Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions

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Most recent items first, undated at the end.

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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 International capital markets with time-varying preferences
by Curatola, Giuliano & Dergunov, Ilya

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 How do entrepreneurial portfolios respond to income taxation?
by Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor

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

2017 How do entrepreneurial portfolios respond to income taxation?
by Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor

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

2017 Loan characteristics, firm preferences and investment: Evidence from a unique experiment
by Brutscher, Philipp-Bastian & Heipertz, Jonas & Hols, Christopher

2017 Knowing Me, Knowing You? Similarity to the CEO and Fund Managers’ Investment Decisions
by Jaspersen, Stefan & Limbach, Peter

2017 Low-beta strategies
by Korn, Olaf & Kuntz, Laura-Chloé

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

2017 The optimal conduct of central bank asset purchases
by Darracq-Pariès, Matthieu & Kühl, Michael

2017 Banks' trading after the Lehman crisis: The role of unconventional monetary policy
by Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes

2017 Interest rate risk of life insurers: Evidence from accounting data
by Möhlmann, Axel

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 Housing and Financial Asset Allocations of Heterogeneous Homeowners
by Zhechun He

2017 Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

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 Investing for the Long Run
by Dietmar P.J. Leisen & Eckhard Platen

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

2017 Private and Public Risk Sharing in the Euro Area
by Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori

2017 Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting
by Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman

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

2017 Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt
by Tommy Jehmlich & Friedrich Thießen & Elisabeth Ude

2017 Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication
by Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang

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 Stock Market Dynamics and the Central Bank in a General Equilibrium Model
by Ilomaki Jukka & Laurila Hannu

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 Cross-Sectional Variation in Stock Returns: Evidence from an Emerging Market
by Sana Tauseef

2017 Equity Markets Integration in Asia
by WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira

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

2017 Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear Correlations
by Vsevolod I Gorlach

2017 The Price of Taste for Socially Responsible Investment
by Rocco Ciciretti & Ambrogio Dalò & Lammertjan Dam

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 A Note on the Technology Herd: Evidence from Large Institutional Investors
by Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye

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 Formal and informal household savings: how does trust in financial institutions influence the choice of saving instruments?
by Beckmann, Elisabeth & Mare, Davide Salvatore

2017 Economic rationality under cognitive load
by Drichoutis, Andreas C. & Nayga, Rodolfo

2017 The Sources of Country and Industry Variations in ASEAN Stock Returns
by Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung

2017 Využití Indikátorů P/E A P/Bv Při Sestavení Akciového Portfolia
by Širůček, Martin

2017 The Entropic Linkage between Equity and Bond Market Dynamics
by Parker, Edgar

2017 Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches
by Chen, Bai & Masih, Mansur

2017 Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?
by Umirah, Fatin & Masih, Mansur

2017 Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH
by Adekunle, Salami Saheed & Masih, Mansur

2017 Do Individual Investors Ignore Transaction Costs?
by Anginer, Deniz & Yildizhan, Celim & Han, Xue Snow

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 Meluzin & 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 Historical Antisemitism, Ethnic Specialization, and Financial Development
by Francesco D’Acunto & Marcel Prokopczuk & Michael Weber

2017 Household Finance in China
by Russell Cooper & Guozhong Zhu

2017 Mispriced Index Option Portfolios
by George M. Constantinides & Michal Czerwonko & Stylianos Perrakis

2017 Portfolio Liquidity and Diversification: Theory and Evidence
by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor

2017 A Risk-centric Model of Demand Recessions and Macroprudential Policy
by Ricardo J. Caballero & Alp Simsek

2017 Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects
by Jonas Heipertz & Amine Ouazad & Romain Rancière & Natacha Valla

2017 Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency
by Matthijs Breugem & Adrian Buss

2017 Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
by Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler

2017 Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows
by Anusha Chari & Karlye Dilts Stedman & Christian Lundblad

2017 The Effect of Prior Choices on Expectations and Subsequent Portfolio Decisions
by Camelia M. Kuhnen & Sarah Rudorf & Bernd Weber

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 Personal Bankruptcy, Bank Portfolio Choice and the Macroeconomy
by Eglë Jakuèionytë

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

2017 Portfolio Allocation Problems between Risky Ambiguous Assets
by Takao Asano & Yusuke Osaki

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 Brazilian companies going global - home country push factors of Brazilian multinational enterprises‘ (BMNEs‘) investments, general characteristics and tendencies of their investments in the European, especially East Central European (ECE) region
by Judit Ricz

2017 Hedging spark spread risk with futures
by Beatriz Martínez Martínez & Hipolit Torro Enguix

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

2017 Investing with cryptocurrencies - A liquidity constrained investment approach
by Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle

2017 Industry Interdependency Dynamics in a Network Context
by Ya Qian & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen

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 Strategic Technology Switching under Risk Aversion and Uncertainty
by Sendstad, Lars Hegnes & Chronopoulos, Michail

2017 The Effects of Schooling on Wealth Accumulation Approaching Retirement
by Bingley, Paul & Martinello, Alessandro

2017 Capital Taxation and Investment: Matching 100 Years of Wealth Inequality Dynamics
by Boehl, Gregor & Fischer, Thomas

2017 Investment, Rational Inattention, and Delegation
by Lindbeck, Assar & Weibull, Jörgen

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 Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market
by Tomas Williams

2017 Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings
by Tomas Williams & Lorenzo Pandolfi

2017 International Asset Allocations and Capital Flows: The Benchmark Effect
by Tomas Williams & Claudio Raddatz & Sergio L. Schmukler

2017 Do Females Always Generate Small Bubbles? Experimental Evidence from U.S. and China
by Jianxin Wang & Daniel Houser & Hui Xu

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 Managing Counterparty Risk in OTC Markets
by Christoph Frei & Agostino Capponi & Celso Brunetti

2017 Investment Commonality across Insurance Companies : Fire Sale Risk and Corporate Yield Spreads
by Vikram Nanda & Wei Wu & Xing Zhou

2017 A Collateral Theory of Endogenous Debt Maturity
by R. Matthew Darst & Ehraz Refayet

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 Portfolio Rebalancing in Times of Stress
by Fischer, Andreas M. & Greminger, Rafael & Grisse, Christian

2017 Banks' search for yield in the low interest rate environment: a tale of regulatory adaptation
by Wang, J. Christina

2017 Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
by Chen, J. & Kobayashi, M. & McAleer, M.J.

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 Does it pay to pay performance fees? Empirical evidence from Dutch pension funds
by Dirk Broeders & Arco van Oord & David Rijsbergen

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 Contingent convertible bonds: Who invests in European CoCos?
by Martijn Boermans & Sweder van Wijnbergen

2017 How Do Entrepreneurial Portfolios Respond to Income Taxation?
by Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner

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

2017 How Do Entrepreneurial Portfolios Respond to Income Taxation?
by Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner

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 A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects
by Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko

2017 The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?
by Raymond Swaray & Afees A. Salisu

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

2017 Out-of-town Home Buyers and City Welfare
by Favilukis, Jack & van Nieuwerburgh, Stijn

2017 Household Debt and Monetary Policy: Revealing the Cash-Flow Channel
by Flodén, Martin & Kilström, Matilda & Sigurdsson, Josef & Vestman, Roine

2017 Sovereign Bond Prices, Haircuts and Maturity
by Asonuma, Tamon & Niepelt, Dirk & Rancière, Romain

2017 P2P Lending: Information Externalities, Social Networks and Loans' Substitution
by Faia, Ester & Paiella, Monica

2017 Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families
by Eisele, Alexander & Nefedova, Tamara & Parise, Gianpaolo & Peijnenburg, Kim

2017 Portfolio Liquidity and Diversification: Theory and Evidence
by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian

2017 Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects
by Heipertz, Jonas & Ouazad, Amine & Rancière, Romain & Valla, Natacha

2017 Houses across time and across place
by Miles, David K & Sefton, James

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

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 Estructura de varianzas entre el mercado financiero mundial y de Colombia
by Johan Santiago Ruiz Moreno

2017 Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation
by Oscar Mauricio Valencia-Arana & Jose Eduardo Gomez-Gonzalez & Andrés Garcia-Suaza

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

2017 Macroeconomic Effects of Delayed Capital Liquidation
by Wei Cui

2017 Historical Antisemitism, Ethnic Specialization, and Financial Development
by Francesco D'Acunto & Marcel Prokopczuk & Michael Weber

2017 Why Does Idiosyncratic Risk Increase with Market Risk?
by Söhnke M. Bartram & Gregory Brown & René M. Stulz

2017 How Do Entrepreneurial Portfolios Respond to Taxation?
by Frank Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner

2017 Wealth Taxation, Non-listed Firms, and the Risk of Entrepreneurial Investment
by Dirk Schindler

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

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

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

2017 Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models
by Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara

2017 Portfolio Selection by Japanese Households: Investigation Using Japanese and US Households Questionnaire Survey
by Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara

2017 Savvy parent, savvy child? Intergenerational correlations in returns to financial wealth
by Knüpfer, Samuli & Rantapuska, Elias & Sarvimäki, Matti

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

2017 The impact of Solvency II regulations on life insurers’ investment behaviour
by Douglas, Graeme & Noss, Joseph & Vause, Nicholas

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

2017 Effects of capital controls on foreign exchange liquidity
by Carlos Cantú

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

2017 Medium and long term implications of financial integration without financial development
by Flavia Corneli

2017 Social ties and the demand for financial services
by Eleonora Patacchini & Edoardo Rainone

2017 The total cost of investing in mutual funds
by Giorgio Albareto & Giuseppe Cappelletti & Andrea Cardillo & Luca Zucchelli

2017 Information Contagion and Systemic Risk
by Toni Ahnert & Co-Pierre Georg

2017 Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence
by Massimo Guidolin & Francesco Chincoli

2017 Economic rationality under cognitive load
by Andreas Drichoutis & Rodolfo M. Nayga, Jr.

2017 Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets
by João Barata Ribeiro Blanco Barroso

2017 Have QE Programs Affected Capital Flows to Emerging Markets?: A Regional Analysis
by Claudia Ramírez & Miriam González

2017 The Effects of US Unconventional Monetary Policies in Latin America
by Fructuoso Borrallo & Ignacio Hernando & Javier Vallés

2017 The Singapore Blue Chips:The Rewards & Risks of Investing in Singapore's Largest Corporates
by Nandini Vijayaraghavan & Umesh Desai

2017 Lecture Notes in Fixed Income Fundamentals
by Eliezer Z Prisman

2017 International Spillovers of Monetary Policy
by

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 Portfolio Diversification in the South-East European Equity Markets
by Zaimovic Azra & Arnaut-Berilo Almira & Mustafic Arnela

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 Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model
by Maria-Teresa Bosch-Badia & Joan Montllor-Serrats & Maria-Antonia Tarrazon-Rodon

2017 Do risk management practices work? Evidence from hedge funds
by Gavin Cassar & Joseph Gerakos

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

2017 Portfolio choice with high frequency data: CRRA preferences and the liquidity effect
by R. P. Brito & H. Sebastião & P. Godinho

2017 Determinants of capital flows to emerging and advanced economies between 1990 and 2011
by Grzegorz Tchorek & Michał Brzozowski & Paweł Śliwiński

2017 Hedging under generalized good-deal bounds and model uncertainty
by Dirk Becherer & Klebert Kentia

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 Investing strategies as continuous rising (falling) share prices released
by Manhwa Wu & Paoyu Huang & Yensen Ni

2017 Animal spirits, beauty contests and expected returns
by Jukka Ilomäki

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

2017 Do individual investors learn from their mistakes?
by Maximilian Koestner & Benjamin Loos & Steffen Meyer & Andreas Hackethal

2017 Financial literacy, financial advice, and financial behavior
by Oscar A. Stolper & Andreas Walter

2017 Trading strategies generated by Lyapunov functions
by Ioannis Karatzas & Johannes Ruf

2017 Erratum to: Utility maximization in incomplete markets with random endowment
by Jaksa Cvitanić & Walter Schachermayer & Hui Wang

2017 Risk bounds for factor models
by Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Ruodu Wang

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 Investor-centric strategies for Indian mutual fund industry: inferring from the behavior of individual investors
by T. G. Saji & Ratheesh K. Nair

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

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

2017 Financial market analysis models
by Constantin ANGHELACHE & Marius POPOVICI

2017 Time Diversification In Consumption And Saving
by Constantin ANGHELACHE & Radu Titus MARINESCU & Diana Valentina DUMITRESCU

2017 Theoretical Aspects of the Dynamic Portfolio Management
by Madalina-Gabriela ANGHEL & Mirela Panait & Alexandru MANOLE & Marius POPOVICI

2017 Efficiency of the UK Stock Exchange
by Vasilios Sogiakas

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 Technical Analysis Accuracy At Macedonian Stock Exchange
by Ivanovski, Zoran & Ivanovska, Nadica & Narasanov, Zoran

2017 Portfolio Insurance Investment Strategies: A Risk-Management Tool
by Agic-Sabeta, Elma

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

2017 Ffect Of Investor Sentiment On Future Returns In The Nigerian Stock Market
by ALAJEKWU, Udoka Bernard & OBIALOR, Michael Chukwumee & OKORO, Cyprian Okey

2017 The Impact of Exchange Rate Changes on Asset Returns in the Framework of a Consumption Based Capital Asset Pricing Model
by Bahrami, Jaber & Pahlavani, Mosayeb & Roshan , Reza & Rasekhi , Saeed

2017 Determination of Mark-Up Rate under Zero-Interest Financial System: A Microeconomic Approach
by KHALED, SHAFI A. & KHANDKER, A.WAHHAB

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 Effect of the Political Risk on Capital Asset Valuation in Financial Markets: The Case of Turkey
by Toraman, Cengiz & Tuncay, Merve

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 Integration In The European Union - The Impact Of The Crisis On The Bond Market
by Darko B. Vukovic & Edin Hanic & Hasan Hanic

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

2017 Links between the Eurozone Stock Markets: A New Perspective, Considering the Capitalization Level || Relación entre los índices bursátiles europeos: una nueva perspectiva a partir de los niveles de capitalización
by Gabriel, Vítor & Saraiva, Helena

2017 Speaking of Securitization of Financial Assets
by Munteanu Bogdan

2017 The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect
by Urs Fischbacher & Gerson Hoffmann & Simeon Schudy

2017 Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?
by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian

2017 The Political Economy of Financial Innovation: Evidence from Local Governments
by Christophe Pérignon & Boris Vallée

2017 Which Alpha?
by Francisco Barillas & Jay Shanken

2017 Need for Speed? Exchange Latency and Liquidity
by Albert J. Menkveld & Marius A. Zoican

2017 Individual Investor Activity and Performance
by Magnus Dahlquist & José Vicente Martinez & Paul Söderlind

2017 Differences of Opinion and International Equity Markets
by Bernard Dumas & Karen K. Lewis & Emilio Osambela

2017 What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
by Anisha Ghosh & Christian Julliard & Alex P. Taylor

2017 Abusing ETFs
by Utpal Bhattacharya & Benjamin Loos & Steffen Meyer & Andreas Hackethal

2017 The Impact of Financial Advice on Trade Performance and Behavioral Biases
by Daniel Hoechle & Stefan Ruenzi & Nic Schaub & Markus Schmid

2017 Expectation Errors in European Value-Growth Strategies
by Christian Walkshäusl

2017 Empirical Tests for Stochastic Dominance Optimality
by Thierry Post

2017 Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows
by Gjergji Cici & Alexander Kempf & Christoph Sorhage

2017 Fooled by Randomness: Investor Perception of Fund Manager Skill
by Justus Heuer & Christoph Merkle & Martin Weber

2017 Momentum and Reversal: Does What Goes Up Always Come Down?
by Jennifer Conrad & M. Deniz Yavuzm

2017 The Role of Equity Funds in the Financial Crisis Propagation
by Harald Hau & Sandy Lai

2017 Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting
by Huaxiong Huang & Moshe A. Milevsky & Virginia R. Young

2017 Investing in Disappearing Anomalies
by Christopher S. Jones & Lukasz Pomorski

2017 On the political economy of UK pension scheme regulation
by J. E. Woods

2017 “Decoupled” Farm Program Payments are Really Decoupled: The Theory Absolute Risk Aversion Matter?
by Robert G. Chambers & Daniel C. Voica

2017 The resilience of households in bank bail-ins
by Peter Lindner & Vanessa Redak

2017 What drives Austrian banking subsidiaries’ return on equity in CESEE and how does it compare to their cost of equity?
by Manuel Gruber & Stefan Kavan & Paul Stockert

2017 When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance
by von Reibnitz, Anna

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

2017 O efeito de smart money nos fundos de investimento: o caso português [The smart money effect in mutual funds: the Portuguese case]
by Júlio Lobão

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 The Optimal Portfolio of PAYG Benefits and Funded Pensions in Germany
by Christoph Anders & Max Groneck

2017 Endogenous Financial Literacy, Saving, and Stock Market Participation
by Luca Spataro & Lorenzo Corsini

2017 Real Risk-Free Rate, the Central Bank, and Stock Market Bubbles
by Jukka Ilomäki & Hannu Laurila

2017 A likviditás és a permanens árhatás szerepe a portfólióértékelésben
by Hevér, Judit

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

2017 Impact Investing on the Real Estate Market – Foreign Experience
by Krzysztof Marcinek

2017 Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour
by Chao Tang

2017 Relative equity market valuation conditions and acquirers’ gains
by Dimitris Andriosopoulos & Leonidas G. Barbopoulos

2017 Good deeds earn chits? Evidence from philanthropic family controlled firms
by Li-Hsun Wang & Chu-Hsiung Lin & Erin H. Kao & Hung-Gay Fung

2017 Is corporate social responsibility sufficient enough to explain the investment by socially responsible funds?
by Onur Kemal Tosun

2017 Equity prices and fundamentals: a DDM–APT mixed approach
by Fredj Jawadi & Georges Prat

2017 Is there an optimally diversified conglomerate? Gleaning answers from capital markets
by Ali Nejadmalayeri & Subramanian Rama Iyer & Manohar Singh

2017 The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation
by Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao

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 REITs, Growth Options and Beta
by Dogan Tirtiroglu & Thu Ha Nguyen & Ercan Tirtiroglu & Tan Cheng Wee

2017 The Impact of Capital Expenditures on Property Performance in Commercial Real Estate
by Chinmoy Ghosh & Milena T. Petrova

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 Social Ties and the Demand for Financial Services
by Eleonora Patacchini & Edoardo Rainone

2017 The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries
by Wolfgang Breuer & Moritz Felde & Bertram I. Steininger

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

2017 Risks and rewards for momentum and reversal portfolios
by Yuming Li

2017 Tukey’s transformational ladder for portfolio management
by Philip A. Ernst & James R. Thompson & Yinsen Miao

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 Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis
by Wei Zhou

2017 Weather Effects on Stock Returns and Volatility in South Asian Markets
by Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood

2017 Quadratic minimization with portfolio and intertemporal wealth constraints
by Dian Zhu & Andrew J. Heunis

2017 Investment, agency conflicts, debt maturity, and loan guarantees by negotiation
by Liu Gan & Zhaojun Yang

2017 Optimal mean-reverting spread trading: nonlinear integral equation approach
by Yerkin Kitapbayev & Tim Leung

2017 Assesing Performance of Moving Average Investment Timing Strategy Over the UK Stock Market
by Muhammad Ishfaq Ahmad & Wang Guohui & Muhammad Yasir Rafiq & Mudassar Hasan & Ata-Ul-Haq Chohan & Anika Sattar

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 Robust Good-Deal Bounds In Incomplete Markets: The Case Of Taiwan
by CHEN, JUN-HOME & HUANG, YU-LIEH & CHANG, JOW-RAN

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

2017 Does Health Insurance Coverage Influence Household Financial Portfolios? A Case Study in Urban China
by Qin Zhou & Kisalaya Basu & Yan Yuan

2017 Un modelo de inversión óptima para fondos soberanos: caso fondo mexicano del petróleo para la estabilización y el desarrollo
by Sierra-Juárez, Guillermo & Méndez García, Daniela

2017 Religious activity, risk-taking preferences and financial behaviour: Empirical evidence from German survey data
by León, Anja Köbrich & Pfeifer, Christian

2017 A note on receptiveness to loss in structured Investment
by Lazar, Maya & Levkowitz, Amir & Oren, Amit & Sonsino, Doron

2017 Do personality traits influence investors’ portfolios?
by Bucciol, Alessandro & Zarri, Luca

2017 The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions
by Del Giudice, Alfonso & Paltrinieri, Andrea

2017 Dependence patterns among Asian banking sector stocks: A copula approach
by Mensah, Jones Odei & Premaratne, Gamini

2017 Does gold Liquidity learn from the greenback or the equity?
by Smimou, K.

2017 Determinants of idiosyncratic volatility: Evidence from the Indian stock market
by Kumari, Jyoti & Mahakud, Jitendra & Hiremath, Gourishankar S.

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 Characteristics of mutual funds with extreme performance
by Berkowitz, Jason P. & Schorno, Patrick J. & Shapiro, Dmitry A.

2017 Momentum returns, market states, and market dynamics: Is China different?
by Cheema, Muhammad A. & Nartea, Gilbert V.

2017 Optimal capital structure and credit spread under incomplete information
by Liu, Bo & Liu, Yang & Peng, Juan & Yang, Jinqiang

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 The asymmetry in carry trade and the U.S. dollar
by Wu, Chih-Chiang & Wu, Chang-Che

2017 The effects of mergers and acquisitions on the information production of financial markets
by Bade, Marco

2017 Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
by Sant’Anna, Leonardo R. & Filomena, Tiago P. & Caldeira, João F.

2017 Beta as a determinant of investor activity in sector exchange-traded funds
by Peltomäki, Jarkko

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 Buybacks as an efficient strategy for venture capital in emerging markets
by Wang, Lanfang & Wang, Susheng

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 Redemption risk and cash hoarding by asset managers
by Morris, Stephen & Shim, Ilhyock & Shin, Hyun Song

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

2017 Do political factors affect stock returns during presidential elections?
by Shen, Chung-Hua & Bui, Dien Giau & Lin, Chih-Yung

2017 Macroprudential policies, capital flows, and the structure of the banking sector
by Beirne, John & Friedrich, Christian

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 Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors
by Ben-Rephael, Azi

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 Firm characteristics, consumption risk, and firm-level risk exposures
by Dittmar, Robert F. & Lundblad, Christian T.

2017 Moral hazard in active asset management
by Brown, David C. & Davies, Shaun William

2017 The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China
by Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John

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 Ordering ambiguous acts
by Jewitt, Ian & Mukerji, Sujoy

2017 Generalised mean-risk preferences
by Schoch, Daniel

2017 Anchoring in financial decision-making: Evidence from Jeopardy!
by Jetter, Michael & Walker, Jay K.

2017 Modifier words in the financial press and investor expectations
by Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta

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

2017 Equity index variance: Evidence from flexible parametric jump–diffusion models
by Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J.

2017 The q-factors and expected bond returns
by Franke, Benedikt & Müller, Sebastian & Müller, Sonja

2017 Starting on the wrong foot: Seasonality in mutual fund performance
by Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong

2017 Investor sentiment, flight-to-quality, and corporate bond comovement
by Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander

2017 Strategic technology adoption and hedging under incomplete markets
by Leippold, Markus & Stromberg, Jacob

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, investment and housing with means-tested public pension in retirement
by Andréasson, Johan G. & Shevchenko, Pavel V. & Novikov, Alex

2017 Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
by Chen, Zheng & Li, Zhongfei & Zeng, Yan & Sun, Jingyun

2017 Optimal hedging with basis risk under mean–variance criterion
by Zhang, Jingong & Tan, Ken Seng & Weng, Chengguo

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 Comparing performance sensitivity of retail and institutional mutual funds’ investment flows
by Mazur, Mieszko & Salganik-Shoshan, Galla & Zagonov, Maxim

2017 On the use of the Moore–Penrose generalized inverse in the portfolio optimization problem
by Lee, Miyoung & Kim, Daehwan

2017 Time-varying causality between stock and housing markets in China
by Shi, Guangping & Liu, Xiaoxing & Zhang, Xu

2017 Can tree-structured classifiers add value to the investor?
by Laborda, Ricardo & Laborda, Juan

2017 Pension funds rules: Paradoxes in risk control
by Cadoni, Marinella & Melis, Roberta & Trudda, Alessandro

2017 Brexit: Short-term stock price effects and the impact of firm-level internationalization
by Oehler, Andreas & Horn, Matthias & Wendt, Stefan

2017 Sampling frequency and the performance of different types of technical trading rules
by Hudson, Robert & McGroarty, Frank & Urquhart, Andrew

2017 Superiority of optimized portfolios to naive diversification: Fact or fiction?
by Zakamulin, Valeriy

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

2017 Risk aversion vs. the Omega ratio: Consistency results
by Balder, Sven & Schweizer, Nikolaus

2017 Real option with liquidity constraints under secondary debt illiquidity risk market
by Xu, Qing & Yang, Jinqiang

2017 Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market
by Hur, Seok-Kyun & Chung, Chune Young

2017 Impact of persistent bad returns and volatility on retirement outcomes
by Basu, Anup K. & Wiafe, Osei K.

2017 On the uncertainty of art market returns
by Charlin, Ventura & Cifuentes, Arturo

2017 Robust asset pricing with stochastic hyperbolic discounting
by Wang, Haijun

2017 Real and complex wavelets in asset classification: An application to the US stock market
by Bruzda, Joanna

2017 Dynamic agency and investment theory with time-inconsistent preferences
by Liu, Bo & Mu, Congming & Yang, Jinqiang

2017 The effects of age pension on retirement drawdown choices
by Wiafe, Osei K. & Basu, Anup K. & Chen, John

2017 Dynamic autocorrelation of intraday stock returns
by Dong, Xi & Feng, Shu & Ling, Leng & Song, Pingping

2017 In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework
by Śmiech, Sławomir & Papież, Monika

2017 On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
by Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar

2017 Examining the flight-to-safety with the implied volatilities
by Sarwar, Ghulam

2017 Are investors consistent in their trading strategies? An examination of individual investor-level data
by Duxbury, Darren & Yao, Songyao

2017 Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
by Magkonis, Georgios & Tsouknidis, Dimitris A.

2017 Fundamental indexation revisited: New evidence on alpha
by Balatti, Mirco & Brooks, Chris & Kappou, Konstantina

2017 Predictability and diversification benefits of investing in commodity and currency futures
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio

2017 Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

2017 FX technical trading rules can be profitable sometimes!
by Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry

2017 Effects of common factors on stock correlation networks and portfolio diversification
by Eom, Cheoljun & Park, Jong Won

2017 What motivates merger and acquisition activities in the upstream oil & gas sectors in the U.S.?
by Hsu, Kuang-Chung & Wright, Michael & Zhu, Zhen

2017 Diversifying away the risk of war and cross-border political crisis
by Omar, Ayman M.A. & Wisniewski, Tomasz Piotr & Nolte, Sandra

2017 Hedging size risk: Theory and application to the US gas market
by Roncoroni, Andrea & Id Brik, Rachid

2017 Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff
by Contreras, Javier & Rodríguez, Yeny E. & Sosa, Aníbal

2017 Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix
by Costa, Oswaldo L.V. & de Oliveira Ribeiro, Celma & Rego, Erik Eduardo & Stern, Julio Michael & Parente, Virginia & Kileber, Solange

2017 The relationship between oil prices and rig counts: The importance of lags
by Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat

2017 Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
by Kang, Sang Hoon & McIver, Ron & Yoon, Seong-Min

2017 Can investor sentiment be a momentum time-series predictor? Evidence from China
by Han, Xing & Li, Youwei

2017 Systemic risk and cross-sectional hedge fund returns
by Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk

2017 A comparison of alternative cash flow and discount rate news proxies
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2017 Portfolio selection with mental accounts and estimation risk
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2017 What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes
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2017 Return expectations and risk aversion heterogeneity in household portfolios
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2017 Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
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2017 Digesting anomalies in emerging European markets: A comparison of factor pricing models
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2017 The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test
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2017 Frontier and emerging government bond markets
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2017 The dynamic Black–Litterman approach to asset allocation
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2017 Does everyone use probabilities? The role of cognitive skills
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2017 Countercyclical retirement accounts
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2017 Impact of pension system structure on international financial capital allocation
by Staveley-O’Carroll, James & Staveley-O’Carroll, Olena M.

2017 The home bias of the poor: Foreign asset portfolios across the wealth distribution
by Broer, Tobias

2017 The precision of subjective data and the explanatory power of economic models
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2017 Testing for prospect and Markowitz stochastic dominance efficiency
by Arvanitis, Stelios & Topaloglou, Nikolas

2017 Hidden vs. known gender effects in experimental asset markets
by Eckel, Catherine C. & Füllbrunn, Sascha C.

2017 Evaluating the size of the bootstrap method for fund performance evaluation
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2017 Measurement of diversification between asset classes in the Survey of Consumer Finances
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2017 How does gender really affect investment behavior?
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2017 Optimism bias, portfolio delegation, and economic welfare
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2017 Precision about manager skill, mutual fund flows, and performance persistence
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2017 Fund selection in target date funds
by Chan, Chia-Ying & Chen, Hsuan-Chi & Chiang, Yu Hsuan & Lai, Christine W.

2017 Firm size, economic risks, and the cross-section of international stock returns
by Atanasov, Victoria & Nitschka, Thomas

2017 Generalized financial ratios to predict the equity premium
by Algaba, Andres & Boudt, Kris

2017 Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom
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2017 Can investors of Chinese energy stocks benefit from diversification into commodity futures?
by Wen, Xiaoqian & Nguyen, Duc Khuong

2017 Asset pricing and institutional investors with disagreements
by Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni

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
by Huo, Rui & Ahmed, Abdullahi D.

2017 Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations
by Li, Shaoyu & Wei, Lijia & Xu, Zhiwei

2017 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
by Mensah, Jones Odei & Alagidede, Paul

2017 Impact of value-at-risk models on market stability
by Llacay, Bàrbara & Peffer, Gilbert

2017 Money and velocity during financial crises: From the great depression to the great recession
by Anderson, Richard G. & Bordo, Michael & Duca, John V.

2017 Empirical properties of a heterogeneous agent model in large dimensions
by Coqueret, Guillaume

2017 Equilibrium asset pricing with Epstein-Zin and loss-averse investors
by Guo, Jing & He, Xue Dong

2017 Real options and contingent convertibles with regime switching
by Luo, Pengfei & Yang, Zhaojun

2017 Expropriation risk by block holders, institutional quality and expected stock returns
by Hearn, Bruce & Phylaktis, Kate & Piesse, Jenifer

2017 Overconfidence and investment: An experimental approach
by Pikulina, Elena & Renneboog, Luc & Tobler, Philippe N.

2017 About depression babies and red diaper babies: Do macroeconomic experiences affect everybody’s risk taking in the same way?
by Cordes, Henning & Dierkes, Maik

2017 About depression babies and red diaper babies: Do macroeconomic experiences affect everybody’s risk taking in the same way?
by Cordes, Henning & Dierkes, Maik

2017 Should your bank invest for you? Evidence from private banking accounts
by Cao, Ji & Fischli, Marcel & Rieger, Marc Oliver

2017 Should your bank invest for you? Evidence from private banking accounts
by Cao, Ji & Fischli, Marcel & Rieger, Marc Oliver

2017 Persistency of Price Patterns in the International Oil Industry, 2001-2016
by Ana Lorena Jiménez-Preciado & Salvador Cruz-Aké & Francisco Venegas-Martínez

2017 Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran
by Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi

2017 The Determinant of the Possibility of Merger in Indonesia
by Devina Ivo Mahendra & Nadia Asandimitra Haryono

2017 Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression
by Yi-Chang Chen & Hung-Che Wu & Jen-Jsung Huang

2017 Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand
by Kamphol Panyagometh

2017 The Impact of Stock Market Performance on Foreign Portfolio Investment in China
by Muhammad Afaq Haider & Muhammad Asif Khan & Shamila Saddique & Shujahat Haider Hashmi

2017 Correlation Based Clustering of the Amman Stock Exchange
by Hussein A. Abdoh

2017 Mutual Fund Flows and Benchmark Portfolio Returns
by Joakim Kvamvold

2017 Overconfidence Bias, Over/Under-reaction of Financial Analysts on the Tunisian Stock Market, and Their Impacts on the Earnings Forecasts
by Ahmed Bouteska & Boutheina Regaieg

2017 Systematic Risk in Energy Businesses: Empirical Evidence for the ASEAN
by Duc Hong Vo & Thach Ngoc Pham

2017 A Review on Agency Cost of Shariah Governance in Mutual Fund
by Sofi Mohd Fikri & Mohamed Hisham Yahya & Taufiq Hassan

2017 Performance Evaluation of Return, Risk and Liquidity of Firms Newly Listed in Tehran Stock Exchange
by Mehdi Alikhani Mehrjardi & Mohammad Ghadamyari & Yousef Mahboobi

2017 Earnings Surprises, Investor Sentiments and Contrarian Strategies
by Liping Zou & Ruishan Chen

2017 The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016
by M. Caridad SEVILLANO & Francisco JAREÑO

2017 A Hierarchical View of a National Stock Market as a Complex Network
by Yusuf Yargı BAYDİLLİ & Şafak BAYIR & İlker TÜRKER

2017 La inversión de impacto como medio de impulso al desarrollo sostenible: una aproximación multicaso a nivel de empresa en Colombia
by Orlando E. Contreras-Pacheco & Aura Cecilia Pedraza Avella & Mauricio José Martínez Pérez

2017 El ahorro y la inversión corporativos en América Latina. Una indagación a nivel firma
by Rodrigo Pérez Artica & Fernando Delbianco & Leandro Brufman

2017 Local Asset Price Dynamics and Monetary Policy in the Eurozone
by Harald Hau & Sandy Lai

2017 Estimating Probability of Default on Peer to Peer Market – Survival Analysis Approach
by Andrija Đurović

2017 Finance et politique : la bourse préfère-t-elle la gauche ?
by Gérard Charreaux

2017 Compétition entre gérants de fonds : prise de risque et effort
by Huyen Nguyen-Thi-Thanh & Duc-De Ngo & Franceline Mercurelli

2017 Heuristics and stock buying decision: Evidence from Malaysian and Pakistani stock markets
by Habib Hussain Khan & Iram Naz & Fiza Qureshi & Abdul Ghafoor

2017 Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach
by Dahiru A. Balaa & Taro Takimotob

2017 Estimating The Return Of The Financial Titles Of The Companies From The Manufacturing Industry, Listed On The Bucharest Stock Exchange
by BALTES Nicolae & DRAGOE Alexandra-Gabriela-Maria

2017 Returns And Volatility Spillover Between Asian Equity Markets: A Wavelet Approach
by Anoop S Kumar & B Kamaiah

2017 Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data
by Ibrahim M. Awad & Abdel-Rahman Al-Ewesat

2017 Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins
by Chirag Shekhar & Mark Trede

2017 The implications of IFRS adoption on foreign direct investment in poor countries
by Catalina Florentina PRICOPE

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
by Andrew Ellis & Michele Piccione

2016 The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa
by Pramod Kumar Naik & Rangan Gupta & Puja Padhi

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 Analysis of Herding in REITs of an Emerging Market: The Case of Turkey
by Omokolade Akinsomi & Yener Coskun & Rangan Gupta

2016 Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
by Mehmet Balcilar & Riza Demirer & Rangan Gupta

2016 Private Equity Capital Commitments: An Options- Private Equity Capital Commitments: An Options-Theoretic Risk Management Approach
by Freeman, Andrew & Wilford, D. Sykes

2016 Credit Risk Decomposition for Asset Allocation
by Chamizo Cana, Álvaro & Novales Cinca, Alfonso

2016 Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets
by Igan, Deniz & Pinheiro, Marcelo

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
by Olivier Ledoit & Michael Wolf & Zhao Zhao

2016 Large dynamic covariance matrices
by Robert F. Engle & Olivier Ledoit & Michael Wolf

2016 Persistent bias in advice-giving
by Zhuoqiong (Charlie) Chen & Tobias Gesche

2016 Demography, Capital Flows and Asset Allocation over the Life-cycle
by Mann, Katja & Davenport, Margaret

2016 US International Equity Investment and Economic Fundamentals
by Hasler, Nicole

2016 Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective
by Marczak, Martyna & Beissinger, Thomas

2016 Cross-Border Portfolio Diversification under Trade Linkages
by Khalil, Makram

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
by Haas, Markus

2016 Economic systems and risk preferences: evidence from East and West Germany
by Neugart, Michael

2016 The banking firm under ambiguity aversion
by Broll, Udo & Welzel, Peter & Wong, Kit Pong

2016 The effect of personal financing disruptions on entrepreneurship
by Hanspal, Tobin

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?
by Meyer, Steffen & Urban, Linda & Ahlswede, Sophie

2016 Putting the pension back in 401(k) plans: Optimal versus default longevity income annuities
by Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S.

2016 Systemic co-jumps
by Caporin, Massimiliano & Kolokolov, Alexey & Renò, Roberto

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)
by Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas

2016 Predictors and portfolios over the life cycle
by Kraft, Holger & Munk, Claus & Weiss, Farina

2016 Optimal consumption and portfolio choice with loss aversion
by Curatola, Giuliano

2016 The Political Determinants of Government Bond Holdings
by Eichler, Stefan & Plaga, Timo

2016 On the return-volatility relationship in the Bitcoin market around the price crash of 2013
by Bouri, Elie & Azzi, Georges & Haubo Dyhrberg, Anne

2016 The modern tontine: An innovative instrument for longevity risk management in an aging society
by Weinert, Jan-Hendrik & Gründl, Helmut

2016 The winner's curse on art markets
by Kräussl, Roman & Mirgorodskaya, Elizaveta

2016 Financial media, price discovery, and merger arbitrage
by Buehlmaier, Matthias M. M. & Zechner, Josef

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 A heterogeneous agents equilibrium model for the term structure of bond market liquidity
by Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese

2016 Fire buys of central bank collateral assets
by de Roure, Calebe

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
by Kurz-Kim, Jeong-Ryeol

2016 Cyclical investment behavior across financial institutions
by Timmer, Yannick

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
by Feixue Gong & Gregory Phelan

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
by Louis Raymond Eeckhoudt & Elisa Pagani & Emanuela Rosazza Gianin

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
by Anastasia Girshina

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
by Kai Li & Jun Liu

2016 Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds
by Ammann, Manuel & Ehmann, Christian

2016 Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
by Adams, Zeno & Fuess, Roland & Glueck, Thorsten

2016 Banks and Sovereigns: A Model of Mutual Contagion
by Gruber, Alexander & Kogler, Michael

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
by John Cotter & Stuart Gabriel & Richard Roll

2016 Parametric Recovery Methods: A Comparative Experimental Study
by Halevy, Yoram & Zrill, Lanny

2016 Parametric Recoverability of Preferences
by Halevy, Yoram & Persitz, Dotan & Zrill, Lanny

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
by Ahmed Tahoun & Florin P. Vasvari

2016 The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis
by Jamal BOUOIYOUR & Refk SELMI

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
by Jens H. E. Christensen & Signe Krogstrup

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
by Yang Li

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 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 Alternative Evaluation of S&P 500 index in Relation to Quantitative Easing
by Širůček, Martin & Galečka, Ondřej

2016 The one-trading-day-ahead forecast errors of intra-day realized volatility
by Degiannakis, Stavros

2016 Hedge Fund Returns under Crisis Scenarios: A Holistic Approach
by Stoforos, Chrysostomos & Degiannakis, Stavros & Palaskas, Theodosios

2016 A Simple Model of Managerial Incentives and Portfolio-Investment Decision
by Deng, Binbin

2016 Corwin-Schultz bid-ask spread estimator in the Brazilian stock market
by Ripamonti, Alexandre

2016 Foreign currency lending in Albania
by Shijaku, Gerti

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

2016 Tools and Techniques for Economic Decision Analysis
by Širůček, Martin & Křen, Lukáš

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
by Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

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
by Peiran Jiao & Amos Nadler

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2016 Sequential Investment in Emerging Technologies under Policy Uncertainty
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2016 Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation
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2016 The Ages of Women and Men : Life Cycles, Family and Investment in the Fifteenth-Century Low Countries
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2016 Living through the Great Chinese Famine: Early-Life Experiences and Managerial Decisions
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2016 Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market
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2016 Impact of Pension System Structure on International Financial Capital Allocation
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2016 The Political Determinants of Government Bond Holdings
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2016 Can we fight drugs using communication campaigns? A framed field experiment
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2016 Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds
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2016 Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility
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2016 Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
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2016 The Political Origin of Home Bias: The Case of Europe
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2016 Securities Lending as Wholesale Funding : Evidence from the U.S. Life Insurance Industry
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2016 From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
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2016 Mortgage Choice: Interactive Effects of House Price Appreciation and Mortgage Pricing Components
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2016 A Portfolio Model of Quantitative Easing
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2016 Venture Capital and Underpricing: Capacity Constraints and Early Sales
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2016 Peer Pressure: Social Interaction and the Disposition Effect
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2016 Portfolio Return Relative to a Benchmark
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2016 Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
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2016 A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises
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2016 Taming the Basel leverage cycle
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2016 Uncovering Expected Returns: Information in Analyst Coverage Proxies
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2016 Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions
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2016 Measuring Institutional Investors' Skill from Their Investments in Private Equity
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2016 The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions
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2016 Trading Skill: Evidence from Trades of Corporate Insiders in Their Personal Portfolios
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2016 The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread
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2016 Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek
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2016 International investment positions revisited: Investor heterogeneity and individual security characteristics
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2016 Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound
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2016 Role of ethics and the perception of risk in investment decisions
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2016 Solvency risk minimizing guaranteed returns in life insurance
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2016 VaR as the CVaR sensitivity : applications in risk optimization
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2016 Good deal measurement in asset pricing: Actuarial and financial implications
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2016 Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy
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2016 Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls
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2016 Identifying the Benefits from Home Ownership: A Swedish Experiment
by Sodini, Paolo & van Nieuwerburgh, Stijn & Vestman, Roine & von Lilienfeld-Toal, Ulf

2016 Money Illusion and Household Finance
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2016 Heterogeneity and Persistence in Returns to Wealth
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2016 The Perception of Dependence, Investment Decisions, and Stock Prices
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2016 Currency Manipulation
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2016 Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking
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2016 Banks Interconnectivity and Leverage
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2016 Who is afraid of BlackRock?
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2016 The I Theory of Money
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2016 Women's Liberation as a Financial Innovation
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2016 Macro, Money and Finance: A Continuous Time Approach
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2016 Endowment Effects in the Field: Evidence from India's IPO Lotteries
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2016 Does the Geographic Expansion of Banks Reduce Risk?
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2016 The Theory of Unconventional Monetary Policy
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2016 The Perception of Dependence and Investment Decisions
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2016 Skewness Seeking in a Dynamic Portfolio Choice Experiment
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2016 On the Asset Allocation of a Default Pension Fund
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2016 Back to background risk?
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2016 Macroeconomic Effects of Bankruptcy and Foreclosure Policies
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2016 Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case
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2016 A modelling framework for analysing the role of superannuation in Australia's financial system
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2016 The Determinants of Systematic Risk: A Firm Lifecycle Perspective
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2016 Trust, ambiguity, and financial decision-making
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2016 A Comparison of Survey and Incentivized-Based Risk Attitude Elicitation
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2016 Asset Retirement with Infinitely Repeated Alternative Replacements: Harvest Age and Species Choice in Forestry
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2016 A Primer on Portfolio Choice with Small Transaction Costs
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2016 Hedging with Temporary Price Impact
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2016 Intrinsic Risk Measures
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2016 Does Corporate Governance Matter? Evidence from the AGR Governance Rating
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2016 Managing Inventory with Proportional Transaction Costs
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2016 Birds of a Feather – Do Hedge Fund Managers Flock Together?
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2016 An Anatomy of the Equity Premium
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2016 How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?
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2016 Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets
by Martin G. Kocher & Konstantin E. Lucks & David Schindler

2016 Stylized Facts and Simulating Long Range Financial Data
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2016 Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries
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2016 Home Ownership and Household Portfolio Choice
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2016 Skewness and Kurtosis Ratio Tests: With Applications to Multiperiod Tail Risk Analysis
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2016 Are information and portfolio diversification substitutes or complements?
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2016 Equilibrium bid-ask spread and infrequent trade with outside options
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2016 Do Better Informed Investors Always Do Better?
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2016 Banks Interconnectivity and Leverage
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2016 Forecasting the equity risk premium with frequency-decomposed predictors
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2016 Forecasting stock market returns by summing the frequency-decomposed parts
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2016 Improving Decision Making for Public R&D Investment in Energy: Utilizing Expert Elicitation in Parametric Models
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2016 Techno-Globalisierung als Motor des Aufholprozesses im österreichischen Innovationssystem
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2016 Option-Implied Equity Premium Predictions via Entropic TiltinG
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2016 Option-Implied Equity Premium Predictions via Entropic TiltinG
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2016 Cognitive Biases and Entrepreneurial Under-Diversification
by E. M. Cervellati & P. Pattitoni & M. Savioli

2016 Household Portfolios in a Secular Stagnation World: Evidence from Japan
by Kosuke Aoki & Alexander Michaelides & Kalin Nikolov

2016 Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data
by Arito Ono & Kosuke Aoki & Shinichi Nishioka & Kohei Shintani & Yosuke Yasui

2016 Forecasting stock market returns by summing the frequency-decomposed parts
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2016 The theory of unconventional monetary policy
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2016 The dynamic Black-Litterman approach to asset allocation
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2016 An agent-based model of dynamics in corporate bond trading
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2016 Dual Decision Processes and Noise Trading
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2016 Market timing and performance attribution in the ECB reserve management framework
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2016 Bank bonds in Italian households’ portfolios
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2016 Portfolio rebalancing and asset pricing with heterogeneous inattention
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2016 The effects of us unconventional monetary policies in Latin America
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2016 The Dynamics of Capital Flow Episodes
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2016 Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations
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2016 Effect of Utility Deregulation and Mergers on Consumer Welfare
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2016 Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
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2016 Arbitrage without borrowing or short selling?
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2016 Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions
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2016 Dynamic Global Currency Hedging
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2016 A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth Investing
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2016 When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model
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2016 Is the 60-40 Stock-Bond Pension Fund Rule Wise?
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2016 Great Investors: Their Methods, Results and Evaluation
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2016 How Does the Fortune's Formula-Kelly Capital Growth Model Perform?
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2016 Do Seasonal Anomalies Still Work?
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2016 The Predictive Ability of the Bond Stock Earnings Yield Differential Model
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2016 The Symmetric Downside-Risk Sharpe Ratio and the Evaluation of Great Investors and Speculators
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2016 Stock Ownership Decisions in Defined Contribution Pension Plans
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2016 The Turn-of-the-Month Effect in the U.S. Stock Index Futures Markets, 1982–1992
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2016 The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
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2016 Great Investment Ideas
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2016 The Sovereign Default Problem in the Eurozone - Why Limited Liability Resulted in Excessive Debt Accumulation and How Insurance Can Counteract
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2016 Rates of Return on Shares of Real Estate Development Companies in Poland in the Years 2001-2015. A Comparative Analysis
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2016 Note to “Rates of Return on Open-End Debt Investment Funds and Bank Deposits in Poland in the years 1995–2015 – A Comparative Analysis” Folia Oeconomica Stetinensia 16 (1), (2016), 93–112
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2016 Rates of Return on Open-End Debt Investment Funds and Bank Deposits in Poland in the Years 1995–2015 – A Comparative Analysis
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2016 The Profitability of the Strategy Linking Fundamental, Portfolio and Technical Analysis on the Polish Capital Market
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2016 Time varying determinants of bond flows to emerging markets
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2016 The relationship between stock and real estate prices in Turkey : Evidence around the global financial crisis
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2016 Vice versus virtue investing around the world
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2016 Impact of culture and patriotism on home bias in bond portfolios
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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
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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 A Study Of The Impact Of The Indian Stock Market Crash Of 2008 On Ipos Listed On The National Stock Exchange
by DIVYA JINDAL & RAVI SINGLA

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, 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 Integration of Stock Returns and Volatility of Emerging Equity Markets
by Rakesh Kumar

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 Peer Pressure: Social Interaction and the Disposition Effect
by Rawley Z. Heimer

2016 Loss-Averse Preferences, Performance, and Career Success of Institutional Investors
by Andriy Bodnaruk & Andrei Simonov

2016 Neural Evidence of Regret and Its Implications for Investor Behavior
by Cary Frydman & Colin Camerer

2016 Non-Exclusive Financial Advice
by Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos

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 Spliced Correlation: Theory Development
by Jeffry Haber

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 A model based on Copula Theory for sustainable and social responsible investments
by Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica

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 Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies
by Zaremba, Adam

2016 Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies
by Zaremba, Adam

2016 Emerging market active managers: Skilled or stubborn?
by Fasano, Antonio & Galloppo, Giuseppe

2016 Emerging market active managers: Skilled or stubborn?
by Fasano, Antonio & Galloppo, Giuseppe

2016 Ambiguity vs risk: An experimental study of overconfidence, gender and trading activity
by Yang, Xiaolan & Zhu, Li

2016 Ambiguity vs risk: An experimental study of overconfidence, gender and trading activity
by Yang, Xiaolan & Zhu, Li

2016 Does the theory of planned behaviour (TPB) matter in Sukuk investment decisions?
by Warsame, Mohammed Hersi & Ireri, Edward Mugambi

2016 Does the theory of planned behaviour (TPB) matter in Sukuk investment decisions?
by Warsame, Mohammed Hersi & Ireri, Edward Mugambi

2016 How does investor confidence lead to trading? Linking investor return experiences, confidence, and investment beliefs
by Hoffmann, Arvid O.I. & Post, Thomas

2016 How does investor confidence lead to trading? Linking investor return experiences, confidence, and investment beliefs
by Hoffmann, Arvid O.I. & Post, Thomas

2016 Behavioral biases of finance professionals: Turkish evidence
by Kiymaz, Halil & Öztürkkal, Belma & Akkemik, K. Ali

2016 Behavioral biases of finance professionals: Turkish evidence
by Kiymaz, Halil & Öztürkkal, Belma & Akkemik, K. Ali

2016 Clustering of annual general meetings and stock returns: UK evidence
by Lawal, Tolulola

2016 Clustering of annual general meetings and stock returns: UK evidence
by Lawal, Tolulola

2016 Prospect theory and portfolio selection
by Best, Michael J. & Grauer, Robert R.

2016 Prospect theory and portfolio selection
by Best, Michael J. & Grauer, Robert R.

2016 Timing the stock market: Does it really make no sense?
by Dichtl, Hubert & Drobetz, Wolfgang & Kryzanowski, Lawrence

2016 Timing the stock market: Does it really make no sense?
by Dichtl, Hubert & Drobetz, Wolfgang & Kryzanowski, Lawrence

2016 Why is gold a safe haven?
by Baur, Dirk G. & McDermott, Thomas K.J.

2016 Why is gold a safe haven?
by Baur, Dirk G. & McDermott, Thomas K.J.

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 L’impact sur les marchés financiers européens de la diffusion d’alertes sociétales et de leurs évènements déclencheurs
by Pierre Chollet & Blaise W. Sandwidi

2016 Алтернативни Инвестиции В Зелена Енергия
by Иван Иванов

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 The Bigger Picture: How the Fourth Pillar Impacts Retirement Preparedness
by Jeremy Kronick & Alexandre Laurin

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 European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
by Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand

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 Forecasting the price of gold: An error correction approach
by Gangopadhyay, Kausik & Jangir, Abhishek & Sensarma, Rudra

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 Comparison between Forecasted Stock Prices and Original Stock Prices in the Karachi Stock Exchange
by Khan, Dr. Muhammad Irfan & Syed, Muhammad Salman

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
by Katarzyna Gwozdz

2015 Analysis of monthly rates of return in April and correlation analysis of monthly rates of return in April on the example of selected world stock exchange indices
by Krzysztof Borowski

2015 Alternation Bias and Sums of Identically Distributed Monetary Lotteries
by José Antonio Robles-Zurita

2015 The Double-Channeled Effects of Experience on Individual Investment Decisions: Experimental Evidence
by Peiran Jiao

2015 An Empirical Analysis of a Crowdfunding Platform
by Jin-Hyuk Kim & Peter Newberry & Calvin Qiu

2015 Rental Yields and HPA: The Returns to Single Family Rentals
by Andrea Eisfeldt & Andrew Demers

2015 Controlling for the Compromise Effect Debiases Estimates of Risk Preference Parameters
by Jonathan P. Beauchamp & Daniel J. Benjamin & Christopher F. Chabris & David I. Laibson

2015 Comparing Asset Pricing Models
by Francisco Barillas & Jay Shanken

2015 Climate Change and Long-Run Discount Rates: Evidence from Real Estate
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber

2015 Which Alpha?
by Francisco Barillas & Jay Shanken

2015 The Choice Channel of Financial Innovation
by Felipe S. Iachan & Plamen T. Nenov & Alp Simsek

2015 Windfall Gains and Stock Market Participation
by Joseph S. Briggs & David Cesarini & Erik Lindqvist & Robert Östling

2015 The Coming Wave: Where Do Emerging Market Investors Put Their Money?
by G. Andrew Karolyi & David T. Ng & Eswar S. Prasad

2015 Dividend Dynamics, Learning, and Expected Stock Index Returns
by Ravi Jagannathan & Binying Liu

2015 Crowding Out in Ricardian Economies
by Andrew B. Abel

2015 Hedge Funds: A Dynamic Industry In Transition
by Mila Getmansky & Peter A. Lee & Andrew W. Lo

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 Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market
by Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai

2015 On the Origins of Risk-Taking
by Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi

2015 Backtesting Strategies Based on Multiple Signals
by Robert Novy-Marx

2015 Facts and Fantasies about Commodity Futures Ten Years Later
by Geetesh Bhardwaj & Gary Gorton & Geert Rouwenhorst

2015 Who is Internationally Diversified? Evidence from 296 401(k)
by Geert Bekaert & Kenton Hoyem & Wei-Yin Hu & Enrichetta Ravina

2015 Financial Markets where Traders Neglect the Informational Content of Prices
by Erik Eyster & Matthew Rabin & Dimitri Vayanos

2015 Socioeconomic Status and Learning from Financial Information
by Camelia M. Kuhnen & Andrei C. Miu

2015 Tax-Efficient Asset Management: Evidence from Equity Mutual Funds
by Clemens Sialm & Hanjiang Zhang

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 Majlesi

2015 The In-State Equity Bias of State Pension Plans
by Jeffrey R. Brown & Joshua M. Pollet & Scott J. Weisbenner

2015 The Dynamics of Financially Constrained Arbitrage
by Denis Gromb & Dimitri Vayanos

2015 Decision-Making Approaches and the Propensity to Default: Evidence and Implications
by Jeffrey R. Brown & Anne M. Farrell & Scott J. Weisbenner

2015 Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon
by Georges Hübner & Thomas Lejeune

2015 Optimum Forest Rotations of Alternative Tree Species
by Skander BEN ABDALLAH & Pierre LASSERRE

2015 Paving the way for better telecom performance: Evidence from the telecommunication sector in MENA countries
by Catherine Bruneau & Alexis Flageollet & Zhun Peng

2015 First-Order and Second-Order Ambiguity Aversion
by Matthias Lang

2015 Introducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR
by Dean Altshuler & Carlo Alberto Magni

2015 Emotional Intelligence and risk taking in investment decision-making
by Enrico Rubaltelli & Sergio Agnoli & Michela Rancan & Tiziana Pozzoli

2015 The Term Structure of Capital Values:An accounting-based framework for measuring economic profitability
by Carlo Alberto Magni & Ken V. Peasnell

2015 Investment, financing and the role of ROA and WACC in value creation
by Carlo Alberto Magni

2015 Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis
by Erdal Özmen & Özge Doğanay Yaşar

2015 Pitfalls of downside performance measures with arbitrary targets
by Benedikt Hoechner & Peter Reichling & Gordon Schulze

2015 A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
by Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran

2015 Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
by Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran

2015 A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
by Gilles Boevi Koumou & Kevin Moran

2015 Equilibrium Alpha in Asset Pricing in an Ambiguity-averse Economy
by Katsutoshi Wakai

2015 Portfolio Choice based on Third-degree Stochastic Dominance, With an Application to Industry Momentum
by Thierry Post & Milos Kopa

2015 Stochastic Spanning
by Stelios Arvanitis & Mark Hallam & Thierry Post

2015 Wealth Inequality and Homeownership in Europe
by Leo Kaas & Georgi Kocharkov & Edgar Preugschat

2015 Optimal Savings for Retirement: The Role of Individual Accounts
by Julia Le Blanc & Almuth Scholl

2015 Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics
by Ahmed El-Masry & Dalia El-Mosallamy & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina

2015 Active management and mutual fund performance
by Meryem Duygun & Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina

2015 The Coming Wave: Where Do Emerging Market Investors Put Their Money?
by Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar

2015 Information Characteristics and Errors in Expectations: Experimental Evidence
by Antoniou, Constantinos & Harrison, Glenn & Lau, Morten & Read, Daniel

2015 Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth
by Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh

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 Is financial instability male-driven? Gender and cognitive skills in experimental asset markets
by Carlos Cueva Herrero & Aldo Rustichini

2015 Dynamic Tax Evasion with Audits based on Conspicuous Consumption
by Rosella Levaggi & Francesco Menoncin

2015 La partecipazione alla previdenza a capitalizzazione in Italia: le determinanti e gli effetti economici
by Mauro Marè & Antonello Motroni & Francesco Porcelli

2015 Equity Prices and Fundamentals: a DDM-APT Mixed Approach
by & Fredj Jawadi & Georges Prat

2015 Analyzing the impact of global financial crisis on the interconnectedness of Asian stock markets using network science
by Jitendra Aswani

2015 Maturity Structure and Supply Factors in Japanese Government Bond Markets
by Ichiro Fukunaga & Naoya Kato & Junko Koeda

2015 On the International Spillovers of US Quantitative Easing
by Marcel Fratzscher & Marco Lo Duca & Roland Straub

2015 Solving OLG Models with Many Cohorts, Asset Choice and Large Shocks
by Reiter, Michael

2015 Longevity assets and pre-retirement consumption/portfolio decisions
by Francesco Menoncin & Luca Regis

2015 Copula-Based Factor Model for Credit Risk Analysis
by Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Karl Wolfgang & Härdle

2015 Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
by Dominika Paula Gałkiewicz & & &

2015 Pitfalls and Perils of Financial Innovation: The Use of CDS by Corporate Bond Funds
by Tim Adam & Andre Guettler & &

2015 Cognitive Bubbles
by Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech &

2015 International Asset Allocations and Capital Flows: The Benchmark Effect
by Claudio Raddatz & Sergio L. Schmukler & Tomas Williams

2015 Socioeconomic Status and Learning from Financial Information
by Camelia Kuhnen & Andrei Mui

2015 Non-Keynesian Savings of Russians
by Dmitrii Timofeev

2015 Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits
by Nikolay A. Andreev

2015 Portfolio Forming Decisions: The Role of Intangibles
by Marina A. Zavertiaeva

2015 Look For People, Not For Alpha: Mutual Funds Success And Managerial Intellectual Capital
by Iuliia N. Naidenova & Petr A. Parshakov & Marina A. Zavertiaeva & Eduardo Tome

2015 Take a Risk - Social Interaction, Gender Identity, and the Role of Family Ties in Financial Decision-Making
by Zetterdahl, Emma

2015 Scenes from a Marriage: Divorce and Financial Behavior
by Zetterdahl, Emma

2015 Ladies and Gentlemen: Gender Identity and Financial Risk-Taking
by Zetterdahl, Emma & Hellström, Jörgen

2015 Who’s listening? Heterogeneous Impact of Social Interaction on Individuals’ Stock Market Participation
by Zetterdahl, Emma & Hellström, Jörgen

2015 Searching for Information
by Han, Jungsuk & Sangiorgi, Francesco

2015 Risks in macroeconomic fundamentals and excess bond returns predictability
by De Rezende, Rafael B.

2015 Stepwise Investment and Capacity Sizing under Uncertainty
by Chronopoulos, Michail & Hagspiel, Verena & Fleten, Stein–Erik

2015 Banks’ credit-portfolio choices and riskbased capital regulation
by Yinxia Nielsen, Caren

2015 On The Origins of Risk-Taking in Financial Markets
by E. Black, Sandra & Devereux, Paul & Lundborg, Petter & Majlesi, Kaveh

2015 Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth
by E. BLACK , SANDRA & DEVEREUX, PAUL & LUNDBORG, PETTER & MAJLESI, KAVEH

2015 Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth
by Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh

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
by Lindbeck, Assar & Weibull, Jörgen

2015 Windfall Gains and Stock Market Participation
by Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert

2015 The contribution patterns of equity-crowdfunding investors: Gender, Risk aversion and Observational learning
by Mohammadi, Ali & Shafi, Kourosh

2015 A Microfounded Model of Money Demand Under Uncertainty, and its Empirical Validation Using Cointegration and Rolling-Window Dynamic Multiplier Analysis
by Ingrid Größl & Artur Tarassow

2015 Microscopic momentum in commodity futures
by Robert J Bianchi & Michael E Drew & John Hua Fan

2015 Industry based equity premium forecasts
by Nuno Silva

2015 Portfolio Management With Higher Moments: The Cardinality Impact
by Rui Pedro Brito & Hélder Sebastião & Pedro Godinho

2015 Efficient Skewness/Semivariance Portfolios
by Rui Pedro Brito & Hélder Sebastião & Pedro Godinho

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
by Alfred Duncan & Charles Nolan

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
by Carlos Arango & Oscar Valencia

2015 Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset
by John Griffin

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
by Dudley, William

2015 FRED-MD: A Monthly Database for Macroeconomic Research
by McCracken, Michael W. & Ng, Serena

2015 A Model of Anomaly Discovery
by Liu, Qi & Lu, Lei & Sun, Bo & Yan, Hongjun

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
by Loïc Berger

2015 European Natural Gas Seasonal Effects on Futures Hedging
by Beatriz Martínez & Hipòlit Torró

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
by Catherine Bruneau & Alexis Flageollet & Zhun Peng

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
by Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J.

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
by Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W.C. Tan

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
by Georgy Chabakauri

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
by Bao, Jack & Chen, Jia & Hou, Kewei & Lu, Lei

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
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2015 Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
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2015 The Variation of Certain Speculative Prices
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2015 Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding
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2015 The World Scientific Handbook of Futures Markets
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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)
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2015 Low Risk Anomaly In The Cee Stock Markets
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2015 Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore
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2015 Forecasting Prices Of Presale Houses: A Real Option Approach
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2015 Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index
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2015 Test Of The Chen-Roll-Ross Macroeconomic Factor Model: Evidence From Croatian Stock Market
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2015 Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo
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2015 Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran
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2015 Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis
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2015 Inflation, Business Cycles, and Commodity Investing in Financialized Markets
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2015 The estimation of the competitiveness of SME financing programs of development banks in Russia
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2015 Dynamic optimization of an investment portfolio on European stock markets using pair copulas
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2015 Estimation of skill of Russian mutual fund managers
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2015 Fallacies of Risk Control
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2015 Mass Customization in Life-Cycle Investing Strategies with Income Risk
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2015 Robust Portfolio Protection: A Scenarios-based Approach
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2015 Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation
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2015 New Insights on Corporate SocialResponsibility and Country-level Institutions in Western Europe
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2015 French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
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2015 Projecting Pension Outcomes at Retirement - Towards an Industry Reporting Standard
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2015 Long-term Portfolio Allocation Based on Long-term Macro forecasts
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2015 Can Large Long-Term Investors Capture Illiquidity Premiums?
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2015 Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup
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2015 Portfolio Construction Based on Implied Correlation Information and Value at Risk
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2015 Portfolio Selection with Uncertainty Measures Consistent with Additive Shifts
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2015 Informational Content of Open-to-Close Stock Returns
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2015 The Structure of Household Financial Assets in Developed Countries
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2015 Volatility Effect: An Application on the German Stock Market
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2015 An updated Model of Financial Fragility based on General Equilibrium Analysis
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2015 Risk Appetite
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2015 Assessing The Non-Financial Investment Profitability With Variable Discount Rate
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2015 Prize-linked savings mechanism in the portfolio selection framework
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2015 Skewness preference across countries
by Adam Zaremba & Andrzej Nowak

2015 Capital Market Efficiency in CEE Countries
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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
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2015 Valuation Methods- Literature Review
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2015 Application of Derivatives in Portfolio Management by the Insurance
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2015 Hedge Accounting According to the International Financial Reporting Standard 9
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2015 Assessing the Creditworthiness of Patchwork Portfolio Entrepreneurs in Emerging Markets: an Investment Theory-Based Approach
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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€
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2015 A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate
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2015 The Cross-section of Expected Stock Returns
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2015 Seasonal Variation in Treasury Returns
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.

2015 (Im)Possible Frontiers: A Comment
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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 Residential Property and Household Stock Holdings: Evidence from Japanese Micro Data
by Iwaisako, Tokuo & Ono, Arito & Saito, Amane & Tokuda, Hidenobu

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 Herding behaviour and sentiment: Evidence in a small European market
by Simões Vieira, Elisabete F. & Valente Pereira, Márcia S.

2015 Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data
by Afik, Zvika & Lahav, Yaron

2015 Long-term portfolio investments: New insight into return and risk
by Abramov, Alexander & Radygin, Alexander & Chernova, Maria

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
by Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong

2015 Bull and bear markets in commodity prices and commodity stocks: Is there a relation?
by Ntantamis, Christos & Zhou, Jun

2015 Value at Risk of the main stock market indexes in the European Union (2000–2012)
by Iglesias, Emma M.

2015 Risky choices and emotion-based learning
by Lucarelli, Caterina & Uberti, Pierpaolo & Brighetti, Gianni & Maggi, Mario

2015 Investor happiness
by Merkle, Christoph & Egan, Daniel P. & Davies, Greg B.

2015 Investor mood and demand for stocks: Evidence from popular TV series finales
by Lepori, Gabriele M.

2015 The shadow of the past: Financial risk taking and negative life events
by Bucciol, Alessandro & Zarri, Luca

2015 The valuation channel of external adjustment
by Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro

2015 Regional integration of the East Asian stock markets: An empirical assessment
by Boubakri, Salem & Guillaumin, Cyriac

2015 Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times
by Temesvary, Judit

2015 Drivers of structural change in cross-border banking since the global financial crisis
by Bremus, Franziska & Fratzscher, Marcel

2015 How past market movements affect correlation and volatility
by Becker, Christoph & Schmidt, Wolfgang M.

2015 Asset pledgeability and international transmission of financial shocks
by Trani, Tommaso

2015 Maturity rationing and collective short-termism
by Milbradt, Konstantin & Oehmke, Martin

2015 The price of wine
by Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe

2015 Stocking up: Executive optimism, option exercise, and share retention
by Sen, Rik & Tumarkin, Robert

2015 Smart money, dumb money, and capital market anomalies
by Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar

2015 Volatility and mutual fund manager skill
by Jordan, Bradford D. & Riley, Timothy B.

2015 Does realized skewness predict the cross-section of equity returns?
by Amaya, Diego & Christoffersen, Peter & Jacobs, Kris & Vasquez, Aurelio

2015 Measuring skill in the mutual fund industry
by Berk, Jonathan B. & van Binsbergen, Jules H.

2015 Social interaction at work
by Hvide, Hans K. & Östberg, Per

2015 Incremental variables and the investment opportunity set
by Fama, Eugene F. & French, Kenneth R.

2015 Value versus growth investing: Why do different investors have different styles?
by Cronqvist, Henrik & Siegel, Stephan & Yu, Frank

2015 Are institutions informed about news?
by Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman

2015 Deflating profitability
by Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri V.

2015 The cross section of expected holding period returns and their dynamics: A present value approach
by Lyle, Matthew R. & Wang, Charles C.Y.

2015 Generalized risk premia
by Schneider, Paul

2015 Juicing the dividend yield: Mutual funds and the demand for dividends
by Harris, Lawrence E. & Hartzmark, Samuel M. & Solomon, David H.

2015 Search-based peer firms: Aggregating investor perceptions through internet co-searches
by Lee, Charles M.C. & Ma, Paul & Wang, Charles C.Y.

2015 Scale and skill in active management
by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.

2015 Momentum has its moments
by Barroso, Pedro & Santa-Clara, Pedro

2015 Asset pricing with arbitrage activity
by Hugonnier, Julien & Prieto, Rodolfo

2015 Loss aversion, survival and asset prices
by Easley, David & Yang, Liyan

2015 Complete and incomplete financial markets in multi-good economies
by Ehling, Paul & Heyerdahl-Larsen, Christian

2015 Market composition and price informativeness in a large market with endogenous order types
by Challe, Edouard & Chrétien, Edouard

2015 Revealing climate change opinions through investment behavior: Evidence from Fukushima
by Lei, Zhen & Shcherbakova, Anastasia V.

2015 Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession
by Spierdijk, Laura & Umar, Zaghum

2015 The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?
by Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes

2015 Fragmentation and stability of markets
by Ladley, Daniel & Lensberg, Terje & Palczewski, Jan & Schenk-Hoppé, Klaus Reiner

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
by Spaenjers, Christophe & Spira, Sven Michael

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
by Ding, Xiaoya (Sara) & Ni, Yang & Rahman, Abdul & Saadi, Samir

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
by Hiraki, Takato & Liu, Ming & Wang, Xue

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 market
by Corbet, Shaen & 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 Herding behavior in real estate markets: Novel evidence from a Markov-switching model
by Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan

2015 Herding behavior in real estate markets: Novel evidence from a Markov-switching model
by Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan

2015 Cut your losses and let your profits run: How shifting feelings of personal responsibility reverses the disposition effect
by Aspara, Jaakko & Hoffmann, Arvid O.I.

2015 Cut your losses and let your profits run: How shifting feelings of personal responsibility reverses the disposition effect
by Aspara, Jaakko & Hoffmann, Arvid O.I.

2015 Investment competence and advice seeking
by Bachmann, Kremena & Hens, Thorsten

2015 Investment competence and advice seeking
by Bachmann, Kremena & Hens, Thorsten

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
by Chávez-Bedoya, Luis & Loaiza Alamo, Carlos & Téllez de Vettori, Giannio

2015 Portfolio Diversification Benefits Using Real Estate Investment Trusts – An Experiment with US Common Stocks, Equity Real Estate Investment Trusts, and Mortgage Real Estate Investment Trusts
by Rafiq Bhuyan & James Kuhle & Talla Mohammed Al-Deehani & Munir Mahmood

2015 Determination of Factors Affecting Individual Investor Behaviours: A Study on Bankers
by Mehmet Islamoðlu & Mehmet Apan & Adem Ayvali

2015 Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets
by Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar

2015 Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan
by Alaaeddin Al-Tarawneh & Mohmmad Khataybeh

2015 Viele Menschen kennen sich auch mit einfachen finanziellen Konzepten zu wenig aus: Sieben Fragen an Antonia Grohmann
by Corporate author

2015 Schule, Eltern und finanzielle Bildung bestimmen das Finanzverhalten
by Antonia Grohmann & Lukas Menkhoff

2015 Beteiligungskapital als Option für mehr Investitionen in die Gebäudeenergieeffizienz?
by Claus Michelsen & Karsten Neuhoff & Anne Schopp

2015 Many People Have Inadequate Understanding of Basic Financial Concepts: Seven Questions to Antonia Grohmann
by Corporate author

2015 School, Parents, and Financial Literacy Shape Future Financial Behavior
by Antonia Grohmann & Lukas Menkhoff

2015 Using Equity Capital to Unlock Investment in Building Energy Efficiency?
by Claus Michelsen & Karsten Neuhoff & Anne Schopp

2015 Robust Consumption and Portfolio Choice with Habit Formation, the Spirit of Capitalism and Recursive Utility
by Haijun Wang & L. Steven Hou

2015 Extraneous Risk: Pricing of Non-Systematic Risk
by Ki Beom Binh & Hogyu Jhang

2015 Optimal Consumption and Investment with a Wealth-Dependent Time-Varying Investment Opportunity
by Gyoocheol Shim & Hyeng Keun Koo

2015 The Value of Financial Advice
by Claude Montmarquette & Nathalie Viennot-Briot

2015 Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection
by Nikolai Dokuchaev

2015 Estimación del beta para el sector inmobiliario a partir del desempeño de fondos de inversión inmobiliaria en Colombia
by Leonardo Santana Viloria

2015 Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters
by Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez

2015 Concentração de propriedade e o impairment loss sobre o goodwill: investigação empírica no contexto das companhias abertas brasileiras
by Paulo Sérgio Almeida Santos & Andréia Carpes Dani & Roberto Carlos Klann

2015 Análise da relação entre o valor econômico agregado (EVA) e os indicadores do mercado de empresas brasileiras
by Caroline Sulzbach Pletsch & Estelamaris Reif & Tarcísio Pedro Da Silva

2015 Estrategia de inversio?n optimizando la relacio?n rentabilidad-riesgo: evidencia en el mercado accionario colombiano
by Orlando E. Contreras & Roberto Stein Bronfman & Carlos E. Vecino Arenas

2015 Estrategia de inversio?n optimizando la relacio?n rentabilidad-riesgo: evidencia en el mercado accionario colombiano
by Orlando E. Contreras & Roberto Stein Bronfman & Carlos E. Vecino Arenas

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
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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
by Rahim, Adam Mohamed & Masih, Mansur

2014 Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis
by Ali, Mohsin & Masih, Mansur

2014 Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia
by Naseri, Marjan & Masih, Mansur

2014 Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform
by Golmohammadpoor Azar, Kamran

2014 Portfolio Choice with Information-Processing Limits
by Batchuluun, Altantsetseg & Luo, Yulei & Young, Eric

2014 Choosing put option parameters based on quantiles from the distribution of portfolio value
by Bell, Peter Newton

2014 Recent Developments in Quantitative Finance: An Overview
by Chang, Chia-Lin & Hu, Shing-Yang & Yu, Shih-Ti

2014 The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis
by Yildirim, Ramazan & Masih, A. Mansur M.

2014 Multi-jumps
by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto

2014 International portfolio allocation with European fixed-income funds: What scope for Italian funds?
by Zagaglia, Paolo

2014 Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo
by Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco

2014 Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
by Ilhan, Bilal & Masih, Mansur

2014 Investment Decisions: Are we fully-Rational?
by Pereira Reichhardt, Joaquín & Iqbal, Tabassum

2014 The Checks of Czechs: Optimizing the Debt Portfolio of the Czech Government
by Melecky, Ales & Melecky, Martin

2014 Analysis of deviance in household financial portfolio choice: evidence from Spain
by Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia

2014 Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
by Mokhtar, Maznita & Masih, Mansur

2014 The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis
by Abu Bakar, Norhidayah & Masih, Abul Mansur M.

2014 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 & Masih, A. Mansur M.

2014 Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
by Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur

2014 Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities
by Kamil, Nazrol & Bacha, Obiyadulla & Masih, Mansur

2014 The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity
by Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin

2014 Can Analysts Predict Rallies Better Than Crashes?
by Medovikov, Ivan

2014 Properties of time averages in a risk management simulation
by Bell, Peter Newton

2014 Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
by Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav

2014 Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period
by Chang, Bisharat & Iqbal, Javed

2014 Inequalities in the Financial Inclusion in Sri Lanka: An Assessment of the Functional Financial Literacy
by Heenkkenda, Shirantha

2014 Optimal Use of Put Options in a Stock Portfolio
by Peter N, Bell

2014 Dynamic Spillover Effects in Futures Markets
by Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos

2014 Financial Literacy and Savings Account Returns
by Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman

2014 Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence
by Pierucci, Eleonora & Pericoli, Filippo & Ventura, Luigi

2014 Pricing Default Risk: The Good, The Bad, and The Anomaly
by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

2014 Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

2014 Global Style Portfolios Based on Country Indices
by Angelidis, Timotheos & Tessaromatis, Nikolaos

2014 Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Forgive, or Award, Your Debtor? - A Barrier Option Approach
by Sun, David & Chow, Da-Ching

2014 Analysis of European Equity Funds Preferences for Stock Characteristics
by Carlos F. Alves & João Vaz Nunes & Ana Paula Serra

2014 Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms
by Rubina Shaheen & Attiya Yasmin Javid

2014 Banks as Secret Keepers
by Tri Vi Dang & Gary Gorton & Beng Holmstrom & Guillermo Ordonez

2014 Investment under Threat of Disaster
by Thomas Gries & Natasa Bilkic

2014 The Elephant in the Ground: Managing oil and sovereign wealth
by Ton van den Bremer & Frederick van der Ploeg & Samuel Wills

2014 Foreign currency borrowing and knowledge about exchange rate risk
by Elisabeth Beckmann & Helmut Stix

2014 Public Financial Institutions and the Low-carbon Transition: Five Case Studies on Low-Carbon Infrastructure and Project Investment
by Ian Cochran & Romain Hubert & Virginie Marchal & Robert Youngman

2014 The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
by Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta

2014 Does the Geographic Expansion of Bank Assets Reduce Risk?
by Martin Goetz & Luc Laeven & Ross Levine

2014 Capital Share Risk in U.S. Asset Pricing
by Martin Lettau & Sydney C. Ludvigson & Sai Ma

2014 The Real Effects of Capital Controls: Firm-Level Evidence from a Policy Experiment
by Laura Alfaro & Anusha Chari & Fabio Kanczuk

2014 Retail Financial Advice: Does One Size Fit All?
by Stephen Foerster & Juhani T. Linnainmaa & Brian T. Melzer & Alessandro Previtero

2014 Household Finance over the Life-Cycle: What does Education Contribute?
by Russell Cooper & Guozhong Zhu

2014 A Comparison of New Factor Models
by Kewei Hou & Chen Xue & Lu Zhang

2014 Momentum Trading, Return Chasing, and Predictable Crashes
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan

2014 Growth Expectations, Dividend Yields, and Future Stock Returns
by Zhi Da & Ravi Jagannathan & Jianfeng Shen

2014 U.S. Investment in Global Bonds: As the Fed Pushes, Some EMEs Pull
by John D. Burger & Rajeswari Sengupta & Francis E. Warnock & Veronica Cacdac Warnock

2014 International Financial Integration and Crisis Contagion
by Michael B. Devereux & Changhua Yu

2014 Household Debt: Facts, Puzzles, Theories, and Policies
by Jonathan Zinman

2014 Banks, Liquidity Management and Monetary Policy
by Javier Bianchi & Saki Bigio

2014 Momentum Crashes
by Kent Daniel & Tobias J. Moskowitz

2014 Assessing Asset Pricing Models Using Revealed Preference
by Jonathan B. Berk & Jules H. van Binsbergen

2014 Keynes, King's and Endowment Asset Management
by David Chambers & Elroy Dimson & Justin Foo

2014 Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013
by Oliver D. Bunn & Robert J. Shiller

2014 Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy
by YiLi Chien & Harold L. Cole & Hanno Lustig

2014 The Shorting Premium and Asset Pricing Anomalies
by Itamar Drechsler & Qingyi Freda Drechsler

2014 Banks as Secret Keepers
by Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordonez

2014 Investor Sophistication and Capital Income Inequality
by Marcin Kacperczyk & Jaromir B. Nosal & Luminita Stevens

2014 Information Aggregation in a DSGE Model
by Tarek A. Hassan & Thomas M. Mertens

2014 Capital Gains Lock-In and Governance Choices
by Stephen G. Dimmock & William C. Gerken & Zoran Ivković & Scott J. Weisbenner

2014 No-Bubble Condition: Model-free Tests in Housing Markets
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel

2014 Matching Capital and Labor
by Jonathan B. Berk & Jules H. van Binsbergen & Binying Liu

2014 Very Long-Run Discount Rates
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel

2014 Investment Noise and Trends
by Robert F. Stambaugh

2014 Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish

2014 Uncovered Equity Parity and Rebalancing in International Portfolios
by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan

2014 Maturity Rationing and Collective Short-Termism
by Konstantin Milbradt & Martin Oehmke

2014 Liquidity Risk and the Dynamics of Arbitrage Capital
by Péter Kondor & Dimitri Vayanos

2014 Retirement Security in an Aging Society
by James M. Poterba

2014 Foreign Ownership of U.S. Safe Assets: Good or Bad?
by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh

2014 International Liquidity and Exchange Rate Dynamics
by Xavier Gabaix & Matteo Maggiori

2014 When Real Estate is the Only Game in Town
by Hyun-Soo Choi & Harrison Hong & Jeffrey Kubik & Jeffrey P. Thompson

2014 Extreme Risk, excess return and leverage: the LP formula
by Olivier Le Marois & Julia Mikhalevski & Raphaël Douady

2014 The Whys of the LOIS: Credit Skew and Funding Spread Volatility
by Stéphane Crépey & Raphaël Douady

2014 Ambiguity Preferences and Portfolio Choices: Evidence from the Field
by Milo Bianchi & Jean-Marc Tallon

2014 Ambiguïté, comportements et marchés financiers
by Meglena Jeleva & Jean-Marc Tallon

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
by Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni

2014 Water, Food, Energy: Searching for the Economic Nexus
by Massimo PERI & Daniela VANDONE & Lucia BALDI

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
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2014 Household Risk Taking after the Financial Crisis
by Necker, Sarah & Ziegelmeyer, Michael

2014 Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
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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
by Takashi Kamihigashi & John Stachurski

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
by Christelis, Dimitris & Georgarakos, Dimitris & Sanz-de-Galdeano, Anna

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
by Takashi Kamihigashi & John Stachurski

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
by Farid Mkouar & Jean-Luc Prigent

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
by Baele, Lieven & Bekaert, Geert & Inghelbrecht, Koen & Wei, Min

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
by Hana Dzmuranova & Petr Teply

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
by Philippe Bracke & Christian Hilber & Olmo Silva

2014 Adults' Financial Literacy and Households' Financial Assets: The Role of Banks Information Policies
by Margherita Fort & Francesco Manaresi & Serena Trucchi

2014 Debt Sustainability in the Case of External Debt. An Analysis Based on Italy's Treasury Auctions
by Gianluca Cafiso

2014 Asset Allocation and Monetary Policy: Evidence from the Eurozone
by Harald Hau & Sandy Lai

2014 Discounting in an Uncertain World - Disentangling the Debate on the Weitzman-Gollier Puzzle
by Wolfgang Buchholz

2014 Conservatism Correction for the Market-To-Book Ratio and Tobin's q
by Maureen McNichols & Madhav V. Rajan & Stefan Reichelstein

2014 A short note on expected risk adjusted elasticity and consumer theory
by José P. Dapena

2014 Comparación entre algoritmo de ciclos y modelos de regime-switching, con aplicación a estrategias de inversión en derivados (opciones de venta)
by Julián R. Siri & José P. Dapena

2014 Reputational Concerns and Price Comovements
by Maryam Sami & Sandro Brusco

2014 Wealth decumulation, portfolio composition and financial literacy among European elderly
by Agnese Romiti & Mariacristina Rossi

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
by Hannah Cheng Juan Zhan & William Rea & Alethea Rea

2014 Asset Prices and Asymmetric Reasoning
by Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame

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
by Davide Pettenuzzo & Antonio Gargano & Allan Timmermann

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
by Masashi Saito & Yoshihiko Hogen

2014 Childhood experience of father's job loss and stock market participation
by Lehtoranta, Antti

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
by Joyce, Michael & Liu, Zhuoshi & Tonks, Ian

2014 Optimal portfolio choice under decision-based model combinations
by Davide Pettenuzzo & Francesco Ravazzolo

2014 The determinants Uruguayan households' indebtedness
by Miguel Mello & Jorge Ponce

2014 Endogenous Derivative Networks
by Vuillemey, G. & Breton, R.

2014 Correlations
by Paul Ehling & Christian Heyerdahl-Larsen

2014 The impact of the exchange rate on Luxembourg equity funds
by Mustafa Kultur & Romuald Morhs

2014 Household Risk Taking after the Financial Crisis
by Sarah Necker & Michael Ziegelmeyer

2014 Improving Public Equity Markets? No Pain, No Gain
by Katya Kartashova

2014 Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities
by John Beirne & Christian Friedrich

2014 Rollover Risk, Liquidity and Macroprudential Regulation
by Toni Ahnert

2014 Macroeconomic Experiences and Risk Taking of Euro Area Households
by Miguel Ampudia & Michael Ehrmann

2014 Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination
by Marco Navone & Fernando Zapatero

2014 Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas
by Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis

2014 Bank asset reallocation and sovereign debt
by Michele Fratianni & Francesco Marchionne

2014 Crisp Fair Gambles
by Éric André

2014 Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns
by Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov

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
by Massimiliano Caporin & Luca Corazzini & Michele Costola

2014 Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou

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
by

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 Propensity toward indebtedness: An analysis using behavioral factors
by Flores, Silvia Amélia Mendonça & Vieira, Kelmara Mendes

2014 Propensity toward indebtedness: An analysis using behavioral factors
by Flores, Silvia Amélia Mendonça & Vieira, Kelmara Mendes

2014 Speculating in gains, waiting in losses: A closer look at the disposition effect
by Talpsepp, Tõnn & Vlcek, Martin & Wang, Mei

2014 Speculating in gains, waiting in losses: A closer look at the disposition effect
by Talpsepp, Tõnn & Vlcek, Martin & Wang, Mei

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
by Ion POHOAŢĂ & Oana R. SOCOLIUC & Delia E. DIACONAŞU

2014 Les fonds d'investissement : une source essentielle de capitaux à long terme pour les entreprises africaines
by Luc Rigouzzo

2014 De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles
by Camille Godart & Mikael Petitjean

2014 High Portfolio Turnover And Performance Of Equity Mutual Funds
by Pedro Luiz Albertin Bono Milan & William Eid Junior

2014 Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis
by Gabriel Godofredo Fiuza de Bragança & Marcelo de Sales Pessoa & Katia Rocha

2014 Economic gains of realized volatility in the Brazilian stock market
by Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros & Francisco Eduardo de Luna e Almeida Santos

2014 Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios
by Marcelo C. Medeiros & Artur M. Passos & Gabriel F. R. Vasconcelos

2014 Indexing Pension Funds with Exchange-Traded Funds
by Maria Alcina Rodrigues Batista Sanfins & Antonio Marcos Duarte Júnior

2014 Index Tracking with Control on the Number of Assets
by Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & Denis Borenstein

2014 Mean-Variance Efficiency of the Market Portfolio
by Rafael Falcão Noda & Roy Martelanc & José Roberto Securato

2014 The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors
by Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih

2014 The Impact of Financial Innovation on Firm Stability
by Fabian Kuehnhausen

2014 Asset managers in emerging market economies
by Ken Miyajima & Ilhyock Shim

2014 L’actif net des organismes de placement collectif français non monétaires augmente en 2013 en dépit de retraits nets
by FOUREL, G. & LECOURT, S.

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 Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework
by Farzad Alavi Fard

2014 Financial Analysis Management of Companies in a Region of Mexico: the Need of a Financial Ratios Annual Directory
by Deyanira Bernal Dom¨ªnguez & Mar¨ªa Luisa Saavedra Garc¨ªa & Lydia Mar¨ªa L¨®pez Barraza

2014 Personal savings in Italy, channeling resources for growth
by Francesca Bartoli & Roberto Larotonda & Zeno Rotondi & Laura Marzorati & Marcello Calabrò

2014 Endogenous Collateral Constraints and the Leverage Cycle
by Ana Fostel & John Geanakoplos

2014 Optimal Design of Funded Pension Schemes
by Lans Bovenberg & Roel Mehlkopf

2014 Investor Flows to Asset Managers: Causes and Consequences
by Susan E.K. Christoffersen & David K. Musto & Russ Wermers

2014 Performance of mutual equity funds in Brazil – A bootstrap analysis
by Marco Antonio Laes & Marcos Eugênio da Silva

2014 Mr. Keynes and the neo-Schumpeterians: Contributions to the analysis of the determinants of innovation from a post-Keynesian perspective
by João P. Romero

2014 Efektywnoœæ Inwestowania W Otwartych Funduszach Inwestycyjnych W Polsce W Latach 2001–2010/The Efficiency Of Investing In Open-End Mutual Funds In Poland In Years 2001–2010
by Kinga Jurek-Wasilewska

2014 Does Volatility Respond Asymmetric To Past Shocks?
by Claudiu Botoc

2014 Construction Of A Financial Portfolio On Thebucharest Stock Exchange Using Risk/Return Analysis
by Laura Raisa MiloÈ™ & Marius Cristian Milos

2014 Measuring and managing liquidity risk in the Hungarian practice
by Balázs Árpád Szűcs & Kata Váradi

2014 The Economic Importance of Financial Literacy: Theory and Evidence
by Annamaria Lusardi & Olivia S. Mitchell

2014 The Dividend Clientele Hypothesis: Evidence from the 2003 Tax Act
by Laura Kawano

2014 When Is a Risky Asset "Urgently Needed"?
by Felix Kubler & Larry Selden & Xiao Wei

2014 Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?
by Jonathan Huntley & Valentina Michelangeli

2014 How Much Would You Pay to Resolve Long-Run Risk?
by Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki

2014 Who Is (More) Rational?
by Syngjoo Choi & Shachar Kariv & Wieland M?ller & Dan Silverman

2014 Reputation and Persistence of Adverse Selection in Secondary Loan Markets
by V. V. Chari & Ali Shourideh & Ariel Zetlin-Jones

2014 Private Equity Premium Puzzle Revisited
by Katya Kartashova

2013 Forward-looking measures of higher-order dependencies with an application to portfolio selection
by Brinkmann, Felix & Kempf, Alexander & Korn, Olaf

2013 Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
by Marcos Álvarez-Díaz & Shawkat Hammoudeh & Rangan Gupta

2013 Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?
by Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi

2013 The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
by Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta

2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

2013 Search for a Common Factor in Public and Private Real Estate Returns
by Andrew Ang & Neil Nabar & Sam Wald

2013 Liability Investment with Downside Risk
by Andrew Ang & Bingxu Chen & Suresh Sundaresan

2013 The Granularity of the Stock Market: Forecasting Aggregate Returns Using Firm-Level Data
by Stefano Schiaffi

2013 I fondi comuni italiani: quale metrica per quale performance?
by Daniela Venanzi

2013 Le relazioni tra le dimensioni della sostenibilità nei sistemi locali e la spesa pubblica
by Antonio Dallara & Paolo Rizzi

2013 Basel III: solving the liquidity business challenge
by Fiedler, Robert & Mahlknecht, Michael

2013 What is the appropriate index construction methodology for African equity investment?
by Broby, Daniel & Lochhead, Morgan

2013 Who or what has been hobbling CoCos: three essentials for making CoCos a success
by von Furstenberg, George M

2013 Understanding business economics for investment managers
by Ashkenazy, Irene & Mackris, Frank

2013 Principles and policies for in-house asset management
by Clark, Gordon & Monk, Ashby

2013 Superior information and compensation fees of active mutual funds
by Ezzili, Chekib & Poncet, Patrice

2013 Levered Exchange-Traded Products: Theory and Practice
by Mulvey, John & Nadbielny, Thomas & Kim, Woo Chang

2013 Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds
by de Jong, Frank & Wingens, Loes

2013 The strategy approval decision: A Sharpe ratio indifference curve approach
by Bailey, David H. & López de Prado, Marcos & del Pozo, Eva

2013 Doğrusal Olmayan Yumuşak Geçişli Modeller ile Türkiye Emeklilik Fonları için Piyasa Zamanlaması Analizi
by Begumhan ÖZDİNÇER & Cenktan ÖZYILDIRIM

2013 Bireysel Yatırımcı Davranışı Analizi: Anket Çalışması
by Belma ÖZTÜRKKAL

2013 Reward-to-Risk Ratios in Turkish Financial Markets
by K. Ozgur DEMİRTAS & Yigit ATILGAN

2013 Gender Differences in Investment Preferences
by Nizamettin Bayyurt & Vildan Karisik & Ali Coskun

2013 Sovereign Credit Ratings and the Transnationalization of Finance - Evidence from a Gravity Model of Portfolio Investment
by Finn Marten Körner & Hans-Michael Trautwein

2013 Return and risk of human capital contracts
by Kroencke, Tim A. & Muehler, Grit & Sprietsma, Maresa

2013 Subjective Life Expectancy and Private Pensions
by Bucher-Koenen, Tabea & Kluth, Sebastian

2013 Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls
by Straub, Roland & Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas

2013 The Foster-Hart Measure of Riskiness for General Gambles
by Hellmann, Tobias & Riedel, Frank

2013 The impact of information risk and market stress on institutional trading: New evidence through the lens of a simulated herd model
by Boortz, Christopher K. & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter

2013 Option-implied information and predictability of extreme returns
by Vilkovz, Grigory & Xiaox, Yan

2013 Does mood affect trading behavior?
by Kaustia, Markku & Rantapuska, Elias

2013 Does sophistication affect long-term return expectations? Evidence from financial advisers' exam scores
by Kaustia, Markku & Lehtoranta, Antti & Puttonen, Vesa

2013 Partial information about contagion risk, self-exciting processes and portfolio optimization
by Branger, Nicole & Kraft, Holger & Meinerding, Christoph

2013 Who invests in home equity to exempt wealth from bankruptcy?
by Corradin, Stefano & Gropp, Reint & Huizinga, Harry & Laeven, Luc

2013 Stock ownership and political behavior: Evidence from demutualization
by Kaustia, Markku & Knüpfer, Samuli & Torstila, Sami

2013 When do jumps matter for portfolio optimization?
by Ascheberg, Marius & Branger, Nicole & Kraft, Holger

2013 Twin picks: Disentangling the determinants of risk-taking in household portfolios
by Calvet, Laurent E. & Sodini, Paolo

2013 Household debt and social interactions
by Georgarakos, Dimitris & Haliassos, Michalis & Pasini, Giacomo

2013 Locus of Control and Savings
by Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G.

2013 Phase transition in the S&P stock market
by Raddant, Matthias & Wagner, Friedrich

2013 External factors affecting investment decisions of companies
by Bialowolski, Piotr & Weziak-Bialowolska, Dorota

2013 Securitization, housing market and banking sector behavior in a stock-flow consistent model
by Fontana, Olimpia & Godin, Antoine

2013 Betreiben Indexfonds Agrarspekulation? Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf
by Prehn, Sören & Glauben, Thomas & Pies, Ingo & Will, Matthias Georg & Loy, Jens-Peter

2013 Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress
by Odermann, Alexander & Cremers, Heinz

2013 Is the market held by institutional investors? The disposition effect revisited
by Croonenbroeck, Carsten & Matkovskyy, Roman

2013 Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve
by Kohn, Wolfgang

2013 Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve
by Kohn, Wolfgang

2013 Does it pay to invest in art? A selection-corrected returns perspective
by Korteweg, Arthur & Kräussl, Roman & Verwijmeren, Patrick

2013 VaR-implied tail-correlation matrices
by Mittnik, Stefan

2013 Which beta is best? On the information content of option-implied betas
by Baule, Rainer & Korn, Olaf & Saßning, Sven

2013 Seasonal asset allocation: Evidence from mutual fund flows
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ

2013 Banks' concentration versus diversification in the loan portfolio: New evidence from Germany
by Jahn, Nadya & Memmel, Christoph & Pfingsten, Andreas

2013 Cash holdings of German open-end equity funds: Does ownership matter?
by Dötz, Niko & Weth, Mark

2013 Collateral requirements and asset prices
by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl

2013 Banks and sovereign risk: A granular view
by Buch, Claudia M. & Koetter, Michael & Ohls, Jana

2013 Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation
by Baltzer, Markus & Stolper, Oscar & Walter, Andreas

2013 Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance
by Barasinska, Nataliya & Schäfer, Dorothea

2013 A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic
by Qian Han & Calum G. Turvey

2013 Aggregation in Incomplete Market with General Utility Functions
by Chenghu Ma & Jiankang Zhang

2013 Mean-Preserving-Spread Risk Aversion and The CAPM
by Phelim P. Boyle & Chenghu Ma

2013 Exiting Poverty: Does Sex Matter?
by Lori J. Curtis & Kathleen Rybczynski

2013 Portfolio selection models based on characteristics of return distributions
by Paweł Wnuk Lipinski

2013 Gli investimenti sostenibili e responsabili
by Francesco Rossi & Leonardo Turrina

2013 Financial Risk Aversion and Personal Life History
by Alessandro Bucciol & Luca Zarri

2013 Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure
by Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon

2013 As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures
by Hazel Bateman & Isabella Dobrescu & Ben R. Newell & Andreas Ortmann & Susan Thorp

2013 Liability Driven Investments under a Benchmark Based Approach
by Jan Baldeaux & Eckhard Platen

2013 How Portfolios Evolve After Retirement: Evidence From Australia
by Alexandra Spicer & Olena Stavrunova & Susan Thorp

2013 Extreme Downside Liquidity Risk
by Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian

2013 Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide
by Weigert, Florian

2013 Crash Sensitivity and the Cross-Section of Expected Stock Returns
by Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian

2013 Common Risk Factors of Infrastructure Firms
by Ben Ammar, Semir & Eling, Martin

2013 Profit Persistence and Stock Returns
by Adelina Gschwandtner & Michael Hauser

2013 The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
by Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta

2013 Mean-variance portfolio methods for energy policy risk management
by Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real

2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
by Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano

2013 Risk Modelling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez 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 Financial Dependence Analysis: Applications of Vine Copulae
by David 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 Allen & Michael McAleer

2013 Portfolio Optimization over a Finite Horizon with Fixed and Proportional Transaction Costs and Liquidity Constraints
by Stefano Baccarin & Daniele Marazzina

2013 Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends
by Josh Stillwagon

2013 Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values
by Josh Stillwagon

2013 The Returns on Investment Grade Diamonds
by Renneboog, L.D.R.

2013 Bonus Schemes and Trading Activity
by Pikulina, E.S. & Renneboog, L.D.R. & Ter Horst, J.R. & Tobler, P.N.

2013 The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns
by Victoria Atanasov & Thomas Nitschka

2013 Economic Valuation of Liquidity Timing
by Dennis Karstanje & Elvira Sojli & Wing Wah Tham & Michel van der Wel

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 GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos

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 Allen & Michael McAleer

2013 Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
by David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas

2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2013 Volatility Spillovers from the US to Australia and China across the GFC
by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh

2013 Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
by Simon A. Broda

2013 Endogenous Life-Cycle Housing Investment and Portfolio Allocation
by Cengiz Tunc & Denis Pelletier

2013 Equity portfolio diversification with high frequency data
by Alexeev, Vitali & Dungey, Mardi

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 Bitcoin
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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 Nonparametric approach to portfolio diversification: the case of Australian equity market
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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 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
by Du, Julan & Leung, Charles Ka Yui & Chu, Derek

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
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2013 Corporate Cash Holding in Asia
by Charles Yuji Horioka & Akiko Terada-Hagiwara

2013 Water as an Asset Class (Revised Version)
by B. Michael Gilroy & Heike Schreckenberg & Volker Seiler

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
by Cristiana Cerqueira Leal & Manuel J. Rocha Armada & Gilberto Loureiro

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
by Hugh Hoikwang Kim & Raimond Maurer & Olivia S. Mitchell

2013 Corporate Cash Holding in Asia
by Charles Y. Horioka & Akiko Terada-Hagiwara

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
by Jakub W. Jurek & Erik Stafford

2013 Valuing Private Equity
by Morten Sorensen & Neng Wang & Jinqiang Yang

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
by Andrew Ang & Dimitris Papanikolaou & Mark Westerfield

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
by Emel Filiz-Ozbay & Jonathan Guryan & Kyle Hyndman & Melissa Schettini Kearney & Erkut Y. Ozbay

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
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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
by Lucia BALDI & Massimo PERI & Daniela VANDONE

2013 Optimal life-cycle portfolios for heterogeneous workers
by Fabio Bagliano & Carolina Fugazza & Giovanna Nicodano

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
by David Ardia & Kris Boudt

2013 Fully Flexible Views in Multivariate Normal Markets
by Attilio Meucci & David Ardia & Simon Keel

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 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 A Note on Risk Acceptance, Bankruptcy Avoidance and Riskiness Measures
by Chamorro Elosua, Arritokieta & Usategui Díaz de Otalora, José María

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
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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 Why Do Investors Hold Socially Responsible Mutual Funds?
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
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
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
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
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2012 The cross-section of conditional mutual fund performance in European stock markets
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2012 Diversification and determinants of international credit portfolios: Evidence from German banks
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2012 Der Einfluss von Kosten auf die Vorteilhaftigkeit der Riester-Rente
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2012 The effect of Germany's repeal of the corporate capital gains tax: Evidence from the disposal of corporate minority holdings
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2012 Trend Following, Risk Parity and Momentum in Commodity Futures
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2012 The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
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2012 Testing CAPM with a Large Number of Assets
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2012 Access to Finance and Composition of Funding during the Crisis: A firm-level analysis for Latin American countries
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2012 Cointegration Based Trading Strategy For Soft Commodities Market
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2012 Tactical allocation in falling stocks: Combining momentum and solvency ratio signals
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2012 Risk taking, diversification behavior and financial literacy of individual investors
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2012 Restricted Finite Time Dominance
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2012 Financial Risk Aversion, Economic Crises and Past Risk Perception
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2012 Emerging Stock Premia: Do Industries Matter?
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2012 Dynamic tracking error with shortfall control using stochastic programming
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2012 Downside risk in multiperiod tracking error models
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2012 Reinforcement Learning for automatic financial trading: Introduction and some applications
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2012 The Destruction of a Safe Haven Asset?
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2012 Safe Haven Assets and Investor Behavior Under Uncertainty
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2012 On the Predictability of Stock Prices: a Case for High and Low Prices
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2012 Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
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2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
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2012 The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions
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2012 Currency Hedging Strategies Using Dynamic Multivariate GARCH
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2012 Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust
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2012 Boom-and-bust cycles marked by capital inflows, current account deterioration and a rise and fall of the real exchange rate
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2012 Optimal life-cycle portfolios for heterogeneous workers
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2012 Evaluation of long-dated assets : The role of parameter uncertainty
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2012 Asset pricing with uncertain betas: A long-term perspective
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2012 Ambiguous Life Expectancy and the Demand for Annuities
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2012 Algorithmic Complexity of Financial Motions
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2012 Long-Term versus Short-Term Contingencies in Asset Allocation
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2012 Saving and portfolio allocation before and after job loss
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2012 Asset Pricing under Quantile Utility Maximization
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2012 Microfinance Investment Vehicles and Social Performance: Moving forward with the MACBETH Approach
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2012 Rehabilitating the Role of Active Management for Pension Funds
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2012 Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky
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2012 Universal banking, competition and risk in a macro model
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2012 A decision-theoretic model of asset-price underreaction and overreaction to dividend news
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2012 Asymmetric Dependence between Aggregate Consumption and Financial Risk
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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
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2012 Is it money or brains? The determinants of intra-family decision power
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2012 A New Lp Model For Enhanced Indexation
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2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
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2012 Executive Stock Options and Time Diversification
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2012 Revisiting the 1992-93 EMS crisis in the context of international political economy
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2012 Election Cycles and Stock Market Reaction: International Evidence
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2012 Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants
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2012 Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
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2012 Diversification of Equity with VIX Futures: Personal Views and Skewness Preference
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2012 The Time Varying Properties of Credit and Liquidity Components of CDS Spreads
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2012 Average Portfolio Insurance Strategies
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2012 Forecasting multivariate volatility in larger dimensions: some practical issues
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2012 Factors Affecting Investment Decision Making of Equity Fund Managers
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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
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2012 أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
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2012 Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds
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2012 Herd behavior towards the market index: evidence from Romanian stock exchange
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2012 On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model
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2012 Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns
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2012 The financial crisis and the credit rating agencies: the failure of reputation
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2012 Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L)
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2012 Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica
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2012 Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries
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2012 Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
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2012 The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models
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2012 Risk Parity Portfolios with Risk Factors
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2012 Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach
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2012 Rational Speculators, Contrarians and Excess Volatility
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2012 The effects of relative performance objectives on financial markets
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2012 Portfolio optimization based on divergence measures
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2012 U.K. cross-sectional equity data: The case for robust investability filters
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2012 Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis
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2012 Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics
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2012 Swapping Headline for Core Inflation: An Asset Liability Management Approach
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2012 Rethinking Capital Structure Arbitrage
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2012 International portfolio diversification: An ICAPM approach with currency risk
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2012 Accounting for non-annuitization
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2012 On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
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2012 Consumption & Savings Behavior in Pakistan
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2012 Analysis of Islamic Mutual Funds Operations in Pakistan
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2012 Fiscal consolidations and banking stability
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2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
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2012 Portfolio Selection Using Genetic Algorithm
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2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
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2012 The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market
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2012 Performances of Socially Responsible Investment and Environmentally Friendly Funds
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2012 The Budapest liquidity measure and the price impact function
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2012 Algorithm for construction of portfolio of stocks using Treynor’s ratio
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2012 Predicting Extreme Returns and Portfolio Management Implications
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2012 Asymmetric learning from financial information
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2012 Choosing a retirement income strategy: a new evaluation framework
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2012 An international perspective on “safe” savings rates for retirement
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2012 Asymmetric information and financial markets
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2012 Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques
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2012 Savings for retirement under liquidity constraints: a note
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2012 International financial integration of Mediterranean economies : A bird’s-eye view
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2012 The national bioenergy investment model: Technical documentation
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2012 Reexamining the Empirical Relevance of Habit Formation Preferences
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2012 Opportunities for international portfolio diversification in the balkans’ markets
by Dimitriou, Dimitrios & Kenourgios, Dimitris

2012 Managing risk exposures using the risk budgeting approach
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2012 Revisiting Mutual Fund Performance Evaluation
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2012 Non-standardized form of CAPM and stock returns
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2012 The development of the portfolio management for the unit investment funds
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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
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2012 Independent Factor Autoregressive Conditional Density Model
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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?
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2012 Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models
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2012 Why Do People Save in Cash? Distrust, Memories of Banking Crises, Weak Institutions and Dollarization
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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
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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
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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?
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2012 Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
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2012 Speculative Betas
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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
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2012 Money Doctors
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2012 Tail Risk in Momentum Strategy Returns
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2012 Is Conflicted Investment Advice Better than No Advice?
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2012 Does Mutual Fund Performance Vary over the Business Cycle?
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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
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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 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 Optimal diversification for R&D project portfolios
by Lieh-Ming Luo

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
by Semushin, Anton & Parshakov, Petr

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
by Frolova, Elvina & Fantazzini, Dean

2012 Problems in business valuation –analysis of survey results
by Piotr Szymański

2012 Problems in business valuation –analysis of survey results
by Piotr Szymański

2012 Modelling the Demand for Housing over the Lifecycle
by Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield

2012 Saving Rates and Portfolio Choice with Subsistence Consumption
by Carolina Achury & Sylwia Hubar & Christos Koulovatianos

2012 From Efficient Market Hypothesis To Behavioural Finance: Can Behavioural Finance Be The New Dominant Model For Investing?
by Anastasios KONSTANTINIDIS & Androniki KATARACHIA & George BOROVAS & Maria Eleni VOUTSA

2012 Persistence In Performance For Mutual Funds In Periods Of Crisis
by Chris GROSE & Theodoros KARGIDIS

2012 The supreme subprime myth: the role of bad loans in the 2007-2009 financial crisis
by Alberto Niccoli & Francesco Marchionne

2012 Market Timing and Selectivity Performance: A Cross-Sectional Analysis of Malaysian Unit Trust Funds
by Soo-Wah Low

2012 Advanced investment strategies in environment of financial markets
by Jan Budík

2012 Theoretical Aspects Of Three-Asset Portfolio Management
by Michal ŠOLTÉS

2012 Financial Literacy and Macro-economics
by Dániel Béres & Katalin Huzdik

2012 Evolution of The Romanian Capital Market in The Last Four Years
by Sorin Claudiu Radu

2012 Performance Of Polish Real Estate Mutual Funds In The Period Of 2005-2011
by Artur A. Trzebinski

2012 Stocks, Commodities And Business Cycle Fluctuations – Seeking The Diversification Benefits
by Radoslaw Kurach

2012 A study on relevance of demographic factors in investment decisions
by N. GEETHA & M. RAMESH

2012 A New Approach For Energy Security – The Efficient Management Of Funds For Investment In Infrastructure For Green Energy
by Maftei Daniel

2012 Statistical Analysis of Emerging Capital Markets
by Birãu Felicia Ramona

2012 Accounting Integration in Corporate Governance System – Factor to Attract Investments
by Ungureanu Mihaela

2012 Accounting Statements Information Relevance and Integrity in a Global Management Environment
by ªtefea Petru & Pelin Andrei & Viasu Ioana

2012 Testing for Sibex Market’s Long-Term Memory
by Pochea Maria-Miruna

2012 Optimal Portfolio Selection in a Value at Risk Framework
by Drãgoi Cãtãlin & Piciu Gabriela Cornelia & Chiþiga Georgiana

2012 Impact of Intelligent Modern Technologies in Business
by Adrian Lupaºc & Ioana Lupaºc & Cristina Gabriela Zamfir

2012 Building an Optimal Portfolio Using Fundamental Analysis of Stocks
by Serban Florentin & Busu Mihail & Tudorache Ana

2012 Savings Deposits in Austria – A Safety Net in Times of Crisis
by Michael Andreasch & Pirmin Fessler & Martin Schürz

2012 Euro Cash in Central, Eastern and Southeastern Europe
by Doris Ritzberger-Grünwald & Thomas Scheiber

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2012 Estimation Of Portfolio Return And Value At Risk Using A Class Of Gaussian Mixture Distributions
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2012 Book reviews
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2012 The Problem of Determining the Energy Mix: from the Portfolio Theory to the Reality of Energy Planning in the Spanish Case
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2012 Portfolio Selection – A Technical Note
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2012 Red light, green light: Color priming in financial decisions
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2012 Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing
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2012 A logit model of retail investors' individual trading decisions and their relations to insider trades
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2012 Profitable candlestick trading strategies—The evidence from a new perspective
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2012 Call-pricing equity returns and default risks of entry mode with brand perception in retail banking
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2012 Consistent winners and losers
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2012 Parametric Value-at-Risk analysis: Evidence from stock indices
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2012 Large changes in stock prices: Market, liquidity, and momentum effect
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2012 Individual risk attitudes and the composition of financial portfolios: Evidence from German household portfolios
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2012 The demand for enhanced annuities
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2012 The investment value of the value premium
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2012 Relative performance information in asset markets: An experimental approach
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2012 The relevance of thinking-by-analogy for investors’ willingness-to-pay: An experimental study
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2012 The current account as a dynamic portfolio choice problem
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2012 Liquidity dynamics across public and private markets
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2012 International diversification with securitized real estate and the veiling glare from currency risk
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2012 Financial dollarization and systemic risks: New empirical evidence
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2012 International portfolio diversification: Currency, industry and country effects revisited
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2012 Equity home bias and corporate disclosure
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2012 Country-specific equity market characteristics and foreign equity portfolio allocation
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2012 Multifactor models and their consistency with the ICAPM
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2012 Pinning in the S&P 500 futures
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2012 Geographic dispersion and stock returns
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2012 Technical trading revisited: False discoveries, persistence tests, and transaction costs
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2012 Entrepreneurial risk, investment, and innovation
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2012 The option to stock volume ratio and future returns
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2012 Systematic risk and the cross section of hedge fund returns
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2012 A unified model of entrepreneurship dynamics
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2012 Hedging labor income risk
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2012 Risk and the cross section of stock returns
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2012 A unique view of hedge fund derivatives usage: Safeguard or speculation?
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2012 Payout yield, risk, and mispricing: A Bayesian analysis
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2012 The role of institutional investors in propagating the crisis of 2007–2008
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2012 Complicated firms
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2012 Measuring investor sentiment with mutual fund flows
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2012 IQ, trading behavior, and performance
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2012 Peer performance and stock market entry
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2012 Global, local, and contagious investor sentiment
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2012 Realization utility
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2012 Longevity risk, retirement savings, and financial innovation
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2012 Do arbitrageurs amplify economic shocks?
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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 Increases in risk aversion and the distribution of portfolio payoffs
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2012 Equilibrium in securities markets with heterogeneous investors and unspanned income risk
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2012 Why does bad news increase volatility and decrease leverage?
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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?
by Mahayni, Antje & Schneider, Judith C.

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 Investor sophistication and risk taking
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2012 False discoveries in volatility timing of mutual funds
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2012 A decision-theoretic foundation for reward-to-risk performance measures
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2012 Optimal tax-timing and asset allocation when tax rebates on capital losses are limited
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2012 Non-Gaussian diversification: When size matters
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2012 Optimal portfolios with minimum capital requirements
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2012 Asset allocation: How much does model choice matter?
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2012 Asymmetric dynamics of stock price continuation
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2012 Assessing the risk-return trade-off in loan portfolios
by Mencía, Javier

2012 The home-institution bias
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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?
by Jordan, Bradford D. & Liu, Mark H. & Wu, Qun

2012 Using industry momentum to improve portfolio performance
by Behr, Patrick & Guettler, Andre & Truebenbach, Fabian

2012 Characteristic-based mean-variance portfolio choice
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2012 Combining equilibrium, resampling, and analyst’s views in portfolio optimization
by Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto

2012 Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE
by Atella, Vincenzo & Brunetti, Marianna & Maestas, Nicole

2012 When are path-dependent payoffs suboptimal?
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2012 Investors’ distraction and strategic repricing decisions
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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
by Clark, Ephraim & Kassimatis, Konstantinos

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]
by Kornelia Hagen

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
by Caterina Lucarelli & Simona Maggi

2012 Endogenous Extreme Events and the Dual Role of Prices
by Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand

2012 Taxes and Investment Choice
by Robert M. Dammon & Chester S. Spatt

2012 Consumption-Based Asset Pricing Models
by Rajnish Mehra

2012 Regime Changes and Financial Markets
by Andrew Ang & Allan Timmermann

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 Помилк�