  • 2013 Does Everyone Use Probabilities? Intuitive and Rational Decisions about Stockholding
    by Binswanger, Johannes & Salm, Martin

  • 2013 Typological Classification, Diagnostics, and Measurement of Flights-to-Quality
    by Mariya Gubareva & Maria Rosa Borges

  • 2013 Vantagens da concentração geográfica da produção: o caso da indústria corticeira de Santa Maria da Feira
    by Amélia Branco & João Carlos Lopes

  • 2013 In search of inclusion: informal sector participation in a voluntary, defined contribution pension system
    by Renuka Sane & Susan Thomas

  • 2013 Investor Characteristics, Investment Goals And Choice- A Test Of The Mediating Effect Of Social Investment Efficacy On Socially Responsible Investing Behaviour In India
    by Abhilash S. Nair & Rani Ladha

  • 2013 Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result
    by Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne

  • 2013 Risk Management with Thinly Traded Securities: Methodology and Implementation
    by Gonzalo Cortazar & Diether Beuermann & Alejandro Bernales

  • 2013 Locus of Control and Savings
    by Deborah A. Cobb-Clark & Sonja C. Kassenboehmer & Mathias G. Sinning

  • 2013 Herding in financial markets: Bridging the gap between theory and evidence
    by Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz

  • 2013 CDO Surfaces Dynamics
    by Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin &

  • 2013 Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
    by Nikolaus Hautsch & Lada M. Kyj & Peter Malec &

  • 2013 Asset Allocation and Monetary Policy: Evidence from the Eurozone
    by Harald Hau & Sandy Lai

  • 2013 Company intangibles: creation vs absorption
    by Marina A. Oskolkova & Petr A. Parshakov

  • 2013 The Influence of Non-Cognitive and Cognitive Ability on Individuals’ Stock Market Participation
    by Gyllenram, André & Hanes, Niklas & Hellström, Jörgen

  • 2013 Loved Ones Matter: Family Effects and Stock Market Participation
    by Hellström, Jörgen & Zetterdahl, Emma & Hanes, Niklas

  • 2013 Day trading returns across volatility states
    by Lundström, Christian

  • 2013 The Number of Shareholders - Time Series Modelling and Some Empirical Result
    by Brännäs, Kurt

  • 2013 Growth Forecasts, Belief Manipulation and Capital Markets
    by Lundtofte, Frederik & Leoni, Patrick

  • 2013 Does Commonality in Illiquidity Matter to Investors?
    by Anderson, Richard G. & Binner, Jane M. & Hagströmer, Björn & Nilsson, Birger

  • 2013 Leverage and Default in Binomial Economies: A Complete Characterization
    by Ana Fostel & John Geanakoplos

  • 2013 Where do “impatient” mutual funds invest? A special attraction for large proximate markets and companies with strategic investors
    by Stéphanie LAVIGNE & Dalila NICET-CHENAF & Claude DUPUY

  • 2013 Procyclicality and Bank Portfolio Risk Level under a Constant Leverage Ratio
    by Olivier Bruno & Alexandra Girod

  • 2013 Is the war on drugs working? Examining the Colombian case using micro data
    by Marcela Ibanez

  • 2013 Equity Premia Predictability in the EuroZone
    by Nuno Silva

  • 2013 Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism
    by Ahmad K Naimzada & Giorgio Ricchiuti

  • 2013 A model for the optimal risk management of (farm) firms
    by Svend Rasmussen

  • 2013 Time-varying inflation risk and the cross section of stock returns
    by Boons, Martijn & Duarte, Fernando M. & de Roon, Frans & Szymanowska , Marta

  • 2013 Anxiety in the face of risk
    by Eisenbach, Thomas M. & Schmalz, Martin C.

  • 2013 Buyout activity: the impact of aggregate discount rates
    by Haddad, Valentin & Loualiche, Erik & Plosser, Matthew

  • 2013 A Portfolio-Balance Approach to the Nominal Term Structure
    by King, Thomas B.

  • 2013 Human Capital and Long-Run Labor Income Risk
    by Benzoni, Luca & Chyruk, Olena

  • 2013 Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice
    by Davis, Steven J. & Willen, Paul S.

  • 2013 The role of economic, fiscal, and financial shocks in the evolution of public sector pension funding
    by Triest, Robert K. & Zhao, Bo

  • 2013 Kriz Döneminde Yükselen Piyasa Ekonomileri, Euro Bölgesi ve ABD piyasaları Arasındaki Volatilite Yayılmasının İncelenmesi :Varyansta-Granger-Nedensellik Testinden Kanıtlar
    by Önder Büberkökü

  • 2013 Universal vs separated banking with deposit insurance in a macro model
    by Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan

  • 2013 Asset Market Participation and Portfolio Choice over the Life-Cycle
    by Andreas Fagereng & Charles Gottlieb & Luigi Guiso

  • 2013 Institutional Investors Flows and the Geography of Contagion
    by Damien PUY

  • 2013 Systemic Risk and Home Bias in the Euro Area
    by Niccolò Battistini & Marco Pagano & Saverio Simonelli

  • 2013 Moving MPAC Forward: Strengthening Public-Private Partnership, Improving Project Portfolio and in Search of Practical Financing Schemes
    by Hisanobu SHISHIDO & Shintaro SUGIYAMA & Fauziah ZEN

  • 2013 How to Identify and Forecast Bull and Bear Markets?
    by Kole, H.J.W.G. & van Dijk, D.J.C.

  • 2013 Risk Modelling and Management: An Overview
    by Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.

  • 2013 Recent Developments in Financial Economics and Econometrics: An Overview
    by Chang, C-L. & Allen, D.E. & McAleer, M.J.

  • 2013 Consumption and portfolio rules whit stochastic hyperbolic discounting
    by Palacios Huerta, Ignacio & Pérez Kakabadse, Alonso

  • 2013 Mark-to-market accounting and systemic risk: evidence from the insurance industry
    by Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang

  • 2013 How Portfolios Evolve After Retirement: Evidence from Australia
    by Alexandra Spicer & Olena Stavrunova & Susan Thorp

  • 2013 Indirect Incentives of Hedge Fund Managers
    by Lim, Jongha & Sensoy, Berk A. & Weisbach, Michael S.

  • 2013 Limited Partner Performance and the Maturing of the Private Equity Industry
    by Sensoy, Berk A. & Wang, Yingdi & Weisbach, Michael S.

  • 2013 Discount Rates, Market Frictions and the Mystery of the Size Premium
    by Thiago De Oliveira Souza

  • 2013 The Price of Wine
    by Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe

  • 2013 Subjective Life Horizon and Portfolio Choice
    by Spaenjers , Christophe & Spira, Sven Michael

  • 2013 The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
    by Busse, Marc & Dacorogna, Michel & Kratz, Marie

  • 2013 Can Rumors and Other Uninformative Messages Cause Illiquidity ?
    by Radu, Vranceanu & Besancenot, Damien & Dubart, Delphine

  • 2013 The Impact of Hedge Funds on Asset Markets
    by Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai

  • 2013 Enhanced Versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree and RAFI Powershares
    by Edward Tower & Heehyun Lim

  • 2013 Perfect Competition vs. Riskaverse Agents: Technology Portfolio Choice in Electricity Markets
    by Malte Sundkötter & Daniel Ziegler

  • 2013 Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach
    by Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher

  • 2013 Equilibrium existence in the international asset and good markets
    by Stefano Bosi & Patrice Fontaine & Cuong Le Van

  • 2013 A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    by RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN

  • 2013 Systematic tail risk
    by Maarten van Oordt & Chen Zhou

  • 2013 Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model
    by Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz

  • 2013 Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing
    by Dirk Ulbricht

  • 2013 On the International Spillovers of US Quantitative Easing
    by Marcel Fratzscher & Marco Lo Duca & Roland Straub

  • 2013 Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
    by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas

  • 2013 Is the Willingness to Take Financial Risk a Sex-Linked Trait?: Evidence from National Surveys of Household Finance
    by Nataliya Barasinska & Dorothea Schäfer

  • 2013 To Own or Not to Own?: Household Portfolios, Demographics and Institutions in a Cross-National Perspective
    by Eva Sierminska & Karina Doorley

  • 2013 Financial Innovation, Collateral and Investment
    by Ana Fostel & John Geanakoplos

  • 2013 Financial Innovation, Collateral and Investment
    by Ana Fostel & John Geanakoplos

  • 2013 Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets
    by Anat Bracha & Donald J. Brown

  • 2013 (Ir)Rational Exuberance: Optimism, Ambiguity and Risk
    by Anat Bracha & Donald J. Brown

  • 2013 Keynesian Utilities: Bulls and Bears
    by Anat Bracha & Donald J. Brown

  • 2013 Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification
    by David LE BRIS

  • 2013 On the inefficiency of Brownian motions and heavier tailed price processes
    by Balbás, Raquel & Balbás, Beatriz & Balbás, Alejandro

  • 2013 The Lure of the Brand: Evidence from the European Mutual Fund Industry
    by Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer & Mariela Stefanova

  • 2013 A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
    by Jang Schiltz & Marc Boissaux

  • 2013 Do Fund Investors Know that Risk is Sometimes not Priced?
    by Fabian Irek & Thorsten Lehnert

  • 2013 Carry
    by Koijen, Ralph & Moskowitz, Tobias J & Pedersen, Lasse Heje & Vrugt, Evert B.

  • 2013 Buffett’s Alpha
    by Frazzini, Andrea & Kabiller, David & Pedersen, Lasse Heje

  • 2013 How Much Can Financial Literacy Help?
    by Guiso, Luigi & Viviano, Eliana

  • 2013 Asset Market Participation and Portfolio Choice over the Life Cycle
    by Fagereng, Andreas & Gottlieb, Charles & Guiso, Luigi

  • 2013 Time Varying Risk Aversion
    by Guiso, Luigi & Sapienza, Paola & Zingales, Luigi

  • 2013 Asset Allocation and Monetary Policy: Evidence from the Eurozone
    by Hau, Harald & Lai, Sandy

  • 2013 Group Lending Without Joint Liability
    by de Quidt, Jonathan & Fetzer, Thiemo & Ghatak, Maitreesh

  • 2013 The Supermodular Stochastic Ordering
    by Meyer, Margaret A & Strulovici, Bruno

  • 2013 Conditional Risk Premia in Currency Markets and Other Asset Classes
    by Lettau, Martin & Maggiori, Matteo & Weber, Michael

  • 2013 Asset Prices with Heterogeneity in Preferences and Beliefs
    by Bhamra, Harjoat Singh & Uppal, Raman

  • 2013 Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
    by DeMiguel, Victor & Nogales, Francisco J. & Uppal, Raman

  • 2013 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
    by Acharya, Viral V & Engle III, Robert F & Pierret, Diane

  • 2013 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
    by Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri

  • 2013 Forecasting Stock Returns under Economic Constraints
    by Pettenuzzo, Davide & Timmermann, Allan G & Valkanov, Rossen

  • 2013 Optimal Discount Rates for Investments in Mitigation and Adaptation
    by Rob Aalbers

  • 2013 Generalized Makeham's Formula and Economic Profitability
    by Carlo Alberto Magni

  • 2013 Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
    by José E. Gómez-González & Luis Fernando Melo Velandia

  • 2013 Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach
    by Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos

  • 2013 Mercados interbancarios no colateralizados e información asimétrica: un mecanismo para lograr la participación plena de los bancos deficitarios cuando
    by Camilo González

  • 2013 Selección Estratégica de Activos bajo No-normalidad: Análisis del Rendimiento de un Portafolio de Inversión
    by Orlando Alberto Camacho Reina

  • 2013 Patrones Visuales en Análisis Técnico: Identificación Algorítmica y Evaluación de Estrategias de Inversión
    by Sergio Mario Ferro Cárdenas

  • 2013 Financial Clustering in Presence of Dominant Markets
    by R. Gargano & E. Otranto

  • 2013 Public-Debt Financing in the case of External Debt
    by Gianluca Cafiso

  • 2013 Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk
    by Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou

  • 2013 Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa
    by Todd Moss and Ross Thuotte

  • 2013 Competition among Portfolio Managers and Asset Specialization
    by Suleyman Basak & Dmitry Makarov

  • 2013 Social Preferences and Portfolio Choice
    by Arno Riedl & Paul Smeets

  • 2013 Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
    by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas

  • 2013 Asset Pricing with Uncertain Betas: A Long-Term Perspective
    by Christian Gollier

  • 2013 Risk-Taking-Neutral Background Risk
    by Guenter Franke & Harris Schlesinger & Richard C. Stapleton

  • 2013 Group Lending Without Joint Liability
    by Thiemo Fetzer & Maitreesh Ghatak & Jonathan de Quidt

  • 2013 Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions
    by Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta

  • 2013 Mean-variance target-based optimisation in DC plan with stochastic interest rate
    by Francesco Menoncin & Elena Vigna

  • 2013 Risk Modeling and Management: An Overview
    by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

  • 2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2013 Recent Developments in Financial Economics and Econometrics: An Overview
    by Chia-Lin Chang & David Allen & Michael McAleer

  • 2013 Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds
    by Christian Andres & André Betzer & Peter Limbach

  • 2013 Trusting Financial Institutions: Out of Reach, out of Trust?
    by Ute Filipiak

  • 2013 To Predict the Equity Market, Consult Economic Theory
    by Davide Pettenuzzo

  • 2013 Old Italian Violins: A New Investment Strategy
    by Kathryn Graddy & Philip Margolis

  • 2013 Jumping over a low hurdle: Personal pension fund performance
    by Anastasia Petraki & Anna Zalewska

  • 2013 With whom and in what is it better to save? Personal pensions in the UK
    by Anastasia Petraki & Anna Zalewska

  • 2013 Forecasting Stock Returns under Economic Constraints
    by Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov

  • 2013 Putting the EMU integration into a new perspective: the case of capital market holdings
    by George T. Palaiodimos

  • 2013 Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?
    by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo

  • 2013 Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
    by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo

  • 2013 Rationalizing the Value Premium in Emerging Markets
    by M. Shahid Embrahim & Sourafel Girma & M. Eskander Shah & Jonathan Williams

  • 2013 Financial Literacy and Financial Planning in France
    by Arrondel, L. & Debbich, M. & Savignac, F.

  • 2013 Herding in financial markets: Bridging the gap between theory and evidence
    by Dieter Nautz

  • 2013 Forward-looking robust portfolio selection
    by Sara Cecchetti & Laura Sigalotti

  • 2013 Modelling public debt strategies
    by Michele Manna & Emmanuela Bernardini & Mauro Bufano & Davide Dottori

  • 2013 An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt
    by Shaofeng Xu

  • 2013 Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances
    by Sermin Gungor & Richard Luger

  • 2013 The Price of Luck
    by Sílvia Bou & Magda Cayón

  • 2013 Asset Management with TEV and VaR;Constraints: the Constrained Efficient;Frontiers
    by Giulio PALOMBA & Luca RICCETTI

  • 2013 Optimal Portfolio with Vector Expected Utility
    by Eric André

  • 2013 Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
    by Hyeongwoo Kim & Deockhyun Ryu

  • 2013 Does Realized Skewness Predict the Cross-Section of Equity Returns?
    by Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez

  • 2013 Risk-Return Trade-Off for European Stock Markets
    by Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva

  • 2013 The Dr. Z Place and Show Racetrack Betting Systems Past and Present
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Farewell to the Queen and to the Princess of US Thoroughbred Racing
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Two Super Horses
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 The One That Got Away: The Hitable $2 Million Pick 6 at the Breeders' Cup
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Risk Arbitrage in the NFL 2012 Playoffs and the Super Bowl
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 The 2010 and 2011 Super Bowls and the Elo Ranking System
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Blunder or Correct Decision? The Belichick Decision to go for it on 4th Down
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Investing Around the World
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 What's Wrong with the US?
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Thoughts on the Current Market Environment, Risks and Returns
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 It's a Gas, Gas, Gas!
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Testing Resiliency: Protest and Natural Disasters
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Turkey's Juggling Act: Can it Live up to Potential?
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 China: Navigating the Olympic Risks
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Bubbles
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Understanding the Financial Markets in the Subprime Era: The 2007/9 Crisis
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 How to Lose Money in Derivatives and Examples of Those Who Did
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 What Signals Worked and What Did Not, 1980–2009, Part III
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 What Signals Worked and What Did Not, 1980–2009, Part II
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 What Signals Worked and What Did Not, 1980–2009
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Three Mini Crashes in US and World Equity Markets
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Stock Market Crashes in 2006–2009: Were We Able to Predict Them?
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Changing Correlations: Rising VIX and Violent Market Moves
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Thoughts on the VIX Fear Index
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 60-40 Pension Fund Mixes and Presidential Party Effects
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Sell in May and Go Away and the Effect of the Fed
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 The January Barometer
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Investing in the January Turn-of-the-Year Effect with Index Futures
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 InnoALM, the Innovest Austrian Pension Fund Financial Planning Model
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Kelly Capital Growth Investing
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 A Risk Arbitrage Convergence Trade: The Nikkei Put Warrant Market of 1989–90
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Update on Yale's Approach to Endowment Investing
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Government Owned Pensions: Asset Allocation and Governance Issues
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 A New Age for Liquidity
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Cutting Through the Hype on Sovereign Wealth Funds
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Investment in Own-Company Stock
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Evaluating Superior Hedge Funds
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Incentives and Risk Taking in Hedge Funds
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Average Hedge Funds and their Evaluation
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Investor Camps
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 The Bond Stock Earnings Yield Differential Model
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Arbitrage, Risk Arbitrage and the Favorite-longshot Bias
    by Rachel E. S. Ziemba & William T. Ziemba

  • 2013 Advances in Consumption-Based Asset Pricing: Empirical Tests
    by Ludvigson, Sydney C.

  • 2013 The Behavior of Individual Investors
    by Barber, Brad M. & Odean, Terrance

  • 2013 Introductory Course on Financial Mathematics
    by M V Tretyakov

  • 2013 Investing in the Modern Age
    by Rachel E S Ziemba & William T Ziemba

  • 2013 Handbook of the Fundamentals of Financial Decision Making:In 2 Parts
    by

  • 2013 International Finance and Risk Management
    by

  • 2013 Investissement optimal et évaluation d'actifs sous certaines imperfections de marché
    by Benedetti, Giuseppe

  • 2013 Stress-Test Exercises and the Pricing of Very Long-Term Bonds
    by Dubecq, Simon

  • 2013 Wealth Martingale and Neighborhood Turnpike Property In Dynamically Complete Market With Heterogeneous Investors
    by Darong Dai

  • 2013 Are the Global REIT Markets Efficient by a New Approach?
    by Hao Fang & Yen-Hsien Lee

  • 2013 Internal Rating – An Active Instrument In The Management Of Banking Risks. Case Study Bcr
    by PICIU, Gabriela Cornelia

  • 2013 Short-Term Equity Trading Practices Of Institutional Investors: Evidence From Property-Casualty Insurers In The United States
    by Jin Park & Tim Query

  • 2013 Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World
    by Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler

  • 2013 Pension Benefit Insurance and Pension Plan Portfolio Choice
    by Thomas Crossley & Mario Jametti

  • 2013 Differences in Portfolios across Countries: Economic Environment versus Household Characteristics
    by Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos

  • 2013 Cost Benefit Analysis - Tool For Allocation of Financial Resources For Major Projects
    by CLIPICI Emilia & FRANT Florin

  • 2013 Proposal Of A New Guaranteed Certificate Using Exotic Options
    by Zuzana GORDIAKOVÁ & Abduhamid M. Ahmed YOUNIS

  • 2013 Impact of Placement Choices and Governance Issues on Credit Risk in Banking: Nonparametric Evidence from an Emerging Market
    by Erol Muzir

  • 2013 Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011
    by Argiro Svingou

  • 2013 Endeks Kapsamında Olmanın Hisse Senedi Getirilerine Etkisi: BIST Temettü 25 Endeksi Üzerine Bir Uygulama
    by İsmail MAZGİT

  • 2013 Can Roe Be Used To Predict Portfolio Performance?
    by A. F. M. MAINUL AHSAN

  • 2013 The Impact Of Investor Psychology On Stock Markets: Evidence From France
    by ABDERRAZAK DHAOUI & SAAD BOUROUIS & MELEK ACAR BOYACIOGLU

  • 2013 Case Study On The Main Sources For Social Security Institutionally Granted By The Capital City Hall During 1864-1916
    by IULIA BULACU

  • 2013 Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices / Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores
    by Santillan-Salgado, Roberto J. & Fonseca Ramírez, Alejandro

  • 2013 Decisiones óptimas de portafolio cuando la tasa forward sigue el modelo Heath, Jarrow y Morton (HJM) : un modelo de maximización de utilidad / Optimum Portfolio Decisions When The Forward Rate Follows the Heath, Jarrow and Morton Model (HJM): A Utility Maximization Model
    by Venegas-Martínez, Francisco & Rodríguez-Nava, Abigail

  • 2013 Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix : a test in pensiones civiles del Estado de Michoacán. / Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH : una evaluación de las pensiones civiles del Estado de Michoacán
    by Torre Torres, Oscar V. de la

  • 2013 Una proposta di revisione dei questionari per la profilatura della cientela
    by Enrico Maria Cervellati & Filippo Parrella & Marco Spallone

  • 2013 Technical Analysis versus Fundamental Analysis of Securities
    by Madalina - Gabriela ANGHEL

  • 2013 Utilizarea comparata a modelelor CAPM si APT in analizele bursiere
    by Florin PIELEANU & Diana COCONOIU

  • 2013 Aspecte privind managementul portofoliilor – metode si modele utilizate
    by Radu Titus MARINESCU & Madalina Gabriela ANGHEL

  • 2013 Factorii care influenteaza investitiile
    by Dragos Gabriel MECU

  • 2013 Modele de constructie a portofoliilor de instrumente financiare
    by Madalina Gabriela ANGHEL

  • 2013 Aspecte teoretice privind portofoliile de instrumente financiare – concept si tipologie
    by Madalina Gabriela ANGHEL & Adina Mihaela DINU

  • 2013 Theoretical and Methodological Considerations on the Public Offers
    by Claudia Catalina SAVA

  • 2013 Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market
    by Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee

  • 2013 On Tobin's Multiperiod Portfolio Theorem
    by Heping XIONG & Jingming ZHOU

  • 2013 Does Wealth or Credit Effect Exist in China?
    by Chih-Wei SU & Hsu-Ling CHANG & Chun JIANG

  • 2013 Portfolio Optimization On Croatian Capital Market
    by Ivanovic, Zoran & Baresa , Suzana & Bogdan, Sinisa

  • 2013 Market risk of real estate: Using indirect data to understand direct risks
    by Schlumpf, Felix & Tessera, Genene & Martínez, Catalina

  • 2013 Factors Influencing Brazilian Value Investing Portfolios
    by Holloway, Pedro & Rochman, Ricardo

  • 2013 The Relevance of Using Accounting Fundamentals in the Mexican Stock Market
    by Dorantes, Carlos

  • 2013 Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
    by Kumar Tiwari, Aviral & Billah Dar, Arif & Bhanja, Niyati & Shah, Aasif

  • 2013 Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australiano
    by Trofimov, Ivan D.

  • 2013 Seasonal Anomalies in Istanbul Stock Exchange
    by Abdioglu, Zehra & Degirmenci, Nurdan

  • 2013 Pair copula constructions in portfolio optimization ploblem
    by Travkin, Alexandr

  • 2013 Dependence between Croatian and European stock markets – A copula GARCH approach
    by Silvo Dajcman

  • 2013 Think About Tomorrow Morning: Opening Stock Returns May Show Reversals
    by Andrey Kudryavtsev

  • 2013 Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate Productivity
    by Andrea Caggese & Vicente Cunat

  • 2013 Returns and Persistence of Investment Fund Performance in the Czech Republic
    by Dariusz Filip

  • 2013 Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis
    by Silvo Dajčman

  • 2013 Analysis of the Capital Market Via Stochastic Dominance and Multi-Criteria Interactive Method
    by Adam Borovička

  • 2013 Commodities As A Tool Of Risk Diversification
    by Stanislav Skapa

  • 2013 Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva: una aplicación de las medidas de riesgo distorsionadas || Optimal Capital Allocation Based on the Risk Profile of Collective Investment Schemes: An Application of Distortion Risk Measures
    by Belles-Sampera, Jaume & Santolino, Miguel

  • 2013 An Application of the Kalman Filter for Market Studies
    by Buºu Mihail & Cioacã Sorin

  • 2013 Significance of Volatility in Option Pricing
    by Pochea Maria-Miruna & Filip Angela-Maria

  • 2013 Risk Underestimation As A Consequence Of Assumptions Made In Valuation Models
    by Izabela Pruchnicka-Grabias

  • 2013 Uhnwi In Emerging Markets – They Still Think, Act And Invest Differently
    by Urban Bacher & Kai L. Stober

  • 2013 Roadmapping Vs. S-Curves: How To Switch To The Next S-Curve
    by Gerd Grau

  • 2013 Economic Value Added And Stakeholders Interests
    by Burja Vasile

  • 2013 The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices
    by Tarnaczi Tibor & Kulcsar Edina

  • 2013 Investment Funds In Romania
    by COPIL CRINA ANGELA & & &

  • 2013 Determinants of Households’ Savings in Central, Eastern and Southeastern Europe
    by Elisabeth Beckmann & Mariya Hake & Jarmila Urvová

  • 2013 Investment Funds Industry In Romania
    by Adela Ionescu

  • 2013 Financial Contagion Reloaded: The Case Of Cyprus
    by Iulia Monica Oehler-Sincai

  • 2013 Fdi In The Eec-10: A Comparative Analysis
    by Simona Moagar-Poladian & Iulia Monica Oehler-Sincai

  • 2013 The Equity Home Bias Puzzle: A Survey
    by Cooper, Ian & Sercu, Piet & Vanpée, Rosanne

  • 2013 ¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?
    by De la Torre Torres Oscar Valdemar & Martínez Torre Enciso, María Isabel

  • 2013 Long-term Verification of Low Volatility Stock Investment
    by Toru Yamada

  • 2013 Risk and Return in Japanese Equity Market
    by Toshiki Honda

  • 2013 The Risk Parity Portfolio and the Low-Risk Asset Anomaly
    by Kozo Omori

  • 2013 The Great East Japan Earthquake and Investor Behavior in Japan's Equity Markets
    by Akiko Kamesaka

  • 2013 Russian art-market: features of formation and basic problems
    by Pashkus, M.

  • 2013 Investments in art: opportunities and challenges
    by Pashkus, M.

  • 2013 International Evidence on the Equity Premium Puzzle and Time Discounting
    by Marc Oliver Rieger & Thorsten Hens & Mei Wang

  • 2013 Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
    by Anand B. Gulati & James W. Kolari & Johan Knif

  • 2013 Capturing volatility and its spillover in South Asian countries
    by Ruchika Gahlota

  • 2013 Investigating smooth breaks in real exchange rates
    by Ching-Mei Chu

  • 2013 Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas
    by Nipun Agarwal

  • 2013 Sovereign Risk and Asset and Liability Management—Conceptual Issues
    by Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova

  • 2013 Instability In The Cee Banking System. Evidence From The Recent Financial Crisis
    by Renata Karkowska

  • 2013 Does cash flow affect investment? Evidence from the romanian capital market
    by Andriana Putintica & Carmen Giorgiana Bonaci

  • 2013 Access to finance and funding composition during the crisis: A firm-level analysis of Latin American countries
    by Sandra M. Leitner & Robert Stehrer

  • 2013 Financial Frictions
    by Robert E. Hall

  • 2013 Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton
    by Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta

  • 2013 Possibility of Applying Regional Diversification in Capital Markets of Bosnia and Herzegovina and Republic of Serbia
    by Almir Alihodzic

  • 2013 Spectral Analysis And Networks In Financial Correlation Matrices, Analisis Espectral Y Redes En Matrices De Correlacion Financiera
    by Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velazquez

  • 2013 Developed Stock Markets Performance During The Greek Crisis, Desempeno De Los Mercados Accionarios Desarrollados Durante La Crisis Griega
    by Eduardo Sandoval

  • 2013 Effect On D&S Shareholdersâ´ Wealth And Chilean Retail Companies Due To The Announcement Of Public Offering Shares Adquisition, Efecto Sobre La Riqueza De Los Accionistas De D&S Y Empresas Del Sector Retail Chileno Producto Del Anuncio De Oferta Publica De Adquisicion De Sus Acciones
    by Eduardo Sandoval

  • 2013 Emotional Intelligence Of Financial Planners In Mediation
    by Randy Braidfoot & Andree C. Swanson

  • 2013 Pac.Nw Travel Online
    by Lynda S. Livingston

  • 2013 Retirement Planning: New Faculty Orientation
    by William P. Dukes

  • 2013 Corporate Philanthropic Disaster Response And Post Performance: Evidence From China
    by Xiaodong Qiu

  • 2013 Variations in Retirement Account Holdings: Evidence from Native and Immigrant Women in the U.S
    by Yoku Mimura

  • 2013 The Impact of Financial Liberalization on Private Investment in Ghana
    by Eruc Asare

  • 2013 Security Selection Factors: Novice Versus Experienced Investors
    by Steven Freund & Dev Prasad & Frank Andrews

  • 2013 Does Foreign Investment Worsen the Domestic Stock Market During a Financial Crisis? Evidence from Taiwan
    by Chun-Pin Hsu & Chun-Wen Huang & Alfred Ntoko

  • 2013 The Influence of Foreign Portfolio Investment on Domestic Stock Returns: Evidence from Taiwan
    by Chun-Pin Hsu

  • 2013 Quality of Governance and the Market Value of Cash: Evidence from Spain
    by Eloisa Perez-de Toledo & Evandro Bocatto

  • 2013 Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets
    by Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao

  • 2013 Explanatory Factors for Market Multiples and Expected Returns
    by Sandip Mukherji & Youngho Lee

  • 2013 This paper examines the structural components that characterize the price behavior and perceived arbitrage of the global thermal coal market. Index coal prices plus freight costs to India favor imports of Indonesian thermal coal however significant volumes are also imported from South Africa and Australia. The Indian energy market is characterized by homogeneous power plant technologies and coal procurement strategies which allows for seaborne coal brands to be benchmarked against a specific quality. In this study the index price of Australian, South African and Indonesian thermal coal is transformed using freight and quality adjustments to derive a measure for the expected electrical energy output in units of energy. The degree of market integration in the seaborne thermal coal market using the new price series is tested using cointegration analysis. The degree of convergence and the absolute level of arbitrage between major coal exporters are also tested using a recursive approach in the form of a Kalman filter. Using the transformation to units of energy the market is shown to be relatively integrated and the apparent arbitrage between exporters disappears when accounting for freight and coal quality differentials. This study challenges the common notion that thermal coal importers source material that has a freight price advantage and highlights the importance of coal quality differentials in power production
    by Jason West

  • 2013 Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia
    by Aldrin Herwany & Erie Febrian

  • 2013 A Simplified Perspective Of The Markowitz Portfolio Theory
    by Myles E. Mangram

  • 2013 The Financial Characteristics Of U.S. Companies Acquired By Foreign Companies
    by Ozge Uygur & Gulser Meric & Ilhan Meric

  • 2013 Adding Markowitz And Sharpe To Portfolio Investment Projects
    by Lynda S. Livingston

  • 2013 Intraportfolio Correlation: An Application For Investments Students
    by Lynda S. Livingston

  • 2013 Employee Benefits And Stock Returns: A Look At Health Care Benefits
    by Vichet Sum

  • 2013 Valuation of Agriculture Competitiveness and Investment Prospects of Agrarian Sector Industries in Kyiv Region Economy
    by Violeta Heraymovych

  • 2013 Statistical properties for European stock indices returns during 2007-2012
    by Iulian Panait

  • 2013 Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets
    by Krenar AVDULAJ & Jozef BARUNIK

  • 2013 CEE Transition from PAYG to Private Pensions: Income Gaps and Asset Allocation
    by Ales S. BERK & Mitja COK & Marko KOSAK & Joze SAMBT

  • 2013 Possible Modifications of the Multiple Criteria Assignment Method
    by Adam Borovička

  • 2013 La scelta imprenditoriale: un approccio finanziario
    by Pierpaolo Pattitoni & Barbara Petracci & Marco Savioli & Lorenza Zirulia

  • 2013 R&D, Innovation And Stock Market Performance: A Study On Manufacturing Firms Traded In Borsa Istanbul
    by Burak DİNDAROĞLU & Yekta TAKIM

  • 2013 Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
    by Oscar De la Torre Torres.

  • 2013 Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values
    by Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado

  • 2013 Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina
    by Chirinos, Miguel

  • 2013 Seasonal affective disorder: onset and recovery
    by Khaled, Mohammed S. & Keef, Stephen P.

  • 2013 Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets
    by Demirer, Riza

  • 2013 Mutual fund performance in Tunisia: A multivariate GARCH approach
    by Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem

  • 2013 The persistence of European mutual fund performance
    by Vidal-García, Javier

  • 2013 Asset prices and exchange risk: Empirical evidence from Canada
    by Samson, Lucie

  • 2013 Hedging inflation risk in a developing economy: The case of Brazil
    by Brière, Marie & Signori, Ombretta

  • 2013 Does stock market development always improve firm-level financing? Evidence from Tunisia
    by Lagoarde-Segot, Thomas

  • 2013 Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective
    by Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo

  • 2013 The autumn effect of gold
    by Baur, Dirk G.

  • 2013 The high returns to low volatility stocks are actually a premium on high quality firms
    by Walkshäusl, Christian

  • 2013 Asset pricing under quantile utility maximization
    by Giovannetti, Bruno C.

  • 2013 The conditional relation between dispersion and return
    by Demirer, Rıza & Jategaonkar, Shrikant P.

  • 2013 Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
    by Konermann, Patrick & Meinerding, Christoph & Sedova, Olga

  • 2013 GFC-robust risk management strategies under the Basel Accord
    by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio

  • 2013 Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk
    by Chen, Yi-Hsuan & Tu, Anthony H.

  • 2013 Country-specific idiosyncratic risk and global equity index returns
    by Hueng, C. James & Yau, Ruey

  • 2013 Dynamics of the co-movement between stock and maritime markets
    by Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan

  • 2013 The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market
    by Chen, Chun-nan

  • 2013 Mutual fund flows and window-dressing
    by Ling, Leng & Arias, J.J.

  • 2013 Alternative econometric implementations of multi-factor models of the U.S. financial markets
    by Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato

  • 2013 Orthogonalized factors and systematic risk decomposition
    by Klein, Rudolf F. & Chow, Victor K.

  • 2013 Banks’ risk taking, financial innovation and macroeconomic risk
    by Kero, Afroditi

  • 2013 Accounting for non-annuitization
    by Pashchenko, Svetlana

  • 2013 Religion and returns in Europe
    by Salaber, Julie

  • 2013 How does the stock market value bank diversification? Empirical evidence from Japanese banks
    by Sawada, Michiru

  • 2013 Is there a volatility effect in the Hong Kong stock market?
    by Nartea, Gilbert V. & Wu, Ji

  • 2013 Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia
    by Docherty, Paul & Chan, Howard & Easton, Steve

  • 2013 Investors' information advantage and order choices in an order-driven market
    by Tsai, Shih-Chuan

  • 2013 The house money effect on investment risk taking: Evidence from Taiwan
    by Hsu, Yuan-Lin & Chow, Edward H.

  • 2013 Commonality in individuals' trading: A systematic path between behavioral bias and expected returns
    by Chae, Joon & Yang, Cheol-Won

  • 2013 GFC-robust risk management under the Basel Accord using extreme value methodologies
    by Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo

  • 2013 Currency hedging strategies using dynamic multivariate GARCH
    by Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel

  • 2013 Dynamic relationship between precious metals
    by Sensoy, Ahmet

  • 2013 Volatility expectations and the reaction to analyst recommendations
    by Kliger, Doron & Kudryavtsev, Andrey

  • 2013 Decision heuristics and tax perception – An analysis of a tax-cut-cum-base-broadening policy
    by Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim

  • 2013 How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration
    by Duxbury, Darren & Summers, Barbara & Hudson, Robert & Keasey, Kevin

  • 2013 Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets
    by Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen

  • 2013 When trustors compete for the favour of a trustee – A laboratory experiment
    by Bauernschuster, Stefan & Falck, Oliver & Große, Niels

  • 2013 The investment technology of foreign and domestic institutional investors in an emerging market
    by Patnaik, Ila & Shah, Ajay

  • 2013 The extreme value in crude oil and US dollar markets
    by Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang

  • 2013 Investment allocation decisions, home bias and the mandatory IFRS adoption
    by Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan

  • 2013 International diversification during the financial crisis: A blessing for equity investors?
    by Vermeulen, Robert

  • 2013 Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability
    by De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara

  • 2013 Factor decomposition and diversification in European corporate bond markets
    by Pieterse-Bloem, Mary & Mahieu, Ronald J.

  • 2013 The smallest firm effect: An international study
    by De Moor, Lieven & Sercu, Piet

  • 2013 Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
    by Chang, Sanders S.

  • 2013 Do jumps contribute to the dynamics of the equity premium?
    by Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei

  • 2013 The economics of hedge funds
    by Lan, Yingcong & Wang, Neng & Yang, Jinqiang

  • 2013 Allocation of decision rights and the investment strategy of mutual funds
    by Dass, Nishant & Nanda, Vikram & Wang, Qinghai

  • 2013 Predictability of currency carry trades and asset pricing implications
    by Bakshi, Gurdip & Panayotov, George

  • 2013 Company name fluency, investor recognition, and firm value
    by Green, T. Clifton & Jame, Russell

  • 2013 Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios
    by Roche, Hervé & Tompaidis, Stathis & Yang, Chunyu

  • 2013 Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms
    by Edelman, Daniel & Fung, William & Hsieh, David A.

  • 2013 Can hedge funds time market liquidity?
    by Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W.

  • 2013 The cross section of conditional mutual fund performance in European stock markets
    by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ

  • 2013 A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?
    by So, Eric C.

  • 2013 Mutual fund risk and market share-adjusted fund flows
    by Spiegel, Matthew & Zhang, Hong

  • 2013 Real effects of stock underpricing
    by Hau, Harald & Lai, Sandy

  • 2013 Anomalies and financial distress
    by Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander

  • 2013 Political activism, information costs, and stock market participation
    by Bonaparte, Yosef & Kumar, Alok

  • 2013 Prospect theory, the disposition effect, and asset prices
    by Li, Yan & Yang, Liyan

  • 2013 Capacity constraints, investor information, and hedge fund returns
    by Ramadorai, Tarun

  • 2013 Delegated asset management, investment mandates, and capital immobility
    by He, Zhiguo & Xiong, Wei

  • 2013 Style investing, comovement and return predictability
    by Wahal, Sunil & Yavuz, M. Deniz

  • 2013 Risk contagion in the north-western and southern European stock markets
    by de Araújo, André da Silva & Garcia, Maria Teresa Medeiros

  • 2013 Before and after: The impact of a real bubble crash on investors’ trading behavior in the lab
    by Gong, Binglin & Lei, Vivian & Pan, Deng

  • 2013 Simplification and saving
    by Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C.

  • 2013 Sex-hormone genes and gender difference in ultimatum game: Experimental evidence from China and Israel
    by Chew, Soo Hong & Ebstein, Richard P. & Zhong, Songfa

  • 2013 A comparison of the original and revised Basel market risk frameworks for regulating bank capital
    by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu

  • 2013 The role of media in the credit crunch: The case of the banking sector
    by Wisniewski, Tomasz Piotr & Lambe, Brendan

  • 2013 Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
    by Calice, Giovanni & Chen, Jing & Williams, Julian

  • 2013 Investor protection rights and foreign investment
    by Giofré, Maela

  • 2013 Saving-based asset-pricing
    by Dreyer, Johannes K. & Schneider, Johannes & Smith, William T.

  • 2013 Optimal retirement with unemployment risks
    by Jang, Bong-Gyu & Park, Seyoung & Rhee, Yuna

  • 2013 Better than the original? The relative success of copycat funds
    by Verbeek, Marno & Wang, Yu

  • 2013 Predicting bear and bull stock markets with dynamic binary time series models
    by Nyberg, Henri

  • 2013 The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions
    by Chalmers, John & Kaul, Aditya & Phillips, Blake

  • 2013 Systemic risk measurement: Multivariate GARCH estimation of CoVaR
    by Girardi, Giulio & Tolga Ergün, A.

  • 2013 Portfolio reallocation and exchange rate dynamics
    by Ding, Liang & Ma, Jun

  • 2013 Canonical vine copulas in the context of modern portfolio management: Are they worth it?
    by Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy

  • 2013 Size matters: Optimal calibration of shrinkage estimators for portfolio selection
    by DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J.

  • 2013 Sarbanes-Oxley Act and corporate credit spreads
    by Nejadmalayeri, Ali & Nishikawa, Takeshi & Rao, Ramesh P.

  • 2013 Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation
    by Baltzer, Markus & Stolper, Oscar & Walter, Andreas

  • 2013 Prospect theory and trading patterns
    by Yao, Jing & Li, Duan

  • 2013 Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
    by Ülkü, Numan & Weber, Enzo

  • 2013 Optimal smooth consumption and annuity design
    by Bruhn, Kenneth & Steffensen, Mogens

  • 2013 Analyst forecasts and European mutual fund trading
    by Franck, Alexander & Kerl, Alexander

  • 2013 Availability, recency, and sophistication in the repurchasing behavior of retail investors
    by Nofsinger, John R. & Varma, Abhishek

  • 2013 International diversification gains and home bias in banking
    by García-Herrero, Alicia & Vázquez, Francisco

  • 2013 Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities
    by Herrmann, Ulf & Scholz, Hendrik

  • 2013 Access to information and international portfolio allocation
    by Thapa, Chandra & Paudyal, Krishna & Neupane, Suman

  • 2013 Information immobility, industry concentration, and institutional investors’ performance
    by Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla

  • 2013 Nonlinear portfolio selection using approximate parametric Value-at-Risk
    by Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan

  • 2013 Investing at home and abroad: Different costs, different people?
    by Christelis, Dimitris & Georgarakos, Dimitris

  • 2013 A robust optimization approach to asset-liability management under time-varying investment opportunities
    by Gülpinar, Nalan & Pachamanova, Dessislava

  • 2013 Revisiting mutual fund performance evaluation
    by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos

  • 2013 How does the stock market react to the announcement of green policies?
    by Ramiah, Vikash & Martin, Belinda & Moosa, Imad

  • 2013 Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
    by Jin, Xing & Zhang, Kun

  • 2013 Causes and consequences of short-term institutional herding
    by Kremer, Stephanie & Nautz, Dieter

  • 2013 The disposition effect and investor experience
    by Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio

  • 2013 Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading
    by Levy, Ariel & Lieberman, Offer

  • 2013 Robust portfolio choice with ambiguity and learning about return predictability
    by Branger, Nicole & Larsen, Linda Sandris & Munk, Claus

  • 2013 When active fund managers deviate from their peers: Implications for fund performance
    by Gupta-Mukherjee, Swasti

  • 2013 On portfolio optimization: Imposing the right constraints
    by Behr, Patrick & Guettler, Andre & Miebs, Felix

  • 2013 Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly
    by Dutt, Tanuj & Humphery-Jenner, Mark

  • 2013 CVaR sensitivity with respect to tail thickness
    by Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J.

  • 2013 The performance of banks around the receipt and repayment of TARP funds: Over-achievers versus under-achievers
    by Cornett, Marcia Millon & Li, Lei & Tehranian, Hassan

  • 2013 International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective
    by Jiang, Chonghui & Ma, Yongkai & An, Yunbi

  • 2013 Commonalities in investment strategy and the determinants of performance in mutual fund mergers
    by Namvar, Ethan & Phillips, Blake

  • 2013 What determines corporate pension fund risk-taking strategy?
    by An, Heng & Huang, Zhaodan & Zhang, Ting

  • 2013 The world price of jump and volatility risk
    by Driessen, Joost & Maenhout, Pascal

  • 2013 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
    by Boubaker, Heni & Sghaier, Nadia

  • 2013 Portfolio selection: An extreme value approach
    by DiTraglia, Francis J. & Gerlach, Jeffrey R.

  • 2013 Individual investor perceptions and behavior during the financial crisis
    by Hoffmann, Arvid O.I. & Post, Thomas & Pennings, Joost M.E.

  • 2013 Dynamic hedge fund portfolio construction: A semi-parametric approach
    by Harris, Richard D.F. & Mazibas, Murat

  • 2013 Liquidity commonality in commodities
    by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat

  • 2013 Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis
    by Brandtner, Mario

  • 2013 Credit and liquidity components of corporate CDS spreads
    by Corò, Filippo & Dufour, Alfonso & Varotto, Simone

  • 2013 On the predictability of stock prices: A case for high and low prices
    by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo

  • 2013 Limiting losses may be injurious to your wealth
    by Grauer, Robert R.

  • 2013 Economic valuation of liquidity timing
    by Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel

  • 2013 Robust portfolio choice with uncertainty about jump and diffusion risk
    by Branger, Nicole & Larsen, Linda Sandris

  • 2013 Return decomposition and the Intertemporal CAPM
    by Maio, Paulo

  • 2013 Front-running of mutual fund fire-sales
    by Dyakov, Teodor & Verbeek, Marno

  • 2013 A comprehensive long-term analysis of S&P 500 index additions and deletions
    by Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N.

  • 2013 How do sovereign credit rating changes affect private investment?
    by Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling

  • 2013 Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
    by Qin, Zhenjiang

  • 2013 The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010
    by Hagströmer, Björn & Hansson, Björn & Nilsson, Birger

  • 2013 Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
    by Kellner, Ralf & Gatzert, Nadine

  • 2013 Predicting stock returns: A regime-switching combination approach and economic links
    by Zhu, Xiaoneng & Zhu, Jie

  • 2013 Asset pricing with heterogeneous beliefs and relative performance
    by Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke

  • 2013 Why do people save in cash? Distrust, memories of banking crises, weak institutions and dollarization
    by Stix, Helmut

  • 2013 An analysis of commodity markets: What gain for investors?
    by Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila

  • 2013 Lessons from the evolution of foreign exchange trading strategies
    by Neely, Christopher J. & Weller, Paul A.

  • 2013 Market reaction to earnings news: A unified test of information risk and transaction costs
    by Zhang, Qi & Cai, Charlie X. & Keasey, Kevin

  • 2013 Individual investors and financial disclosure
    by Lawrence, Alastair

  • 2013 Housing prices and balance sheets effects: A classroom demonstration
    by Mykhaylova, Olena & Mago, Shakun & Staveley-O’Carroll, James

  • 2013 Does idiosyncratic volatility matter in emerging markets? Evidence from China
    by Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao

  • 2013 The role of country and industry factors during volatile times
    by Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís

  • 2013 Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
    by Antonakakis, Nikolaos & Vergos, Konstantinos

  • 2013 Financialization, crisis and commodity correlation dynamics
    by Silvennoinen, Annastiina & Thorp, Susan

  • 2013 Is carry-trade a viable alternative asset class?
    by Das, Sougata & Kadapakkam, Palani-Rajan & Tse, Yiuman

  • 2013 Saints versus Sinners. Does morality matter?
    by Durand, Robert B. & Koh, SzeKee & Limkriangkrai, Manapon

  • 2013 Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
    by Auer, Benjamin R. & Schuhmacher, Frank

  • 2013 Investor herds and regime-switching: Evidence from Gulf Arab stock markets
    by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2013 Fuzzy portfolio optimization model under real constraints
    by Liu, Yong-Jun & Zhang, Wei-Guo

  • 2013 Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework
    by He, Lin & Liang, Zongxia

  • 2013 A new immunization inequality for random streams of assets, liabilities and interest rates
    by Gajek, Lesław & Krajewska, Elżbieta

  • 2013 Constant proportion portfolio insurance under a regime switching exponential Lévy process
    by Weng, Chengguo

  • 2013 Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
    by He, Lin & Liang, Zongxia

  • 2013 Optimal decision on dynamic insurance price and investment portfolio of an insurer
    by Mao, Hong & Carson, James M. & Ostaszewski, Krzysztof M. & Wen, Zhongkai

  • 2013 Best portfolio insurance for long-term investment strategies in realistic conditions
    by Pézier, Jacques & Scheller, Johanna

  • 2013 A characterization of optimal portfolios under the tail mean–variance criterion
    by Owadally, Iqbal & Landsman, Zinoviy

  • 2013 Expected value multiobjective portfolio rebalancing model with fuzzy parameters
    by Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar

  • 2013 Does knowledge of finance mitigate the gender difference in financial risk-aversion?
    by Hibbert, Ann Marie & Lawrence, Edward R. & Prakash, Arun J.

  • 2013 Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India
    by French, Joseph J. & Naka, Atsuyuki

  • 2013 Shunning uncertainty: The neglect of learning opportunities
    by Trautmann, Stefan T. & Zeckhauser, Richard J.

  • 2013 Systemic liquidity shortages and interbank network structures
    by Lee, Seung Hwan

  • 2013 Patriotic name bias and stock returns
    by Benos, Evangelos & Jochec, Marek

  • 2013 Informed local trading prior to earnings announcements
    by Berry, Thomas & Gamble, Keith Jacks

  • 2013 Short-term residual reversal
    by Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno

  • 2013 Do mutual fund managers time market liquidity?
    by Cao, Charles & Simin, Timothy T. & Wang, Ying

  • 2013 Optimal trading strategy and supply/demand dynamics
    by Obizhaeva, Anna A. & Wang, Jiang

  • 2013 Performance hypothesis testing with the Sharpe ratio: The case of hedge funds
    by Auer, Benjamin R. & Schuhmacher, Frank

  • 2013 Mean–variance dominant trading strategies
    by Galvani, Valentina & Gubellini, Stefano

  • 2013 Information risk and credit contagion
    by Huang, Alex YiHou & Cheng, Chiao-Ming

  • 2013 Composition of robust equity portfolios
    by Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J.

  • 2013 A generalised arbitrage-free Nelson–Siegel model: The impact of unspanned stochastic volatility
    by Chen, Rui & Du, Ke

  • 2013 Assessing the profitability of intraday opening range breakout strategies
    by Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian

  • 2013 Superconvergence of the finite element solutions of the Black–Scholes equation
    by Golbabai, A. & Ballestra, L.V. & Ahmadian, D.

  • 2013 Market liquidity and institutional trading during the 2007–8 financial crisis
    by Poon, Ser-Huang & Rockinger, Michael & Stathopoulos, Konstantinos

  • 2013 Do long-short speculators destabilize commodity futures markets?
    by Miffre, Joëlle & Brooks, Chris

  • 2013 Hedging stock sector risk with credit default swaps
    by Ratner, Mitchell & Chiu, Chih-Chieh (Jason)

  • 2013 Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market
    by Hsieh, Shu-Fan

  • 2013 Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets
    by Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne

  • 2013 Diamonds — A precious new asset?
    by Auer, Benjamin R. & Schuhmacher, Frank

  • 2013 A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market
    by Li, Bob & Boo, Yee Ling & Ee, Mong Shan & Chen, Cindy

  • 2013 Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
    by Alexakis, Christos & Dasilas, Apostolos & Grose, Chris

  • 2013 Modeling the co-movements between crude oil and refined petroleum markets
    by Tong, Bin & Wu, Chongfeng & Zhou, Chunyang

  • 2013 Smooth transition regime shifts and oil price dynamics
    by Cifarelli, Giulio

  • 2013 From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks
    by Bohl, Martin T. & Kaufmann, Philipp & Stephan, Patrick M.

  • 2013 Valuing modular nuclear power plants in finite time decision horizon
    by Jain, Shashi & Roelofs, Ferry & Oosterlee, Cornelis W.

  • 2013 Modeling EU allowances and oil market interdependence. Implications for portfolio management
    by Reboredo, Juan C.

  • 2013 Volatility timing: How best to forecast portfolio exposures
    by Clements, A. & Silvennoinen, A.

  • 2013 Stakeholder relations and stock returns: On errors in investors' expectations and learning
    by Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke

  • 2013 Performance, stock selection and market timing of the German equity mutual fund industry
    by Cuthbertson, Keith & Nitzsche, Dirk

  • 2013 A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?
    by Wagner, Niklas & Winter, Elisabeth

  • 2013 An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions
    by Cheng, Teng Yuan & Lee, Chun I & Lin, Chao Hsien

  • 2013 Stressing correlations and volatilities — A consistent modeling approach
    by Becker, Christoph & Schmidt, Wolfgang M.

  • 2013 A global approach to mutual funds market timing ability
    by Bodson, Laurent & Cavenaile, Laurent & Sougné, Danielle

  • 2013 The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
    by Varneskov, Rasmus & Voev, Valeri

  • 2013 Measuring financial market integration in the European Union: EU15 vs. New Member States
    by Pungulescu, Crina

  • 2013 The volatility effect in emerging markets
    by Blitz, David & Pang, Juan & van Vliet, Pim

  • 2013 Separating the wheat from the chaff: Understanding portfolio returns in an emerging market
    by Eterovic, Nicolas A. & Eterovic, Dalibor S.

  • 2013 Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey
    by Białkowski, Jędrzej & Bohl, Martin T. & Kaufmann, Philipp & Wisniewski, Tomasz P.

  • 2013 Cheap money and risk taking: Opacity versus fundamental risk
    by Drees, Burkhard & Eckwert, Bernhard & Várdy, Felix

  • 2013 Sequential estimation of shape parameters in multivariate dynamic models
    by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique

  • 2013 Cross-border equity portfolio choices and the diversification motive: A fractional regression approach
    by Pericoli, F.M. & Pierucci, E. & Ventura, L.

  • 2013 A note on almost stochastic dominance
    by Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing

  • 2013 VaR constrained asset pricing with relative performance
    by Liu, Xiangbo & Qiu, Zhigang & Xiong, Yan

  • 2013 The impact of a sustainability constraint on the mean-tracking error efficient frontier
    by Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe

  • 2013 Do financial advisor commissions distort client choice?
    by Beyer, Max & de Meza, David & Reyniers, Diane

  • 2013 Reconsidering psychic return in art investments
    by Candela, Guido & Castellani, Massimiliano & Pattitoni, Pierpaolo

  • 2013 Risk aversion in the large and in the small
    by Haug, Jørgen & Hens, Thorsten & Woehrmann, Peter

  • 2013 Savings for retirement under liquidity constraints: A note
    by Corsini, Lorenzo & Spataro, Luca

  • 2013 Stock price reversals following end-of-the-day price moves
    by Kudryavtsev, Andrey

  • 2013 Monotonicity of asset price toward higher changes in risk
    by Jokung, Octave

  • 2013 Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market
    by Liao, Li-Chuan & Chou, Ray Yeutien & Chiu, Banghan

  • 2013 Information transmission between sovereign debt CDS and other financial factors – The case of Latin America
    by Wang, Alan T. & Yang, Sheng-Yung & Yang, Nien-Tzu

  • 2013 Using CARRX models to study factors affecting the volatilities of Asian equity markets
    by Sin, Chor-Yiu (CY)

  • 2013 Has the Basel Accord improved risk management during the global financial crisis?
    by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio

  • 2013 A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
    by Caporin, Massimiliano & Lisi, Francesco

  • 2013 Portfolio selection and portfolio frontier with background risk
    by Huang, Hung-Hsi & Wang, Ching-Ping

  • 2013 Equity and CDS sector indices: Dynamic models and risk hedging
    by Caporin, Massimiliano

  • 2013 What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research
    by Larsson, Carl F.

  • 2013 The performance of commodity trading advisors: A mean-variance-ratio test approach
    by Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung

  • 2013 Optimal portfolio positioning under ambiguity
    by Ameur, H. Ben & Prigent, J.L.

  • 2013 Equity risk premium and time horizon: What do the U.S. secular data say?
    by Prat, Georges

  • 2013 Endogenous current account balances in a world CGE model with international financial assets
    by Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard

  • 2013 The optimal decisions in franchising under profit uncertainty
    by Liang, Hueimei & Lee, Kuo-Jung & Huang, Jen-Tsung & Lei, Hsien-Wei

  • 2013 Returns-to-scale and the equity premium puzzle
    by Dunbar, Geoffrey

  • 2013 Zipf's law and maximum sustainable growth
    by Malevergne, Y. & Saichev, A. & Sornette, D.

  • 2013 Life cycle asset allocation in the presence of housing and tax-deferred investing
    by Marekwica, Marcel & Schaefer, Alexander & Sebastian, Steffen

  • 2013 Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences
    by Lioui, Abraham

  • 2013 Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
    by Chauveau, Th. & Subbotin, A.

  • 2013 Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
    by Blake, David & Wright, Douglas & Zhang, Yumeng

  • 2013 Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information
    by Yao, Jing & Li, Duan

  • 2013 Options and structured products in behavioral portfolios
    by Das, Sanjiv R. & Statman, Meir

  • 2013 Portfolio selection in a data-rich environment
    by Bouaddi, Mohammed & Taamouti, Abderrahim

  • 2013 Structural estimation of stock market participation costs
    by Khorunzhina, Natalia

  • 2013 Asset allocation over the life cycle: How much do taxes matter?
    by Fischer, Marcel & Kraft, Holger & Munk, Claus

  • 2013 Optimal dynamic tax evasion
    by Levaggi, Rosella & Menoncin, Francesco

  • 2013 Production and hedging implications of executive compensation schemes
    by Akron, Sagi & Benninga, Simon

  • 2013 A Note on the Effectiveness of Pairs Trading For Individual Investors
    by Fabio Pizzutilo

  • 2013 Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis
    by Md. Shahadath Hossain & A.B.M. Munibur Rahman & Md. Salah Uddin Rajib

  • 2013 Auslandsforderungen deutscher Bankkonzerne in der Finanzkrise: ein vielschichtiger Bilanzabbau in zwei Phasen
    by Rainer Frey

  • 2013 Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy
    by Jizheng Huang & Heng-fu Zou

  • 2013 Stock Market Manipulation in the Presence of Fund Flows
    by Xiangbo Liu & Zijun Liu & Zhigang Qiu

  • 2013 Optimal Consumption and Portfolio Choice under Ambiguity for a Mean-reverting Risk Premium in Complete Markets
    by Hening Liu

  • 2013 Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy
    by Anna Czapkiewicz & Artur Machno

  • 2013 Ciclo económico y prima por riesgo en el mercado accionario colombiano
    by Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez

  • 2013 Microbonos. Una alternativa de inversión para los Estratos Uno, Dos y Tres
    by Miller Janny Ariza Garzón & Elsa Susana Reyes Quintanilla & Luisa Fernanda Velasco Cardona

  • 2013 Prueba de sesgo sobre rendimientos financieros en el mercado colombiano
    by Valencia, Marisol & Bedoya, Alejandro

  • 2013 Valor en riesgo: evaluación del desempeño de diferentes metodologías para 5 países latinoamericanos
    by Julio César Alonso & Juan Manuel Chaves

  • 2013 Estimating Risk and Excessive Risk-Taking in Colombia´s Commercial Banks
    by Diego Ramos Toro

  • 2013 The Role Of The European Funding In The Context Of The Economic Crisis
    by Corina MICULESCU

  • 2013 Analysis Of The Bucharest Stock Exchange Indices Structure
    by Mihaela SUDACEVSCHI

  • 2013 Imperfect financial integration and asymmetric information: competing explanations of the home bias puzzle?
    by Jordi Mondria & Thomas Wu

  • 2013 Forecasting value-at-risk using time varying copulas and EVT return distributions
    by Theo Berger

  • 2013 Dependence structure analysis between stock index futures and spot markets in the case of the “Golden week” effect
    by Lanwenjing Yin & Kanchana Chokethaworn & Chukiat Chaiboonsri

  • 2013 Was bewegt den DAX?
    by Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe

  • 2013 Long-Term Returns: a Reality Check for Pension Funds and Retirement Savers
    by Richard Guay & Laurence Allaire

  • 2013 Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification
    by David Le Bris

  • 2013 Risk Exposure and Net Flow in Investment Funds: Do Shareholders Monitor Asset Allocation?
    by Rafael Felipe Schiozer & Diego Lins de Albuquerque Pennachi Tejerina

  • 2013 Minimum Variance Portfolios in the Brazilian Equity Market
    by Alexandre Rubesam & André Lomonaco Beltrame

  • 2013 Market Efficiency and Performance of Multimarket Funds
    by Rodrigo Fernandes Malaquias & William Eid Junior

  • 2013 Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas
    by Sirajum Munira Sarwar & Gulnur Muradoglu

  • 2013 French investment funds during the crisis (2008-2012)
    by A.-N. Bouloux. & G. Fourel.

  • 2013 Patrimoine et endettement des ménages dans la zone euro :le rôle prépondérant de l’immobilier
    by ARRONDEL, L. & ROGER, M. & SAVIGNAC, F.

  • 2013 Les OPCVM français au travers de la crise (2008-2012)
    by FOUREL, G. & BOULOUX, A.-N.

  • 2013 Cross Fertilizations and Controversies in the Origins and Evolution of Portfolio Selection Models
    by Eduardo Ariel Corso

  • 2013 Italian Real Estate Funds’ financial investments
    by Claudio Cacciamani & Lara Maini

  • 2013 Current identifiable biases in Italian pension fund enrolment decisions
    by Andrea Lippi

  • 2013 High frequency trading. Effects and policy issues
    by Nadia Linciano & Isadora Tarola

  • 2013 Financial Literacy, Financial Education, and Economic Outcomes
    by Justine S. Hastings & Brigitte C. Madrian & William L. Skimmyhorn

  • 2013 Arbitragem Estatística, Estratégia Long-Short Pairs Trading, Abordagem com Cointegração Aplicada ao Mercado de Ações Brasileiro
    by João F. Caldeira

  • 2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
    by Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit

  • 2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
    by Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit

  • 2013 Examination of Relationship Between Stock Returns and Factors Affecting Capital Structure and Financial Ratios with ANFIS Method: An Application on ISE 100 Index
    by Nevin Yoruk & S. Serdar Karaca & Mahmut Hekim & İsmail Tuna

  • 2013 Influencing Factors Of Valuation Multiples Of Companies
    by Ciprian Codau

  • 2013 Using The Capm Model To Estimate The Profitability Of A Financial Instrument Portfolio
    by Madalina - Gabriela Anghel & Liliana (Dinca) Paschia

  • 2013 Asymmetric Information In Insurance Field: Some General Considerations
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  • 2013 Determinants of household saving and portfolio choice behaviour in Turkey
    by Halime Temel Nalın

  • 2013 Investment Decisions – Areas And Priorities Set For Romanian Crisis
    by Laura Vasilescu & Ana Popa

  • 2013 Efficiency Of The Insurance Activity: Insurer Vs Insured
    by Ana Preda

  • 2013 Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns
    by Andrey KUDRYAVTSEV

  • 2013 Retrospectives: John Maynard Keynes, Investment Innovator
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  • 2013 Asset Management Fees and the Growth of Finance
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  • 2013 Home Bias in Open Economy Financial Macroeconomics
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  • 2013 Hedging against the Government: A Solution to the Home Asset Bias Puzzle
    by Tiago C. Berriel & Saroj Bhattarai

  • 2013 Salience and Asset Prices
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  • 2013 Financial Innovation and Portfolio Risks
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  • 2013 Inferior Good and Giffen Behavior for Investing and Borrowing
    by Felix Kubler & Larry Selden & Xiao Wei

  • 2013 Entropy and the Value of Information for Investors
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  • 2012 Performance inconsistency in mutual funds: An investigation of window-dressing behavior
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  • 2012 Comparative Analysis of Options Valuation Methods
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  • 2012 The Impact of Longevity Risk on the Term Structure of the Risk-Return Tradeoff
    by Emilio Bisetti

  • 2012 A risk-based risk finance paradigm
    by Gao, Siwei & Powers, Michael R. & Chapman, Zaneta A.

  • 2012 Tests of the correlation between portfolio performance measures
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  • 2012 Short-selling bans and contagion risk
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  • 2012 Are investor sentiments priced by the CAPM?
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  • 2012 Do investors care about noise trader risk?
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  • 2012 How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk
    by Ciciretti, Rocco & Corvino, Raffaele

  • 2012 Growing Russian Economy against Growing External Tension
    by I. BORISOVA & B. ZAMARAEV & A. KIYUTSEVSKAYA & A. NAZAROVA & E. SUKHANOV.

  • 2012 Why Do Banks Go Abroad? Evidence Using a Three-Way Error Component Model
    by Tamrat W. Gashaw & Michael J. Ryan

  • 2012 The Opportunity Cost of Holding a “Naive” Portfolio
    by Alice A. Melkumian

  • 2012 Die Konstruktion eines Performanceindexes für geschlossene Schiffsfonds
    by Wolfgang Drobetz & Lars Tegtmeier & Mihail Topalov

  • 2012 Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market
    by Alexander Franck & Andreas Walter

  • 2012 A tournament analysis of mutual funds in Turkey
    by Orhan ERDEM & Belma ÖZTÜRKKAL

  • 2012 Dört faktörlü varlık fiyatlama modelinin İMKB’de test edilmesi
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  • 2012 A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction
    by David R. Bell & Olivier Ledoit & Michael Wolf

  • 2012 Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches
    by Wolff, Dominik & Bessler, Wolfgang & Opfer, Heiko

  • 2012 Male vs. female business owners: Are there differences in investment behavior?
    by Pelger, Ines

  • 2012 Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market
    by Franck, Alexander & Walter, Andreas

  • 2012 Do Wealthier Households Save More? – The Impact of the Demographic Factor
    by Belke, Ansgar & Dreger, Christian & Ochmann, Richard

  • 2012 Chasing rainbows: On the relationship between lottery tickets and common stocks
    by Johansen, Kathrin & Singer, Nico

  • 2012 Macroprudential banking regulation: Does one size fit all?
    by Neuberger, Doris & Rissi, Roger

  • 2012 The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds
    by Schuster, Philipp & Uhrig-Homburg, Marliese

  • 2012 Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
    by Kim, Young Shin & Giacometti, Rosella & Rachev, Svetlozar T. & Fabozzi, Frank J. & Mignacca, Domenico

  • 2012 Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach
    by Mili, Mehdi

  • 2012 Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior
    by Witte, Björn-Christopher

  • 2012 Clashes and compromises: Investment policies in tourism destinations
    by Candela, Guido & Castellani, Massimiliano & Mussoni, Maurizio

  • 2012 Political rights, taxation, and firm valuation: Evidence from Saxony around 1900
    by Lehmann, Sibylle H. & Hauber, Philipp & Opitz, Alexander

  • 2012 Risk attitudes and private business equity
    by Fossen, Frank M.

  • 2012 Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten
    by Krones, Julia & Cremers, Heinz

  • 2012 Passive investment strategies and financial bubbles
    by Fischer, Thomas

  • 2012 Size matters! How position sizing determines risk and return of technical timing strategies
    by Scholz, Peter

  • 2012 Are risk preferences dynamic? Within-subject variation in risk-taking as a function of background music
    by Halko, Marja Liisa & Kaustia, Markku

  • 2012 Financial sophistication in the older population
    by Lusardi, Annamaria & Mitchell, Olivia S. & Curto, Vilsa

  • 2012 A dynamic programming approach to constrained portfolios
    by Kraft, Holger & Steffensen, Mogens

  • 2012 Household debt and social interactions
    by Georgarakos, Dimitris & Haliassos, Michael & Pasini, Giacomo

  • 2012 Low risk and high return: Affective attitudes and stock market expectations
    by Kempf, Alexander & Merkle, Christoph & Niessen-Ruenzi, Alexandra

  • 2012 The cross-section of conditional mutual fund performance in European stock markets
    by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ

  • 2012 Diversification and determinants of international credit portfolios: Evidence from German banks
    by Böninghausen, Benjamin & Köhler, Matthias

  • 2012 Bank regulation and stability: An examination of the Basel market risk framework
    by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu

  • 2012 Portfolioallokation: Einbezug verschiedener Assetklassen
    by Herz, Christian & Neunert, Daniela & Will, Sebastian & Wolf, Niko J. & Zwick, Tobias

  • 2012 Der Einfluss des Budgetbegleitgesetzes 2011 auf das Handelsvolumen am österreichischen Kapitalmarkt
    by Niemann, Rainer & Rünger, Silke

  • 2012 Der Einfluss von Kosten auf die Vorteilhaftigkeit der Riester-Rente
    by Reichert, Michael

  • 2012 The effect of Germany's repeal of the corporate capital gains tax: Evidence from the disposal of corporate minority holdings
    by Rünger, Silke

  • 2012 Trend Following, Risk Parity and Momentum in Commodity Futures
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2012 The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2012 Testing CAPM with a Large Number of Assets
    by M Hashem Pesaran & Takashi Yamagata

  • 2012 Access to Finance and Composition of Funding during the Crisis: A firm-level analysis for Latin American countries
    by Sandra M. Leitner & Robert Stehrer

  • 2012 Cointegration Based Trading Strategy For Soft Commodities Market
    by Piotr Arendarski & Łukasz Postek

  • 2012 Tactical allocation in falling stocks: Combining momentum and solvency ratio signals
    by Piotr Arendarski

  • 2012 Risk taking, diversification behavior and financial literacy of individual investors
    by Elisa Cavezzali & Gloria Gardenal & Ugo Rigoni

  • 2012 Restricted Finite Time Dominance
    by Nicoleta Anca Matei & Claudio Zoli

  • 2012 Financial Risk Aversion, Economic Crises and Past Risk Perception
    by Alessandro Bucciol & Raffaele Miniaci

  • 2012 Emerging Stock Premia: Do Industries Matter?
    by Marcella Lucchetta & Michael Donadelli

  • 2012 Dynamic tracking error with shortfall control using stochastic programming
    by Diana Barro & Elio Canestrelli

  • 2012 Downside risk in multiperiod tracking error models
    by Diana Barro & Elio Canestrelli

  • 2012 Backward/forward optimal combination of performance measures for equity screening
    by Monica Billio & Massimiliano Caporin & Michele Costola

  • 2012 Market volatility, optimal portfolios and naive asset allocations
    by Loriana Pelizzon & Massimiliano Caporin

  • 2012 Reinforcement Learning for automatic financial trading: Introduction and some applications
    by Francesco Bertoluzzo & Marco Corazza

  • 2012 Collateralized Borrowing and Risk Taking at Low Interest Rates?
    by Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt

  • 2012 The Destruction of a Safe Haven Asset?
    by Dirk G Baur & Kristoffer Glover

  • 2012 Safe Haven Assets and Investor Behavior Under Uncertainty
    by Dirk G Baur & Thomas K.J. McDermott

  • 2012 On the Predictability of Stock Prices: a Case for High and Low Prices
    by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo

  • 2012 Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
    by Sergio Mayordomo & María Rodríguez-Moreno & Juan Ignacio Peña

  • 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

  • 2012 The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions
    by D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas

  • 2012 Currency Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

  • 2012 Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust
    by John Cotter & Stuart Gabriel & Richard Roll

  • 2012 Boom-and-bust cycles marked by capital inflows, current account deterioration and a rise and fall of the real exchange rate
    by Müller-Plantenberg, Nikolas

  • 2012 Optimal life-cycle portfolios for heterogeneous workers
    by Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano

  • 2012 Evaluation of long-dated assets : The role of parameter uncertainty
    by Gollier, Christian

  • 2012 Asset pricing with uncertain betas: A long-term perspective
    by Gollier, Christian

  • 2012 Ambiguous Life Expectancy and the Demand for Annuities
    by d'Albis, Hippolyte & Thibault, Emmanuel

  • 2012 Algorithmic Complexity of Financial Motions
    by Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil

  • 2012 Long-Term versus Short-Term Contingencies in Asset Allocation
    by Mahmoud Botshekan & Andre Lucas

  • 2012 Saving and portfolio allocation before and after job loss
    by Christoph Basten & Andreas Fagereng & Kjetil Telle

  • 2012 Asset Pricing under Quantile Utility Maximization
    by Bruno Cara Giovannetti

  • 2012 Microfinance Investment Vehicles and Social Performance: Moving forward with the MACBETH Approach
    by Jean-Marie De Corte & Marc Labie & Ludovic Urgeghe & Jean-Claude Vansnick

  • 2012 Rehabilitating the Role of Active Management for Pension Funds
    by Michel Aglietta & Marie Briere & Sandra Rigot & Ombretta Signori

  • 2012 Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky
    by Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

  • 2012 Universal banking, competition and risk in a macro model
    by Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan

  • 2012 A decision-theoretic model of asset-price underreaction and overreaction to dividend news
    by Alexander Ludwig & Alexander Zimper

  • 2012 Asymmetric Dependence between Aggregate Consumption and Financial Risk
    by Cathy Ning & Loran Chollete

  • 2012 Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households
    by Marianna Brunetti & Elena Giarda & Costanza Torricelli

  • 2012 Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market
    by Claudio Dicembrino & Pasquale Lucio Scandizzo

  • 2012 Is it money or brains? The determinants of intra-family decision power
    by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

  • 2012 A New Lp Model For Enhanced Indexation
    by Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella

  • 2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
    by Ansgar Belke & Christian Dreger & Richard Ochmann

  • 2012 Executive Stock Options and Time Diversification
    by Carmona, Julio & León, Ángel & Vaello-Sebastià, Antoni

  • 2012 Revisiting the 1992-93 EMS crisis in the context of international political economy
    by Sotiropoulos, Dimitris P.

  • 2012 Election Cycles and Stock Market Reaction: International Evidence
    by An , Jiyoun & Park , Cheolbeom

  • 2012 Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants
    by Palzer, Andreas & Westner, Günther & Madlener, Reinhard

  • 2012 Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
    by Chris Brooks & Keith Anderson

  • 2012 Diversification of Equity with VIX Futures: Personal Views and Skewness Preference
    by Carol Alexander & Dimitris Korovilas

  • 2012 The Time Varying Properties of Credit and Liquidity Components of CDS Spreads
    by Filippo Coro & Alfonso Dufour & Simone Varotto

  • 2012 Average Portfolio Insurance Strategies
    by Jacques Pézier & Johanna Scheller

  • 2012 Forecasting multivariate volatility in larger dimensions: some practical issues
    by Adam E Clements & Ayesha Scott & Annastiina Silvennoinen

  • 2012 Factors Affecting Investment Decision Making of Equity Fund Managers
    by Qureshi, Salman Ali & Rehman, Kashif ur & Hunjra, Ahmed Imran

  • 2012 Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model
    by Kamal, Javed Bin

  • 2012 أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
    by Ghassan, Hassan B. & Alhajhoj, Hassan R.

  • 2012 Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds
    by Bijapur, Mohan & Croci, Manuela & Zaidi, Rida

  • 2012 Herd behavior towards the market index: evidence from Romanian stock exchange
    by Pop, Raluca Elena

  • 2012 On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model
    by Muteba Mwamba, John

  • 2012 Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns
    by Hiremath, Gourishankar S & Bandi, Kamaiah

  • 2012 The financial crisis and the credit rating agencies: the failure of reputation
    by Miele, Maria Grazia

  • 2012 Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L)
    by Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete

  • 2012 Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica
    by Saturnino, Odilon & Saturnino, Valéria & Gois de Oliveira, Marcos Roberto & Lucena, Pierre & Araújo, Luiz Fernando

  • 2012 Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries
    by Bundala, Ntogwa

  • 2012 Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
    by Panait, Iulian & Diaconescu, Tiberiu

  • 2012 The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models
    by Yun, Tack & Kim, Jinsook & Ko, Eunmi

  • 2012 Risk Parity Portfolios with Risk Factors
    by Roncalli, Thierry & Weisang, Guillaume

  • 2012 Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach
    by Zhang, Zhichao & Chau, Frankie & Xie, Li

  • 2012 Rational Speculators, Contrarians and Excess Volatility
    by Lof, Matthijs

  • 2012 The effects of relative performance objectives on financial markets
    by Igan, Deniz & Pinheiro, Marcelo

  • 2012 Portfolio optimization based on divergence measures
    by Chalabi, Yohan & Wuertz, Diethelm

  • 2012 U.K. cross-sectional equity data: The case for robust investability filters
    by Rossi, Francesco

  • 2012 Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis
    by Antonakakis, Nikolaos & Vergos, Konstantinos

  • 2012 Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics
    by Fulli-Lemaire, Nicolas

  • 2012 Swapping Headline for Core Inflation: An Asset Liability Management Approach
    by Fulli-Lemaire, Nicolas & Palidda, Ernesto

  • 2012 Rethinking Capital Structure Arbitrage
    by Avino, Davide & Lazar, Emese

  • 2012 International portfolio diversification: An ICAPM approach with currency risk
    by Dimitriou, Dimitrios & Simos, Theodore

  • 2012 Accounting for non-annuitization
    by Pashchenko, Svetlana

  • 2012 On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    by Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung

  • 2012 Consumption & Savings Behavior in Pakistan
    by Shaikh, Salman

  • 2012 Analysis of Islamic Mutual Funds Operations in Pakistan
    by Shaikh, Salman

  • 2012 Fiscal consolidations and banking stability
    by Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom

  • 2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
    by Ardliansyah, Rifqi

  • 2012 Portfolio Selection Using Genetic Algorithm
    by sefiane, slimane & Benbouziane, Mohamed

  • 2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
    by Khalfaoui, R & Boutahar, M

  • 2012 The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market
    by Chia, Rui Ming Daryl & Lim, Kai Jie Shawn

  • 2012 Performances of Socially Responsible Investment and Environmentally Friendly Funds
    by Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi

  • 2012 The Budapest liquidity measure and the price impact function
    by Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata

  • 2012 Algorithm for construction of portfolio of stocks using Treynor’s ratio
    by Sinha, Pankaj & Goyal, Lavleen

  • 2012 Predicting Extreme Returns and Portfolio Management Implications
    by Krieger, Kevin & Fodor, Andy & Mauck, Nathan & Stevenson, Greg

  • 2012 Asymmetric learning from financial information
    by Kuhnen, Camelia M.

  • 2012 Choosing a retirement income strategy: a new evaluation framework
    by Pfau, Wade Donald

  • 2012 An international perspective on “safe” savings rates for retirement
    by Pfau, Wade Donald & Kariastanto, Bayu

  • 2012 Asymmetric information and financial markets
    by Estrada, Fernando

  • 2012 Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques
    by Zvezdov, Ivelin

  • 2012 Savings for retirement under liquidity constraints: a note
    by Corsini, Lorenzo & Spataro, Luca

  • 2012 International financial integration of Mediterranean economies : A bird’s-eye view
    by Peeters, Marga & Sabri, Nidal Rachid

  • 2012 The national bioenergy investment model: Technical documentation
    by Kemp-Benedict, Eric

  • 2012 Reexamining the Empirical Relevance of Habit Formation Preferences
    by Cai, Zongwu & Liu, Xuan & Yang, Fang

  • 2012 Opportunities for international portfolio diversification in the balkans’ markets
    by Dimitriou, Dimitrios & Kenourgios, Dimitris

  • 2012 Managing risk exposures using the risk budgeting approach
    by Bruder, Benjamin & Roncalli, Thierry

  • 2012 Revisiting Mutual Fund Performance Evaluation
    by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos

  • 2012 Non-standardized form of CAPM and stock returns
    by Muhammad, Irfan

  • 2012 The development of the portfolio management for the unit investment funds
    by Sergeeva, Irina & Nikiforova, Vera

  • 2012 Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?
    by Gonçalo Faria & João Correia-da-Silva

  • 2012 Introducción Al Cálculo De Malliavin Para Las Finanzas Con Aplicación A La Elección Dinámica De Portafolio
    by Guillermo Moloche

  • 2012 Independent Factor Autoregressive Conditional Density Model
    by Alexios Ghalanos & Eduardo Rossi & Giovanni Urga

  • 2012 Aversión miope a las pérdidas en las decisiones de inversión: ¿cómo reaccionan los inversionistas ante cambios en la frecuencia de información, flexibilidad de inversión y perfiles de riesgo?
    by Francisco Galarza & Mauricio Power

  • 2012 Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models
    by John Muellbauer & John Duca

  • 2012 Why Do People Save in Cash? Distrust, Memories of Banking Crises, Weak Institutions and Dollarization
    by Helmut Stix

  • 2012 Towards a Green Investment Policy Framework: The Case of Low-Carbon, Climate-Resilient Infrastructure
    by Jan Corfee-Morlot & Virginie Marchal & Céline Kauffmann & Christopher Kennedy & Fiona Stewart & Christopher Kaminker & Géraldine Ang

  • 2012 International Capital Mobility and Financial Fragility - Part 5. Do Investors Disproportionately Shed Assets of Distant Countries Under Increased Uncertainty?: Evidence from the Global Financial Crisis
    by OECD

  • 2012 International Capital Mobility and Financial Fragility - Part 4. Which Structural Policies Stabilise Capital Flows When Investors Suddenly Change Their Mind?: Evidence from Bilateral Bank Data
    by Rudiger Ahrend & Cyrille Schwellnus

  • 2012 Decentralized Exchange
    by Semyon Malamud & Marzena Rostek

  • 2012 Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence
    by Simeon Coleman Author name: Vitor Leone

  • 2012 Endowment Management Based on a Positive Model of the University
    by Caroline M. Hoxby

  • 2012 Fettered Consumers and Sophisticated Firms: Evidence from Mexico's Privatized Social Security Market
    by Fabian Duarte & Justine S. Hastings

  • 2012 What Makes Annuitization More Appealing?
    by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian & Stephen P. Zeldes

  • 2012 Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
    by Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel

  • 2012 Speculative Betas
    by Harrison Hong & David Sraer

  • 2012 Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates
    by Martin L. Weitzman

  • 2012 Linking Benefits to Investment Performance in US Public Pension Systems
    by Robert Novy-Marx & Joshua D. Rauh

  • 2012 Financial Literacy, Financial Education and Economic Outcomes
    by Justine S. Hastings & Brigitte C. Madrian & William L. Skimmyhorn

  • 2012 Adverse Selection In Credit Markets and Regressive Profit Taxation
    by Florian Scheuer

  • 2012 Market Liquidity -- Theory and Empirical Evidence
    by Dimitri Vayanos & Jiang Wang

  • 2012 Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment
    by Leonardo Bursztyn & Florian Ederer & Bruno Ferman & Noam Yuchtman

  • 2012 Measuring Managerial Skill in the Mutual Fund Industry
    by Jonathan B. Berk & Jules H. van Binsbergen

  • 2012 Money Doctors
    by Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny

  • 2012 Tail Risk in Momentum Strategy Returns
    by Kent Daniel & Ravi Jagannathan & Soohun Kim

  • 2012 Is Conflicted Investment Advice Better than No Advice?
    by John Chalmers & Jonathan Reuter

  • 2012 Does Mutual Fund Performance Vary over the Business Cycle?
    by André de Souza & Anthony W. Lynch

  • 2012 Inflation Tracking Portfolios
    by Christopher T. Downing & Francis A. Longstaff & Michael A. Rierson

  • 2012 Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls
    by Kristin Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub

  • 2012 Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
    by Martijn Cremers & Antti Petajisto & Eric Zitzewitz

  • 2012 Stock Price Expectations and Stock Trading
    by Michael D. Hurd & Susann Rohwedder

  • 2012 The Market for Financial Advice: An Audit Study
    by Sendhil Mullainathan & Markus Noeth & Antoinette Schoar

  • 2012 Target-Date Funds in 401(k) Retirement Plans
    by Olivia S. Mitchell & Stephen Utkus

  • 2012 International Portfolio Diversification and Multilateral Effects of Correlations
    by Paul R. Bergin & Ju Hyun Pyun

  • 2012 Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?
    by Pierluigi Balduzzi & Jonathan Reuter

  • 2012 Financial Sophistication in the Older Population
    by Annamaria Lusardi & Olivia S. Mitchell & Vilsa Curto

  • 2012 U.S. International Equity Investment
    by John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock

  • 2012 Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis
    by Viral V. Acharya & Nada Mora

  • 2012 Inflation and Individual Equities
    by Andrew Ang & Marie Brière & Ombretta Signori

  • 2012 Flights to Safety
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei

  • 2012 Flights to Safety
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei

  • 2012 Flights to Safety
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei

  • 2012 Ambiguous Life Expectancy and the Demand for Annuities
    by Hippolyte d'Albis & Emmanuel Thibault

  • 2012 Structured portfolio analysis under SharpeOmega ratio
    by Rania Hentati-Kaffel & Jean-Luc Prigent

  • 2012 Is it money or brains? The determinants of intra-family decision power
    by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

  • 2012 Is financial fragility a matter of illiquidity? An appraisal for Italian households
    by Marianna Brunetti & Elena Giarda & Costanza Torricelli

  • 2012 Is it money or brains? The determinants of intra-family decision power
    by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

  • 2012 Exact and heuristic approaches for the index tracking problem with UCITS constraints
    by Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink

  • 2012 Is it money or brains? The determinants of intra-family decision power
    by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

  • 2012 Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
    by Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink

  • 2012 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
    by Theologos Dergiades

  • 2012 Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets
    by Janick Christian Mollet & Andreas Ziegler

  • 2012 The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data
    by Georges Dionne

  • 2012 Performance of individual investors and personal investment objectives
    by Camille Magron

  • 2012 In search of positive skewness: the case of individual investors
    by Patrick Roger & Marie-Hélène Broihanne & Maxime Merli

  • 2012 Stocks repurchase and sophistication of individual investors
    by Camille Magron & Maxime Merli

  • 2012 Portfolio diversification dynamics of individual investors: a new measure of investor sentiment
    by Patrick Roger

  • 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral

  • 2012 The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions
    by David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas

  • 2012 Saving and Portfolio Allocation Before and After Job Loss
    by Christoph Basten & Andreas Fagereng & Kjetil Telle

  • 2012 The Puzzle of Index Option Returns
    by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov

  • 2012 Recovering Delisting Returns of Hedge Funds
    by James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova

  • 2012 Banks Information Policies, Financial Literacy and Household Wealth
    by Fort, Margherita & Manaresi, Francesco & Trucchi, Serena

  • 2012 An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion
    by Conniffe, Denis & O'Neill, Donal

  • 2012 Is It Money or Brains? The Determinants of Intra-Family Decision Power
    by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza

  • 2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
    by Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard

  • 2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
    by Belke, Ansgar & Dreger, Christian & Ochmann, Richard

  • 2012 Testing CAPM with a Large Number of Assets
    by Pesaran, M. Hashem & Yamagata, Takashi

  • 2012 Testing CAPM with a Large Number of Assets
    by Pesaran, M. Hashem & Yamagata, Takashi

  • 2012 Financial contagion and attention allocation
    by Jordi Mondria & Climent Quintana Domeque

  • 2012 Real options approach to renewable energy investments in Mongolia
    by Neal Detert & Koji Kotani

  • 2012 Optimal Asset Allocation under Quadratic Loss Aversion
    by Fortin, Ines & Hlouskova, Jaroslava

  • 2012 Capital Income Taxation and Risk Taking under Prospect Theory
    by Hlouskova, Jaroslava & Tsigaris, Panagiotis

  • 2012 The effect of the financial crisis on older households in England
    by James Banks & Rowena Crawford & Thomas Crossley & Carl Emmerson

  • 2012 Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
    by Gollier, Christian

  • 2012 Asset pricing with uncertain betas: A long-term perspective
    by Gollier, Christian

  • 2012 Ambiguous Life Expectancy and the Demand for Annuities
    by d'Albis, Hippolyte & Thibault, Emmanuel

  • 2012 Generalized Tests of Investment Fund Performance
    by Márcio Laurini

  • 2012 The Aging Investor: Insights from Neuroeconomics
    by Peter N. C. Mohr & Hauke R. Heekeren &

  • 2012 Correlated Trades and Herd Behavior in the Stock Market
    by Simon Jurkatis & Stephanie Kremer & Dieter Nautz

  • 2012 Is socially responsible investing just screening? Evidence from mutual funds
    by Markus Hirschberger & Ralph E. Steuer & Sebastian Utz & Maximilian Wimmer

  • 2012 Hidden Liquidity: Determinants and Impact
    by Gökhan Cebiroglu & Ulrich Horst

  • 2012 Why Do Firms Engage in Selective Hedging?
    by Tim R. Adam & Chitru S. Fernando & Jesus M. Salas

  • 2012 Managerial Overconfidence and Corporate Risk Management
    by Tim R. Adam & Chitru S. Fernando & Evgenia Golubeva

  • 2012 Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility
    by Peter Reinhard Hansen & Asger Lunde & Valeri Voev

  • 2012 What Makes the VIX Tick?
    by Warren Bailey & Lin Zheng & Yinggang Zhou

  • 2012 Asset prices, trading volumes, and investor welfare in markets with transaction costs
    by Hara, Chiaki

  • 2012 Assessing the profitability of intraday opening range breakout strategies
    by Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian

  • 2012 Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks
    by Holmberg, Ulf & Sjögren, Tomas & Hellström, Jörgen

  • 2012 Country Portfolios with Heterogeneous Pledgeability
    by Tommaso Trani

  • 2012 Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility
    by Wallmeier, Martin

  • 2012 Stochastic dominance for law invariant preferences: The happy story of elliptical distributions
    by Matteo Del Vigna

  • 2012 A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences
    by Matteo Del Vigna

  • 2012 Wealth, Composition, Housing, Income, and Consumption
    by William Hardin & Sheng Guo

  • 2012 Has income inequality or media fragmentation increased political polarization?
    by Duca, John V. & Saving, Jason L.

  • 2012 Hedging against the government: a solution to the home asset bias puzzle
    by Berriel, Tiago C. & Bhattarai, Saroj

  • 2012 Universal banking, competition and risk in a macro model
    by Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan

  • 2012 Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility
    by Peter Reinhard Hansen & Asger Lunde & Valeri Voev

  • 2012 Realized mixed-frequency factor models for vast dimensional covariance estimation
    by Bannouh, K. & Martens, M.P.E. & Oomen, R.C.A. & van Dijk, D.J.C.

  • 2012 The Cross-Section of Stock Returns in Frontier Emerging Markets
    by de Groot, W. & Pang, J. & Swinkels, L.A.P.

  • 2012 The Late 1970's Bubble in Dutch Collectible Postage Stamps
    by Franses, Ph.H.B.F. & Knecht, W.

  • 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.

  • 2012 Homeownerhip and entrepreneurship
    by Philippe Bracke & Christian Hilber & Olmo Silva

  • 2012 Do asset regulations impede portfolio diversification? evidence from European life insurance funds
    by Mohan Bijapur & Manuela Croci & Rida Zaidi

  • 2012 Adaptation to Climate Change: Formulating Policy under Uncertainty
    by Leo Dobes

  • 2012 Information immobility, industry concentration, and institutional investors' performance
    by Mark Fedenia & Sherrill Shaffer & Hilla Skiba

  • 2012 Testing external habits in an asset pricing model
    by M Boschi & S d'Addona & A Goenka

  • 2012 Portfolio Selection – A Technical Note
    by Ana Paula Martins

  • 2012 Does Aggregate Riskiness Predict Future Economic Downturns?
    by Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni

  • 2012 Are Retirement Decisions Vulnerable to Framing Effects? Empirical Evidence from NL and the US
    by Federica Teppa & Maarten van Rooij

  • 2012 Securitization and the dark side of diversification
    by Maarten van Oordt

  • 2012 The CentERpanel and the DNB Household Survey: Methodological Aspects
    by Federica Teppa & Corrie Vis

  • 2012 Do Wealthier Households Save More?: The Impact of the Demographic Factor
    by Ansgar Belke & Christian Dreger & Richard Ochmann

  • 2012 Risk Attitudes and Private Business Equity
    by Frank M. Fossen

  • 2012 Leverage and Default in Binomial Economies: A Complete Characterization
    by Ana Fostel & John Geanakoplos

  • 2012 Leverage and Default in Binomial Economies: A Complete Characterization
    by Ana Fostel & John Geanakoplos

  • 2012 Leverage and Default in Binomial Economies: A Complete Characterization
    by Ana Fostel & John Geanakoplos

  • 2012 Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
    by Ana Fostel & John Geanakoplos

  • 2012 Economic Globalization, Mercantilism and Economic Growth
    by Gaowang Wang & Heng-fu Zou

  • 2012 The Appeal of Information Transactions
    by Serrano, Roberto & Gossner, Olivier & Cabrales, Antonio

  • 2012 Financial education, investor protection and international portfolio diversification
    by Maela Giofré

  • 2012 Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
    by Marc Boissaux & Jang Schiltz

  • 2012 From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks
    by Martin Bohl & Philipp Kaufmann & Patrick Stephan

  • 2012 Household Debt and Social Interactions
    by Georgarakos, Dimitris & Haliassos, Michalis & Pasini, Giacomo

  • 2012 The Effect of Housing on Portfolio Choice: A Reappraisal Using French Data
    by Fougère, Denis & Poulhes, Mathilde

  • 2012 A global monetary tsunami? On the spillovers of US Quantitative Easing
    by Fratzscher, Marcel & Lo Duca, Marco & Straub, Roland

  • 2012 Time-Varying Fund Manager Skill
    by Kacperczyk, Marcin & van Nieuwerburgh, Stijn & Veldkamp, Laura

  • 2012 Is it money or brains? The determinants of intra-family decision power
    by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza

  • 2012 Aspirations, Well-being, Risk-Aversion and Loss-Aversion
    by Koedijk, Kees & Pownall, Rachel A J & Statman, Meir

  • 2012 Real Effects of Stock Underpricing
    by Hau, Harald & Lai, Sandy

  • 2012 The Role of Equity Funds in the Financial Crisis Propagation
    by Hau, Harald & Lai, Sandy

  • 2012 The home bias of the poor: Terms of trade effects and portfolios across the wealth distribution
    by Broer, Tobias

  • 2012 Why Do Institutional Investors Chase Return Trends?
    by Alt, Aydogan & Kaniel, Ron & Yoeli, Uzi

  • 2012 Home Bias in Open Economy Financial Macroeconomics
    by Coeurdacier, Nicolas & Rey, Hélène

  • 2012 Individual Investor Activity and Performance
    by Dahlquist, Magnus & Martinez, José Vicente & Söderlind, Paul

  • 2012 Optimal Portfolio Selection: A Note with a VBA Solution
    by Ignacio Velez-Pareja, Pedro Fabián Castilla Ávila & Pedro F. Castilla

  • 2012 The Internal-Rate-of-Return approach and the AIRR paradigm: A refutation and a corroboration
    by Carlo Alberto Magni

  • 2012 The AIRR Approach for Investment Performance Measurement
    by Carlo Alberto Magni

  • 2012 Interval and fuzzy Average Internal Rate of Return for investment appraisal
    by Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini

  • 2012 Estrategia de Cobertura a Través de Contratos Forward en Mercados Eléctricos
    by Javier Orlando Pantoja Robayo & Juan Fernando Rendón García & Alfredo Trespalacios Carrasquilla

  • 2012 Financial crisis: a new measure for risk of pension funds assets
    by M. Cadoni & R. Melis & A. Trudda

  • 2012 Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment
    by A. Khalifa & S. Hammoudeh & E. Otranto

  • 2012 Sequential Estimation of Shape Parameters in Multivariate Dynamic Models
    by Dante Amengual & Gabriele Fiorentini & Enrique Sentana

  • 2012 Fiscal Consolidations and Banking Stability
    by Jacopo Cimadomo & Sebastian Hauptmeier & Tom Zimmermann

  • 2012 Corporate Diversification and Firm Value: A Survey of Recent Literature
    by Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs & Michael Matz

  • 2012 The investor in warrants
    by Victor Mendes Santos

  • 2012 Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes
    by Christian Gollier

  • 2012 Suitability of Microfinance as an Investment Option
    by Karel Janda & Barbora Svarovska

  • 2012 Homeownerhip and Entrepreneurship
    by Philippe Bracke & Christian Hilber & Olmo Silva

  • 2012 Does Inflation Targeting Matter for Attracting Foreign Direct Investment into Developing Countries?
    by René TAPSOBA

  • 2012 Housing wealth decumulation, portfolio composition and financial literacy among the European elderly
    by Agnese Romiti & Mariacristina Rossi

  • 2012 Income drawdown option with minimum guarantee
    by Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna

  • 2012 Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets
    by Claudio Campanale & Carolina Fugazza & Francisco Gomes

  • 2012 Optimal life-cycle portfolios for heterogeneous workers
    by Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano

  • 2012 Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios
    by Doriana Ruffino

  • 2012 Is it money or brains? The determinants of intra-family decision power
    by G. Bertocchi & M. Brunetti & C. Torricelli

  • 2012 Risk Management and Financial Derivatives: An Overview
    by Shawkat Hammoudeh & Michael McAleer

  • 2012 Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)
    by Allen, D. & Lizieri, C. & Satchell, S.

  • 2012 Economic Rationale for Safety Investment in Integrated Gasification Combined-Cycle Gas Turbine Membrane Reactor Modules
    by Koc, R. & Kazantzis, N.K. & Nuttall, W.J. & Ma, Y.H

  • 2012 Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences
    by Baddeley, M. & Burke, C. & Schultz, W. & Tobler, P.

  • 2012 Testing CAPM with a Large Number of Assets (Updated 28th March 2012)
    by Pesaran, M. H. & Yamagata, T.

  • 2012 Banks Information Policies, Financial Literacy and Household Wealth
    by M. Fort & F. Manaresi & S. Trucchi

  • 2012 Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment
    by Shun Kobayashi

  • 2012 Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market
    by M. Eskandar Shah & Sourafel Girm & R. Hudson

  • 2012 Price as a choice under nonstochastic randomness in finance
    by Y, Ivanenko. & B, Munier.

  • 2012 Shock on Variable or Shock on Distribution with Application to Stress-Tests
    by Dubecq, S. & Gourieroux, C.

  • 2012 Monetary policy and the flow of funds in the euro area
    by Riccardo Bonci

  • 2012 Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation
    by Giuseppe Cappelletti

  • 2012 Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management
    by Antonio Scalia & Benjamin Sahel

  • 2012 A Financial Social Accounting Matrix (SAM) for Luxembourg
    by Amela Hubic

  • 2012 Consumption, investment and life insurance strategies with heterogeneous discounting
    by Albert de-Paz & Jesus Marin-Solano & Jorge Navas & Oriol Roch

  • 2012 The mean-variance model from the inverse of the variance-covariance matrix
    by Jordi Esteve Comas & Manuel Fernandez Lopez

  • 2012 Estimating C-CAPM and the Equity Premium over the Frequency Domain
    by Ekaterini Panopoulou & Sarantis Kalyvitis

  • 2012 Early Life Conditions and Financial Risk-taking in Older Age
    by Loretti Dobrescu & Dimitris Christelis & Alberto Motta

  • 2012 Portfolio Selection for Insurance Linked Securities: An Application of Multiple Criteria Decision Making
    by Dominic Ho & Michael Sherris

  • 2012 Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy
    by Nektarios Aslanidis & Charlotte Christiansen

  • 2012 Continuous Trading Dynamically Effectively Complete Market with Heterogeneous Beliefs
    by Zhenjiang Qin

  • 2012 Heterogeneous Beliefs, Public Information, and Option Markets
    by Zhenjiang Qin

  • 2012 Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare
    by Peter O. Christensen & Zhenjiang Qin

  • 2012 Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models
    by THORSTEN SCHMIDT & JERZY ZABCZYK

  • 2012 Performance Of Robust Hedges For Digital Double Barrier Options
    by JAN OBŁÓJ & FRÉDÉRIK ULMER

  • 2012 Initial Investment Choice And Optimal Future Allocations Under Time-Monotone Performance Criteria
    by M. MUSIELA & T. ZARIPHOPOULOU

  • 2012 Optimal Exercise Of An Executive Stock Option By An Insider
    by MICHAEL MONOYIOS & ANDREW NG

  • 2012 Conic Finance And The Corporate Balance Sheet
    by DILIP B. MADAN & WIM SCHOUTENS

  • 2012 Absolutely Continuous Compensators
    by SVANTE JANSON & SOKHNA M'BAYE & PHILIP PROTTER

  • 2012 Forward And Future Implied Volatility
    by PAUL GLASSERMAN & QI WU

  • 2012 The Heat-Kernel Most-Likely-Path Approximation
    by JIM GATHERAL & TAI-HO WANG

  • 2012 Optimal Trade Execution Under Geometric Brownian Motion In The Almgren And Chriss Framework
    by JIM GATHERAL & ALEXANDER SCHIED

  • 2012 Optimal Investment On Finite Horizon With Random Discrete Order Flow In Illiquid Markets
    by PAUL GASSIAT & HUYÊN PHAM & MIHAI SÎRBU

  • 2012 Pricing Of Perpetual American Options In A Model With Partial Information
    by PAVEL V. GAPEEV

  • 2012 Conditional Certainty Equivalent
    by MARCO FRITTELLI & MARCO MAGGIS

  • 2012 On The Penalty Function And On Continuity Properties Of Risk Measures
    by MARCO FRITTELLI & EMANUELA ROSAZZA GIANIN

  • 2012 Monetary Valuation Of Cash Flows Under Knightian Uncertainty
    by HANS FÖLLMER & IRINA PENNER

  • 2012 Conditional Density Models For Asset Pricing
    by DAMIR FILIPOVIĆ & LANE P. HUGHSTON & ANDREA MACRINA

  • 2012 Target Volatility Option Pricing
    by GIUSEPPE DI GRAZIANO & LORENZO TORRICELLI

  • 2012 Composition Of Time-Consistent Dynamic Monetary Risk Measures In Discrete Time
    by PATRICK CHERIDITO & MICHAEL KUPPER

  • 2012 Tangent Models As A Mathematical Framework For Dynamic Calibration
    by RENÉ CARMONA & SERGEY NADTOCHIY

  • 2012 Information-Based Asset Pricing
    by DORJE C. BRODY & LANE P. HUGHSTON & ANDREA MACRINA

  • 2012 Valuation And Hedging Of Cds Counterparty Exposure In A Markov Copula Model
    by T. R. BIELECKI & S. CRÉPEY & M. JEANBLANC & B. ZARGARI

  • 2012 Managing Corporate Liquidity: Strategies And Pricing Implications
    by ATTAKRIT ASVANUNT & MARK BROADIE & SURESH SUNDARESAN

  • 2012 Stress Testing The Resilience Of Financial Networks
    by HAMED AMINI & RAMA CONT & ANDREEA MINCA

  • 2012 Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes
    by JIRÔ AKAHORI & ANDREA MACRINA

  • 2012 ItÔ's Calculus: Derivation of the Black–Scholes Option Pricing Model
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Simultaneous Equation Models for Security Valuation
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Capturing Equity Risk Premia
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Portfolio Insurance and Synthetic Options
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Bond Portfolios: Management and Strategy
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 International Diversification and Asset Pricing
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Security Analysis and Mutual Fund Performance
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Comparative Static Analysis of the Option Pricing Models
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Normal, Log-Normal Distribution, and Option Pricing Model
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Decision Tree and Microsoft Excel Approach for Option Pricing Model
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Option Pricing Theory and Firm Valuation
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Options and Option Strategies
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Commodity Futures, Financial Futures, and Stock-Index Futures
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Futures Valuation and Hedging
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Arbitrage Pricing Theory and Intertemporal Capital Asset Pricing Model
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 The Efficient-Market Hypothesis and Security Valuation
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Performance-Measure Approaches for Selecting Optimum Portfolios
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Index Models for Portfolio Selection
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Capital Asset Pricing Model and Beta Forecasting
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Sources of Risks and Their Determination
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 The Uses and Calculation of Market Indexes
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Bond Valuation and Analysis
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Introduction to Valuation Theories
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Common Stock: Return, Growth, and Risk
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Accounting Information and Regression Analysis
    by Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Finance at Fields
    by

  • 2012 An Undergraduate Introduction to Financial Mathematics
    by J Robert Buchanan

  • 2012 An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach
    by Francis In & Sangbae Kim

  • 2012 Security Analysis, Portfolio Management, and Financial Derivatives
    by Cheng-Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Investments And Portfolio Performance
    by

  • 2012 Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia
    by Leonardo Fernandez

  • 2012 Information asymmetry and equilibrium models in behavioral finance
    by Del Vigna, Matteo

  • 2012 De l’évaluation des stock options en « juste valeur » : apport de l’approche comportementale
    by Bahaji, Hamza

  • 2012 Grenzüberschreitende Immobilien-Transaktionen: Umfang, Trends und Determinanten
    by Schmitz, Matthias & Voigtlänger, Michael

  • 2012 Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior
    by Witte, Björn-Christopher

  • 2012 Clashes and compromises: Investment policies in tourism destinations
    by Candela, Guido & Castellani, Massimiliano & Mussoni, Maurizio

  • 2012 Individual Risk Attitudes and the Composition of Financial Portfolios: Evidence from German Household Portfolios
    by Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas

  • 2012 Evolution of Shares Market Price During the Company’s Financial Results Announcement. Event Study Approach
    by Marianna BOTIKA

  • 2012 Background Risk and University Endowment Funds
    by Stephen G. Dimmock

  • 2012 Short-Term Stock Price Reversals May Be Reversed
    by Andrey Kudryavtsev

  • 2012 Investment style of Jordanian mutual funds
    by Ishaq Hacini & Khadra Dahou & Mohamed Benbouziane

  • 2012 The implications of chaos theory on Bucharest stock exchange
    by Felicia Ramona BIRAU

  • 2012 Stochastic Volatility Models For Financial Time Series Analysis
    by FELICIA RAMONA BIRĂU

  • 2012 The Development Of The Portfolio Management For The Unit Investment Funds
    by Irina Sergeeva & Vera Nikiforova

  • 2012 Overnight Stock Price Reversals
    by Andrey KUDRYAVTSEV

  • 2012 Managing Sovereign Credit Risk In Bond Portfolios1
    by Benjamin Bruder & Pierre Hereil & Thierry Roncalli

  • 2012 Towards A Measurement Scale For Contagion Effect On Capital Market
    by Renata KARKOWSKA

  • 2012 Algorithm for Construction of Portfolio of Stocks using Treynor's Ratio
    by Pankaj SINHA & Lavleen GOYAL

  • 2012 The Impact of National Currency Instability and the World Financial Crisis in the Credit Risk. The Case of Albania
    by Dr. Anila MANÇKA

  • 2012 Trend Following Trading
    by MARCUS DAVIDSSON

  • 2012 ¿Se desvanece el efecto-enero en las bolsas de valores del continente americano?
    by Rodríguez Benavides, Domingo & Ortiz, Edgar & López-Herrera, Francisco

  • 2012 Reassessment of Sustainability of Current Account Deficit in India
    by Aviral Kumar Tiwari

  • 2012 Seeking The Diversification Benefits With Foreign Equities And Commodities – The Case Of Polish Investor
    by Rados³aw Kurach

  • 2012 Theoretical Aspects Concerning the Use of the Markowitz Model in the Management of Financial Instruments Portfolios
    by Madalina - Gabriela ANGHEL

  • 2012 Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments
    by Madalina - Gabriela ANGHEL

  • 2012 The new approaches in econometric research of financial markets. Distributed volatility
    by V. I. Tinyakova

  • 2012 Short Term Hedging Using Futures Contracts
    by Maria CARACOTA DIMITRIU & Ioana – Diana PAUN

  • 2012 The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange
    by Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI

  • 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
    by Dajcman, Silvio & Festic, Mejra

  • 2012 An Analytic Derivation of the Efficient Market Portfolio
    by Zion Guo & Hsin-Yi Huang

  • 2012 Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007
    by Arroyave C., Elizabeth T. & Agudelo R., Diego A.

  • 2012 UK cross-sectional equity data: The case for robust investability filters
    by Rossi, Francesco

  • 2012 Comparing Black Litterman Model and Markowitz Mean Variance Model with Beta Factor, Unsystematic Risk and Total Risk
    by Caliskan, Tuncer

  • 2012 Holding Periods, Illiquidity and Disposition Effect in a Developing Economy
    by Aftab , Muhammad & Ali Shah, Zulfiqar & Sheikh, Rauf A.

  • 2012 Co-movements of and Linkages between Asian Stock Markets
    by Meric , Ilhan & Kim, Joe H. & Gong, Linguo & Meric, Gulser

  • 2012 Optimization of portfolio management based on vector autoregression models and multivariate volatility models
    by Habrov, Vladimir

  • 2012 Data frequency and mutual fund performance measures
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  • 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
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  • 2012 Difference in interim performance and risk taking with short-sale constraints
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  • 2012 Red and blue investing: Values and finance
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  • 2012 Rational asset pricing bubbles and portfolio constraints
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  • 2012 Increasing interdependence of multivariate distributions
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  • 2012 Equilibrium in securities markets with heterogeneous investors and unspanned income risk
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  • 2012 Delegated portfolio management with career concerns
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  • 2012 The gender effect in risky asset holdings
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  • 2012 Strong Evidence for Gender Differences in Risk Taking
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  • 2012 Portfolio frontiers with restrictions to tracking error volatility and value at risk
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  • 2012 Rehabilitating the role of active management for pension funds
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  • 2012 Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
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  • 2012 On the diversification benefits of commodities from the perspective of euro investors
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  • 2012 Variable annuities and the option to seek risk: Why should you diversify?
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  • 2012 Downside risk of international stock returns
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  • 2012 Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds
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  • 2012 Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement
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  • 2012 Assessing the risk-return trade-off in loan portfolios
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  • 2012 Portfolio credit-risk optimization
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  • 2012 Granularity adjustment for default risk factor model with cohorts
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  • 2012 Do investment banks listen to their own analysts?
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  • 2012 Using industry momentum to improve portfolio performance
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  • 2012 Characteristic-based mean-variance portfolio choice
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  • 2012 Combining equilibrium, resampling, and analyst’s views in portfolio optimization
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  • 2012 Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE
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  • 2012 When are path-dependent payoffs suboptimal?
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  • 2012 Portfolio selection with mental accounts and background risk
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  • 2012 A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
    by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.

  • 2012 An empirical analysis of marginal conditional stochastic dominance
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  • 2012 Cross-sectional performance and investor sentiment in a multiple risk factor model
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  • 2012 The alpha and omega of fund of hedge fund added value
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  • 2012 The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
    by Diavatopoulos, Dean & Doran, James S. & Fodor, Andy & Peterson, David R.

  • 2012 Trading frequency and volatility clustering
    by Xue, Yi & Gençay, Ramazan

  • 2012 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
    by Guidolin, Massimo & Hyde, Stuart

  • 2012 A unique “T+1 trading rule” in China: Theory and evidence
    by Guo, Ming & Li, Zhan & Tu, Zhiyong

  • 2012 Portfolios in disguise? Window dressing in bond fund holdings
    by Ortiz, Cristina & Sarto, José Luis & Vicente, Luis

  • 2012 The 1/N investment strategy is optimal under high model ambiguity
    by Pflug, Georg Ch. & Pichler, Alois & Wozabal, David

  • 2012 Another look at trading costs and short-term reversal profits
    by de Groot, Wilma & Huij, Joop & Zhou, Weili

  • 2012 Changes to mutual fund risk: Intentional or mean reverting?
    by Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S. & Zumwalt, J. Kenton

  • 2012 Financial literacy, information flows, and caste affiliation: Empirical evidence from India
    by Bönte, Werner & Filipiak, Ute

  • 2012 Downside risk aversion, fixed-income exposure, and the value premium puzzle
    by Baltussen, Guido & Post, Gerrit T. & Van Vliet, Pim

  • 2012 Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition
    by Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A.

  • 2012 Liquidity risk and stock returns around the world
    by Liang, Samuel Xin & Wei, John K.C.

  • 2012 Short-horizon regulation for long-term investors
    by Shi, Zhen & Werker, Bas J.M.

  • 2012 Stress testing credit risk: The Great Depression scenario
    by Varotto, Simone

  • 2012 Mutual fund flows, expected returns, and the real economy
    by Jank, Stephan

  • 2012 Do return prediction models add economic value?
    by Cenesizoglu, Tolga & Timmermann, Allan

  • 2012 Corporate taxes, strategic default, and the cost of debt
    by Nejadmalayeri, Ali & Singh, Manohar

  • 2012 Reprint of Investors’ distraction and strategic repricing decisions
    by Navone, Marco

  • 2012 Which demands affect optimal international portfolio choices?
    by Lu, Jin-Ray & Chan, Chih-Ming & Wen, Mei-Hui

  • 2012 Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia
    by Narulita, Wista A. & Parwada, Jerry T.

  • 2012 Profitability of pairs trading strategy in an illiquid market with multiple share classes
    by Broussard, John Paul & Vaihekoski, Mika

  • 2012 The efficiency of the buy-write strategy: Evidence from Australia
    by Mugwagwa, Tafadzwa & Ramiah, Vikash & Naughton, Tony & Moosa, Imad

  • 2012 Optimal investment strategies for the HARA utility under the constant elasticity of variance model
    by Jung, Eun Ju & Kim, Jai Heui

  • 2012 Optimal investment and consumption when regime transitions cause price shocks
    by Lim, Andrew E.B. & Watewai, Thaisiri

  • 2012 Convex order approximations in the case of cash flows of mixed signs
    by Dhaene, Jan & Goovaerts, Marc & Vanmaele, Michèle & Van Weert, Koen

  • 2012 Optimal asset allocation for DC pension plans under inflation
    by Han, Nan-wei & Hung, Mao-wei

  • 2012 A performance analysis of participating life insurance contracts
    by Faust, Roger & Schmeiser, Hato & Zemp, Alexandra

  • 2012 On the international transmission of shocks: Micro-evidence from mutual fund portfolios
    by Raddatz, Claudio & Schmukler, Sergio L.

  • 2012 Capital flows, push versus pull factors and the global financial crisis
    by Fratzscher, Marcel

  • 2012 Capital structure and abnormal returns
    by Muradoğlu, Yaz Gülnur & Sivaprasad, Sheeja

  • 2012 Integration of 22 emerging stock markets: A three-dimensional analysis
    by Graham, Michael & Kiviaho, Jarno & Nikkinen, Jussi

  • 2012 Hard assets: The returns on rare diamonds and gems
    by Renneboog, Luc & Spaenjers, Christophe

  • 2012 Barrier option pricing for exchange rates under the Levy–HJM processes
    by Hsu, Pao-Peng & Chen, Ying-Hsiu

  • 2012 Discrete time hedging with liquidity risk
    by Ku, Hyejin & Lee, Kiseop & Zhu, Huaiping

  • 2012 Robust estimation of covariance and its application to portfolio optimization
    by Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi

  • 2012 Rational expectations equilibrium with transaction costs in financial markets
    by Chong, Zhiwei

  • 2012 Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data
    by Rieger, Marc Oliver & Wang, Mei

  • 2012 Foreign exposure through domestic equities
    by Cai, Fang & Warnock, Francis E.

  • 2012 Investor sentiment and stock returns: Wenchuan Earthquake
    by Shan, Liwei & Gong, Stephen X.

  • 2012 Risk aversion under preference uncertainty
    by Kräussl, Roman & Lucas, André & Siegmann, Arjen

  • 2012 Competitive valuation effects of Australian IPOs
    by McGilvery, Andrew & Faff, Robert & Pathan, Shams

  • 2012 Open-ended property funds: Risk and return profile — Diversification benefits and liquidity risks
    by Haß, Lars Helge & Johanning, Lutz & Rudolph, Bernd & Schweizer, Denis

  • 2012 Valuing fuel diversification in power generation capacity planning
    by Sunderkötter, Malte & Weber, Christoph

  • 2012 Measuring contagion between energy market and stock market during financial crisis: A copula approach
    by Wen, Xiaoqian & Wei, Yu & Huang, Dengshi

  • 2012 The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
    by Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien

  • 2012 Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies
    by Sadorsky, Perry

  • 2012 The cross-section of stock returns in frontier emerging markets
    by de Groot, Wilma & Pang, Juan & Swinkels, Laurens

  • 2012 Optimal portfolio choice in real terms: Measuring the benefits of TIPS
    by Cartea, Álvaro & Saúl, Jonatan & Toro, Juan

  • 2012 Modelling and forecasting liquidity supply using semiparametric factor dynamics
    by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

  • 2012 Time-varying correlation between stock market returns and real estate returns
    by Heaney, Richard & Sriananthakumar, Sivagowry

  • 2012 Sampling error and double shrinkage estimation of minimum variance portfolios
    by Candelon, B. & Hurlin, C. & Tokpavi, S.

  • 2012 The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
    by Gospodinov, Nikolay & Jamali, Ibrahim

  • 2012 Smooth transition patterns in the realized stock–bond correlation
    by Aslanidis, Nektarios & Christiansen, Charlotte

  • 2012 Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing
    by Ekholm, Anders G.

  • 2012 Time-varying performance of international mutual funds
    by Turtle, H.J. & Zhang, Chengping

  • 2012 Moments of multivariate regime switching with application to risk-return trade-off
    by Taamouti, Abderrahim

  • 2012 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
    by Engsted, Tom & Pedersen, Thomas Q.

  • 2012 When does investor sentiment predict stock returns?
    by Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying

  • 2012 Where are the smart investors? New evidence of the smart money effect
    by Yu, Hsin-Yi

  • 2012 Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
    by Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung

  • 2012 Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios
    by Mendes, Beatriz Vaz de Melo & Marques, Daniel S.

  • 2012 Return and volatility spillovers among CIVETS stock markets
    by Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal

  • 2012 Multifactor explanations of returns on the Warsaw Stock Exchange in light of the ICAPM
    by Urbański, Stanisław

  • 2012 Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
    by Peñaranda, Francisco & Sentana, Enrique

  • 2012 Spurious regressions in technical trading
    by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke

  • 2012 A generalization of Dybvig’s result on portfolio selection with intolerance for decline in consumption
    by Koo, Byung Lim & Koo, Hyeng Keun & Koo, Jung Lim & Hyun, ChongSeok

  • 2012 Optimal beliefs in the long run: An overlapping generations perspective
    by Yuan, Yue

  • 2012 Tax audits, fines and optimal tax evasion in a dynamic context
    by Levaggi, Rosella & Menoncin, Francesco

  • 2012 Asymmetric extreme tails and prospective utility of momentum returns
    by Gregory-Allen, Russell & Lu, Helen & Stork, Philip

  • 2012 Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level
    by Liu, Desu

  • 2012 Another look at the uncovered interest rate parity: Have we missed the fundamentals?
    by Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr

  • 2012 Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy
    by Dergiades, Theologos

  • 2012 Stock index return forecasting: The information of the constituents
    by Cai, Charlie X. & Kyaw, Khine & Zhang, Qi

  • 2012 Is currency hedging necessary for emerging-market equity investment?
    by Kim, Daehwan

  • 2012 The effect of short-term information on long-term investment: An experimental study
    by Benzion, Uri & Krupalnik, Lena & Rosenfeld, Ahron & Shahrabani, Shosh & Shavit, Tal

  • 2012 A note on empirical Sharpe ratio dynamics
    by Schuster, Martin & Auer, Benjamin R.

  • 2012 Optimal annuitization, uncertain survival probabilities, and maxmin preferences
    by d’Albis, Hippolyte & Thibault, Emmanuel

  • 2012 Optimal financial investments for non-concave utility functions
    by Rieger, Marc Oliver

  • 2012 Bilateral M&A activity from the Global South
    by Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome

  • 2012 Structural breaks and GARCH models of stock return volatility: The case of South Africa
    by Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel

  • 2012 The momentum effect on Chinese real estate stocks: Evidence from firm performance levels
    by Lee, Jen-Sin & Huang, Gow-Liang & Kuo, Chin-Tai & Lee, Liang-Chien

  • 2012 The sovereign property of foreign reserve investment in China: A CVaR approach
    by Li, Jie & Huang, Huaxia & Xiao, Xiao

  • 2012 Multi-objective private wealth allocation without subportfolios
    by Cai, Jun & Ge, Chenliang

  • 2012 Liquidity-adjusted conditional capital asset pricing model
    by Wang, Jinan & Chen, Langnan

  • 2012 Hierarchical information and the rate of information diffusion
    by Xue, Yi & Gençay, Ramazan

  • 2012 Excess covariance and dynamic instability in a multi-asset model
    by Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo

  • 2012 Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
    by De Giorgi, Enrico G. & Legg, Shane

  • 2012 Fair demographic risk sharing in defined contribution pension systems
    by Gabay, Daniel & Grasselli, Martino

  • 2012 Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
    by Zimper, Alexander

  • 2012 A coupled Markov chain approach to credit risk modeling
    by Wozabal, David & Hochreiter, Ronald

  • 2012 The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts
    by Larsen, Linda Sandris & Munk, Claus

  • 2012 Relative risk aversion and the transmission of financial crises
    by Boschi, Melisso & Goenka, Aditya

  • 2012 Optimal trade execution: A mean quadratic variation approach
    by Forsyth, P.A. & Kennedy, J.S. & Tse, S.T. & Windcliff, H.

  • 2012 A method for solving general equilibrium models with incomplete markets and many financial assets
    by Evans, Martin D.D. & Hnatkovska, Viktoria

  • 2012 Life-cycle stock market participation in taxable and tax-deferred accounts
    by Zhou, Jie

  • 2012 A Krylov subspace approach to large portfolio optimization
    by Bajeux-Besnainou, Isabelle & Bandara, Wachindra & Bura, Efstathia

  • 2012 Changes in the output Euler equation and asset markets participation
    by Bilbiie, Florin O. & Straub, Roland

  • 2012 Leverage management in a bull–bear switching market
    by Dai, Min & Wang, Hefei & Yang, Zhou

  • 2012 Convenience in the mutual fund industry
    by Cashman, George D.

  • 2012 Does it cost to be sustainable?
    by Humphrey, Jacquelyn E. & Lee, Darren D. & Shen, Yaokan

  • 2012 Managerial personal diversification and portfolio equity incentives
    by Hung, Mao-Wei & Liu, Yu-Jane & Tsai, Chia-Fen

  • 2012 Diversification in the hedge fund industry
    by Shawky, Hany A. & Dai, Na & Cumming, Douglas

  • 2012 Die Riester-Kritik: Fachlich fundiert oder politisch motiviert?
    by Peter Schwark

  • 2012 Dokumentation der Diskussionsbeiträge auf dem Workshop des DIW Berlin zum Thema "Riester-Rente - Grundlegende Reform dringend geboten!?": [Online-Artikel]
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  • 2012 Performance financière de l’investissement socialement responsable (ISR):une méta-analyse - Financial Performance of Socially Responsible Investment (SRI):A meta-analysis
    by Christophe Revelli & Jean-Laurent Viviani

  • 2012 The Assessment of Hedge Effectiveness
    by Cristina BUNEA-BONTAS

  • 2012 Tests of Mean-Variance Spanning
    by Raymond Kan & Guofu Zhou

  • 2012 Are normative models in Finance realistic?
    by David Peón & Manel Antelo

  • 2012 Portfolio choice and private information: A note
    by Beatriz de Blas & Ana Hidalgo-Cabrillana

  • 2012 Gerenciamiento de activos tangibles en empresas del sector real: un paralelo entre industria de refinación de crudos e industria de refinación de minerales no metálicos en Colombia
    by John Jairo Forero Romero & Carlos Alberto Orozco Hurtado

  • 2012 El teorema de la separación de Tobin: información del primer semestre de 2008 del mercado accionario colombiano
    by José Gabriel Astaiza Gómez

  • 2012 Contagio financiero entre economías: un análisis exploratorio a través de la econometría. Caso Colombia - Estados Unidos
    by Luís Ángel Meneses Cerón & Ronald Alejandro Macuacé Otero

  • 2012 Volumen y asimetría en los principales mercados accionarios latinoamericanos
    by Kristjanpoller Rodriguez, Werner & Caballero Ugarte, Víctor

  • 2012 Estimating Portfolio Value at Risk with GARCH and MGARCH models
    by Restrepo E., María Isabel

  • 2012 Investissement à long terme : enjeux pour la croissance, la stabilité monétaire et financière
    by Pierre Jaillet

  • 2012 Pourquoi des politiques d'incitation à l'investissement de long terme ?
    by Didier Janci

  • 2012 Allocation stratégique des actifs et gestion de l'investissement à long terme par les investisseurs institutionnels
    by Éric Bouyé

  • 2012 L'épargnant au bord de la crise
    by Luc Arrondel & Vladimir Borgy & Frédérique Savignac

  • 2012 Quelles ressources mondiales pour financer l'investissement à long terme ?
    by Dominique Namur

  • 2012 Création d'un indice boursier islamique sur la place financière de Paris : méthodologie et performance
    by Jonathan Peillex & Loredana Ureche-Rangau

  • 2012 La gestion alternative des fonds souverains altérée par les crises ?
    by Lamia Jaidane-Mazigh

  • 2012 Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement
    by Fabrice Riva

  • 2012 Une évaluation économique du risque de modèle pour les investisseurs de long terme
    by Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

  • 2012 Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach
    by Marcelo Brutti Righi & Paulo Sergio Ceretta

  • 2012 Development of a Behavioral Performance Measure
    by Marcelo Cabus Klotzle & Leonardo Lima Gomes & Luiz Eduardo Teixeira Brandão & Antonio Carlos Figueiredo Pinto

  • 2012 Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market
    by André Alves Portela Santos & Cristina Tessari

  • 2012 Latent Fundamentals Arbitrage with a Mixed Effects Factor Model
    by Andrei Salem Gonçalves & Robert Aldo Iquiapaza & Aureliano Angel Bressan

  • 2012 Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE
    by Bekir Elmas

  • 2012 Market Correlation, Market Returns And Portfolio Implication
    by ALEXANDRU Ciprian Antoniade & CONSTANTINESCU Dan

  • 2012 Holdings of French investment funds
    by K. Masselier. & R. Calleja.

  • 2012 Ce que détiennent les OPCVM français
    by MASSELIER, K. & CALLEJA, R.

  • 2012 A Frontier Market Case: Does Bucharest Stock Exchange Have A Leading Domestic Index?
    by CORNELIA POP & DRAGOS BOZDOG & ADINA CALUGARU

  • 2012 A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines
    by ?enol Emir & Hasan Din?er & Mehpare Timor

  • 2012 Italian Hedge funds’ performance and contractual arrangements
    by Alberto Burchi & Maria Debora Braga

  • 2012 Consumer protection and investment services: towards a new regulatory approach
    by Vittorio Conti

  • 2012 Wealth management industry in search of new demand-driven models
    by Caterina Lucarelli & Simona Maggi

  • 2012 Wealth and individual behaviors among financial need, bias and misbelief
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  • 2012 Endogenous Extreme Events and the Dual Role of Prices
    by Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand

  • 2012 Taxes and Investment Choice
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  • 2012 Consumption-Based Asset Pricing Models
    by Rajnish Mehra

  • 2012 Regime Changes and Financial Markets
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  • 2012 Efficient Markets and the Law: A Predictable Past and an Uncertain Future
    by Henry T.C. Hu

  • 2012 Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach
    by Kusdhianto SETIAWAN

  • 2012 A New Genetic Algorithm To Solve Knapsack Problems
    by Derya TURFAN & Cagdas Hakan ALADAG & Ozgur YENIAY

  • 2012 Evaluating the Impact of Working Capital Management Components on Corporate Profitability: Evidence from Indian Manufacturing Firms
    by Sarbapriya Ray

  • 2012 International Portfolio Allocation under Model Uncertainty
    by Pierpaolo Benigno & Salvatore Nisticò

  • 2011 Portfolio optimization using forward-looking information
    by Kempf, Alexander & Korn, Olaf & Saßning, Sven

  • 2011 Window dressing in mutual funds
    by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng

  • 2011 Intertemporal portfolio allocation and hedging demand: An application to South Africa
    by Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden

  • 2011 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
    by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

  • 2011 Investment Recommendations Made by Financial Analysts and Their Impact upon the Price Evolution of the Shares Listed on the Bucharest Stock Exchange
    by Carmen LIPARA

  • 2011 Liability Index Fund: The Liability Beta Portfolio
    by Ryan, Ronald & Fabozzi , Frank

  • 2011 Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
    by Clauss, Pierre

  • 2011 Tracking Problems, Hedge Fund Replication, and Alternative Beta
    by Roncalli, Thierry & Weisang, Guillaume

  • 2011 Indexation as Primary Target for Pension Funds: Implication for Portfolio Management
    by Gallo, Angela

  • 2011 Asset Allocation: Mass Production or Mass Customization?
    by Jacobsen, Brian

  • 2011 Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement
    by Gregor N. F. Weiß

  • 2011 Asset Management mit barwert- sowie zeitreihenorientierten Rendite- und Risikoprognosen
    by Cetin-Behzet Cengiz & Rüdiger von Nitzsch

  • 2011 Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
    by Michael Pohl

  • 2011 Finansal Piyasalarda Gürültücüler
    by Suat AYDIN

  • 2011 Denge döviz kurunun portföy yaklaşımı ile analizi: Türkiye örneği
    by Aydanur GACENER ATIŞ & Utku UTKULU

  • 2011 Genetik algoritma kullanılarak portföy seçimi
    by Muhsin ÖZDEMİR

  • 2011 International diversification benefits with foreign exchange investment styles
    by Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas

  • 2011 International diversification with securitized real estate and the veiling glare from currency risk
    by Kroencke, Tim Alexander & Schindler, Felix

  • 2011 International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk
    by Schindler, Felix & Kröncke, Tim-Alexander

  • 2011 Gender behavior in betting markets
    by Müller, Helge & Schumacher, Christoph & Feess, Eberhard

  • 2011 Distributional and Welfare Effects of Germany's Year 2000 Tax Reform
    by Ochmann, Richard

  • 2011 Confidence in prior knowledge: Calibration and impact on portfolio performance
    by Wickern, Tobias

  • 2011 Construction of uncertainty sets for portfolio selection problems
    by Wiechers, Christof

  • 2011 On the diversification of portfolios of risky assets
    by Frahm, Gabriel & Wiechers, Christof

  • 2011 The dividends received deduction in the corporate income tax and cost of capital
    by Rumpf, Dominik

  • 2011 A behavioral portfolio analysis of retirement portfolios
    by Singer, Nico

  • 2011 Determinants of carry trades in Central and Eastern Europe
    by Hoffmann, Andreas

  • 2011 The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
    by Dannenberg, Henry

  • 2011 Asset pricing under rational learning about rare disasters
    by Koulovatianos, Christos & Wieland, Volker

  • 2011 Comparing and selecting performance measures using rank correlations
    by Caporin, Massimiliano & Lisi, Francesco

  • 2011 The stability of traditional measures of index tracking quality
    by Roßbach, Peter & Karlow, Denis

  • 2011 The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant
    by Scholz, Peter & Walther, Ursula

  • 2011 Early life conditions and financial risk-taking in older age
    by Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto

  • 2011 The merit of high-frequency data in portfolio allocation
    by Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter

  • 2011 Lifecycle impacts of the financial and economic crisis on household optimal consumption, portfolio choice, and labor supply
    by Chai, Jingjing & Maurer, Raimond H. & Mitchell, Olivia S. & Rogalla, Ralph

  • 2011 Saving rates and portfolio choice with subsistence consumption
    by Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos

  • 2011 Are there disadvantaged clienteles in mutual funds?
    by Jank, Stephan

  • 2011 Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)
    by Hanauer, Matthias & Kaserer, Christoph & Rapp, Marc Steffen

  • 2011 Optimal savings for retirement: The role of individual accounts and disaster expectations
    by Le Blanc, Julia & Scholl, Almuth

  • 2011 Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors
    by Baltzer, Markus & Stolper, Oscar & Walter, Andreas

  • 2011 The third pillar in Europe: institutional factors and individual decisions
    by Le Blanc, Julia

  • 2011 Portfolio holdings in the euro area - home bias and the role of international, domestic and sector-specific factors
    by Jochem, Axel & Volz, Ute

  • 2011 Portfolio-Management für Privatanleger auf Basis des State Preference Ansatzes
    by Fäßler, Robert & Kraus, Christina & Weiler, Sebastian M. & Abukadyrova, Kamila

  • 2011 Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior
    by Witte, Björn-Christopher

  • 2011 The effect of Germany's Tax Reform Act 2001 on corporate ownership: Insights from disposals of minority blocks
    by Rünger, Silke

  • 2011 A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry
    by Marta Arespa

  • 2011 Household Portfolios and Risk Bearing over Age and Time
    by Alessandro Bucciol & Raffaele Miniaci

  • 2011 Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem
    by Marco Corazza & Giovanni Fasano & Riccardo Gusso

  • 2011 Growth Shocks and Portfolio Flows
    by Eylem Ersal Kiziler

  • 2011 The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?
    by Ron Bird & Krishna Reddy & Danny Yeung

  • 2011 Performance Implications of Active Management of Institutional Mutual Funds
    by Ron Bird & Paolo Pellizzari & Danny Yeung

  • 2011 An Analysis of Risk-Taking Behavior for Public Defined Benefit Pension Plans
    by Nancy Mohan & Ting Zhang

  • 2011 The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy
    by James Crotty

  • 2011 Currency Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

  • 2011 Modelling and Forecasting Noisy Realized Volatility
    by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 Integration and Contagion in US Housing Markets
    by John Cotter & Stuart Gabriel & Richard Roll

  • 2011 The WACC Fallacy: The Real Effects of Using a Unique Discount Rate
    by Krüger, Philipp & Landier, Augustin & Thesmar, David

  • 2011 Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?
    by Willems, Bert & Morbee, J.

  • 2011 Hard Assets : The Returns on Rare Diamonds and Gems
    by Renneboog, L.D.R. & Spaenjers, C.

  • 2011 Retirement Flexibility and Portfolio Choice
    by Adema, Y. & Bonenkamp, J. & Meijdam, A.C.

  • 2011 Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
    by Zhen Shi & Bas J.M. Werker

  • 2011 Retirement Flexibility and Portfolio Choice in General Equilibrium
    by Yvonne Adema & Jan Bonenkamp & Lex Meijdam

  • 2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
    by Redouane Elkamhia & Denitsa Stefanova

  • 2011 CDOs and the Financial Crisis: Credit Ratings and Fair Premia
    by Marcin Wojtowicz

  • 2011 Selection in asset markets: the good, the bad, and the unknown
    by Giulio Bottazzi & Pietro Dindo

  • 2011 Assessing the Performance of Funds of Hedge Funds
    by Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein

  • 2011 Performance and international investments in microfinance institutions
    by Roy Mersland & Ludovic Urgeghe

  • 2011 Investment in Microfinance Equity: Risk, Return, and Diversification Benefits
    by Marie Briere & Ariane Szafarz

  • 2011 On the Predictability of Stock Prices: a Case for High and Low Prices
    by Massimiliano Caporin & Angelo Ranaldo

  • 2011 Forecasting the Equity Risk Premium: The Role of Technical Indicators
    by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou

  • 2011 Out of Sight, Out of Mind:The Value of Political Connections in Social Networks
    by Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen

  • 2011 Estimation of Equicorrelated Diffusions from Incomplete Data
    by Robert A. Jones & Mohammad Zanganeh

  • 2011 Hysteresis Bands and Transaction Costs
    by Francisco Delgado & Bernard Dumas & Giovanni W. Puopolo

  • 2011 Early Life Conditions and Financial Risk–Taking in Older Age
    by Dimitrios Christelis & Loreti I. Dobrescu & Alberto Motta

  • 2011 Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
    by Andrew Stuart Duncan & Alain Kabundi

  • 2011 Determinants of Stock Market Prices in Namibia
    by Joel Hinaunye Eita

  • 2011 How homogeneous diversification in balanced investment funds affects portfolio and systemic risk
    by Rocco Ciciretti & Raffaele Corvino

  • 2011 Leveraging Entrepreneurship through Private Investments: Does Gender Matter?
    by Gicheva, Dora & Link, Albert N.

  • 2011 Does Stock Return Predictability Affect ESO Fair Value?
    by CARMONA, JULIO & LEÓN, ANGEL & VAELLO-SEBASTIÁ, ANTONI

  • 2011 Multi Criteria Decision Making Models: An Overview On Electre Methods
    by Lima, Antonieta & Salazar Soares , Vasco

  • 2011 Riding the Yield Curve: A Spanning Analysis
    by Galvani, Valentina & Landon, Stuart

  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Zhang, Bin

  • 2011 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
    by Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia

  • 2011 Investment Choices: Indivisible non-Marketable Assets and Bounded Rationality
    by Pierpaolo Pattitoni & Marco Savioli

  • 2011 L’entrepreneur et la loi de Say : les profits se paient d’avance THE ENTREPRENEUR AND SAY'S LAW: THE PROFITS ARE PAID IN ADVANCE
    by Marian WIELEZINSKI

  • 2011 A Comprehensive Evaluation of Portfolio Insurance Strategies
    by Jacques Pézier & Johanna Scheller

  • 2011 Rationalization of Investment Preference Criteria
    by Jacques Pézier

  • 2011 The Hazards of Volatility Diversification
    by Carol Alexander & Dimitris Korovilas

  • 2011 Does Information Content of Option Prices Add Value for Asset Allocation?
    by Vladimir Zdorovenin & Jacques Pézier

  • 2011 Liquidity Risk, Credit Risk, Market Risk and Bank Capital
    by Simone Varotto

  • 2011 Does Equity Mispricing Influence Household and Firm Decisions?
    by James Hansen

  • 2011 Stock Price Expectations and Stock Trading
    by Hurd, Michael D. & Rohwedder, Susann

  • 2011 Volatility timing and portfolio selection: How best to forecast volatility
    by Adam E Clements & Annastiina Silvennoinen

  • 2011 Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S
    by João Sousa & Ricardo M. Sousa

  • 2011 Anxiety in the Face of Risk
    by Thomas M. Eisenbach & Martin C. Schmalz

  • 2011 Financial Analysis for Frontier Communications Corp. (FTR)
    by Aldubaikhi, Ammar & Alsayyed, Nidal

  • 2011 Firm Reputation and Cost of Debt Capital
    by Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim

  • 2011 Risk Taking Behavior of Investors of Pakistan
    by Rizvi, Aoun & Ali, Syed Babar

  • 2011 Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices
    by Konchitchki, Yaniv

  • 2011 How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data
    by Susanne, Cannon & Rebel, Cole

  • 2011 On the demand pressure hypothesis in option markets: the case of a redundant option
    by Bennour, Khaled

  • 2011 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
    by Dergiades, Theologos

  • 2011 Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market
    by P., Srinivasan

  • 2011 Asymmetric Loss Functions and the Rationality of Expected Stock Returns
    by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.

  • 2011 Эконометрический Анализ Динамики Российских Паевых Инвестиционных Фондов В Кризисный И Посткризисный Периоды
    by Zaytsev, Alexander

  • 2011 Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors
    by Dai, Darong

  • 2011 Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych
    by Piasecki, Krzysztof

  • 2011 How does the stock market value bank diversification? Empirical evidence from Japanese banks
    by Sawada, Michiru

  • 2011 Algunos conceptos sobre la evaluación de portafolios de inversión
    by Ayala, Alfonso

  • 2011 Impact of monetary policy on US stock market
    by Sirucek, Martin

  • 2011 Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
    by Rossi, Francesco

  • 2011 An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh
    by FARUQUE, MUHAMMAD U

  • 2011 The Going Public Decision and the Structure of Equity Markets
    by Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo

  • 2011 U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
    by Rossi, Francesco

  • 2011 Investimento em Valor Contrário no Brasil: Overreaction ou Efeito Tamanho?
    by Saturnino, Odilon & Saturnino, Valeria & Lucena, Pierre & Carmona, Charles & Araujo, Luiz Fernando

  • 2011 Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
    by Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin

  • 2011 The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach
    by Dimitriou, Dimitrios & Simos, Theodore

  • 2011 Monetary Union effects on European stock market integration: An international CAPM approach with currency risk
    by Dimitriou, Dimitrios & Simos, Theodore

  • 2011 Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis
    by Dimitriou, Dimitrios & Mpitsios, Petros & Simos, Theodore

  • 2011 Equity mutual funds performance in Pakistan: risk & return analysis
    by Raza, Syed Ali & Raza, Syed Aoun & Zia, Abassi

  • 2011 Managing sovereign credit risk in bond portfolios
    by Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry

  • 2011 Homogeneity tests for Levy processes and applications
    by Ciuiu, Daniel

  • 2011 Agricultural commodities and financial markets
    by Modena, Matteo

  • 2011 Target variation in a loss avoiding pension fund problem
    by Foster, Jarred

  • 2011 Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model
    by Qian, Hang

  • 2011 Optimal trading execution with nonlinear market impact: an alternative solution method
    by Massmiliano, Marzo & Daniele, Ritelli & Paolo, Zagaglia

  • 2011 Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation
    by Pfau, Wade Donald

  • 2011 Dynamic Stock Market Participation of Households
    by Khorunzhina, Natalia

  • 2011 The Dynamic International Optimal Hedge Ratio
    by Liu, Xiaochun & Jacobsen, Brian

  • 2011 Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
    by Petrushchak, Bohdan

  • 2011 Integration and contagion in US housing markets
    by Cotter, John & Gabriel, Stuart & Roll, Richard

  • 2011 Spending flexibility and safe withdrawal rates
    by Finke, Michael & Pfau, Wade Donald & Williams, Duncan

  • 2011 The performance of amateur traders on a public internet site: a case of a stock-exchange contest
    by Blanchard, michel & Bernard, philippe

  • 2011 Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
    by 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
    by Blake, David & Wright, Douglas & Zhang, Yumeng

  • 2011 Концептуальні Помилки Багаторівневої Сек’Юритизації Іпотечних Кредитів
    by Petrushchak, Bohdan

  • 2011 Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market
    by Dicembrino, Claudio & Scandizzo, Pasquale Lucio

  • 2011 Should the Indonesian pension funds invest abroad?
    by Kariastanto, Bayu

  • 2011 Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
    by Le, Thai-Ha & Chang, Youngho

  • 2011 Capital market expectations, asset allocation, and safe withdrawal rates
    by Pfau, Wade Donald

  • 2011 Validity of capital asset pricing model: evidence from Karachi stock exchange
    by Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi

  • 2011 How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data
    by Cannon, Susanne & Col, Rebel A.

  • 2011 Nearly optimal asset allocations in retirement
    by Pfau, Wade Donald

  • 2011 Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work
    by Pfau, Wade Donald

  • 2011 What is the actual shape of perception utility?
    by Kontek, Krzysztof

  • 2011 Retirement savings guidelines for residents of emerging market countries
    by Meng, Channarith & Pfau, Wade Donald

  • 2011 Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants
    by Kumara, Ajantha Sisira & Pfau, Wade Donald

  • 2011 Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries
    by Kumara, Ajantha Sisira & Pfau, Wade Donald

  • 2011 Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
    by Pinto, Cristian F. & Acuña, Andres A.

  • 2011 Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?
    by Pfau, Wade Donald

  • 2011 The calendar regularity of earnings and volatility distribution on the Ukrainian stock market
    by Petrushchak, Bohdan

  • 2011 Safe withdrawal rates from retirement savings for residents of emerging market countries
    by Meng, Channarith & Pfau, Wade Donald

  • 2011 Optimal decisions on pension plans in the presence of financial literacy costs and income inequalities
    by Corsini, Lorenzo & Spataro, Luca

  • 2011 Can We Predict the Sustainable Withdrawal Rate for New Retirees?
    by Pfau, Wade Donald

  • 2011 Coherent Asset Allocation and Diversification in the Presence of Stress Events
    by Rebonato, Riccardo & Denev, Alexander

  • 2011 Use of put options as insurance
    by Bell, Peter

  • 2011 Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
    by Petrushchak, Bohdan

  • 2011 Demand Spillovers and Market Outcomes in the Mutual Fund Industry
    by Gavazza, Alessandro

  • 2011 Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach
    by Chandra, Abhijeet & Kumar, Ravinder

  • 2011 Impact of mutual fund investment in indian equity market
    by Ananth, A. & Swaminathan, J.

  • 2011 Revisiting the Fisher and Statman Study on Market Timing
    by Pfau, Wade Donald

  • 2011 The fine structure of spectral properties for random correlation matrices: an application to financial markets
    by Livan, Giacomo & Alfarano, Simone & Scalas, Enrico

  • 2011 Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle
    by Pfau, Wade Donald

  • 2011 L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica
    by Piluso, Fabio & Amerise, Ilaria Lucrezia

  • 2011 On the evolutionary stability of the Uruguayan Savanna
    by Funk, Matt

  • 2011 Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis
    by Francois-Éric Racicot

  • 2011 Modellierung von Aktienkursen im Lichte der Komplexitätsforschung
    by Benjamin Kauper & Karl-Kuno Kunze

  • 2011 Is there an accruals or a cash flow anomaly in UK stock returns?
    by Nuno Soares & Andrew W. Stark

  • 2011 How to measure Corporate Social Responsibility
    by Marco Nicolosi & Stefano Grassi & Elena Stanghellini

  • 2011 The cost of sustainability on optimal portfolio choices
    by Stefano Herzel & Marco Nicolosi & Catalin Starica

  • 2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
    by Karsten Jeske & Dirk Krueger & Kurt Mitman

  • 2011 Macroeconomic Effects of Bankruptcy & Foreclosure Policies
    by Kurt Mitman

  • 2011 Risk Preferences and Demand for Insurance in Peru: A Field Experiment
    by Francisco Galarza & Michael Carter

  • 2011 On the Predictability of Stock Prices: A Case for High and Low Prices
    by Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris

  • 2011 Discounting, Patience, and Dynamic Decision Making
    by John Quah & Bruno Strulovici

  • 2011 Ordering Ambiguous Acts
    by Ian Jewitt & Sujoy Mukerji

  • 2011 The Belle Epoque of International Finance. French Capital Exports, 1880-1914
    by Rui Esteves

  • 2011 Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S
    by João Sousa & Ricardo M. Sousa

  • 2011 Home Equity in Retirement
    by Irina A. Telyukova & Makoto Nakajima

  • 2011 Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes
    by M. Kabir Hassan & Eric Girard

  • 2011 Home Bias in Open Economy Financial Macroeconomics
    by Nicolas Coeurdacier & Hélène Rey

  • 2011 Do Borrower Rights Improve Borrower Outcomes? Evidence from the Foreclosure Process
    by Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen

  • 2011 Time-Varying Fund Manager Skill
    by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp

  • 2011 When Bonds Matter: Home Bias in Goods and Assets
    by Nicolas Coeurdacier & Pierre-Olivier Gourinchas

  • 2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
    by Karsten Jeske & Dirk Krueger & Kurt Mitman

  • 2011 Speculation and Risk Sharing with New Financial Assets
    by Alp Simsek

  • 2011 Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities
    by Vasily Kartashov & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

  • 2011 Price Dividend Ratio Factors : Proxies for Long Run Risk
    by Ravi Jagannathan & Srikant Marakani

  • 2011 Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity
    by David T. Robinson & Berk A. Sensoy

  • 2011 On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios
    by Claudio Raddatz & Sergio L. Schmukler

  • 2011 Capital Flows, Push versus Pull Factors and the Global Financial Crisis
    by Marcel Fratzscher

  • 2011 What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2011 Asset Liquidity and International Portfolio Choice
    by Athanasios Geromichalos & Ina Simonovska

  • 2011 Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
    by Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo

  • 2011 The Recovery Theorem
    by Stephen A. Ross

  • 2011 Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
    by Marcin Kacperczyk & Philipp Schnabl

  • 2011 Spillover Effects in Mutual Fund Companies
    by Clemens Sialm & T. Mandy Tham

  • 2011 Global Asset Pricing
    by Karen K. Lewis

  • 2011 Regime Changes and Financial Markets
    by Andrew Ang & Allan Timmermann

  • 2011 Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply
    by Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

  • 2011 Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments
    by Yael V. Hochberg & Joshua D. Rauh

  • 2011 Optimal Portfolio Choice with Wage-Indexed Social Security
    by Jialun Li & Kent Smetters

  • 2011 Drowning or Weathering the Storm? Changes in Family Finances from 2007 to 2009
    by Jesse Bricker & Brian K. Bucks & Arthur Kennickell & Traci L. Mach & Kevin Moore

  • 2011 Stock Volatility During the Recent Financial Crisis
    by G. William Schwert

  • 2011 Consumption Smoothing and Portfolio Rebalancing: The Effects of Adjustment Costs
    by Yosef Bonaparte & Russell Cooper & Guozhong Zhu

  • 2011 Does Aggregated Returns Disclosure Increase Portfolio Risk-Taking?
    by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian

  • 2011 A Unified Model of Entrepreneurship Dynamics
    by Chong Wang & Neng Wang & Jinqiang Yang

  • 2011 The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation
    by Yingcong Lan & Neng Wang & Jinqiang Yang

  • 2011 How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors
    by Justine S. Hastings & Olivia S. Mitchell

  • 2011 Differences of Opinion and International Equity Markets
    by Bernard Dumas & Karen K. Lewis & Emilio Osambela

  • 2011 Heterogeneity and Risk Sharing in Village Economies
    by Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend

  • 2011 U.S. International Equity Investment and Past and Prospective Returns
    by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan

  • 2011 The Riskiness of Risk Models
    by Christophe Boucher & Bertrand Maillet

  • 2011 Do Stock Market Risk Premiums Respond to Consumer Confidence?
    by Chowdhury, Abdur

  • 2011 Cardinality versus q-Norm Constraints for Index Tracking
    by Bjoern Fastrich & Sandra Paterlini & Peter Winker

  • 2011 Cardinality versus q-Norm Constraints for Index Tracking
    by Bjöern Fastrich & Sandra Paterlini & Peter Winker

  • 2011 How does household portfolio diversification vary with financial sophistication and advice?
    by von Gaudecker, Hans-Martin

  • 2011 Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis --- forthcoming Review of Finance ----
    by Bucher-Koenen, Tabea & Ziegelmeyer, Michael

  • 2011 Male vs. female business owners: Are there differences in investment behavior?
    by Pelger, Ines

  • 2011 Gender, Investment Financing and Credit Constraints
    by Pelger, Ines

  • 2011 Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency
    by Michele Dell'Era & Luis Santos-Pinto

  • 2011 Regulating Asset Price Risk
    by Philippe Bacchetta & Cédric Tille & Eric van Wincoop

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Michael McAleer & Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

  • 2011 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 Modelling and Forecasting Noisy Realized Volatility
    by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 Reuters Sentiment and Stock Returns
    by Matthias Uhl

  • 2011 Risk Taking with Additive and Multiplicative Background Risks
    by Günter Franke & Harris Schlesinger & Richard C. Stapleton

  • 2011 Does Portfolio Optimization Pay?
    by Günter Franke & Ferdinand Graf

  • 2011 The Puzzle of Index Option Returns
    by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov

  • 2011 Recognition-Based and Familiarity-Based Portfolio Strategies - An Experimental Study
    by Linan Diao

  • 2011 Reinforcement Learning in Repeated Portfolio Decisions
    by Linan Diao & Jörg Rieskamp

  • 2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
    by Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong

  • 2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
    by Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong

  • 2011 Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data
    by Federica Teppa

  • 2011 Downside risk and flight to quality in the currency market
    by Victoria Dobrynskaya

  • 2011 On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection
    by Sevinc Cukurova & Jose M. Marin

  • 2011 Optimal Wind Portfolios in Illinois
    by B. Andrew Chupp & Emily Hickey & David Loomis

  • 2011 Safe Haven Assets and Investor Behaviour Under Uncertainty
    by Dirk G. Baur & Thomas K.J. McDermott

  • 2011 The WACC Fallacy: The Real Effects of Using a Unique Discount Rate
    by Krüger, Philipp & Landier, Augustin & Thesmar, David

  • 2011 News Shocks and Asset Price Volatility in General Equilibrium
    by Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci

  • 2011 News Shocks and Asset Price Volatility in General Equilibrium
    by Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci

  • 2011 Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
    by Gregor Heyne & Michael Kupper & Christoph Mainberger

  • 2011 Linking corporate reputation and shareholder value using the publication of reputation rankings
    by Sven Tischer & Lutz Hildebrandt

  • 2011 The Merit of High-Frequency Data in Portfolio Allocation
    by Nikolaus Hautsch & Lada M. Kyj & Peter Malec

  • 2011 Optimal liquidation in dark pools
    by Gökhan Cebiro˜glu & Ulrich Horst

  • 2011 When to Cross the Spread: Curve Following with Singular Control
    by Felix Naujokat & Ulrich Horst

  • 2011 Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market
    by Stephanie Kremer & Dieter Nautz

  • 2011 Hedging Labor Income Risk
    by Betermier, Sebastien & Jansson, Thomas & Parlour, Christine A. & Walden, Johan

  • 2011 On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
    by Chr. Framstad, Nils

  • 2011 Portfolio Separation with -symmetric and Psuedo-isotropic Distributions
    by Chr. Framstad, Nils

  • 2011 Portfolio Separation Properties of the Skew-Elliptical Distributions
    by Christian Framstad, Nils

  • 2011 Risk Aversion in the Large and in the Small
    by Haug, Jørgen & Hens, Thorsten & Wöhrmann, Peter

  • 2011 Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns
    by Nielsen, Caren Yinxia

  • 2011 The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
    by Hagströmer, Björn & Nilsson, Birger & Hansson, Björn

  • 2011 Gender, Stock Market Participation and Financial Literacy
    by Almenberg, Johan & Dreber, Anna

  • 2011 Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model (Previous title: Dynamic Modeling of Portfolio Credit Risk with Common Shocks)
    by Bielecki, Tomasz R. & Cousin, Areski & Crépey, Stéphane & Herbertsson, Alexander

  • 2011 Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds
    by Ainulashikin Marzuki & Andrew C. Worthington

  • 2011 As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação
    by Ana Rita Gonzaga & Helder Sebastião

  • 2011 Consuming durable goods when stock markets jump: a strategic asset allocation approach
    by João Amaro de Matos & Nuno Silva

  • 2011 Regulating Asset Price Risk
    by Philippe Bacchetta & Cédric Tille & Eric van Wincoop

  • 2011 Comparative risk aversion of different preferences
    by Richard Ruble

  • 2011 Nonlinear Regime Shifts in Oil Price Hedging Dynamics
    by Giulio Cifarelli

  • 2011 Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability
    by Isakov, Dusan & Marti, Didier

  • 2011 How unobservable Bond Positions in Retirement Accounts affect Asset Allocation
    by Marcel Marekwica & Raimond Maurer

  • 2011 Market equilibrium with heterogeneous behavioural and classical investors' preferences
    by Matteo Del Vigna

  • 2011 Financial market equilibria with heterogeneous agents: CAPM and market segmentation
    by Matteo Del Vigna

  • 2011 Ambiguity made easier
    by Matteo Del Vigna

  • 2011 Equity Home Bias Among Czech Investors: Experimental Approach
    by Karel Báta

  • 2011 A Note on Indices of Return
    by Alexander Alexeev & Mikhail Sokolov

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

  • 2011 Real Estate Portfolio Management : Optimization under Risk Aversion
    by Fabrice Barthelemy & Jean-Luc Prigent

  • 2011 Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year
    by Johnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro

  • 2011 Strategic investment, industry concentration and the cross section of returns
    by Maria Cecilia Bustamante

  • 2011 Mutual Fund Return Predictability in Partially Segmented Markets
    by Banegas, Ayelen & Timmermann, Allan & Gillen, Ben & Wermers, Russ

  • 2011 Stable Value Funds: Performance to Date
    by Babbel, David F. & Herce, Miguel A.

  • 2011 High Leverage and Willingness to Pay: Evidence from the Residential Housing Market
    by Ben-David, Itzhak

  • 2011 Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?
    by Ben-David, Itzhak & Hirshleifer, David

  • 2011 Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors
    by Bakshi, Gurdip & Chabi-Yo, Fousseni

  • 2011 Shunning Uncertainty: The Neglect of Learning Opportunities
    by Trautmann, Stefan T. & Zeckhauser, Richard J.

  • 2011 Pricing of real estate specific market risks for worldwide 66 countries
    by Lieser, Karsten

  • 2011 The determinants of international commercial real estate investments
    by Lieser, Karsten & Groh, Alexander P.

  • 2011 Twin picks: disentangling the determinants of risk-taking in household portfolios
    by Calvet, Laurent-Emmanuel & Sodini, Paolo

  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang

  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang

  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang

  • 2011 Fuel mix characteristics and expected stock returns of European power companies
    by Malte Sunderkötter

  • 2011 Mean-Variance optimization of power generation portfolios under uncertainty in the merit order
    by Malte Sunderkötter & Christoph Weber

  • 2011 Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
    by Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

  • 2011 International Diversification During the Financial Crisis: A Blessing for Equity Investors?
    by Robert Vermeulen

  • 2011 Can the Longevity Risk Alleviate the Annuitization Puzzle? Empirical Evidence from Dutch Data
    by Federica Teppa

  • 2011 Investment risk taking by institutional investors
    by Janko Gorter & Jacob A. Bikker

  • 2011 Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands
    by Rob Alessie & Maarten van Rooij & Annamaria Lusardi

  • 2011 Macro and micro drivers of house price dynamics: An application to Dutch data
    by Gabriele Galati & Federica Teppa & Rob Alessie

  • 2011 Systematic risk under extremely adverse market condition
    by Maarten van Oordt & Chen Zhou

  • 2011 Does Gender Affect Investors' Appetite for Risk?: Evidence from Peer-to-Peer Lending
    by Nataliya Barasinska

  • 2011 Do investors care about noise trader risk?
    by Francisca Beer & Mohamad Watfa & Mohamed Zouaoui

  • 2011 Existe-t-il un univers de benchmarks pour les Hedge Funds?
    by Kamel Laaradh & Nesrine Samet

  • 2011 Is Sentiment Risk Priced by Stock Market?
    by Francisca Beer & Mohamed Wafta & Mohamed Zouaoui

  • 2011 Risky Curves: From Unobservable Utility to Observable Opportunity Sets
    by Daniel Friedman & Shyam Sunder

  • 2011 Endogenous Leverage: VaR and Beyond
    by Ana Fostel & John Geanakoplos

  • 2011 Asset Prices and Hyperbolic Discounting
    by Liutang Gong & William Smith & Heng-fu Zou

  • 2011 Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism
    by Jizheng Huang & Heng-fu Zou

  • 2011 Entropy and the value of information for investors
    by Serrano, Roberto & Gossner, Olivier & Cabrales, Antonio

  • 2011 Good deals in markets with frictions
    by Balbás, Raquel & Balbás, Beatriz & Balbás, Alejandro

  • 2011 CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure
    by Balbás, Raquel & Balbás, Beatriz

  • 2011 Financial Literacy and Retirement Planning in View of a Growing Youth Demographic: The Russian Case
    by Leora Klapper & Georgios A. Panos

  • 2011 Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands
    by Rob Alessie & Maarten van Rooij & Annamaria Lusardi

  • 2011 Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals
    by Jang Schiltz & Marc Boissaux

  • 2011 Pricing Liquidity Risk with Heterogeneous Investment Horizons
    by Beber, Alessandro & Driessen, Joost & Tuijp, Patrick

  • 2011 Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis
    by Acharya, Viral V & Mora, Nada

  • 2011 When Bonds Matter: Home Bias in Goods and Assets
    by Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier

  • 2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
    by Jeske, Karsten & Krueger, Dirk & Mitman, Kurt

  • 2011 The delegated Lucas tree
    by Kaniel, Ron & Kondor, Péter

  • 2011 Learning From Stock Prices and Economic Growth
    by Peress, Joël

  • 2011 Asset Pricing under Rational Learning about Rare Disasters
    by Koulovatianos, Christos & Wieland, Volker

  • 2011 Capital Flows, Push versus Pull Factors and the Global Financial Crisis
    by Fratzscher, Marcel

  • 2011 Regime Changes and Financial Markets
    by Ang, Andrew & Timmermann, Allan G

  • 2011 On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    by Patton, Andrew J & Ramadorai, Tarun

  • 2011 Strategic Asset Allocation in Money Management
    by Basak, Suleyman & Makarov, Dmitry

  • 2011 The more we know on the fundamental, the less we agree on the price
    by Kondor, Péter

  • 2011 Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System
    by Cukierman, Alex & Izhakian, Yehuda

  • 2011 The Tax Benefit of Income Smoothing
    by Rydqvist, Kristian & Schwartz, Steven & Spizman, Joshua

  • 2011 Dynamic Hedging in Incomplete Markets: A Simple Solution
    by Basak, Suleyman & Chabakauri, Georgy

  • 2011 Idiosyncratic Return Volatility in the Cross-Section of Stocks
    by Kang, Namho & Kondor, Péter & Sadka, Ronnie

  • 2011 Individual Investor Trading and Return Patterns around Earnings Announcements
    by Kaniel, Ron & Liu, Shuming & Saar, Gideon & Titman, Sheridan

  • 2011 Optimal portfolio allocation for corporate pension funds
    by McCarthy, David & Miles, David K

  • 2011 Retirement Flexibility and Portfolio Choice
    by Jan Bonenkamp & Yvonne Adema & Lex Meijdam

  • 2011 Systemic risk across sectors; Are banks different?
    by Michiel Bijlsma & Sander Muns

  • 2011 Sufficient and necessary conditions for perpetual multi-assets exchange options
    by GAHUNGU, Joachim & SMEERS, Yves

  • 2011 Optimal time to invest when the price processes are geometric Brownian motions. A tentative based on smooth fit
    by GAHUNGU, Joachim & SMEERS, Yves

  • 2011 A Quasi-IRR for a Project Without IRR
    by Carlo Alberto Magni & Flavio Pressacco & Patrizia Stucchi

  • 2011 Addendum to "Average Internal Rate of Return and Investment Decisions: A New Perspective"
    by Carlo Alberto Magni

  • 2011 Supuestos implícitos en la utilización del capital Assets Pricing Model - Capm - para el cálculo del costo del capital propio - Equity-
    by Carlos Arturo Gómez Restrepo & Mario García Molina

  • 2011 Foreign reserves´ strategic asset allocation
    by Carlos León & Daniel vela

  • 2011 Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis
    by Douglas James Hodgson & Aylin Seckin

  • 2011 The Performance of Socially Responsible Funds: Does the Screening Process Matter?
    by Gunther Capelle-Blancard & Stéphanie Monjon

  • 2011 Valuing high technology growth firms
    by Soenke Sievers & Jan Klobucnik

  • 2011 Diversification in Firm Valuation: A Multivariate Copula Approach
    by Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs

  • 2011 Wishful Thinking
    by Guy Mayraz

  • 2011 Multiplicative models of financial returns an what we fail to get when they are disregarded
    by Rodolfo Apreda

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Paulo Araújo Santos & 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
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 Household Debt in Seventeenth-Century Württemberg: Evidence from Personal Inventories
    by Ogilvie, S. & Küpker, M. & Maegraith, J.

  • 2011 Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India
    by Werner Boente & Ute Filipiak

  • 2011 Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
    by Pavel Bandarchuk & Jens Hilscher

  • 2011 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
    by M. Marzo & D. Ritelli & P. Zagaglia

  • 2011 A conditional CAPM; implications for the estimation of systematic risk
    by Alexandros E. Milionis & Dimitra K. Patsouri

  • 2011 Owner-occupied housing as an investment, regional house price cycles and residential sorting
    by Haavio, Markus & Kauppi, Heikki

  • 2011 Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns
    by Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora

  • 2011 Foreign exchange reserve management in the 19th century: The National Bank of Belgium in the 1850s
    by Stefano Ugolini

  • 2011 Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach
    by Raúl Ibarra-Ramírez

  • 2011 Home bias in interbank lending and banks� resolution regimes
    by Michele Manna

  • 2011 Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis
    by Tabea Bucher-Koenen & Michael Ziegelmeyer

  • 2011 The Private Equity Premium Puzzle Revisited
    by Katya Kartashova

  • 2011 The Canadian Debt-Strategy Model: An Overview of the Principal Elements
    by David Jamieson Bolder & Simon Deeley

  • 2011 Portfolio Selection with Skewness: A Comparison of Methods and Generalized Two Fund Separition Result
    by Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne

  • 2011 Heterogeneous discounting in consumption-investment problems. Time consistent solutions
    by Albert de-Paz & Jesus Marin-Solano & Jorge Navas

  • 2011 Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
    by Giulio PALOMBA & Luca RICCETTI

  • 2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
    by Luca RICCETTI

  • 2011 The Joint Dynamics of Equity Market Factors
    by Peter Christoffersen & Hugues Langlois

  • 2011 Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
    by Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez

  • 2011 Return Predictability, Model Uncertainty, and Robust Investment
    by Manuel Lukas

  • 2011 Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices
    by Rasmus Tangsgaard Varneskov

  • 2011 Conservatism in Corporate Valuation
    by Christian Bach

  • 2011 International Diversification Benefits with Foreign Exchange Investment Styles
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  • 2011