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

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

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 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 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 Reversing Momentum: The Optimal Dynamic Momentum Strategy
by Kai Li & Jun Liu

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

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

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

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 China's slowdown and Uncertainty Spillovers within BRICS stock markets: A Signal processing 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 Asset Allocation Brewed Accross African Stock Markets
by Lord Mensah

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

2016 Getting Older and Riskier: The Effect of Medicare on Household Portfolio Choices
by Marco Angrisani & Vincenzo Atella & Marianna Brunetti

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

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

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

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

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

2016 Present Bias, Temptation and Commitment Over the Life-Cycle: Estimating and Simulating Gul-Pesendorfer Preferences
by Agnes Kovacs

2016 When is Market the Benchmark? Reinforcement Evidence from Repurchase Decisions
by Peiran Jiao & Heinrich H. Nax

2016 When is Market the Benchmark? Reinforcement Evidence from Repurchase Decisions
by Peiran Jiao & Heinrich H. Nax

2016 Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders
by Francis Larson & John A. List & Robert D. Metcalfe

2016 Measuring Institutional Investors’ Skill from Their Investments in Private Equity
by Daniel R. Cavagnaro & Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach

2016 The I Theory of Money
by Markus K. Brunnermeier & Yuliy Sannikov

2016 Why Does Idiosyncratic Risk Increase with Market Risk?
by Söhnke M. Bartram & Gregory Brown & René M. Stulz

2016 Time Discounting and Economic Decision-making Among the Elderly
by David Huffman & Raimond Maurer & Olivia S. Mitchell

2016 Buyout Activity: The Impact of Aggregate Discount Rates
by Valentin Haddad & Erik Loualiche & Matthew Plosser

2016 The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions
by Taylor D. Nadauld & Berk A. Sensoy & Keith Vorkink & Michael S. Weisbach

2016 Housing and Macroeconomics
by Monika Piazzesi & Martin Schneider

2016 Macro, Money and Finance: A Continuous Time Approach
by Markus K. Brunnermeier & Yuliy Sannikov

2016 A Model of the International Monetary System
by Emmanuel Farhi & Matteo Maggiori

2016 Volatility and the Gains from Trade
by Treb Allen & David Atkin

2016 Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock
by Jeffrey Hoopes & Patrick Langetieg & Stefan Nagel & Daniel Reck & Joel Slemrod & Bryan Stuart

2016 Coordinated Noise Trading: Evidence from Pension Fund Reallocations
by Zhi Da & Borja Larrain & Clemens Sialm & José Tessada

2016 Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading
by Itzhak Ben-David & Justin Birru & Viktor Prokopenya

2016 Crash Beliefs From Investor Surveys
by William N. Goetzmann & Dasol Kim & Robert J. Shiller

2016 The Theory of Unconventional Monetary Policy
by Roger Farmer & Pawel Zabczyk

2016 Rethinking Performance Evaluation
by Campbell R. Harvey & Yan Liu

2016 Trading Skill: Evidence from Trades of Corporate Insiders in Their Personal Portfolios
by Itzhak Ben-David & Justin Birru & Andrea Rossi

2016 Money and Velocity During Financial Crises: From the Great Depression to the Great Recession
by Richard G. Anderson & Michael Bordo & John V. Duca

2016 International Comparative Household Finance
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai

2016 What Makes US Government Bonds Safe Assets?
by Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt

2016 The Demand for Diversification in Incomplete Markets
by Rajnish Mehra & Sunil Wahal & Daruo Xie

2016 Accounting for the Rise in College Tuition
by Grey Gordon & Aaron Hedlund

2016 Overconfident Investors, Predictable Returns, and Excessive Trading
by Kent Daniel & David Hirshleifer

2016 What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending
by Kaiji Chen & Jue Ren & Tao Zha

2016 Simplifying Choices in Defined Contribution Retirement Plan Design
by Donald B. Keim & Olivia S. Mitchell

2016 Behavioral Macroeconomics Via Sparse Dynamic Programming
by Xavier Gabaix

2016 Concentration and Unpredictability of Forecasts in Artificial Investment Games
by Xiu Chen & Fuhai Hong & Xiaojian Zhao

2016 Information barriers and SRI market participation – Can sustainability and transparency labels help?
by Gunnar Gutsche & Bernhard Zwergel

2016 Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets
by Kocher, Martin G. & Lucks, Konstantin E. & Schindler, David

2016 Margin Trading: Hedonic Returns and Real Losses
by Daniel Ladley & Guanqing Liu & James Rockey

2016 Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio
by Chiaki Hara & Toshiki Honda

2016 Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors
by Yuki Shigeta

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

2016 Good deal bounds with convex constraints: --- examples and proofs ---
by Takuji Arai

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

2016 The impact of information-based familiarity on the stock market
by Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang

2016 Does socially responsible mutual fund performance vary over the business cycle? New insights on the role of ethical strategy focus and green industry idiosyncratic risk
by Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina

2016 Anchoring in Financial Decision-Making: Evidence from the Field
by Jetter, Michael & Walker, Jay K.

2016 The Political Determinants of Government Bond Holdings
by Stefan Eichler & T. Plaga

2016 Rankings and Risk-Taking in the Finance Industry
by Michael Kirchler & Florian Lindner & Utz Weitzel

2016 A Portfolio Model of Quantitative Easing
by Jens H. E. Christensen & Signe Krogstrup

2016 The Consumption-Investment Decision of a Prospect Theory Household
by Fortin, Ines & Hlouskova, Jaroslava & Tsigaris, Panagiotis

2016 Solving DSGE Portfolio Choice Models with Asymmetric Countries
by Grzegorz R. Dlugoszek & & &

2016 What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors
by Anthony H. Tu & Cathy Yi-Hsuan Chen & &

2016 Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries
by Cathy Yi-Hsuan Chen & Thomas C. Chiang & Wolfgang Karl Härdle &

2016 Money and Velocity During Financial Crises: From the Great Depression to the Great Recession
by Richard G. Anderson & Michael Bordo & John V. Duca

2016 Pension Fund Board Composition and Investment Performance: Evidence from Private Equity
by Xavier Aleksander Andonov & Xavier Yael V. Hochberg & Joshua D. Rauh

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

2016 Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach
by Alexander Chigodaev

2016 Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
by Liu, Yuna

2016 Trust and stock market correlation: a cross-country analysis
by Liu, Yuna

2016 The size premium and intertemporal risk
by de Oliveira Souza, Thiago

2016 Covenant-Light Contracts And Creditor Coordination
by Becker, Bo & Ivashina, Victoria

2016 Optimal Taxation with Endogenous Return to Capital
by Kristjánsson, Arnaldur Sölvi

2016 Potential Climate Risks in Financial Markets: A Literature Overview
by Hjort, Ingrid

2016 Sequential Investment in Emerging Technologies under Policy Uncertainty
by Sendstad, Lars Hegnes & Chronopoulos, Michail

2016 No. 2015/2 :Learning to Take Risks? The Effects of Education on Risk-Taking in Finacial Markets
by E. Black, Sandra & J. Devereux, Paul & Lundborg, Etter & Majlesi, Kaveh

2016 Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation
by Nielsen, Caren Yinxia

2016 The Effect of Unexpected Inheritances on Wealth Accumulation: Precautionary Savings or Liquidity Constraints?
by Martinello, Alessandro

2016 The origin of outperformance for stock recommendations by sell-side analysts
by Kucheev, Yury O. & Sorensson, Tomas

2016 Impact of Pension System Structure on International Financial Capital Allocation
by James Staveley-O'Carroll & Olena M. Staveley-O'Carroll

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

2016 Yes, social housing in Australia desperately needs financial innovation!
by Augustine Conteh & Benjamin Liu & Eduardo Roca

2016 Can we fight drugs using communication campaigns? A framed field experiment
by Marcela Ibanez & Juanita Vasquez

2016 Better More Than One: Portfolio Currency Pricing and Exchange Rate Hedging
by Maria V. Sokolova

2016 Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds
by Adam Marszk & Ewa Lechman & Harleen Kaur

2016 A pilot survey of agent securities lending activity
by Baklanova, Viktoria & Caglio, Cecilia & Keane, Frank M. & Porter, Burt

2016 Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
by Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh

2016 The Political Origin of Home Bias: The Case of Europe
by Filippo De Marco & Marco Macchiavelli

2016 Securities Lending as Wholesale Funding : Evidence from the U.S. Life Insurance Industry
by Nathan Foley-Fisher & Borghan N. Narajabad & Stephane Verani

2016 From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
by Mathias S. Kruttli

2016 A Portfolio Model of Quantitative Easing
by Christensen, Jens H. E. & Krogstrup, Signe

2016 The rank effect for commodities
by Fernholz, Ricardo T. & Koch, Christoffer

2016 Peer Pressure: Social Interaction and the Disposition Effect
by Heimer, Rawley

2016 Where the Wild Things Are: Measuring Systemic Risk through Investor Sentiment
by Ergungor, O. Emre

2016 What we learn from China's rising shadow banking: exploring the nexus of monetary tightening and banks' role in entrusted lending
by Chen, Kaiji & Ren, Jue & Zha, Tao

2016 Portfolio Return Relative to a Benchmark
by Alexander Alekseev & Mikhail Sokolov

2016 Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
by Bai, Z. & Li, H. & McAleer, M.J. & Wong, W-K.

2016 Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
by Chen, J. & Kobayashi, M. & McAleer, M.J.

2016 A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises
by Guo, X. & McAleer, M.J. & Wong, W-K. & Zhu, L.

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

2016 Duality theory for portfolio optimisation under transaction costs
by Christoph Czichowsky & Walter Schachermayer

2016 Uncovering Expected Returns: Information in Analyst Coverage Proxies
by Lee, Charles M. C. & So, Eric C.

2016 Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions
by Minton, Bernadette A. & Schrand, Catherine M.

2016 Measuring Institutional Investors' Skill from Their Investments in Private Equity
by Cavagnaro, Daniel R. & Sensoy, Berk A. & Wang, Yingdi & Weisbach, Michael S.

2016 Why Does Idiosyncratic Risk Increase with Market Risk?
by Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M.

2016 The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions
by Nadauld, Taylor & Sensoy, Berk A. & Vorkink, Keith & Weisbach, Michael S.

2016 Trading Skill: Evidence from Trades of Corporate Insiders in Their Personal Portfolios
by Ben-David, Itzhak & Birru, Justin & Rossi, Andrea

2016 The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread
by Lauren Stagnol

2016 Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek
by Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond-Feingold

2016 Pension funds' herding
by Dirk Broeders & Damiaan Chen & Peter Minderhoud & Willem Schudel

2016 Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound
by Christian Dreger & Dieter Gerdesmeier & Barbara Roffia

2016 Role of ethics and the perception of risk in investment decisions
by Victor Alberto Peña & Alina Gomez Mejia & Ximena Giraldo Villano

2016 Solvency risk minimizing guaranteed returns in life insurance
by Szüle, Borbála

2016 VaR as the CVaR sensitivity : applications in risk optimization
by Balbás, Raquel & Balbás, Beatriz & Balbás, Alejandro

2016 Good deal measurement in asset pricing: Actuarial and financial implications
by Okhrati, Ramin & Garrido, José & Balbás, Alejandro

2016 Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking
by Andersen, Steffen & Hanspal, Tobin & Nielsen, Kasper Meisner

2016 Banks Interconnectivity and Leverage
by Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo

2016 Who is afraid of BlackRock?
by Massa, Massimo & Schumacher, David & Wang, Yan

2016 The I Theory of Money
by Brunnermeier, Markus K & Sannikov, Yuliy

2016 Women's Liberation as a Financial Innovation
by Hazan, Moshe & Weiss, David & Zoabi, Hosny

2016 Macro, Money and Finance: A Continuous Time Approach
by Brunnermeier, Markus K & Sannikov, Yuliy

2016 Endowment Effects in the Field: Evidence from India's IPO Lotteries
by Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun

2016 Does the Geographic Expansion of Banks Reduce Risk?
by Goetz, Martin & Laeven, Luc & Levine, Ross

2016 The Theory of Unconventional Monetary Policy
by Farmer, Roger E A & Zabczyk, Pawel

2016 The Perception of Dependence and Investment Decisions
by Ungeheuer, Michael & Weber, Martin

2016 Skewness Seeking in a Dynamic Portfolio Choice Experiment
by Brocas, Isabelle & Carrillo, Juan D & Giga, Aleksandar & Zapatero, Fernando

2016 On the Asset Allocation of a Default Pension Fund
by Dahlquist, Magnus & Setty, Ofer & Vestman, Roine

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

2016 Macroeconomic Effects of Bankruptcy and Foreclosure Policies
by Mitman, Kurt

2016 Trust, ambiguity, and financial decision-making
by Jim Engle-Warnick & Diego Pulido & Marine de Montaignac

2016 A Comparison of Survey and Incentivized-Based Risk Attitude Elicitation
by Jim Engle-Warnick & Diego Pulido & Marine de Montaignac

2016 Asset Retirement with Infinitely Repeated Alternative Replacements: Harvest Age and Species Choice in Forestry
by Skander Ben Abdallah & Pierre Lasserre

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
by Laurie Davies & Walter Kraemer

2016 Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries
by Branko Uroševic & Ivana Rajkovic

2016 Home Ownership and Household Portfolio Choice
by Thomas Michielsen & Remco Mocking & Sander van Veldhuizen

2016 Equilibrium bid-ask spread and infrequent trade with outside options
by Elisa Luciano & Riccardo Giacomelli

2016 Option-Implied Equity Premium Predictions via Entropic TiltinG
by Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

2016 Option-Implied Equity Premium Predictions via Entropic TiltinG
by Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

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 The theory of unconventional monetary policy
by Farmer, Roger & Zabczyk, Pawel

2016 The dynamic Black-Litterman approach to asset allocation
by Harris, Richard D F & Stoja, Evarist & Tan, Linzhi

2016 An agent-based model of dynamics in corporate bond trading
by Braun-Munzinger, Karen & Liu, Zijun & Turrell, Arthur

2016 Dual Decision Processes and Noise Trading
by Francesco Cerigioni

2016 Market timing and performance attribution in the ECB reserve management framework
by Francesco Potente & Antonio Scalia

2016 The effects of us unconventional monetary policies in Latin America
by Fructuoso Borrallo & Ignacio Hernando & Javier Vallés

2016 The Dynamics of Capital Flow Episodes
by Christian Friedrich & Pierre Guérin

2016 Arbitrage without borrowing or short selling?
by Mikko S. Pakkanen & Jani Lukkarinen

2016 Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions
by Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg

2016 Dynamic Global Currency Hedging
by Bent Jesper Christensen & Rasmus T. Varneskov

2016 The Sovereign Default Problem in the Eurozone - Why Limited Liability Resulted in Excessive Debt Accumulation and How Insurance Can Counteract
by Nadjeschda Katharina Arnold

2016 Time varying determinants of bond flows to emerging markets
by Yasemin Erduman & Neslihan Kaya

2016 The relationship between stock and real estate prices in Turkey : Evidence around the global financial crisis
by Asli Yuksel

2016 Vice versus virtue investing around the world
by Sebastian Lobe & Christian Walkshäusl

2016 Impact of culture and patriotism on home bias in bond portfolios
by Elina Pradkhan

2016 Idiosyncratic volatility, executive compensation and corporate governance: examination of the direct and moderate effects
by Mu-Shun Wang

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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 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

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 Cointegration analysis of tourism demand by Mainland China in Taiwan and stock investment strategy
by Yu-Wei Lan & Dan Lin & Lu Lin

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 Central bank purchases of government 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 Low-beta investment strategies
by Korn, Olaf & Kuntz, Laura-Chloé

2015 Alpha or beta in the eye of the beholder: What drives hedge fund flows?
by Agarwal, Vikas & Green, T. Clifton & Ren, Honglin

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 The Inequality Accelerator
by Pancrazi, Roberto & Mengus , Eric

2015 Debt Collateralization and Maximal Leverage
by Feixue Gong & 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 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 Martin Hillebrand & Peter Schwendner & Martin Schuele & Thomas Ott

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 Am I my Peer‘s Keeper? Social Responsibility in Financial Decision Making
by Sascha Füllbrunn & Wolfgang J. Luhan

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 Pricing and Liquidity in Decentralized Asset Markets
by Uslu, Semih

2015 Assessing the effects of unconventional monetary policy on pension funds risk incentives
by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos

2015 Social infrastructure investment: private finance and institutional investors
by Inderst, Georg

2015 Overconfident investors, predictable returns, and excessive trading
by Hirshleifer, David & Daniel, Kent

2015 Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles
by Siddiqi, Hammad

2015 Anchoring Heuristic and the Equity Premium Puzzle
by Siddiqi, Hammad

2015 The Impact Of Macroeconomic Indicators On The Movement Of Crobex
by Tomić, Bojan

2015 The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
by Huerta, Daniel & Egly, Peter V. & Escobari, Diego

2015 Understanding Investor behavior and it's implications on Capital Markets - The Indian Context
by Bhaduri, Saumitra & Gupta, Saurabh

2015 Capital Asset Pricing Model Adjusted for Anchoring
by Hammad, Siddiqi

2015 Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2015 Anchoring Adjusted Capital Asset Pricing Model
by Hammad, Siddiqi

2015 Are Contingent Choices Consistent?
by Banerjee, Priyodorshi & Das, Tanmoy

2015 Good Approximation of Exponential Utility Function for Optimal Futures Hedging
by Guo, Xu & Lien, Donald & Wong, Wing-Keung

2015 Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices
by Mehta, Deepshikha

2015 Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
by Širůček, Martin & Křen, Lukáš

2015 Kauzalní vztah peněžní nabídky a amerického akciového trhu
by Širůček, Martin

2015 Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis
by Dwihasri, Dhaifina & Masih, Mansur

2015 Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis
by Rahim, Yasmin Abd & Masih, Mansur

2015 Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach
by Morad, Shahidah Nailul & Masih, Mansur

2015 Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet coherence approaches
by Buriev, Abdul Aziz & Masih, Mansur

2015 Trust, happiness, and households’ financial decisions
by Delis, Manthos & Mylonidis, Nikolaos

2015 Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)
by Harin, Alexander

2015 Robustly Strategic Consumption-Portfolio Rules with Informational Frictions
by Luo, Yulei

2015 Dynamic Trading When You May Be Wrong
by Remorov, Alexander

2015 Modelo estocástico para la valuación de una inversión nanomédica
by Garcia Fronti, Javier

2015 Is gold good for hedging? lessons from the Malaysian sectoral stock indices
by Rahim, Yasmin & Masih, Mansur

2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
by Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris

2015 Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises
by mhamdi, ghrissi

2015 Foreign Bias in Australian Domiciled Mutual Fund Holdings
by Mishra, Anil V

2015 Predictability of the daily high and low of the S&P 500 index
by Jones, Clive

2015 On Flexible Linear Factor Stochastic Volatility Models
by Malefaki, Valia

2015 Returns to tail hedging
by Bell, Peter N

2015 Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand
by Bonizzi, Bruno

2015 Profiting from Mimicking Strategies in Non-Anonymous Markets
by Vasios, Michalis & Payne, Richard & Nolte, Ingmar

2015 Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?
by Arfaoui, Mongi & Ben Rejeb, Aymen

2015 As crises financeiras
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2015 Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits
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2015 Look For People, Not For Alpha: Mutual Funds Success And Managerial Intellectual Capital
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2015 Scenes from a Marriage: Divorce and Financial Behavior
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2015 Who’s listening? Heterogeneous Impact of Social Interaction on Individuals’ Stock Market Participation
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2015 Risks in macroeconomic fundamentals and excess bond returns predictability
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2015 Stepwise Investment and Capacity Sizing under Uncertainty
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2015 Banks’ credit-portfolio choices and riskbased capital regulation
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2015 On The Origins of Risk-Taking in Financial Markets
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2015 Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth
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2015 Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth
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2015 On The Origins of Risk-Taking
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2015 Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets
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2015 Pay Schemes, Bargaining, and Competition for Talent
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2015 Windfall Gains and Stock Market Participation
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2015 The contribution patterns of equity-crowdfunding investors: Gender, Risk aversion and Observational learning
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2015 A Microfounded Model of Money Demand Under Uncertainty, and its Empirical Validation Using Cointegration and Rolling-Window Dynamic Multiplier Analysis
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2015 Microscopic momentum in commodity futures
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2015 Industry based equity premium forecasts
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2015 Portfolio Management With Higher Moments: The Cardinality Impact
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2015 Efficient Skewness/Semivariance Portfolios
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2015 Size Distribution of Portuguese Firms between 2006 and 2012
by Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

2015 Objectives and Challenges of Macroprudential Policy
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2015 Education and the local equity bias around the world
by Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas

2015 Macro-prudential Policies, Moral Hazard and Financial Fragility
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2015 Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset
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2015 Stock Market Investment: The Role of Human Capital
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2015 Heterogeneity in decentralized asset markets
by Hugonnier, Julien & Lester, Benjamin & Weill, Pierre-Olivier

2015 Welcoming remarks at The Evolving Structure of the U.S. Treasury Market conference
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2015 FRED-MD: A Monthly Database for Macroeconomic Research
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2015 A Model of Anomaly Discovery
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2015 Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market
by Aramonte, Sirio & Lee, Seung Jung & Stebunovs, Viktors

2015 Stock Market Investment: The Role of Human Capital
by Athreya, Kartik B. & Ionescu, Felicia & Neelakantan, Urvi

2015 Measuring Ambiguity Aversion
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2015 The Impact of Ambiguity Prudence on Insurance and Prevention
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2015 European Natural Gas Seasonal Effects on Futures Hedging
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2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
by Nimet Varlık & Serdar Varlık

2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
by Nimet Varlık & Serdar Varlık

2015 Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği
by Nimet Varlık & Serdar Varlık

2015 Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio
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
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2015 Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
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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
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2015 Taming the Basel leverage cycle
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2015 Dynamic equilibrium with rare events and heterogeneous epstein-zin investors
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2015 Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors
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2015 Performance appraisal of Croatian mandatory pension funds
by Pierre Matek & Marko Lukač & Vedrana Repač

2015 Extremal dependence tests for contagion
by Renée Fry-McKibbin & Cody Yu-Ling Hsiao

2015 How portfolios evolve after retirement: evidence from Australia
by Alexandra Spicer & Olena Stavrunova & Susan Thorp

2015 Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry
by Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M.

2015 The Search for Benchmarks: When Do Crowds Provide Wisdom?
by Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y.

2015 When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction
by Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A.

2015 Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective
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2015 Prices and Volatilities in the Corporate Bond Market
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2015 How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity
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2015 Psychological Barriers, Expectational Errors, and Underreaction to News
by Birru, Justin

2015 The Inequality Accelerator
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2015 Managerial Ownership Changes and Mutual Fund Performance
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2015 Geographical Vibrancy and Firm Performance
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2015 The Capacity of Trading Strategies
by Thesmar , David & Landier , Augustin

2015 A Certainty Equivalent Valuation of Social Security Entitlements
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2015 Designing a corporate bond index on solvency criteria
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2015 Towards Greater Diversification in Central Bank Reserves
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2015 Equity Prices and Fundamentals: a DDM-APT Mixed Approach
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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 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?
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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
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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 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 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 Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe
by Ahmet Sensoy & Veysel Eraslan & Mutahhar Erturk

2015 Commonality in Liquidity: Effects of Monetary Policy and Macroeconomic Announcements
by Ahmet Sensoy

2015 Dynamic convergence of commodity futures: Not all types of commodities are alike
by Ahmet Sensoy & Erk Hacihasanoglu & Duc Khuong Nguyen

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 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
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2015 The Ethics of Financial Speculation in Futures Markets
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2015 Nominal GDP Futures Contract Targeting
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2015 How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments
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2015 Returns from Investing in S&P500 Futures Options, 1985–2010
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2015 The European Sovereign Debt Crisis and the Role of Credit Swaps
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2015 Climate Futures Markets
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2015 Modeling the Dynamics of Temperature with a View to Weather Derivatives
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2015 Freight Futures Markets
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2015 Volatility as an Asset Class
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2015 Currency Futures
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2015 Interest Rate Futures: Elements of a Successful Financial Innovation
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2015 World Metal Markets
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2015 Agricultural Futures Markets
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2015 The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading
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2015 Central Counterparty Clearing and Systemic Risk Regulation
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2015 The Strategic and Tactical Value of Commodity Futures
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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 Proof that Properly Anticipated Prices Fluctuate Randomly
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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 Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance
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2015 Assessing Competition with the Panzar-Rosse Model in the Turkish Banking Sector
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2015 The Relationship Between Price-Trade Volume And Weather Effect In Istanbul Stock Exchange: Asymmetric Causality Test Analysis
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2015 Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location
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2015 The Foster-Hart measure of riskiness for general gambles
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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 Individual investor portfolio performance in retirement savings accounts
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2015 Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints
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2015 Financial literacy, financial judgement, and retirement self-efficacy of older trustees of self-managed superannuation funds
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2015 The Momentum Effect Exemplifies The Influence Of Investors’ Irrational Behaviour On Changing Prices Of Shares And Stocks: An Analysis Of The Momentum Effect On The Warsaw Stock Exchange
by Pawe³ Mer³o & Patryk Konarzewski

2015 The Profitability Of Following Analyst Recommendations On The Polish Stock Market
by Adam Zaremba & Przemys³aw Konieczka

2015 A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series?
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2015 Evolution of Mutual Funds in Romania: Performance and Risks
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2015 Low Risk Anomaly In The Cee Stock Markets
by Adam ZAREMBA

2015 Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore
by Tsang-Yao CHANG & Hao FANG & Yen-Hsien LEE

2015 Forecasting Prices Of Presale Houses: A Real Option Approach
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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
by Dolinar, Denis & Orsag, Silvije & Suman, Paola

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 Inflation, Business Cycles, and Commodity Investing in Financialized Markets
by Zaremba, Adam

2015 The estimation of the competitiveness of SME financing programs of development banks in Russia
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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 Asset Prices and Efficiency in a Krebs Economy
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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
by Selim Mankaï & Khaled Guesmi

2015 Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation
by Thierry Roncalli

2015 New Insights on Corporate SocialResponsibility and Country-level Institutions in Western Europe
by Karim Ben Khediri & Souad Lajili Jarjir

2015 French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
by Philippe Bertrand & Jean-Luc Prigent

2015 Projecting Pension Outcomes at Retirement - Towards an Industry Reporting Standard
by Kees De Vaan & Daniele Fano

2015 Long-term Portfolio Allocation Based on Long-term Macro forecasts
by Éric Jondeau & Michael Rockinger

2015 Can Large Long-Term Investors Capture Illiquidity Premiums?
by Frank de Jong & Joost Driessen

2015 Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup
by Frédérique Bec & Christian Gollier

2015 Portfolio Construction Based on Implied Correlation Information and Value at Risk
by Jesús & Rogel - Salazar & Roberto Tella

2015 Portfolio Selection with Uncertainty Measures Consistent with Additive Shifts
by Rosella Giacometti & Sergio Ortobelli & Tomáš Tichý

2015 Informational Content of Open-to-Close Stock Returns
by Andrey Kudryavtsev

2015 The Structure of Household Financial Assets in Developed Countries
by Petr Musílek

2015 Volatility Effect: An Application on the German Stock Market
by Jan Bastin

2015 An updated Model of Financial Fragility based on General Equilibrium Analysis
by Ondřej Machek & Luboš Smrčka

2015 Assessing The Non-Financial Investment Profitability With Variable Discount Rate
by Katarzyna Gwozdz

2015 Prize-linked savings mechanism in the portfolio selection framework
by Anna Kaliciak

2015 Skewness preference across countries
by Adam Zaremba & Andrzej Nowak

2015 Introducing And Management Of Investor Relations In A Company Whose Shares Are Admitted To Trading On The A Regulated Market In The Republic Of Croatia
by Andreja Hascek

2015 Study Regarding The Profitability Indicators For The Romanian Companies Operating In The Tourism And Leisure Services Sector In The Period Of 2010-2013
by Droj Laurentiu & & &

2015 Valuation Methods- Literature Review
by Dorisz Talas & & &

2015 Application of Derivatives in Portfolio Management by the Insurance
by Stoimenka Tonova

2015 Hedge Accounting According to the International Financial Reporting Standard 9
by Nadya Velinova-Sokolova

2015 Assessing the Creditworthiness of Patchwork Portfolio Entrepreneurs in Emerging Markets: an Investment Theory-Based Approach
by Polina K. Kirilova

2015 Individual contributions to portfolio risk: risk decomposition for the BET-FI index
by Marius ACATRINEI

2015 Always Possible Frontiers
by Ingersoll, Jr., Jonathan E.

2015 Reply to “(Im)Possible Frontiers: A Commentâ€
by Brennan, Thomas J. & Lo, Andrew W.

2015 A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate
by Greene, Jason T. & Rakowski, David

2015 The Cross-section of Expected Stock Returns
by Lewellen, Jonathan

2015 Seasonal Variation in Treasury Returns
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.

2015 (Im)Possible Frontiers: A Comment
by Levy, Moshe & Roll, Richard

2015 Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market
by Travkin, A.

2015 Investing in Diamonds
by Luc Renneboog

2015 Ownership Structure and Corporate Governance: Has an Increase in Institutional Investors f Ownership Improved Business Performance?
by Hideaki Miyajima & Takaaki Hoda

2015 Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
by Lorne Switzer & Alan Picard

2015 Portfolio Management in Public Pension Reserve Funds/Gestión de carteras en los Fondos de Reserva de las Pensiones Públicas
by TRIANTI, NIKOLETTA

2015 Pension System in Poland: Performance of Pension Funds/El Sistema de Pensiones en Polonia: Rendimiento de los Fondos de Pensiones
by KOMPA, KRZYSZTOF & WITKOWSKA, DOROTA

2015 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 Averaging Across Asset Allocation Models
by Peter Schanbacher

2015 Does Corporate Social Responsibility Deliver Alpha?
by Meng-Feng Yen & Jia-Hui Lin & Yu-Ting Sun

2015 An evaluation of gold as an inflation hedge: Empirical evidence from South Africa
by Kavir Naidoo & Faeezah Peerbhai

2015 Combining local and global markets in asset pricing in emerging markets:Evidence from three BRICS nations
by Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera

2015 Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas
by Aguilar-Juárez, Isabel Patricia. & Venegas-Martínez, Francisco.

2015 Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets
by Hatice Gaye Gencer

2015 Is active management of mandatory pension funds in Croatia creating value for second pillar fund members?
by Petar-Pierre Matek & Masa Radakovic

2015 Risk analysis of the proxy life-cycle investments in the second pillar pension scheme in Croatia
by Renata Kovacevic & Mladen Latkovic

2015 Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market
by Manel Youssef & Lotfi Belkacem & Khaled Mokni

2015 Turbulence in Chinese Stock Markets. Occurrence, Interventions, After-Effects
by Sarmiza Pencea

2015 The influence of the oil price on stocks listed at the Bucharest stock exchange
by Popescu Oana Madalina

2015 Risk Analysis Of The Tourism Sector Companies In The South Of The State Of Yucatan, Analisis De Riesgo En Las Empresas Del Sector Turistico De La Zona Sur Del Estado De Yucatan
by Mario Rene Chan Magana & Fernando Jorge Gameros Camara & Juan Francisco Balam Mena

2015 Currency-Adjusted Stock Index Causality
by Terrance Jalbert

2015 Long Term Adr Performance: How Do Regional Issues Listed On The Nyse Compare To Us And Regional Index Returns?
by Mark Schaub & Todd A. Brown

2015 The Effect of Limit Order Book Information on Investors with Different Risk Attitudes
by Ya-Hui Wang & Chien-Chih Lai

2015 Seasonality in the Vietnam Stock Index
by H. Swint Friday & Nhung Hoang

2015 Tactical Asset Allocation Using Investors' Sentiment
by KIM, SOO-HYUN & KANG, HYOUNG-GOO

2015 Time-Varying Stock Return Predictability: The Eurozone Case
by Nuno Silva

2015 The Welfare Cost of Business Cycles with Heterogeneous Trading Technologies
by Chien, YiLi

2015 Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises
by Ramzi FARHANI & Ghrissi MHAMDI & Abdelkader AGUIR & Mounir SMIDA

2015 An Actual Position Benchmark for Mexican Pension Funds Performance
by Óscar V. De la Torre Torres. & Evaristo Galeana Figueroa. & Dora Aguilasocho Montoya.

2015 A Sharpe-ratio-based measure for currencies
by Javier Prado-Dominguez & Carlos Fernández-Herráiz

2015 Performance appraisal of Croatian mandatory pension funds
by Pierre Matek & Marko Lukaè & Vedrana Repac

2015 Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market
by Sesar Andrijana & Tomic Bojan

2015 The Impact Of Macroeconomic Indicators On The Movement Of Crobex
by Bojan Tomic

2015 ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States
by Lechman, Ewa & Marszk, Adam

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

2015 New evidence on determinants of price momentum in the Japanese stock market
by Teplova, Tamara & Mikova, Evgeniya

2015 How do mutual funds transfer scale economies to investors? Evidence from France
by Tran-Dieu, Linh

2015 Performance of risk-based portfolios under different market conditions: Evidence from India
by Sharma, Prateek & Vipul,

2015 Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis
by Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine

2015 Do DOW returns really influence the intraday Spanish stock market behavior?
by Miralles-Quirós, José Luis & Daza-Izquierdo, Julio

2015 On the concentration of mutual fund portfolio holdings: Evidence from Taiwan
by Chen, XiaoHua & Lai, Yun-Ju

2015 A comparison among various dimensions of illiquidity effect: A case study of Finland
by Butt, Hilal Anwar

2015 Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions
by Bock, Carolin & Schmidt, Maximilian

2015 Market-timing the business cycle
by Peláez, Rolando F.

2015 On the interaction between momentum effect and size effect
by Alhenawi, Yasser

2015 The wages of social responsibility — where are they? A critical review of ESG investing
by Halbritter, Gerhard & Dorfleitner, Gregor

2015 Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets
by Karagiannidis, Iordanis & Sykes Wilford, D.

2015 Economics as energy framework: Complexity, turbulence, financial crises, and protectionism
by Rutledge, John

2015 A comparison of buy-side and sell-side analysts
by Hobbs, Jeffrey & Singh, Vivek

2015 ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails
by Paolella, Marc S. & Polak, Paweł

2015 Mean-variance portfolio methods for energy policy risk management
by Marrero, Gustavo A. & Puch, Luis A. & Ramos-Real, Francisco J.

2015 Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression
by Li, Johnny Siu-Hang & Ng, Andrew C.Y. & Chan, Wai-Sum

2015 Diversification and determinants of international credit portfolios: Evidence from German banks
by Böninghausen, Benjamin & Köhler, Matthias

2015 Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka
by Sriananthakumar, Sivagowry & Narayan, Seema

2015 The reward for trading illiquid maturities in credit default swap markets
by Arakelyan, Armen & Rubio, Gonzalo & Serrano, Pedro

2015 MA trading rules, herding behaviors, and stock market overreaction
by Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu

2015 The effects of business cycle and debt maturity on a firm's investment and default decisions
by Jeon, Haejun & Nishihara, Michi

2015 The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
by Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan

2015 The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets
by Chang, Chih-Hsiang & Lin, Shih-Jia

2015 Two new equity default swaps with idiosyncratic risk
by Yang, Zhaojun & Zhang, Chunhong

2015 A note on market timing: Interim trading and the performance of holdings-based and return-based measures
by Matallín-Sáez, Juan Carlos

2015 The dynamics of market volatility, market return, and equity fund flow: International evidence
by Lee, Bong Soo & Paek, Miyoun & Ha, Yeonjeong & Ko, Kwangsoo

2015 Equity funds in emerging Asia: Does size matter?
by Ding, Haoyuan & Zheng, Huanhuan & Zhu, Chenqi

2015 The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach
by Zheng, Yao

2015 Can a path-dependent strategy outperform a path-independent strategy?
by Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan

2015 Herding where retail investors dominate trading: The case of Saudi Arabia
by Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M.

2015 Rain or shine: Happiness and risk-taking
by Guven, Cahit & Hoxha, Indrit

2015 Betting on presidential elections: Should we buy stocks connected with the winning party?
by Shen, Chung-Hua & Lin, Chih-Yung

2015 A unified approach to portfolio selection in a tracking error framework with additional constraints on risk
by Stucchi, Patrizia

2015 What do ads buy? Daily coverage of listed companies on the Italian press
by Gambaro, Marco & Puglisi, Riccardo

2015 Cojumps in China's spot and stock index futures markets
by Wang, Hao & Yue, Mengqi & Zhao, Hua

2015 Is diversification always optimal?
by Humphrey, Jacquelyn E. & Benson, Karen L. & Low, Rand K.Y. & Lee, Wei-Lun

2015 Global risk exposures and industry diversification with Shariah-compliant equity sectors
by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

2015 Trend salience, investor behaviours and momentum profitability
by Hurst, Gareth & Docherty, Paul

2015 The value of Saints and the price of Sin
by Koh, SzeKee & Durand, Robert B. & Limkriangkrai, Manapon

2015 Stock return commonality within business groups: Fundamentals or sentiment?
by Kim, Min-Su & Kim, Woojin & Lee, Dong Wook

2015 The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia
by Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J.

2015 Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model
by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M.

2015 Sharia compliant gold investment in Malaysia: Hedge or safe haven?
by Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria

2015 The market timing ability and return performance of Islamic equities: An empirical study
by Mohammad, Nazeeruddin & Ashraf, Dawood

2015 Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?
by Chen, Chun-Da & Demirer, Riza & Jategaonkar, Shrikant P.

2015 Cross-sectoral interactions in Islamic equity markets
by Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk

2015 The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors
by Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi

2015 Investor characteristics and the disposition effect
by Frino, Alex & Lepone, Grace & Wright, Danika

2015 A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy
by Daugherty, Mary Schmid & Jithendranathan, Thadavillil

2015 Dynamic convergence of commodity futures: Not all types of commodities are alike
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 marketAuthor-Name: Corbet, Shaen
by Dowling, Michael & Cummins, Mark

2015 Does individual-stock skewness/coskewness reflect portfolio risk?
by Kim, Thomas

2015 Cross-listing decisions and the foreign bias of investors
by Dodd, Olga & Frijns, Bart

2015 Portfolio selection with independent component analysis
by Hitaj, Asmerilda & Mercuri, Lorenzo & Rroji, Edit

2015 A note on minimum riskiness hedge ratio
by Ehsani, Sina & Lien, Donald

2015 Minimizing the expected lifetime spent in drawdown under proportional consumption
by Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R.

2015 Measuring the impact of extreme observations on CAPM alphas: Some methodological issues
by De Moor, Lieven & Sercu, Piet

2015 Equity returns of distressed equity issuers
by Park, James L.

2015 Optimal investment of private equity
by Liu, Yang & Yang, Jinqiang

2015 The benefits of combining seasonal anomalies and technical trading rules
by Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V.

2015 A comparison of the convenience yield and interest-adjusted basis
by Fouquau, Julien & Six, Pierre

2015 Investor attention to the Eurozone crisis and herding effects in national bank stock indexes
by Peltomäki, Jarkko & Vähämaa, Emilia

2015 Should Islamic investors consider SRI criteria in their investment strategies?
by Erragraguy, Elias & Revelli, Christophe

2015 Revisiting the earnings–price effect: The importance of future earnings
by Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei

2015 The mispricing of socially ambiguous grey stocks
by Lam, Swee-Sum & Zhang, Weina & Jacob, Gabriel Henry

2015 A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles
by Godek, Paul E.

2015 Higher order comoments of multifactor models and asset allocation
by Boudt, Kris & Lu, Wanbo & Peeters, Benedict

2015 Investment timing and capital structure with loan guarantees
by Xiang, Hua & Yang, Zhaojun

2015 Political risk, investor attention and the Scottish Independence referendum
by Acker, Daniella & Duck, Nigel W.

2015 The investment management for a downside-protected equity-linked annuity under interest rate risk
by Han, Nan-Wei & Hung, Mao-Wei

2015 Effects of macroeconomic uncertainty on the stock and bond markets
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun

2015 Weakening the Gain–Loss-Ratio measure to make it stronger
by Voelzke, Jan

2015 Cross-sectional anomalies and volatility risk in different economic and market cycles
by Peltomäki, Jarkko & Äijö, Janne

2015 Conditional Sharpe Ratios
by Chow, Victor & Lai, Christine W.

2015 Currency competition between the dollar and euro: Evidence from exchange rate behaviors
by Eun, Cheol S. & Kim, Soo-Hyun & Lee, Kyuseok

2015 Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
by Hoang, Thi-Hong-Van & Lean, Hooi Hooi & Wong, Wing-Keung

2015 The benefits of international diversification: market development, corporate governance, market cap, and structural change effects
by Switzer, Lorne N. & Tahaoglu, Cagdas

2015 Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
by López, Raquel

2015 A review of the literature on methods of computing the implied cost of capital
by Echterling, F. & Eierle, B. & Ketterer, S.

2015 The EMU effects on asset market holdings and the recent financial crisis
by Palaiodimos, George & Tzavalis, Elias

2015 Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature
by Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A.

2015 The gold price in times of crisis
by Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P.

2015 Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
by Bredin, Don & Conlon, Thomas & Potì, Valerio

2015 Trading costs on the Stock Exchange of Thailand
by Jenwittayaroje, Nattawut & Charoenwong, Charlie & Ding, David K. & Yang, Yung Chiang

2015 What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices
by Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L.

2015 War and stock markets: The effect of World War Two on the British stock market
by Hudson, Robert & Urquhart, Andrew

2015 Performance of European socially responsible funds during market crises: Evidence from France
by Leite, Paulo & Cortez, Maria Céu

2015 Stock market expectations and risk aversion of individual investors
by Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia

2015 Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis
by Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel

2015 Focusing on the worst state for robust investing
by Kim, Woo Chang & Kim, Jang Ho & Mulvey, John M. & Fabozzi, Frank J.

2015 Sell in May and Go Away: Still good advice for investors?
by Dichtl, Hubert & Drobetz, Wolfgang

2015 How performance of risk-based strategies is modified by socially responsible investment universe?
by Bertrand, Philippe & Lapointe, Vincent

2015 Does the choice of performance measure influence the evaluation of commodity investments?
by Auer, Benjamin R.

2015 Why stay-at-home investing makes sense
by O'Hagan-Luff, Martha & Berrill, Jenny

2015 The conditional pricing of systematic and idiosyncratic risk in the UK equity market
by Cotter, John & Sullivan, Niall O' & Rossi, Francesco

2015 Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle
by Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat

2015 Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty
by Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent

2015 Hedging strategies in energy markets: The case of electricity retailers
by Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas

2015 Extreme risk spillovers between crude oil and stock markets
by Du, Limin & He, Yanan

2015 Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data
by Avdulaj, Krenar & Barunik, Jozef

2015 European natural gas seasonal effects on futures hedging
by Martínez, Beatriz & Torró, Hipòlit

2015 Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis
by Khalfaoui, R. & Boutahar, M. & Boubaker, H.

2015 Common risk factors of infrastructure investments
by Ben Ammar, Semir & Eling, Martin

2015 Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks
by Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda

2015 Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries
by Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A.

2015 Forecasting excess stock returns with crude oil market data
by Liu, Li & Ma, Feng & Wang, Yudong

2015 The economic value of volatility timing with realized jumps
by Nolte, Ingmar & Xu, Qi

2015 Measures of equity home bias puzzle
by Mishra, Anil V.

2015 A tale of feedback trading by hedge funds
by Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J.

2015 Beta vs. characteristics: Comparison of risk model performances
by Kim, Daehwan

2015 Personality traits and stock market participation
by Conlin, Andrew & Kyröläinen, Petri & Kaakinen, Marika & Järvelin, Marjo-Riitta & Perttunen, Jukka & Svento, Rauli

2015 Measuring bond mutual fund performance with portfolio characteristics
by Moneta, Fabio

2015 Modelling household finances: A Bayesian approach to a multivariate two-part model
by Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl

2015 Modern portfolio management with conditioning information
by Chiang, I-Hsuan Ethan

2015 Financial weather derivatives for corn production in Northern China: A comparison of pricing methods
by Sun, Baojing & van Kooten, G. Cornelis

2015 Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz
by Mainik, Georg & Mitov, Georgi & Rüschendorf, Ludger

2015 Market proxies as factors in linear asset pricing models: Still living with the roll critique
by Prono, Todd

2015 Market volatility and momentum
by Wang, Kevin Q. & Xu, Jianguo

2015 Regional and global spillovers and diversification opportunities in the GCC equity sectors
by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

2015 Pricing, dynamics, and determinants of illiquidity risks: International evidence
by Saad, Mohsen & Samet, Anis

2015 Emerging market hedge funds in the United States
by Park, Hyuna

2015 Measuring stock market contagion: Local or common currency returns?
by Mink, Mark

2015 Stock holdings over the life cycle: Who hesitates to join the market?
by Zhang, Linwan & Wu, Weixing & Wei, Ying & Pan, Rulu

2015 Optimal rebalance rules for the constant proportion portfolio insurance strategy – Evidence from China
by Zhang, Tao & Zhou, Hongfeng & Li, Larry & Gu, Feng

2015 Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs
by Lyócsa, Štefan & Baumöhl, Eduard

2015 COMFORT: A common market factor non-Gaussian returns model
by Paolella, Marc S. & Polak, Paweł

2015 The long and the short of the risk-return trade-off
by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo

2015 A stochastic dominance approach to financial risk management strategies
by Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio

2015 What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
by Wachter, Jessica A. & Warusawitharana, Missaka

2015 Bad environments, good environments: A non-Gaussian asymmetric volatility model
by Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey

2015 Gender differentiation in risk-taking behavior: On the relative risk aversion of single men and single women
by Stark, Oded & Zawojska, Ewa

2015 Gender, stock market participation and financial literacy
by Almenberg, Johan & Dreber, Anna

2015 Demographics, family/social interaction, and household finance
by Gao, Ming & Fok, Robert (Chi-Wing)

2015 Market sentiment and the Fama–French factor premia
by Shamsuddin, Abul & Kim, Jae H.

2015 Income taxation, wealth effects, and uncertainty: Portfolio adjustments with isoelastic utility and discrete probability
by Sims, Theodore S.

2015 Social networks as a catalyst of economic change
by Sauter, Nicolas

2015 The term structure of implied dividend yields and expected returns
by Bilson, John F.O. & Kang, Sang Baum & Luo, Hong

2015 Tax evasion and uncertainty in a dynamic context
by Bernasconi, Michele & Levaggi, Rosella & Menoncin, Francesco

2015 What do scientists know about inflation hedging?
by Arnold, Stephan & Auer, Benjamin R.

2015 Improving international diversification benefits for US investors
by Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis

2015 The banking firm and risk taking in a two-moment decision model
by Broll, Udo & Guo, Xu & Welzel, Peter & Wong, Wing-Keung

2015 Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange
by Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen

2015 ‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
by Branger, Nicole & Schlag, Christian & Wu, Lue

2015 Discrete-time behavioral portfolio selection under cumulative prospect theory
by Shi, Yun & Cui, Xiangyu & Li, Duan

2015 Equilibrium theory of stock market crashes
by Isaenko, Sergey

2015 Robustness of stable volatility strategies
by Branger, Nicole & Mahayni, Antje & Zieling, Daniel

2015 Costly arbitrage through pairs trading
by Lei, Yaoting & Xu, Jing

2015 Non-transferable non-hedgeable executive stock option pricing
by Colwell, David B. & Feldman, David & Hu, Wei

2015 The dynamics of the leverage cycle
by Aymanns, Christoph & Farmer, J. Doyne

2015 Institutional trading during a wave of corporate scandals: “Perfect Payday”?
by Bernile, Gennaro & Sulaeman, Johan & Wang, Qin

2015 Is financial literacy an economic good?
by Castro, Rubén & Fortunato, Andrés

2015 Pricing and spread components at the Lima Stock Exchange
by Chávez-Bedoya, Luis & Loaiza Álamo, Carlos & Téllez De Vettori, Giannio

2015 ¿Se comporta el alfabetismo financiero como un bien económico?
by Castro, Rubén & Fortunato, Andrés

2015 Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima
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 Statistical Control Charts: Performances of Short Term Stock Trading in Croatia
by Ksenija Dumičić & Berislav Žmuk

2015 Le portefeuille-titres des résidents entre 2008 et 2015
by BUI QUANG, P.

2015 Fonds d’investissement non monétaires français Faits saillants pour l’année 2014 et le premier trimestre 2015
by FOUREL, G. & POTIER, V.

2015 Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina
by Eduardo Ariel Corso

2015 Portfolio Optimization Algorithms
by IONUT TRAIAN LUCA

2015 Household Debt: Facts, Puzzles, Theories, and Policies
by Jonathan Zinman

2015 Real Estate Price Indices and Price Dynamics: An Overview from an Investments Perspective
by David Geltner

2015 Disaster Risk and Its Implications for Asset Pricing
by Jerry Tsai & Jessica A. Wachter

2015 Beating the market with small portfolios: Evidence from Brazil
by André A.P. Santos

2015 Analysis Of The Average Share Price Of Companies Listed On Bse Depending On The Profit And Exchange Segment. Different Techniques Of General Least Square And Computing Coefficient Covariance For Mean Price Equation Estimation
by Teodor Hada & Emil Olteanu & Iulian Bogdan Dobra

2015 Herd behaviour in Southeast Asian stock markets — An empirical investigation
by Nha D. Bui & Loan T. B. Nguyen & Nhung T. T. Nguyen

2015 Impact Of The Ifrs Adoption On Financial Assets And Liabilities. Empirical Evidence From Bucharest Stock Exchange
by Maria Carmen HUIAN

2015 Short And Long-Term Dynamics Of Herd Behaviour At The Johannesburg Stock Exchange
by Olivier Niyitegeka & Devi Datt Tewari

2015 Credit Scoring System for Managing Risk in Agricultural Loan Portfolio of the Thai Rural Financial Market
by Songkran Somboon

2015 Overconfident Investors, Predictable Returns, and Excessive Trading
by Kent Daniel & David Hirshleifer

2015 Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses
by Aurélien Baillon & Han Bleichrodt

2015 Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
by Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu

2015 Testing for the Disposition Effect on Optimal Stopping Decisions
by Jacopo Magnani

2015 Until the Bitter End: On Prospect Theory in a Dynamic Context
by Sebastian Ebert & Philipp Strack

2015 Thar SHE Blows? Gender, Competition, and Bubbles in Experimental Asset Markets
by Catherine C. Eckel & Sascha C. Füllbrunn

2015 Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals
by Alain Cohn & Jan Engelmann & Ernst Fehr & Michel André Maréchal

2015 Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal
by Marco Ottaviani & Peter Norman Sørensen

2014 Alpha or Not Alpha: The Case of the Hedge Fund Industry
by Hugues Pirotte & Nils Tuchschmid

2014 Revisiting Herding Behavior in REITs: A Regime-Switching Approach
by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta

2014 Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
by Goodness C. Aye & Frederick W. Deale & Rangan Gupta

2014 Stress testing and financial risks
by Koliai, Lyes

2014 Portfolio choice and asset pricing with endogenous beliefs and skewness preference
by Karehnke, Paul

2014 Couverture du risque de volatilité et de corrélation dans un portefeuille
by Malongo, Hassan

2014 The unique risks of portfolio leverage: why modern portfolio theory fails and how to fix it
by Jacobs, Bruce & Levy, Kenneth

2014 Risk management insights from Markowitz optimization for constructing portfolios with commodity futures
by WILFORD, D Sykes

2014 Japanese patent index and stock performance
by Kobayashi, Takao & Iwanaga, Yasuhiro & Kudoh, Hideaki

2014 A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets
by Hwang, Peter & Sitorus, Romora Edward

2014 Subjective Image of the Forthcoming — How FX Market Participants Construct Their Prospects on the Nearest Future
by V. Evstigneev.

2014 Standardisation in the Retail Banking Sector Designing Functions for an Individualised Asset Allocation Advisory
by Marcus Kaiser & Hans Ulrich Buhl & Stefan Volkert & Veronica Winkler

2014 Asset allocation and stock selection: Evidence from static and dynamic strategies in Turkish markets
by Tolgahan YILMAZ & Sema DUBE

2014 Risks of Turkish Industries During Financial Crisis
by Harun SENCAL & Mehmet ORHAN

2014 Strategic Analysis Of Forest Investments Using Real Option: The Fuzzy Pay-Off Model (Fpom)
by Milanesi, Gastón S. & Broz, Diego & Tohmé, Fernando & Rossit, Daniel

2014 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks
by Olivier Ledoit & Michael Wolf

2014 What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III
by Lang, Michael & Schröder, Michael

2014 Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure
by Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher

2014 Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings
by Lang, Gunnar & Shen, Yu & Xu, Xian

2014 The standard portfolio choice problem in Germany
by Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg

2014 Decision making with Conditional Value-at-Risk and spectral risk measures: The problem of comparative risk aversion
by Brandtner, Mario & Kürsten, Wolfgang

2014 Is Real Exchange Rate Hedging Motive Still Important in Determining Equity Home Bias?
by Stewen, Iryna

2014 Institutional herding in financial markets: New evidence through the lens of a simulated model
by Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter

2014 Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets
by Fricke, Daniel & Gerig, Austin

2014 Behavioral financial engineering in the fixed-income market: The influence of the coupon structure
by Eickholt, Mathias

2014 What makes individual investors exercise early? Empirical evidence from the fixed-income market
by Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco

2014 The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity
by Becker, Gideon

2014 Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis
by Becker, Gideon & Dimpfl, Thomas

2014 Peer effects and risk sharing in experimental asset markets
by Baghestanian, Sascha & Gortner, Paul J. & van der Weele, Joël J.

2014 Does product familiarity matter for participation?
by Fuchs-Schündeln, Nicola & Haliassos, Michael

2014 Incompatible European partners? Cultural predispositions and household financial behavior
by Haliassos, Michalis & Jansson, Thomas & Karabulut, Yigitcan

2014 Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
by Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas

2014 Critical illness insurance in life cycle portfolio problems
by Schendel, Lorenz S.

2014 Consumption-investment problems with stochastic mortality risk
by Schendel, Lorenz S.

2014 Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
by Buss, Adrian & Uppal, Raman & Vilkov, Grigory

2014 Life insurance demand under health shock risk
by Kraft, Holger & Schendel, Lorenz S. & Steffensen, Mogens

2014 Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
by Beckmann, Joscha & Berger, Theo & Czudaj, Robert

2014 How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?
by Bergheim, Ralf & Ernstberger, Jürgen & Roos, Michael W. M.

2014 Transitions in the stock markets of the US, UK, and Germany
by Raddant, Matthias & Wagner, Friedrich

2014 Financial literacy and its consequences in the emerging middleclass
by Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas

2014 Secular stagnation
by Bossone, Biagio

2014 Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment
by Körner, Finn Marten & Trautwein, Hans-Michael

2014 A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
by Rabitsch, Katrin & Stepanchuk, Serhiy

2014 Gold, Oil, and Stocks
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

2014 Art as an alternative asset class: Risk and return characteristics of the Middle Eastern & Northern African art markets
by Kräussl, Roman

2014 Fitting parsimonious household- portfolio models to data
by Hubar, Sylwia & Koulovatianos, Christos & Li, Jian

2014 The impact of health insurance on stockholding: A regression discontinuity approach
by Christelis, Dimitris & Georgarakos, Dimitris & Sanz-de-Galdeano, Anna

2014 Advertising arbitrage
by Kovbasyuk, Sergei & Pagano, Marco

2014 Who are the value and growth investors?
by Betermier, Sebastien & Calvet, Laurent E. & Sodini, Paolo

2014 Forward-looking measures of higher-order dependencies with an application to portfolio selection
by Brinkmann, Felix & Kempf, Alexander & Korn, Olaf

2014 Portfolio optimization using forward-looking information
by Kempf, Alexander & Korn, Olaf & Saßning, Sven

2014 Window dressing in mutual funds
by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng

2014 Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios
by Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus

2014 Análisis del comportamiento imitador intradía en el mercado de valores español durante el periodo de crisis 2008-2009
by Alicia Marín Solano & Sandra Ferreruela Garcés

2014 When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

2014 What drives the association between health and portfolio choice?
by Kronenberg, C. & van Kippersluis, H. & Rohde, K.I.M.

2014 Life cycle responses to health insurance status
by Pelgrin, F. & St-Amour, P.

2014 Repeat Sales Methods for Growing Cities and Short Horizons
by Karl L. Guntermann & Crocker Liu & Adam Nowak

2014 Forecasting Global Equity Indices using Large Bayesian VARs
by Florian Huber & Tamas Krisztin & Philipp Piribauer

2014 A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
by Katrin Rabitsch & Serhiy Stepanchuk

2014 International Portfolios: A Comparison of Solution Methods
by Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov

2014 Generalized Momentum Asset Allocation Model
by Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski

2014 Options delta hedging with no options at all
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

2014 Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

2014 Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

2014 Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection
by Florian Mueller

2014 Fund Ratings: The method reconsidered
by Fausto Corradin & Domenico Sartore

2014 Q-Learning-based financial trading systems with applications
by Marco Corazza & Francesco Bertoluzzo

2014 Heterogeneous Expectations in Asset Pricing:Empirical Evidence from the S&P500
by Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels

2014 The Impact of Financial Advice on Trade Performance and Behavioral Biases
by Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus

2014 Ambiguity and Reality
by Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan

2014 Individual Investor Activity and Performance
by Dahlquist, Magnus & Martinez, Jose Vincente & Soderlind, Paul

2014 Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market
by Aaron Hedlund

2014 The Cyclical Dynamics of Illiquid Housing, Debt, and Foreclosures
by Aaron Hedlund

2014 Hedge Fund Portfolio Diversification Strategies Across the GFC
by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh

2014 European Market Portfolio Diversification Strategies across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

2014 Volatility Spillovers from Australia's major trading partners across the GFC
by David E. Allen & Michael McAleer & Abhay K. Singh

2014 Risk Measurement and risk modelling using applications of Vine Copulas
by David E. Allen & Michael McAleer & Abhay K. Singh

2014 A Stochastic Dominance Approach to Financial Risk Management Strategies
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral

2014 Can housing risk be diversified? A cautionary tale from the housing boom and bust
by John Cotter & Stuart Gabriel & Richard Roll

2014 The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market
by John Cotter & Niall O'Sullivan & Francesco Rossi

2014 Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
by Bec, Frédérique & Gollier, Christian

2014 Gamma discounters are short-termist
by Gollier, Christian

2014 The Role of Uncertainty Avoidance in Foreign Investment Bias
by Burcu Erdogan

2014 Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
by Galkiewicz, Dominika Paula

2014 Overconfidence, Effort, and Investment (Revised version of CentER DP 2013-035)
by Pikulina, E.S. & Renneboog, L.D.R. & Tobler, P.N.

2014 On the Effectiveness of Feed-in Tariffs in the Development of Photovoltaic Solar
by Elbert Dijkgraaf & Tom van Dorp & Emiel Maasland

2014 Hedge Fund Portfolio Diversification Strategies across the GFC
by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh

2014 Capital Structure Arbitrage revisited
by Marcin Wojtowicz

2014 European Market Portfolio Diversification Strategies across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

2014 Need for Speed? Exchange Latency and Liquidity
by Albert J. Menkveld & Marius A. Zoican

2014 Common Risk Factors in Equity Markets
by Victoria Atanasov

2014 Risk Measurement and Risk Modelling using Applications of Vine Copulas
by David E. Allen & Michael McAleer & Abhay K. Singh

2014 Optimal Hedging with the Vector Autoregressive Model
by Lukasz Gatarek & Søren Johansen

2014 Determinants of Bond Flows to Emerging Markets: How Do They Change Over Time?
by Yasemin Erduman & Neslihan Kaya

2014 Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
by Gozde Gurgun & Ibrahim Unalmis

2014 Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory
by Filippo Brutti & Philip Ulrich Sauré

2014 Investment Behavior in Post-Crisis Period – Comparison of Indian Publics and Private Firms
by Pankaj Kumar Gupta & Jasjit Bhatia

2014 Global portfolio management under state dependent multiple risk premia
by Timotheos Angelidis & Nikolaos Tessaromatis

2014 Should a skeptical portfolio insurer use an optimal or a risk-based multiplier?
by Maxime Bonelli & Daniel Mantilla-Garcia

2014 Trying to Predict Opening Stock Returns
by Andrey Kudryavtsev

2014 The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach
by Dimitris Christelis & Dimitris Georgarakos & Anna Sanz-de-Galdeano

2014 Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
by Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang

2014 Advertising Arbitrage
by Sergei Kovbasyuk & Marco Pagano

2014 Bargaining or efficiency within the household? The case of Italy
by AINA, Carmen & MAZZOTTA, Fernanda & PARISI, Lavinia

2014 Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
by Joscha Beckmann & Theo Berger & Robert Czudaj

2014 How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?
by Ralf Bergheim & Jürgen Ernstberger & Michael W.M. Roos

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 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 and Shareholder Heterogeneity in U.S. Stock Pricing
by Martin Lettau & Sydney C. Ludvigson & Sai Ma

2014 The Real Effects of Capital Control Taxes: 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
by Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin

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
by Lukasz Gatarek & Søren Johansen

2014 An Axiomatic Approach to Measuring Degree of Stochastic Dominance
by Takashi Kamihigashi & John Stachurski

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 Transitions in the Stock Markets of the US, UK, and Germany
by Matthias Raddant & Friedrich Wagner

2014 Financial Literacy and Its Consequences in the Emerging Middle Class
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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
by Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina

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. & Rapach, David E. & 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 Impact Of Short Selling Activity On Market Dynamics: Evidence From An Emerging Market
by Cihat Sobaci & Ahmet Sensoy & Mutahhar Erturk

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 Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading Under Knightian Uncertainty
by Frank Riedel & Patrick Beissner

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 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 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 empírica
by Francisco & Venegas Martinez & Francisco Lopez Herrera & Ambrosio Ortiz Ramírez

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 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 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 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
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2014 Culture's impact on institutional investors' trading frequency
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2014 Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)
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2014 The technological and environmental efficiency of the EU-27 power mix: An evaluation based on MPT
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2014 Tail risk in energy portfolios
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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
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2014 Decision-support tool for assessing future nuclear reactor generation portfolios
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2014 An empirical Bayesian approach to stein-optimal covariance matrix estimation
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2014 An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
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2014 An empirical investigation of methods to reduce transaction costs
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2014 Price and earnings momentum: An explanation using return decomposition
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2014 Quantiles of the realized stock–bond correlation and links to the macroeconomy
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2014 Average funds versus average dollars: Implications for mutual fund research
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2014 Market states and the risk-based explanation of the size premium
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2014 On the distribution and estimation of trading costs
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2014 Direct evidence of dividend tax clienteles
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2014 Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market
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2014 Pricing of liquidity risks: Evidence from multiple liquidity measures
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2014 Analysing China's foreign direct investment in manufacturing from a high–low technology perspective
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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
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2014 Does investor recognition matter for asset pricing?
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2014 Growth forecasts, belief manipulation and capital markets
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2014 Rank matters–The impact of social competition on portfolio choice
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2014 Influence of institutional investors' participation on flipping activity of Malaysian IPOs
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2014 Sectoral and industrial performance during a stock market crisis
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2014 Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
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2014 Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day
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2014 A two-period model with portfolio choice: Understanding results from different solution methods
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2014 Observational equivalence and nonequivalence of subjective and robust mean–variance preferences
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2014 Moment conditions for Almost Stochastic Dominance
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2014 Are lifecycle funds appropriate as default options in participant-directed retirement plans?
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2014 The disposition effect and loss aversion: Do gender differences matter?
by Rau, Holger A.

2014 Sentiment and art prices
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2014 Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
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2014 VaR-implied tail-correlation matrices
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2014 Islamic equity market integration and volatility spillover between emerging and US stock markets
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2014 What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
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2014 Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions
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2014 Distribution of stock ratings and analyst recommendation revision
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2014 Excess volatility and the cross-section of stock returns
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2014 Optimal stopping time with stochastic volatility
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2014 Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management
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2014 Equity portfolio insurance against a benchmark: Setting, replication and optimality
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2014 Stock market integration of emerging Asian economies: Patterns and causes
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2014 Modeling volatility and conditional correlations between socially responsible investments, gold and oil
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2014 Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
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2014 Volatility spillovers between the oil market and the European Union carbon emission market
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2014 Firm heterogeneity, R&D, and economic growth
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2014 Location-scale portfolio selection with factor-recentered skew normal asset returns
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2014 Evolution and market behavior with endogenous investment rules
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2014 Portfolio management with robustness in both prediction and decision: A mixture model based learning approach
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2014 A dynamic autoregressive expectile for time-invariant portfolio protection strategies
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2014 No-Arbitrage ROM simulation
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2014 Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
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2014 Consuming durable goods when stock markets jump: A strategic asset allocation approach
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2014 Model-free CPPI
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2014 Time-consistent investment policies in Markovian markets: A case of mean–variance analysis
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2014 Solving DSGE portfolio choice models with dispersed private information
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2014 Partial information about contagion risk, self-exciting processes and portfolio optimization
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2014 Robust tracking error portfolio selection with worst-case downside risk measures
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2014 Dynamic asset allocation when bequests are luxury goods
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2014 Computing equilibria in dynamic models with occasionally binding constraints
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2014 Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
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2014 Bonus schemes and trading activity
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2014 Share repurchases and institutional supply
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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 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 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 Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina
by Chirinos, Miguel

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 The Capital Asset Pricing Model in Economic Perspective
by Peter Dawson

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
by Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick

2013 Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
by Alexeev, Vitali & Tapon, Francis

2013 The impact of jumps and thin trading on realized hedge ratios
by Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla

2013 South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics
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2013 The Satisficer’s Curse
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2013 Asset market participation and portfolio choice over the life-cycle
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2013 Home Bias in Open Economy Financial Macroeconomics
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2013 Leverage and Alpha: The Case of Funds of Hedge Funds
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2013 Portfolio Optimization for Hedge Funds through Time-Varying Coefficients
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2013 Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins
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2013 The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility
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2013 Non-Exclusive Financial Advice
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2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
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2013 Locus of Control and Savings
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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 Competition between high-frequency traders, and market quality
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2013 Extreme conditional value at risk: a coherent scenario for risk management
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2013 Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -
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2013 Závislost cen akcií ropných společností na ceně ropy
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2013 Determinants of cost of equity: The case of Shariah-compliant Malaysian firms
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2013 Small Share of the Islamic Banks in Indonesia, Supply-side Problems?
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2013 The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications
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2013 The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios
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2013 Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries
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2013 The application of the capital asset pricing model on the Croatian capital market
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2013 Sophisticated gambler’s ruin and survival chances
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2013 Special Legal Instruments for Placement of Shares in the Course of a Joint Stock Company Reorganization: «Stock Conversion Procedure»
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2013 Micro Foundations of Savings Behavior in Urban Pakistan
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2013 Investment Decisions by Analysts: A Case Study of KSE
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2013 Asset allocation and portfolio optimization problems with metaheuristics: a literature survey
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2013 Multiobjective optimization for the asset allocation of European nonlife insurance companies
by Jarraya, Bilel & Bouri, Abdelfettah

2013 Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
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2013 The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline
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2013 Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
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2013 Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis
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2013 Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach
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2013 Input Demand under Joint Energy and Output Prices Uncertainties
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2013 Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk
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2013 Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
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2013 Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
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2013 Moment Conditions for Almost Stochastic Dominance
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2013 Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty
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2013 Repo Market – A Tool to Manage Liquidity in Financial Institutions
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2013 An analysis of portfolio selection with multiplicative background risk
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2013 Measures of Equity Home Bias Puzzle
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2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
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2013 Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects
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2013 A new financial metric for the art market
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2013 A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering
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2013 A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios
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2013 Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation
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2013 Survey of Literature on Portfolio Theory
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2013 Make Almost Stochastic Dominance really Almost
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2013 Almost Stochastic Dominance and Moments
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2013 Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications
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2013 Almost Stochastic Dominance and Moments
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2013 The Smart Beta Indexing Puzzle
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2013 Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm
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2013 Size and liquidity effects in Nigeria: an industrial sector study
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2013 Introduction to Risk Parity and Budgeting
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2013 Euro Zone Debt Crisis: Implications for Indian Banking Sector
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2013 Funding Cost and a New Capital Model
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2013 The performance of mutual funds on French stock market:Do star funds’ managers exist or do funds have to hire chimpanzees?
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2013 The performance of commercial banks and the determinants of profitability: Evidence from Kosovo
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2013 Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors
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2013 Stock Market Linkages in Emerging Asia-Pacific Markets
by P., Srinivasan & M., Kalaivani

2013 The cross-section of tail risks in stock returns
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2013 The drivers of downside equity tail risk
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2013 On the pricing and hedging of options for highly volatile periods
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2013 A Note on Almost Stochastic Dominance
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2013 Endogenous financial literacy, saving and stock market participation
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2013 Measuring Performance of Exchange Traded Funds
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2013 Return enhancing, cash-rich or simply empire-building? An empirical investigation of corporate real estate holdings
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2013 Risks of large portfolios
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2013 Two-moment decision model for location-scale family with background asset
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2013 The best estimation for high-dimensional Markowitz mean-variance optimization
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2013 The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance
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2013 The disposition effect and investor experience
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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)
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2013 The Elephant in the Ground: Managing Oil and Sovereign Wealth
by Rick Van der Ploeg & Samuel Wills & Ton van den Bremer

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
by James Knight

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
by Efstathios Avdis & Jessica A. Wachter

2013 Buffett's Alpha
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2013 The Cost of Capital for Alternative Investments
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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
by Massimiliano AMARANTE

2013 A Representation of Risk Measures
by AMARANTE, Massimiliano

2013 Wishful Thinking
by Guy Mayraz

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
by Bucher-Koenen, Tabea & Kluth, Sebastian

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 Risk Modelling and Management: An Overview
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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
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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
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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 Phase Transition in the S&P Stock Market
by Matthias Raddant & Friedrich Wagner

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 Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result
by Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne

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 Profitability 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 Pérez Kakabadse, Alonso & Palacios Huerta, Ignacio

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 The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

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 Social Preferences and Portfolio Choice
by Arno Riedl & Paul Smeets

2013 Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas

2013 Asset Pricing with Uncertain Betas: A Long-Term Perspective
by Christian Gollier

2013 Risk-Taking-Neutral Background Risk
by Guenter Franke & Harris Schlesinger & Richard C. Stapleton

2013 Group Lending Without Joint Liability
by Thiemo Fetzer & Maitreesh Ghatak & Jonathan de Quidt

2013 Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions
by Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta

2013 Mean-variance target-based optimisation in DC plan with stochastic interest rate
by Francesco Menoncin & Elena Vigna

2013 Risk Modeling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

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

2013 Recent Developments in Financial Economics and Econometrics: An Overview
by Chia-Lin Chang & David Allen & Michael McAleer

2013 Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds
by Christian Andres & André Betzer & Peter Limbach

2013 Trusting Financial Institutions: Out of Reach, out of Trust?
by Ute Filipiak

2013 To Predict the Equity Market, Consult Economic Theory
by Davide Pettenuzzo

2013 Old Italian Violins: A New Investment Strategy
by Kathryn Graddy & Philip Margolis

2013 Jumping over a low hurdle: Personal pension fund performance
by Anastasia Petraki & Anna Zalewska

2013 With whom and in what is it better to save? Personal pensions in the UK
by Anastasia Petraki & Anna Zalewska

2013 Forecasting Stock Returns under Economic Constraints
by Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov

2013 Putting the EMU integration into a new perspective: the case of capital market holdings
by George T. Palaiodimos

2013 Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo

2013 Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo

2013 Rationalizing the Value Premium in Emerging Markets
by M. Shahid Embrahim & Sourafel Girma & M. Eskander Shah & Jonathan Williams

2013 Financial Literacy and Financial Planning in France
by Arrondel, L. & Debbich, M. & Savignac, F.

2013 Herding in financial markets: Bridging the gap between theory and evidence
by Dieter Nautz

2013 Forward-looking robust portfolio selection
by Sara Cecchetti & Laura Sigalotti

2013 Modelling public debt strategies
by Michele Manna & Emmanuela Bernardini & Mauro Bufano & Davide Dottori

2013 An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt
by Shaofeng Xu

2013 Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances
by Sermin Gungor & Richard Luger

2013 The Price of Luck
by Sílvia Bou & Magda Cayón

2013 Asset Management with TEV and VaR;Constraints: the Constrained Efficient;Frontiers
by Giulio PALOMBA & Luca RICCETTI

2013 Optimal Portfolio with Vector Expected Utility
by Eric André

2013 Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
by Hyeongwoo Kim & Deockhyun Ryu

2013 Does Realized Skewness Predict the Cross-Section of Equity Returns?
by Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez

2013 Risk-Return Trade-Off for European Stock Markets
by Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva

2013 The Dr. Z Place and Show Racetrack Betting Systems Past and Present
by Rachel E. S. Ziemba & William T. Ziemba

2013 Farewell to the Queen and to the Princess of US Thoroughbred Racing
by Rachel E. S. Ziemba & William T. Ziemba

2013 Two Super Horses
by Rachel E. S. Ziemba & William T. Ziemba

2013 The One That Got Away: The Hitable $2 Million Pick 6 at the Breeders' Cup
by Rachel E. S. Ziemba & William T. Ziemba

2013 Risk Arbitrage in the NFL 2012 Playoffs and the Super Bowl
by Rachel E. S. Ziemba & William T. Ziemba

2013 The 2010 and 2011 Super Bowls and the Elo Ranking System
by Rachel E. S. Ziemba & William T. Ziemba

2013 Blunder or Correct Decision? The Belichick Decision to go for it on 4th Down
by Rachel E. S. Ziemba & William T. Ziemba

2013 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 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 Decisiones óptimas de portafolio cuando la tasa forward sigue el modelo Heath, Jarrow y Morton (HJM): un modelo de maximización de utilidad / Optimum Portfolio Decisions When The Forward Rate Follows the Heath, Jarrow and Morton Model (HJM): A Utility Maximization Model
by Venegas-Martínez, Francisco & Rodríguez-Nava, Abigail

2013 Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices / Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores
by Santillan-Salgado, Roberto J. & Fonseca Ramírez, Alejandro

2013 Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix: a test in pensiones civiles del Estado de Michoacán / Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluación de las pensiones civiles del Estado de Michoacán
by Torre Torres, Oscar V. de la

2013 Una proposta di revisione dei questionari per la profilatura della cientela
by Enrico Maria Cervellati & Filippo Parrella & Marco Spallone

2013 Technical Analysis versus Fundamental Analysis of Securities
by Madalina - Gabriela ANGHEL

2013 Utilizarea comparata a modelelor CAPM si APT in analizele bursiere
by Florin PIELEANU & Diana COCONOIU

2013 Aspecte privind managementul portofoliilor – metode si modele utilizate
by Radu Titus MARINESCU & Madalina Gabriela ANGHEL

2013 Factorii care influenteaza investitiile
by Dragos Gabriel MECU

2013 Modele de constructie a portofoliilor de instrumente financiare
by Madalina Gabriela ANGHEL

2013 Aspecte teoretice privind portofoliile de instrumente financiare – concept si tipologie
by Madalina Gabriela ANGHEL & Adina Mihaela DINU

2013 Theoretical and Methodological Considerations on the Public Offers
by Claudia Catalina SAVA

2013 Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market
by Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee

2013 On Tobin's Multiperiod Portfolio Theorem
by Heping XIONG & Jingming ZHOU

2013 Does Wealth or Credit Effect Exist in China?
by Chih-Wei SU & Hsu-Ling CHANG & Chun JIANG

2013 Portfolio Optimization On Croatian Capital Market
by Ivanovic, Zoran & Baresa , Suzana & Bogdan, Sinisa

2013 Market risk of real estate: Using indirect data to understand direct risks
by Schlumpf, Felix & Tessera, Genene & Martínez, Catalina

2013 Factors Influencing Brazilian Value Investing Portfolios
by Holloway, Pedro & Rochman, Ricardo

2013 The Relevance of Using Accounting Fundamentals in the Mexican Stock Market
by Dorantes, Carlos

2013 Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
by Kumar Tiwari, Aviral & Billah Dar, Arif & Bhanja, Niyati & Shah, Aasif

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

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 Seasonal affective disorder: onset and recovery
by Khaled, Mohammed S. & Keef, Stephen P.

2013 Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets
by Demirer, Riza

2013 Mutual fund performance in Tunisia: A multivariate GARCH approach
by Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem

2013 The persistence of European mutual fund performance
by Vidal-García, Javier

2013 Asset prices and exchange risk: Empirical evidence from Canada
by Samson, Lucie

2013 Hedging inflation risk in a developing economy: The case of Brazil
by Brière, Marie & Signori, Ombretta

2013 Does stock market development always improve firm-level financing? Evidence from Tunisia
by Lagoarde-Segot, Thomas

2013 Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective
by Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo

2013 The autumn effect of gold
by Baur, Dirk G.

2013 The high returns to low volatility stocks are actually a premium on high quality firms
by Walkshäusl, Christian

2013 Asset pricing under quantile utility maximization
by Giovannetti, Bruno C.

2013 The conditional relation between dispersion and return
by Demirer, Rıza & Jategaonkar, Shrikant P.

2013 Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
by Konermann, Patrick & Meinerding, Christoph & Sedova, Olga

2013 GFC-robust risk management strategies under the Basel Accord
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio

2013 Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk
by Chen, Yi-Hsuan & Tu, Anthony H.

2013 Country-specific idiosyncratic risk and global equity index returns
by Hueng, C. James & Yau, Ruey

2013 Dynamics of the co-movement between stock and maritime markets
by Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan

2013 The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market
by Chen, Chun-nan

2013 Mutual fund flows and window-dressing
by Ling, Leng & Arias, J.J.

2013 Alternative econometric implementations of multi-factor models of the U.S. financial markets
by Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato

2013 Orthogonalized factors and systematic risk decomposition
by Klein, Rudolf F. & Chow, Victor K.

2013 Banks’ risk taking, financial innovation and macroeconomic risk
by Kero, Afroditi

2013 Accounting for non-annuitization
by Pashchenko, Svetlana

2013 Religion and returns in Europe
by Salaber, Julie

2013 How does the stock market value bank diversification? Empirical evidence from Japanese banks
by Sawada, Michiru

2013 Is there a volatility effect in the Hong Kong stock market?
by Nartea, Gilbert V. & Wu, Ji

2013 Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia
by Docherty, Paul & Chan, Howard & Easton, Steve

2013 Investors' information advantage and order choices in an order-driven market
by Tsai, Shih-Chuan

2013 The house money effect on investment risk taking: Evidence from Taiwan
by Hsu, Yuan-Lin & Chow, Edward H.

2013 Commonality in individuals' trading: A systematic path between behavioral bias and expected returns
by Chae, Joon & Yang, Cheol-Won

2013 GFC-robust risk management under the Basel Accord using extreme value methodologies
by Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo

2013 Currency hedging strategies using dynamic multivariate GARCH
by Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel

2013 Dynamic relationship between precious metals
by Sensoy, Ahmet

2013 Volatility expectations and the reaction to analyst recommendations
by Kliger, Doron & Kudryavtsev, Andrey

2013 Decision heuristics and tax perception – An analysis of a tax-cut-cum-base-broadening policy
by Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim

2013 How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration
by Duxbury, Darren & Summers, Barbara & Hudson, Robert & Keasey, Kevin

2013 Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets
by Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen

2013 When trustors compete for the favour of a trustee – A laboratory experiment
by Bauernschuster, Stefan & Falck, Oliver & Große, Niels

2013 The investment technology of foreign and domestic institutional investors in an emerging market
by Patnaik, Ila & Shah, Ajay

2013 The extreme value in crude oil and US dollar markets
by Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang

2013 Investment allocation decisions, home bias and the mandatory IFRS adoption
by Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan

2013 International diversification during the financial crisis: A blessing for equity investors?
by Vermeulen, Robert

2013 Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability
by De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara

2013 Factor decomposition and diversification in European corporate bond markets
by Pieterse-Bloem, Mary & Mahieu, Ronald J.

2013 The smallest firm effect: An international study
by De Moor, Lieven & Sercu, Piet

2013 Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
by Chang, Sanders S.

2013 Do jumps contribute to the dynamics of the equity premium?
by Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei

2013 The economics of hedge funds
by Lan, Yingcong & Wang, Neng & Yang, Jinqiang

2013 Allocation of decision rights and the investment strategy of mutual funds
by Dass, Nishant & Nanda, Vikram & Wang, Qinghai

2013 Predictability of currency carry trades and asset pricing implications
by Bakshi, Gurdip & Panayotov, George

2013 Company name fluency, investor recognition, and firm value
by Green, T. Clifton & Jame, Russell

2013 Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios
by Roche, Hervé & Tompaidis, Stathis & Yang, Chunyu

2013 Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms
by Edelman, Daniel & Fung, William & Hsieh, David A.

2013 Can hedge funds time market liquidity?
by Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W.

2013 The cross section of conditional mutual fund performance in European stock markets
by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ

2013 A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?
by So, Eric C.

2013 Mutual fund risk and market share-adjusted fund flows
by Spiegel, Matthew & Zhang, Hong

2013 Real effects of stock underpricing
by Hau, Harald & Lai, Sandy

2013 Anomalies and financial distress
by Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander

2013 Political activism, information costs, and stock market participation
by Bonaparte, Yosef & Kumar, Alok

2013 Prospect theory, the disposition effect, and asset prices
by Li, Yan & Yang, Liyan

2013 Capacity constraints, investor information, and hedge fund returns
by Ramadorai, Tarun

2013 Delegated asset management, investment mandates, and capital immobility
by He, Zhiguo & Xiong, Wei

2013 Style investing, comovement and return predictability
by Wahal, Sunil & Yavuz, M. Deniz

2013 Risk contagion in the north-western and southern European stock markets
by de Araújo, André da Silva & Garcia, Maria Teresa Medeiros

2013 Before and after: The impact of a real bubble crash on investors’ trading behavior in the lab
by Gong, Binglin & Lei, Vivian & Pan, Deng

2013 Simplification and saving
by Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C.

2013 Sex-hormone genes and gender difference in ultimatum game: Experimental evidence from China and Israel
by Chew, Soo Hong & Ebstein, Richard P. & Zhong, Songfa

2013 A comparison of the original and revised Basel market risk frameworks for regulating bank capital
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu

2013 The role of media in the credit crunch: The case of the banking sector
by Wisniewski, Tomasz Piotr & Lambe, Brendan

2013 Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
by Calice, Giovanni & Chen, Jing & Williams, Julian

2013 Investor protection rights and foreign investment
by Giofré, Maela

2013 Saving-based asset-pricing
by Dreyer, Johannes K. & Schneider, Johannes & Smith, William T.

2013 Optimal retirement with unemployment risks
by Jang, Bong-Gyu & Park, Seyoung & Rhee, Yuna

2013 Better than the original? The relative success of copycat funds
by Verbeek, Marno & Wang, Yu

2013 Predicting bear and bull stock markets with dynamic binary time series models
by Nyberg, Henri

2013 The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions
by Chalmers, John & Kaul, Aditya & Phillips, Blake

2013 Systemic risk measurement: Multivariate GARCH estimation of CoVaR
by Girardi, Giulio & Tolga Ergün, A.

2013 Portfolio reallocation and exchange rate dynamics
by Ding, Liang & Ma, Jun

2013 Canonical vine copulas in the context of modern portfolio management: Are they worth it?
by Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy

2013 Size matters: Optimal calibration of shrinkage estimators for portfolio selection
by DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J.

2013 Sarbanes-Oxley Act and corporate credit spreads
by Nejadmalayeri, Ali & Nishikawa, Takeshi & Rao, Ramesh P.

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

2013 Prospect theory and trading patterns
by Yao, Jing & Li, Duan

2013 Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
by Ülkü, Numan & Weber, Enzo

2013 Optimal smooth consumption and annuity design
by Bruhn, Kenneth & Steffensen, Mogens

2013 Analyst forecasts and European mutual fund trading
by Franck, Alexander & Kerl, Alexander

2013 Availability, recency, and sophistication in the repurchasing behavior of retail investors
by Nofsinger, John R. & Varma, Abhishek

2013 International diversification gains and home bias in banking
by García-Herrero, Alicia & Vázquez, Francisco

2013 Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities
by Herrmann, Ulf & Scholz, Hendrik

2013 Access to information and international portfolio allocation
by Thapa, Chandra & Paudyal, Krishna & Neupane, Suman

2013 Information immobility, industry concentration, and institutional investors’ performance
by Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla

2013 Nonlinear portfolio selection using approximate parametric Value-at-Risk
by Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan

2013 Investing at home and abroad: Different costs, different people?
by Christelis, Dimitris & Georgarakos, Dimitris

2013 A robust optimization approach to asset-liability management under time-varying investment opportunities
by Gülpinar, Nalan & Pachamanova, Dessislava

2013 Revisiting mutual fund performance evaluation
by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos

2013 How does the stock market react to the announcement of green policies?
by Ramiah, Vikash & Martin, Belinda & Moosa, Imad

2013 Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
by Jin, Xing & Zhang, Kun

2013 Causes and consequences of short-term institutional herding
by Kremer, Stephanie & Nautz, Dieter

2013 The disposition effect and investor experience
by Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio

2013 Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading
by Levy, Ariel & Lieberman, Offer

2013 Robust portfolio choice with ambiguity and learning about return predictability
by Branger, Nicole & Larsen, Linda Sandris & Munk, Claus

2013 When active fund managers deviate from their peers: Implications for fund performance
by Gupta-Mukherjee, Swasti

2013 On portfolio optimization: Imposing the right constraints
by Behr, Patrick & Guettler, Andre & Miebs, Felix

2013 Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly
by Dutt, Tanuj & Humphery-Jenner, Mark

2013 CVaR sensitivity with respect to tail thickness
by Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J.

2013 The performance of banks around the receipt and repayment of TARP funds: Over-achievers versus under-achievers
by Cornett, Marcia Millon & Li, Lei & Tehranian, Hassan

2013 International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective
by Jiang, Chonghui & Ma, Yongkai & An, Yunbi

2013 Commonalities in investment strategy and the determinants of performance in mutual fund mergers
by Namvar, Ethan & Phillips, Blake

2013 What determines corporate pension fund risk-taking strategy?
by An, Heng & Huang, Zhaodan & Zhang, Ting

2013 The world price of jump and volatility risk
by Driessen, Joost & Maenhout, Pascal

2013 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
by Boubaker, Heni & Sghaier, Nadia

2013 Portfolio selection: An extreme value approach
by DiTraglia, Francis J. & Gerlach, Jeffrey R.

2013 Individual investor perceptions and behavior during the financial crisis
by Hoffmann, Arvid O.I. & Post, Thomas & Pennings, Joost M.E.

2013 Dynamic hedge fund portfolio construction: A semi-parametric approach
by Harris, Richard D.F. & Mazibas, Murat

2013 Liquidity commonality in commodities
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat

2013 Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis
by Brandtner, Mario

2013 Credit and liquidity components of corporate CDS spreads
by Corò, Filippo & Dufour, Alfonso & Varotto, Simone

2013 On the predictability of stock prices: A case for high and low prices
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo

2013 Limiting losses may be injurious to your wealth
by Grauer, Robert R.

2013 Economic valuation of liquidity timing
by Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel

2013 Robust portfolio choice with uncertainty about jump and diffusion risk
by Branger, Nicole & Larsen, Linda Sandris

2013 Return decomposition and the Intertemporal CAPM
by Maio, Paulo

2013 Front-running of mutual fund fire-sales
by Dyakov, Teodor & Verbeek, Marno

2013 A comprehensive long-term analysis of S&P 500 index additions and deletions
by Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N.

2013 How do sovereign credit rating changes affect private investment?
by Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling

2013 Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
by Qin, Zhenjiang

2013 The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010
by Hagströmer, Björn & Hansson, Björn & Nilsson, Birger

2013 Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
by Kellner, Ralf & Gatzert, Nadine

2013 Predicting stock returns: A regime-switching combination approach and economic links
by Zhu, Xiaoneng & Zhu, Jie

2013 Asset pricing with heterogeneous beliefs and relative performance
by Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke

2013 Why do people save in cash? Distrust, memories of banking crises, weak institutions and dollarization
by Stix, Helmut

2013 An analysis of commodity markets: What gain for investors?
by Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila

2013 Lessons from the evolution of foreign exchange trading strategies
by Neely, Christopher J. & Weller, Paul A.

2013 Market reaction to earnings news: A unified test of information risk and transaction costs
by Zhang, Qi & Cai, Charlie X. & Keasey, Kevin

2013 Individual investors and financial disclosure
by Lawrence, Alastair

2013 Housing prices and balance sheets effects: A classroom demonstration
by Mykhaylova, Olena & Mago, Shakun & Staveley-O’Carroll, James

2013 Does idiosyncratic volatility matter in emerging markets? Evidence from China
by Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao

2013 The role of country and industry factors during volatile times
by Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís

2013 Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
by Antonakakis, Nikolaos & Vergos, Konstantinos

2013 Financialization, crisis and commodity correlation dynamics
by Silvennoinen, Annastiina & Thorp, Susan

2013 Is carry-trade a viable alternative asset class?
by Das, Sougata & Kadapakkam, Palani-Rajan & Tse, Yiuman

2013 Saints versus Sinners. Does morality matter?
by Durand, Robert B. & Koh, SzeKee & Limkriangkrai, Manapon

2013 Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
by Auer, Benjamin R. & Schuhmacher, Frank

2013 Investor herds and regime-switching: Evidence from Gulf Arab stock markets
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

2013 Fuzzy portfolio optimization model under real constraints
by Liu, Yong-Jun & Zhang, Wei-Guo

2013 Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework
by He, Lin & Liang, Zongxia

2013 A new immunization inequality for random streams of assets, liabilities and interest rates
by Gajek, Lesław & Krajewska, Elżbieta

2013 Constant proportion portfolio insurance under a regime switching exponential Lévy process
by Weng, Chengguo

2013 Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
by He, Lin & Liang, Zongxia

2013 Optimal decision on dynamic insurance price and investment portfolio of an insurer
by Mao, Hong & Carson, James M. & Ostaszewski, Krzysztof M. & Wen, Zhongkai

2013 Best portfolio insurance for long-term investment strategies in realistic conditions
by Pézier, Jacques & Scheller, Johanna

2013 A characterization of optimal portfolios under the tail mean–variance criterion
by Owadally, Iqbal & Landsman, Zinoviy

2013 Expected value multiobjective portfolio rebalancing model with fuzzy parameters
by Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar

2013 Does knowledge of finance mitigate the gender difference in financial risk-aversion?
by Hibbert, Ann Marie & Lawrence, Edward R. & Prakash, Arun J.

2013 Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India
by French, Joseph J. & Naka, Atsuyuki

2013 Shunning uncertainty: The neglect of learning opportunities
by Trautmann, Stefan T. & Zeckhauser, Richard J.

2013 Systemic liquidity shortages and interbank network structures
by Lee, Seung Hwan

2013 Patriotic name bias and stock returns
by Benos, Evangelos & Jochec, Marek

2013 Informed local trading prior to earnings announcements
by Berry, Thomas & Gamble, Keith Jacks

2013 Short-term residual reversal
by Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno

2013 Do mutual fund managers time market liquidity?
by Cao, Charles & Simin, Timothy T. & Wang, Ying

2013 Optimal trading strategy and supply/demand dynamics
by Obizhaeva, Anna A. & Wang, Jiang

2013 Performance hypothesis testing with the Sharpe ratio: The case of hedge funds
by Auer, Benjamin R. & Schuhmacher, Frank

2013 Mean–variance dominant trading strategies
by Galvani, Valentina & Gubellini, Stefano

2013 Information risk and credit contagion
by Huang, Alex YiHou & Cheng, Chiao-Ming

2013 Composition of robust equity portfolios
by Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J.

2013 A generalised arbitrage-free Nelson–Siegel model: The impact of unspanned stochastic volatility
by Chen, Rui & Du, Ke

2013 Assessing the profitability of intraday opening range breakout strategies
by Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian

2013 Superconvergence of the finite element solutions of the Black–Scholes equation
by Golbabai, A. & Ballestra, L.V. & Ahmadian, D.

2013 Market liquidity and institutional trading during the 2007–8 financial crisis
by Poon, Ser-Huang & Rockinger, Michael & Stathopoulos, Konstantinos

2013 Do long-short speculators destabilize commodity futures markets?
by Miffre, Joëlle & Brooks, Chris

2013 Hedging stock sector risk with credit default swaps
by Ratner, Mitchell & Chiu, Chih-Chieh (Jason)

2013 Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market
by Hsieh, Shu-Fan

2013 Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets
by Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne

2013 Diamonds — A precious new asset?
by Auer, Benjamin R. & Schuhmacher, Frank

2013 A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market
by Li, Bob & Boo, Yee Ling & Ee, Mong Shan & Chen, Cindy

2013 Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
by Alexakis, Christos & Dasilas, Apostolos & Grose, Chris

2013 Modeling the co-movements between crude oil and refined petroleum markets
by Tong, Bin & Wu, Chongfeng & Zhou, Chunyang

2013 Smooth transition regime shifts and oil price dynamics
by Cifarelli, Giulio

2013 From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks
by Bohl, Martin T. & Kaufmann, Philipp & Stephan, Patrick M.

2013 Valuing modular nuclear power plants in finite time decision horizon
by Jain, Shashi & Roelofs, Ferry & Oosterlee, Cornelis W.

2013 Modeling EU allowances and oil market interdependence. Implications for portfolio management
by Reboredo, Juan C.

2013 Volatility timing: How best to forecast portfolio exposures
by Clements, A. & Silvennoinen, A.

2013 Stakeholder relations and stock returns: On errors in investors' expectations and learning
by Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke

2013 Performance, stock selection and market timing of the German equity mutual fund industry
by Cuthbertson, Keith & Nitzsche, Dirk

2013 A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?
by Wagner, Niklas & Winter, Elisabeth

2013 An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions
by Cheng, Teng Yuan & Lee, Chun I & Lin, Chao Hsien

2013 Stressing correlations and volatilities — A consistent modeling approach
by Becker, Christoph & Schmidt, Wolfgang M.

2013 A global approach to mutual funds market timing ability
by Bodson, Laurent & Cavenaile, Laurent & Sougné, Danielle

2013 The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
by Varneskov, Rasmus & Voev, Valeri

2013 Measuring financial market integration in the European Union: EU15 vs. New Member States
by Pungulescu, Crina

2013 The volatility effect in emerging markets
by Blitz, David & Pang, Juan & van Vliet, Pim

2013 Separating the wheat from the chaff: Understanding portfolio returns in an emerging market
by Eterovic, Nicolas A. & Eterovic, Dalibor S.

2013 Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey
by Białkowski, Jędrzej & Bohl, Martin T. & Kaufmann, Philipp & Wisniewski, Tomasz P.

2013 Cheap money and risk taking: Opacity versus fundamental risk
by Drees, Burkhard & Eckwert, Bernhard & Várdy, Felix

2013 Sequential estimation of shape parameters in multivariate dynamic models
by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique

2013 Cross-border equity portfolio choices and the diversification motive: A fractional regression approach
by Pericoli, F.M. & Pierucci, E. & Ventura, L.

2013 A note on almost stochastic dominance
by Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing

2013 VaR constrained asset pricing with relative performance
by Liu, Xiangbo & Qiu, Zhigang & Xiong, Yan

2013 The impact of a sustainability constraint on the mean-tracking error efficient frontier
by Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe

2013 Do financial advisor commissions distort client choice?
by Beyer, Max & de Meza, David & Reyniers, Diane

2013 Reconsidering psychic return in art investments
by Candela, Guido & Castellani, Massimiliano & Pattitoni, Pierpaolo

2013 Risk aversion in the large and in the small
by Haug, Jørgen & Hens, Thorsten & Woehrmann, Peter

2013 Savings for retirement under liquidity constraints: A note
by Corsini, Lorenzo & Spataro, Luca

2013 Stock price reversals following end-of-the-day price moves
by Kudryavtsev, Andrey

2013 Monotonicity of asset price toward higher changes in risk
by Jokung, Octave

2013 Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market
by Liao, Li-Chuan & Chou, Ray Yeutien & Chiu, Banghan

2013 Information transmission between sovereign debt CDS and other financial factors – The case of Latin America
by Wang, Alan T. & Yang, Sheng-Yung & Yang, Nien-Tzu

2013 Using CARRX models to study factors affecting the volatilities of Asian equity markets
by Sin, Chor-Yiu (CY)

2013 Has the Basel Accord improved risk management during the global financial crisis?
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio

2013 A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
by Caporin, Massimiliano & Lisi, Francesco

2013 Portfolio selection and portfolio frontier with background risk
by Huang, Hung-Hsi & Wang, Ching-Ping

2013 Equity and CDS sector indices: Dynamic models and risk hedging
by Caporin, Massimiliano

2013 What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research
by Larsson, Carl F.

2013 The performance of commodity trading advisors: A mean-variance-ratio test approach
by Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung

2013 Optimal portfolio positioning under ambiguity
by Ameur, H. Ben & Prigent, J.L.

2013 Equity risk premium and time horizon: What do the U.S. secular data say?
by Prat, Georges

2013 Endogenous current account balances in a world CGE model with international financial assets
by Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard

2013 The optimal decisions in franchising under profit uncertainty
by Liang, Hueimei & Lee, Kuo-Jung & Huang, Jen-Tsung & Lei, Hsien-Wei

2013 Returns-to-scale and the equity premium puzzle
by Dunbar, Geoffrey

2013 Zipf's law and maximum sustainable growth
by Malevergne, Y. & Saichev, A. & Sornette, D.

2013 Life cycle asset allocation in the presence of housing and tax-deferred investing
by Marekwica, Marcel & Schaefer, Alexander & Sebastian, Steffen

2013 Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences
by Lioui, Abraham

2013 Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
by Chauveau, Th. & Subbotin, A.

2013 Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
by Blake, David & Wright, Douglas & Zhang, Yumeng

2013 Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information
by Yao, Jing & Li, Duan

2013 Options and structured products in behavioral portfolios
by Das, Sanjiv R. & Statman, Meir

2013 Portfolio selection in a data-rich environment
by Bouaddi, Mohammed & Taamouti, Abderrahim

2013 Structural estimation of stock market participation costs
by Khorunzhina, Natalia

2013 Asset allocation over the life cycle: How much do taxes matter?
by Fischer, Marcel & Kraft, Holger & Munk, Claus

2013 Optimal dynamic tax evasion
by Levaggi, Rosella & Menoncin, Francesco

2013 Production and hedging implications of executive compensation schemes
by Akron, Sagi & Benninga, Simon

2013 A Note on the Effectiveness of Pairs Trading For Individual Investors
by Fabio Pizzutilo

2013 Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis
by Md. Shahadath Hossain & A.B.M. Munibur Rahman & Md. Salah Uddin Rajib

2013 Auslandsforderungen deutscher Bankkonzerne in der Finanzkrise: ein vielschichtiger Bilanzabbau in zwei Phasen
by Rainer Frey

2013 Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy
by Jizheng Huang & Heng-fu Zou

2013 Stock Market Manipulation in the Presence of Fund Flows
by Xiangbo Liu & Zijun Liu & Zhigang Qiu

2013 Optimal Consumption and Portfolio Choice under Ambiguity for a Mean-reverting Risk Premium in Complete Markets
by Hening Liu

2013 Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy
by Anna Czapkiewicz & Artur Machno

2013 Ciclo económico y prima por riesgo en el mercado accionario colombiano
by Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez

2013 Microbonos. Una alternativa de inversión para los Estratos Uno, Dos y Tres
by Miller Janny Ariza Garzón & Elsa Susana Reyes Quintanilla & Luisa Fernanda Velasco Cardona

2013 Prueba de sesgo sobre rendimientos financieros en el mercado colombiano
by Valencia, Marisol & Bedoya, Alejandro

2013 Valor en riesgo: evaluación del desempeño de diferentes metodologías para 5 países latinoamericanos
by Julio César Alonso & Juan Manuel Chaves

2013 Estimating Risk and Excessive Risk-Taking in Colombia´s Commercial Banks
by Diego Ramos Toro

2013 The Role Of The European Funding In The Context Of The Economic Crisis
by Corina MICULESCU

2013 Analysis Of The Bucharest Stock Exchange Indices Structure
by Mihaela SUDACEVSCHI

2013 Imperfect financial integration and asymmetric information: competing explanations of the home bias puzzle?
by Jordi Mondria & Thomas Wu

2013 Forecasting value-at-risk using time varying copulas and EVT return distributions
by Theo Berger

2013 Dependence structure analysis between stock index futures and spot markets in the case of the “Golden week” effect
by Lanwenjing Yin & Kanchana Chokethaworn & Chukiat Chaiboonsri

2013 Was bewegt den DAX?
by Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe

2013 Long-Term Returns: a Reality Check for Pension Funds and Retirement Savers
by Richard Guay & Laurence Allaire

2013 Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification
by David Le Bris

2013 Risk Exposure and Net Flow in Investment Funds: Do Shareholders Monitor Asset Allocation?
by Rafael Felipe Schiozer & Diego Lins de Albuquerque Pennachi Tejerina

2013 Minimum Variance Portfolios in the Brazilian Equity Market
by Alexandre Rubesam & André Lomonaco Beltrame

2013 Market Efficiency and Performance of Multimarket Funds
by Rodrigo Fernandes Malaquias & William Eid Junior

2013 Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas
by Sirajum Munira Sarwar & Gulnur Muradoglu

2013 French investment funds during the crisis (2008-2012)
by A.-N. Bouloux. & G. Fourel.

2013 Patrimoine et endettement des ménages dans la zone euro :le rôle prépondérant de l’immobilier
by ARRONDEL, L. & ROGER, M. & SAVIGNAC, F.

2013 Les OPCVM français au travers de la crise (2008-2012)
by FOUREL, G. & BOULOUX, A.-N.

2013 Cross Fertilizations and Controversies in the Origins and Evolution of Portfolio Selection Models
by Eduardo Ariel Corso

2013 Italian Real Estate Funds’ financial investments
by Claudio Cacciamani & Lara Maini

2013 Current identifiable biases in Italian pension fund enrolment decisions
by Andrea Lippi

2013 High frequency trading. Effects and policy issues
by Nadia Linciano & Isadora Tarola

2013 Financial Literacy, Financial Education, and Economic Outcomes
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2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
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2013 Examination of Relationship Between Stock Returns and Factors Affecting Capital Structure and Financial Ratios with ANFIS Method: An Application on ISE 100 Index
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2013 Using The Capm Model To Estimate The Profitability Of A Financial Instrument Portfolio
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2013 Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns
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2013 Retrospectives: John Maynard Keynes, Investment Innovator
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2013 Asset Management Fees and the Growth of Finance
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2012 The Impact of Longevity Risk on the Term Structure of the Risk-Return Tradeoff
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2012 Growing Russian Economy against Growing External Tension
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2012 Risk attitudes and private business equity
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2012 Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten
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2012 Passive investment strategies and financial bubbles
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2012 Size matters! How position sizing determines risk and return of technical timing strategies
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2012 Are risk preferences dynamic? Within-subject variation in risk-taking as a function of background music
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2012 Household debt and social interactions
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2012 Low risk and high return: Affective attitudes and stock market expectations
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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 Bank regulation and stability: An examination of the Basel market risk framework
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2012 Der Einfluss des Budgetbegleitgesetzes 2011 auf das Handelsvolumen am österreichischen Kapitalmarkt
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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 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 Backward/forward optimal combination of performance measures for equity screening
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2012 Market volatility, optimal portfolios and naive asset allocations
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2012 Reinforcement Learning for automatic financial trading: Introduction and some applications
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2012 Collateralized Borrowing and Risk Taking at Low Interest Rates?
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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 The impact of financialization on the WTI market
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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
by Cathy Ning & Loran Chollete

2012 Do Wealthier Households Save More? – The Impact of the Demographic Factor
by Ansgar Belke & Christian Dreger & Richard Ochmann

2012 Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households
by Marianna Brunetti & Elena Giarda & Costanza Torricelli

2012 Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market
by Claudio Dicembrino & Pasquale Lucio Scandizzo

2012 Is it money or brains? The determinants of intra-family decision power
by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

2012 A New Lp Model For Enhanced Indexation
by Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella

2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
by Ansgar Belke & Christian Dreger & Richard Ochmann

2012 Executive Stock Options and Time Diversification
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2012 Revisiting the 1992-93 EMS crisis in the context of international political economy
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2012 Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants
by Palzer, Andreas & Westner, Günther & Madlener, Reinhard

2012 Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
by Chris Brooks & Keith Anderson

2012 Diversification of Equity with VIX Futures: Personal Views and Skewness Preference
by Carol Alexander & Dimitris Korovilas

2012 The Time Varying Properties of Credit and Liquidity Components of CDS Spreads
by Filippo Coro & Alfonso Dufour & Simone Varotto

2012 Average Portfolio Insurance Strategies
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2012 Forecasting multivariate volatility in larger dimensions: some practical issues
by Adam E Clements & Ayesha Scott & Annastiina Silvennoinen

2012 Factors Affecting Investment Decision Making of Equity Fund Managers
by Qureshi, Salman Ali & Rehman, Kashif ur & Hunjra, Ahmed Imran

2012 Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model
by Kamal, Javed Bin

2012 أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
by Ghassan, Hassan B. & Alhajhoj, Hassan R.

2012 Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds
by Bijapur, Mohan & Croci, Manuela & Zaidi, Rida

2012 Herd behavior towards the market index: evidence from Romanian stock exchange
by Pop, Raluca Elena

2012 On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model
by Muteba Mwamba, John

2012 Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns
by Hiremath, Gourishankar S & Bandi, Kamaiah

2012 The financial crisis and the credit rating agencies: the failure of reputation
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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)
by Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete

2012 Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica
by Saturnino, Odilon & Saturnino, Valéria & Gois de Oliveira, Marcos Roberto & Lucena, Pierre & Araújo, Luiz Fernando

2012 Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries
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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
by Antonakakis, Nikolaos & Vergos, Konstantinos

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
by Dimitriou, Dimitrios & Simos, Theodore

2012 Accounting for non-annuitization
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2012 On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
by Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung

2012 Consumption & Savings Behavior in Pakistan
by Shaikh, Salman

2012 Analysis of Islamic Mutual Funds Operations in Pakistan
by Shaikh, Salman

2012 Fiscal consolidations and banking stability
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2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
by Ardliansyah, Rifqi

2012 Portfolio Selection Using Genetic Algorithm
by sefiane, slimane & Benbouziane, Mohamed

2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
by Khalfaoui, R & Boutahar, M

2012 The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market
by Chia, Rui Ming Daryl & Lim, Kai Jie Shawn

2012 Performances of Socially Responsible Investment and Environmentally Friendly Funds
by Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi

2012 The Budapest liquidity measure and the price impact function
by Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata

2012 Algorithm for construction of portfolio of stocks using Treynor’s ratio
by Sinha, Pankaj & Goyal, Lavleen

2012 Predicting Extreme Returns and Portfolio Management Implications
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2012 Asymmetric learning from financial information
by Kuhnen, Camelia M.

2012 Choosing a retirement income strategy: a new evaluation framework
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2012 An international perspective on “safe” savings rates for retirement
by Pfau, Wade Donald & Kariastanto, Bayu

2012 Asymmetric information and financial markets
by Estrada, Fernando

2012 Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques
by Zvezdov, Ivelin

2012 Savings for retirement under liquidity constraints: a note
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2012 International financial integration of Mediterranean economies : A bird’s-eye view
by Peeters, Marga & Sabri, Nidal Rachid

2012 The national bioenergy investment model: Technical documentation
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2012 Reexamining the Empirical Relevance of Habit Formation Preferences
by Cai, Zongwu & Liu, Xuan & Yang, Fang

2012 Opportunities for international portfolio diversification in the balkans’ markets
by Dimitriou, Dimitrios & Kenourgios, Dimitris

2012 Managing risk exposures using the risk budgeting approach
by Bruder, Benjamin & Roncalli, Thierry

2012 Revisiting Mutual Fund Performance Evaluation
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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
by Guillermo Moloche

2012 Independent Factor Autoregressive Conditional Density Model
by Alexios Ghalanos & Eduardo Rossi & Giovanni Urga

2012 Aversión miope a las pérdidas en las decisiones de inversión: ¿cómo reaccionan los inversionistas ante cambios en la frecuencia de información, flexibilidad de inversión y perfiles de riesgo?
by Francisco Galarza & Mauricio Power

2012 Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models
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2012 Why Do People Save in Cash? Distrust, Memories of Banking Crises, Weak Institutions and Dollarization
by Helmut Stix

2012 Towards a Green Investment Policy Framework: The Case of Low-Carbon, Climate-Resilient Infrastructure
by Jan Corfee-Morlot & Virginie Marchal & Céline Kauffmann & Christopher Kennedy & Fiona Stewart & Christopher Kaminker & Géraldine Ang

2012 International Capital Mobility and Financial Fragility - Part 5. Do Investors Disproportionately Shed Assets of Distant Countries Under Increased Uncertainty?: Evidence from the Global Financial Crisis
by OECD

2012 International Capital Mobility and Financial Fragility - Part 4. Which Structural Policies Stabilise Capital Flows When Investors Suddenly Change Their Mind?: Evidence from Bilateral Bank Data
by Rudiger Ahrend & Cyrille Schwellnus

2012 Decentralized Exchange
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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
by Caroline M. Hoxby

2012 Fettered Consumers and Sophisticated Firms: Evidence from Mexico's Privatized Social Security Market
by Fabian Duarte & Justine S. Hastings

2012 What Makes Annuitization More Appealing?
by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian & Stephen P. Zeldes

2012 Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
by Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel

2012 Speculative Betas
by Harrison Hong & David Sraer

2012 Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates
by Martin L. Weitzman

2012 Linking Benefits to Investment Performance in US Public Pension Systems
by Robert Novy-Marx & Joshua D. Rauh

2012 Financial Literacy, Financial Education and Economic Outcomes
by Justine S. Hastings & Brigitte C. Madrian & William L. Skimmyhorn

2012 Adverse Selection In Credit Markets and Regressive Profit Taxation
by Florian Scheuer

2012 Market Liquidity -- Theory and Empirical Evidence
by Dimitri Vayanos & Jiang Wang

2012 Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment
by Leonardo Bursztyn & Florian Ederer & Bruno Ferman & Noam Yuchtman

2012 Measuring Managerial Skill in the Mutual Fund Industry
by Jonathan B. Berk & Jules H. van Binsbergen

2012 Money Doctors
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2012 Tail Risk in Momentum Strategy Returns
by Kent Daniel & Ravi Jagannathan & Soohun Kim

2012 Is Conflicted Investment Advice Better than No Advice?
by John Chalmers & Jonathan Reuter

2012 Does Mutual Fund Performance Vary over the Business Cycle?
by André de Souza & Anthony W. Lynch

2012 Inflation Tracking Portfolios
by Christopher T. Downing & Francis A. Longstaff & Michael A. Rierson

2012 Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls
by Kristin Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub

2012 Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
by Martijn Cremers & Antti Petajisto & Eric Zitzewitz

2012 Stock Price Expectations and Stock Trading
by Michael D. Hurd & Susann Rohwedder

2012 The Market for Financial Advice: An Audit Study
by Sendhil Mullainathan & Markus Noeth & Antoinette Schoar

2012 Target-Date Funds in 401(k) Retirement Plans
by Olivia S. Mitchell & Stephen Utkus

2012 International Portfolio Diversification and Multilateral Effects of Correlations
by Paul R. Bergin & Ju Hyun Pyun

2012 Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?
by Pierluigi Balduzzi & Jonathan Reuter

2012 Financial Sophistication in the Older Population
by Annamaria Lusardi & Olivia S. Mitchell & Vilsa Curto

2012 U.S. International Equity Investment
by John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock

2012 Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis
by Viral V. Acharya & Nada Mora

2012 Inflation and Individual Equities
by Andrew Ang & Marie Brière & Ombretta Signori

2012 Flights to Safety
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei

2012 Ambiguous Life Expectancy and the Demand for Annuities
by Hippolyte d'Albis & Emmanuel Thibault

2012 Structured portfolio analysis under SharpeOmega ratio
by Rania Hentati-Kaffel & Jean-Luc Prigent

2012 Is it money or brains? The determinants of intra-family decision power
by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

2012 Is financial fragility a matter of illiquidity? An appraisal for Italian households
by Marianna Brunetti & Elena Giarda & Costanza Torricelli

2012 Is it money or brains? The determinants of intra-family decision power
by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

2012 Exact and heuristic approaches for the index tracking problem with UCITS constraints
by Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink

2012 Is it money or brains? The determinants of intra-family decision power
by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

2012 Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
by Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink

2012 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
by Theologos Dergiades

2012 Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets
by Janick Christian Mollet & Andreas Ziegler

2012 The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data
by Georges Dionne

2012 Performance of individual investors and personal investment objectives
by Camille Magron

2012 In search of positive skewness: the case of individual investors
by Patrick Roger & Marie-Hélène Broihanne & Maxime Merli

2012 Stocks repurchase and sophistication of individual investors
by Camille Magron & Maxime Merli

2012 Portfolio diversification dynamics of individual investors: a new measure of investor sentiment
by Patrick Roger

2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral

2012 The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions
by David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas

2012 Saving and Portfolio Allocation Before and After Job Loss
by Christoph Basten & Andreas Fagereng & Kjetil Telle

2012 The Puzzle of Index Option Returns
by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov

2012 Recovering Delisting Returns of Hedge Funds
by James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova

2012 Banks Information Policies, Financial Literacy and Household Wealth
by Fort, Margherita & Manaresi, Francesco & Trucchi, Serena

2012 An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion
by Conniffe, Denis & O'Neill, Donal

2012 Is It Money or Brains? The Determinants of Intra-Family Decision Power
by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza

2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
by Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard

2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
by Belke, Ansgar & Dreger, Christian & Ochmann, Richard

2012 Testing CAPM with a Large Number of Assets
by Pesaran, M. Hashem & Yamagata, Takashi

2012 Testing CAPM with a Large Number of Assets
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2012 Shock on Variable or Shock on Distribution with Application to Stress-Tests
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2012 Early Life Conditions and Financial Risk-taking in Older Age
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2012 Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy
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2012 Continuous Trading Dynamically Effectively Complete Market with Heterogeneous Beliefs
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2012 Heterogeneous Beliefs, Public Information, and Option Markets
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2012 Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare
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2012 Finance at Fields
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2012 An Undergraduate Introduction to Financial Mathematics
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2012 An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach
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2012 Evolution of Shares Market Price During the Company’s Financial Results Announcement. Event Study Approach
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2012 Performance Of Polish Real Estate Mutual Funds In The Period Of 2005-2011
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2012 Background Risk and University Endowment Funds
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2012 Short-Term Stock Price Reversals May Be Reversed
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2012 Stochastic Volatility Models For Financial Time Series Analysis
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2012 Towards A Measurement Scale For Contagion Effect On Capital Market
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2012 Algorithm for Construction of Portfolio of Stocks using Treynor's Ratio
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2012 The Impact of National Currency Instability and the World Financial Crisis in the Credit Risk. The Case of Albania
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2012 Reassessment of Sustainability of Current Account Deficit in India
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2012 Seeking The Diversification Benefits With Foreign Equities And Commodities – The Case Of Polish Investor
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2012 Theoretical Aspects Concerning the Use of the Markowitz Model in the Management of Financial Instruments Portfolios
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2012 Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments
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2012 The new approaches in econometric research of financial markets. Distributed volatility
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2012 The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange
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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
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2012 An Analytic Derivation of the Efficient Market Portfolio
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2012 UK cross-sectional equity data: The case for robust investability filters
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2012 Comparing Black Litterman Model and Markowitz Mean Variance Model with Beta Factor, Unsystematic Risk and Total Risk
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2012 Holding Periods, Illiquidity and Disposition Effect in a Developing Economy
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2012 Co-movements of and Linkages between Asian Stock Markets
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2012 Optimization of portfolio management based on vector autoregression models and multivariate volatility models
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2012 Problems in business valuation –analysis of survey results
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2012 Problems in business valuation –analysis of survey results
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2012 Saving Rates and Portfolio Choice with Subsistence Consumption
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2012 Persistence In Performance For Mutual Funds In Periods Of Crisis
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2012 The supreme subprime myth: the role of bad loans in the 2007-2009 financial crisis
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2012 Market Timing and Selectivity Performance: A Cross-Sectional Analysis of Malaysian Unit Trust Funds
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2012 Advanced investment strategies in environment of financial markets
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2012 Theoretical Aspects Of Three-Asset Portfolio Management
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2012 Evolution of The Romanian Capital Market in The Last Four Years
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2012 Performance Of Polish Real Estate Mutual Funds In The Period Of 2005-2011
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2012 A study on relevance of demographic factors in investment decisions
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2012 A New Approach For Energy Security – The Efficient Management Of Funds For Investment In Infrastructure For Green Energy
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2012 Statistical Analysis of Emerging Capital Markets
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2012 Accounting Integration in Corporate Governance System – Factor to Attract Investments
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2012 Impact of Intelligent Modern Technologies in Business
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2012 Building an Optimal Portfolio Using Fundamental Analysis of Stocks
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2012 Savings Deposits in Austria – A Safety Net in Times of Crisis
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2012 Euro Cash in Central, Eastern and Southeastern Europe
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2012 Not So Trustworthy Anymore? The Euro as a Safe Haven Asset in Central, Eastern and Southeastern Europe
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2012 Selecting and Simulating Models for Management of Investment Portfolios Using Cybernetic Approach
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2012 Asset formation by households during the financial crisis
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2012 Return-based Style Analysis in Australian Funds
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2012 Volume and Skewness Analysis in the Major Latin American Stock Markets
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2012 International Evidence on Market Linkages After the 2008 Stock Market Crash
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2012 International Volatility Transmission Of Reit Returns
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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 Evaluation Of Multi-Asset Value At Risk: Evidence From Taiwan
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2012 Behavioral Modeling Of Foreign Institutional Investor’S In Indian Equity Market
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2012 Portrait Of A Company: Defined Benefit Pension Plan Sponsors
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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 Risk and the cross section of stock returns
by Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S.

2012 A unique view of hedge fund derivatives usage: Safeguard or speculation?
by Aragon, George O. & Spencer Martin, J.

2012 Payout yield, risk, and mispricing: A Bayesian analysis
by Shanken, Jay & Tamayo, Ane

2012 The role of institutional investors in propagating the crisis of 2007–2008
by Manconi, Alberto & Massa, Massimo & Yasuda, Ayako

2012 Complicated firms
by Cohen, Lauren & Lou, Dong

2012 Measuring investor sentiment with mutual fund flows
by Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi

2012 IQ, trading behavior, and performance
by Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T.

2012 Peer performance and stock market entry
by Kaustia, Markku & Knüpfer, Samuli

2012 Global, local, and contagious investor sentiment
by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu

2012 Realization utility
by Barberis, Nicholas & Xiong, Wei

2012 Longevity risk, retirement savings, and financial innovation
by Cocco, João F. & Gomes, Francisco J.

2012 Do arbitrageurs amplify economic shocks?
by Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal

2012 Difference in interim performance and risk taking with short-sale constraints
by Basak, Suleyman & Makarov, Dmitry

2012 Red and blue investing: Values and finance
by Hong, Harrison & Kostovetsky, Leonard

2012 Rational asset pricing bubbles and portfolio constraints
by Hugonnier, Julien

2012 Increasing interdependence of multivariate distributions
by Meyer, Margaret & Strulovici, Bruno

2012 Increases in risk aversion and the distribution of portfolio payoffs
by Dybvig, Philip H. & Wang, Yajun

2012 Equilibrium in securities markets with heterogeneous investors and unspanned income risk
by Christensen, Peter Ove & Larsen, Kasper & Munk, Claus

2012 Why does bad news increase volatility and decrease leverage?
by Fostel, Ana & Geanakoplos, John

2012 Delegated portfolio management with career concerns
by Scotti, Massimo

2012 The gender effect in risky asset holdings
by Halko, Marja-Liisa & Kaustia, Markku & Alanko, Elias

2012 Strong Evidence for Gender Differences in Risk Taking
by Charness, Gary & Gneezy, Uri

2012 Portfolio frontiers with restrictions to tracking error volatility and value at risk
by Palomba, Giulio & Riccetti, Luca

2012 Rehabilitating the role of active management for pension funds
by Aglietta, Michel & Brière, Marie & Rigot, Sandra & Signori, Ombretta

2012 Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
by Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N.

2012 On the diversification benefits of commodities from the perspective of euro investors
by Belousova, Julia & Dorfleitner, Gregor

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
by Galsband, Victoria

2012 Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds
by Kaustia, Markku & Rantapuska, Elias

2012 Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement
by Homm, Ulrich & Pigorsch, Christian

2012 Investor sophistication and risk taking
by de Dreu, Jan & Bikker, Jacob A.

2012 False discoveries in volatility timing of mutual funds
by Kim, Sangbae & In, Francis

2012 A decision-theoretic foundation for reward-to-risk performance measures
by Schuhmacher, Frank & Eling, Martin

2012 Optimal tax-timing and asset allocation when tax rebates on capital losses are limited
by Marekwica, Marcel

2012 Non-Gaussian diversification: When size matters
by Desmoulins-Lebeault, François & Kharoubi-Rakotomalala, Cécile

2012 Optimal portfolios with minimum capital requirements
by Santos, André A.P. & Nogales, Francisco J. & Ruiz, Esther & Dijk, Dick Van

2012 Asset allocation: How much does model choice matter?
by Branger, Nicole & Hansis, Alexandra

2012 Asymmetric dynamics of stock price continuation
by Huang, Alex YiHou

2012 Assessing the risk-return trade-off in loan portfolios
by Mencía, Javier

2012 The home-institution bias
by McQueen, Grant & Stenkrona, Anders

2012 Portfolio credit-risk optimization
by Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr

2012 Granularity adjustment for default risk factor model with cohorts
by Gourieroux, C. & Jasiak, J.

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
by Hjalmarsson, Erik & Manchev, Petar

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?
by Kassberger, Stefan & Liebmann, Thomas

2012 Investors’ distraction and strategic repricing decisions
by Navone, Marco

2012 Portfolio selection with mental accounts and background risk
by Baptista, Alexandre M.

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
by Berger, Dave & Turtle, H.J.

2012 The alpha and omega of fund of hedge fund added value
by Darolles, Serge & Vaissié, Mathieu

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 International Portfolio Allocation under Model Uncertainty
by Pierpaolo Benigno & Salvatore Nisticò

2011 Portfolio optimization using forward-looking information
by Kempf, Alexander & Korn, Olaf & Saßning, Sven

2011 Window dressing in mutual funds
by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng

2011 Intertemporal portfolio allocation and hedging demand: An application to South Africa
by Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden

2011 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

2011 Investment Recommendations Made by Financial Analysts and Their Impact upon the Price Evolution of the Shares Listed on the Bucharest Stock Exchange
by Carmen LIPARA

2011 Liability Index Fund: The Liability Beta Portfolio
by Ryan, Ronald & Fabozzi , Frank

2011 Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
by Clauss, Pierre

2011 Tracking Problems, Hedge Fund Replication, and Alternative Beta
by Roncalli, Thierry & Weisang, Guillaume

2011 Indexation as Primary Target for Pension Funds: Implication for Portfolio Management
by Gallo, Angela

2011 Asset Allocation: Mass Production or Mass Customization?
by Jacobsen, Brian

2011 Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement
by Gregor N. F. Weiß

2011 Asset Management mit barwert- sowie zeitreihenorientierten Rendite- und Risikoprognosen
by Cetin-Behzet Cengiz & Rüdiger von Nitzsch

2011 Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
by Michael Pohl

2011 Finansal Piyasalarda Gürültücüler
by Suat AYDIN

2011 Denge döviz kurunun portföy yaklaşımı ile analizi: Türkiye örneği
by Aydanur GACENER ATIŞ & Utku UTKULU

2011 Genetik algoritma kullanılarak portföy seçimi
by Muhsin ÖZDEMİR

2011 International diversification benefits with foreign exchange investment styles
by Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas

2011 International diversification with securitized real estate and the veiling glare from currency risk
by Kroencke, Tim Alexander & Schindler, Felix

2011 International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk
by Schindler, Felix & Kröncke, Tim-Alexander

2011 Gender behavior in betting markets
by Müller, Helge & Schumacher, Christoph & Feess, Eberhard

2011 Distributional and Welfare Effects of Germany's Year 2000 Tax Reform
by Ochmann, Richard

2011 Confidence in prior knowledge: Calibration and impact on portfolio performance
by Wickern, Tobias

2011 Construction of uncertainty sets for portfolio selection problems
by Wiechers, Christof

2011 On the diversification of portfolios of risky assets
by Frahm, Gabriel & Wiechers, Christof

2011 The dividends received deduction in the corporate income tax and cost of capital
by Rumpf, Dominik

2011 A behavioral portfolio analysis of retirement portfolios
by Singer, Nico

2011 Determinants of carry trades in Central and Eastern Europe
by Hoffmann, Andreas

2011 The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
by Dannenberg, Henry

2011 Asset pricing under rational learning about rare disasters
by Koulovatianos, Christos & Wieland, Volker

2011 Comparing and selecting performance measures using rank correlations
by Caporin, Massimiliano & Lisi, Francesco

2011 The stability of traditional measures of index tracking quality
by Roßbach, Peter & Karlow, Denis

2011 The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant
by Scholz, Peter & Walther, Ursula

2011 Early life conditions and financial risk-taking in older age
by Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto

2011 The merit of high-frequency data in portfolio allocation
by Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter

2011 Lifecycle impacts of the financial and economic crisis on household optimal consumption, portfolio choice, and labor supply
by Chai, Jingjing & Maurer, Raimond H. & Mitchell, Olivia S. & Rogalla, Ralph

2011 Saving rates and portfolio choice with subsistence consumption
by Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos

2011 Are there disadvantaged clienteles in mutual funds?
by Jank, Stephan

2011 Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)
by Hanauer, Matthias & Kaserer, Christoph & Rapp, Marc Steffen

2011 Optimal savings for retirement: The role of individual accounts and disaster expectations
by Le Blanc, Julia & Scholl, Almuth

2011 Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors
by Baltzer, Markus & Stolper, Oscar & Walter, Andreas

2011 The third pillar in Europe: institutional factors and individual decisions
by Le Blanc, Julia

2011 Portfolio holdings in the euro area - home bias and the role of international, domestic and sector-specific factors
by Jochem, Axel & Volz, Ute

2011 Portfolio-Management für Privatanleger auf Basis des State Preference Ansatzes
by Fäßler, Robert & Kraus, Christina & Weiler, Sebastian M. & Abukadyrova, Kamila

2011 Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior
by Witte, Björn-Christopher

2011 The effect of Germany's Tax Reform Act 2001 on corporate ownership: Insights from disposals of minority blocks
by Rünger, Silke

2011 A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry
by Marta Arespa

2011 Household Portfolios and Risk Bearing over Age and Time
by Alessandro Bucciol & Raffaele Miniaci

2011 Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem
by Marco Corazza & Giovanni Fasano & Riccardo Gusso

2011 Growth Shocks and Portfolio Flows
by Eylem Ersal Kiziler

2011 The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?
by Ron Bird & Krishna Reddy & Danny Yeung

2011 Performance Implications of Active Management of Institutional Mutual Funds
by Ron Bird & Paolo Pellizzari & Danny Yeung

2011 An Analysis of Risk-Taking Behavior for Public Defined Benefit Pension Plans
by Nancy Mohan & Ting Zhang

2011 The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy
by James Crotty

2011 Currency Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

2011 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Integration and Contagion in US Housing Markets
by John Cotter & Stuart Gabriel & Richard Roll

2011 The WACC Fallacy: The Real Effects of Using a Unique Discount Rate
by Krüger, Philipp & Landier, Augustin & Thesmar, David

2011 Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?
by Willems, Bert & Morbee, J.

2011 Hard Assets : The Returns on Rare Diamonds and Gems
by Renneboog, L.D.R. & Spaenjers, C.

2011 Retirement Flexibility and Portfolio Choice
by Adema, Y. & Bonenkamp, J. & Meijdam, A.C.

2011 Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
by Zhen Shi & Bas J.M. Werker

2011 Retirement Flexibility and Portfolio Choice in General Equilibrium
by Yvonne Adema & Jan Bonenkamp & Lex Meijdam

2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
by Redouane Elkamhia & Denitsa Stefanova

2011 CDOs and the Financial Crisis: Credit Ratings and Fair Premia
by Marcin Wojtowicz

2011 Selection in asset markets: the good, the bad, and the unknown
by Giulio Bottazzi & Pietro Dindo

2011 Assessing the Performance of Funds of Hedge Funds
by Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein

2011 Performance and international investments in microfinance institutions
by Roy Mersland & Ludovic Urgeghe

2011 Investment in Microfinance Equity: Risk, Return, and Diversification Benefits
by Marie Briere & Ariane Szafarz

2011 On the Predictability of Stock Prices: a Case for High and Low Prices
by Massimiliano Caporin & Angelo Ranaldo

2011 Forecasting the Equity Risk Premium: The Role of Technical Indicators
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou

2011 Out of Sight, Out of Mind:The Value of Political Connections in Social Networks
by Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen

2011 Estimation of Equicorrelated Diffusions from Incomplete Data
by Robert A. Jones & Mohammad Zanganeh

2011 Hysteresis Bands and Transaction Costs
by Francisco Delgado & Bernard Dumas & Giovanni W. Puopolo

2011 Early Life Conditions and Financial Risk–Taking in Older Age
by Dimitrios Christelis & Loreti I. Dobrescu & Alberto Motta

2011 Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
by Andrew Stuart Duncan & Alain Kabundi

2011 Determinants of Stock Market Prices in Namibia
by Joel Hinaunye Eita

2011 How homogeneous diversification in balanced investment funds affects portfolio and systemic risk
by Rocco Ciciretti & Raffaele Corvino

2011 Leveraging Entrepreneurship through Private Investments: Does Gender Matter?
by Gicheva, Dora & Link, Albert N.

2011 Does Stock Return Predictability Affect ESO Fair Value?
by CARMONA, JULIO & LEÓN, ANGEL & VAELLO-SEBASTIÁ, ANTONI

2011 Multi Criteria Decision Making Models: An Overview On Electre Methods
by Lima, Antonieta & Salazar Soares , Vasco

2011 Riding the Yield Curve: A Spanning Analysis
by Galvani, Valentina & Landon, Stuart

2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
by Zhang, Bin

2011 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
by Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia

2011 Investment Choices: Indivisible non-Marketable Assets and Bounded Rationality
by Pierpaolo Pattitoni & Marco Savioli

2011 L’entrepreneur et la loi de Say : les profits se paient d’avance THE ENTREPRENEUR AND SAY'S LAW: THE PROFITS ARE PAID IN ADVANCE
by Marian WIELEZINSKI

2011 A Comprehensive Evaluation of Portfolio Insurance Strategies
by Jacques Pézier & Johanna Scheller

2011 Rationalization of Investment Preference Criteria
by Jacques Pézier

2011 The Hazards of Volatility Diversification
by Carol Alexander & Dimitris Korovilas

2011 Does Information Content of Option Prices Add Value for Asset Allocation?
by Vladimir Zdorovenin & Jacques Pézier

2011 Liquidity Risk, Credit Risk, Market Risk and Bank Capital
by Simone Varotto

2011 Does Equity Mispricing Influence Household and Firm Decisions?
by James Hansen

2011 Stock Price Expectations and Stock Trading
by Hurd, Michael D. & Rohwedder, Susann

2011 Volatility timing and portfolio selection: How best to forecast volatility
by Adam E Clements & Annastiina Silvennoinen

2011 Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S
by João Sousa & Ricardo M. Sousa

2011 Anxiety in the Face of Risk
by Thomas M. Eisenbach & Martin C. Schmalz

2011 Financial Analysis for Frontier Communications Corp. (FTR)
by Aldubaikhi, Ammar & Alsayyed, Nidal

2011 Firm Reputation and Cost of Debt Capital
by Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim

2011 Risk Taking Behavior of Investors of Pakistan
by Rizvi, Aoun & Ali, Syed Babar

2011 Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices
by Konchitchki, Yaniv

2011 How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data
by Susanne, Cannon & Rebel, Cole

2011 On the demand pressure hypothesis in option markets: the case of a redundant option
by Bennour, Khaled

2011 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
by Dergiades, Theologos

2011 Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market
by P., Srinivasan

2011 Asymmetric Loss Functions and the Rationality of Expected Stock Returns
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.

2011 Эконометрический Анализ Динамики Российских Паевых Инвестиционных Фондов В Кризисный И Посткризисный Периоды
by Zaytsev, Alexander

2011 Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors
by Dai, Darong

2011 Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych
by Piasecki, Krzysztof

2011 How does the stock market value bank diversification? Empirical evidence from Japanese banks
by Sawada, Michiru

2011 Algunos conceptos sobre la evaluación de portafolios de inversión
by Ayala, Alfonso

2011 Impact of monetary policy on US stock market
by Sirucek, Martin

2011 Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
by Rossi, Francesco

2011 An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh
by FARUQUE, MUHAMMAD U

2011 The Going Public Decision and the Structure of Equity Markets
by Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo

2011 U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
by Rossi, Francesco

2011 Investimento em Valor Contrário no Brasil: Overreaction ou Efeito Tamanho?
by Saturnino, Odilon & Saturnino, Valeria & Lucena, Pierre & Carmona, Charles & Araujo, Luiz Fernando

2011 Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
by Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin

2011 The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach
by Dimitriou, Dimitrios & Simos, Theodore

2011 Monetary Union effects on European stock market integration: An international CAPM approach with currency risk
by Dimitriou, Dimitrios & Simos, Theodore

2011 Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis
by Dimitriou, Dimitrios & Mpitsios, Petros & Simos, Theodore

2011 Equity mutual funds performance in Pakistan: risk & return analysis
by Raza, Syed Ali & Raza, Syed Aoun & Zia, Abassi

2011 Managing sovereign credit risk in bond portfolios
by Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry

2011 Homogeneity tests for Levy processes and applications
by Ciuiu, Daniel

2011 Agricultural commodities and financial markets
by Modena, Matteo

2011 Target variation in a loss avoiding pension fund problem
by Foster, Jarred

2011 Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model
by Qian, Hang

2011 Optimal trading execution with nonlinear market impact: an alternative solution method
by Massmiliano, Marzo & Daniele, Ritelli & Paolo, Zagaglia

2011 Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation
by Pfau, Wade Donald

2011 Dynamic Stock Market Participation of Households
by Khorunzhina, Natalia

2011 The Dynamic International Optimal Hedge Ratio
by Liu, Xiaochun & Jacobsen, Brian

2011 Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
by Petrushchak, Bohdan

2011 Integration and contagion in US housing markets
by Cotter, John & Gabriel, Stuart & Roll, Richard

2011 Spending flexibility and safe withdrawal rates
by Finke, Michael & Pfau, Wade Donald & Williams, Duncan

2011 The performance of amateur traders on a public internet site: a case of a stock-exchange contest
by Blanchard, michel & Bernard, philippe

2011 Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
by Blake, David & Wright, Douglas & Zhang, Yumeng

2011 Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
by Blake, David & Wright, Douglas & Zhang, Yumeng

2011 Концептуальні Помилки Багаторівневої Сек’Юритизації Іпотечних Кредитів
by Petrushchak, Bohdan

2011 Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market
by Dicembrino, Claudio & Scandizzo, Pasquale Lucio

2011 Should the Indonesian pension funds invest abroad?
by Kariastanto, Bayu

2011 Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
by Le, Thai-Ha & Chang, Youngho

2011 Capital market expectations, asset allocation, and safe withdrawal rates
by Pfau, Wade Donald

2011 Validity of capital asset pricing model: evidence from Karachi stock exchange
by Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi

2011 How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data
by Cannon, Susanne & Col, Rebel A.

2011 Nearly optimal asset allocations in retirement
by Pfau, Wade Donald

2011 Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work
by Pfau, Wade Donald

2011 What is the actual shape of perception utility?
by Kontek, Krzysztof

2011 Retirement savings guidelines for residents of emerging market countries
by Meng, Channarith & Pfau, Wade Donald

2011 Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants
by Kumara, Ajantha Sisira & Pfau, Wade Donald

2011 Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries
by Kumara, Ajantha Sisira & Pfau, Wade Donald

2011 Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
by Pinto, Cristian F. & Acuña, Andres A.

2011 Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?
by Pfau, Wade Donald

2011 The calendar regularity of earnings and volatility distribution on the Ukrainian stock market
by Petrushchak, Bohdan

2011 Safe withdrawal rates from retirement savings for residents of emerging market countries
by Meng, Channarith & Pfau, Wade Donald

2011 Optimal decisions on pension plans in the presence of financial literacy costs and income inequalities
by Corsini, Lorenzo & Spataro, Luca

2011 Can We Predict the Sustainable Withdrawal Rate for New Retirees?
by Pfau, Wade Donald

2011 Coherent Asset Allocation and Diversification in the Presence of Stress Events
by Rebonato, Riccardo & Denev, Alexander

2011 Use of put options as insurance
by Bell, Peter

2011 Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
by Petrushchak, Bohdan

2011 Demand Spillovers and Market Outcomes in the Mutual Fund Industry
by Gavazza, Alessandro

2011 Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach
by Chandra, Abhijeet & Kumar, Ravinder

2011 Impact of mutual fund investment in indian equity market
by Ananth, A. & Swaminathan, J.

2011 Revisiting the Fisher and Statman Study on Market Timing
by Pfau, Wade Donald

2011 The fine structure of spectral properties for random correlation matrices: an application to financial markets
by Livan, Giacomo & Alfarano, Simone & Scalas, Enrico

2011 Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle
by Pfau, Wade Donald

2011 L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica
by Piluso, Fabio & Amerise, Ilaria Lucrezia

2011 On the evolutionary stability of the Uruguayan Savanna
by Funk, Matt

2011 Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis
by Francois-Éric Racicot

2011 Modellierung von Aktienkursen im Lichte der Komplexitätsforschung
by Benjamin Kauper & Karl-Kuno Kunze

2011 Is there an accruals or a cash flow anomaly in UK stock returns?
by Nuno Soares & Andrew W. Stark

2011 How to measure Corporate Social Responsibility
by Marco Nicolosi & Stefano Grassi & Elena Stanghellini

2011 The cost of sustainability on optimal portfolio choices
by Stefano Herzel & Marco Nicolosi & Catalin Starica

2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
by Karsten Jeske & Dirk Krueger & Kurt Mitman

2011 Macroeconomic Effects of Bankruptcy & Foreclosure Policies
by Kurt Mitman

2011 Risk Preferences and Demand for Insurance in Peru: A Field Experiment
by Francisco Galarza & Michael Carter

2011 On the Predictability of Stock Prices: A Case for High and Low Prices
by Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris

2011 Discounting, Patience, and Dynamic Decision Making
by John Quah & Bruno Strulovici

2011 Ordering Ambiguous Acts
by Ian Jewitt & Sujoy Mukerji

2011 The Belle Epoque of International Finance. French Capital Exports, 1880-1914
by Rui Esteves

2011 Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S
by João Sousa & Ricardo M. Sousa

2011 Home Equity in Retirement
by Irina A. Telyukova & Makoto Nakajima

2011 Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes
by M. Kabir Hassan & Eric Girard

2011 Home Bias in Open Economy Financial Macroeconomics
by Nicolas Coeurdacier & Hélène Rey

2011 Do Borrower Rights Improve Borrower Outcomes? Evidence from the Foreclosure Process
by Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen

2011 Time-Varying Fund Manager Skill
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp

2011 When Bonds Matter: Home Bias in Goods and Assets
by Nicolas Coeurdacier & Pierre-Olivier Gourinchas

2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
by Karsten Jeske & Dirk Krueger & Kurt Mitman

2011 Speculation and Risk Sharing with New Financial Assets
by Alp Simsek

2011 Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities
by Vasily Kartashov & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

2011 Price Dividend Ratio Factors : Proxies for Long Run Risk
by Ravi Jagannathan & Srikant Marakani

2011 Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity
by David T. Robinson & Berk A. Sensoy

2011 On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios
by Claudio Raddatz & Sergio L. Schmukler

2011 Capital Flows, Push versus Pull Factors and the Global Financial Crisis
by Marcel Fratzscher

2011 What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
by Jessica A. Wachter & Missaka Warusawitharana

2011 Asset Liquidity and International Portfolio Choice
by Athanasios Geromichalos & Ina Simonovska

2011 Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
by Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo

2011 The Recovery Theorem
by Stephen A. Ross

2011 Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
by Marcin Kacperczyk & Philipp Schnabl

2011 Spillover Effects in Mutual Fund Companies
by Clemens Sialm & T. Mandy Tham

2011 Global Asset Pricing
by Karen K. Lewis

2011 Regime Changes and Financial Markets
by Andrew Ang & Allan Timmermann

2011 Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply
by Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

2011 Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments
by Yael V. Hochberg & Joshua D. Rauh

2011 Optimal Portfolio Choice with Wage-Indexed Social Security
by Jialun Li & Kent Smetters

2011 Drowning or Weathering the Storm? Changes in Family Finances from 2007 to 2009
by Jesse Bricker & Brian K. Bucks & Arthur Kennickell & Traci L. Mach & Kevin Moore

2011 Stock Volatility During the Recent Financial Crisis
by G. William Schwert

2011 Consumption Smoothing and Portfolio Rebalancing: The Effects of Adjustment Costs
by Yosef Bonaparte & Russell Cooper & Guozhong Zhu

2011 Does Aggregated Returns Disclosure Increase Portfolio Risk-Taking?
by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian

2011 A Unified Model of Entrepreneurship Dynamics
by Chong Wang & Neng Wang & Jinqiang Yang

2011 The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation
by Yingcong Lan & Neng Wang & Jinqiang Yang

2011 How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors
by Justine S. Hastings & Olivia S. Mitchell

2011 Differences of Opinion and International Equity Markets
by Bernard Dumas & Karen K. Lewis & Emilio Osambela

2011 Heterogeneity and Risk Sharing in Village Economies
by Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend

2011 U.S. International Equity Investment and Past and Prospective Returns
by Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan

2011 The Riskiness of Risk Models
by Christophe Boucher & Bertrand Maillet

2011 Do Stock Market Risk Premiums Respond to Consumer Confidence?
by Chowdhury, Abdur

2011 Cardinality versus q-Norm Constraints for Index Tracking
by Bjoern Fastrich & Sandra Paterlini & Peter Winker

2011 Cardinality versus q-Norm Constraints for Index Tracking
by Bjöern Fastrich & Sandra Paterlini & Peter Winker

2011 How does household portfolio diversification vary with financial sophistication and advice?
by von Gaudecker, Hans-Martin

2011 Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis --- forthcoming Review of Finance ----
by Bucher-Koenen, Tabea & Ziegelmeyer, Michael

2011 Male vs. female business owners: Are there differences in investment behavior?
by Pelger, Ines

2011 Gender, Investment Financing and Credit Constraints
by Pelger, Ines

2011 Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency
by Michele Dell'Era & Luis Santos-Pinto

2011 Regulating Asset Price Risk
by Philippe Bacchetta & Cédric Tille & Eric van Wincoop

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Michael McAleer & Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

2011 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2011 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Reuters Sentiment and Stock Returns
by Matthias Uhl

2011 Risk Taking with Additive and Multiplicative Background Risks
by Günter Franke & Harris Schlesinger & Richard C. Stapleton

2011 Does Portfolio Optimization Pay?
by Günter Franke & Ferdinand Graf

2011 The Puzzle of Index Option Returns
by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov

2011 Recognition-Based and Familiarity-Based Portfolio Strategies - An Experimental Study
by Linan Diao

2011 Reinforcement Learning in Repeated Portfolio Decisions
by Linan Diao & Jörg Rieskamp

2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
by Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong

2011 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
by Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong

2011 The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
by Henry Dannenberg

2011 Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data
by Federica Teppa

2011 On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection
by Sevinc Cukurova & Jose M. Marin

2011 Optimal Wind Portfolios in Illinois
by B. Andrew Chupp & Emily Hickey & David Loomis

2011 Safe Haven Assets and Investor Behaviour Under Uncertainty
by Dirk G. Baur & Thomas K.J. McDermott

2011 The WACC Fallacy: The Real Effects of Using a Unique Discount Rate
by Krüger, Philipp & Landier, Augustin & Thesmar, David

2011 News Shocks and Asset Price Volatility in General Equilibrium
by Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci

2011 News Shocks and Asset Price Volatility in General Equilibrium
by Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci

2011 Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
by Gregor Heyne & Michael Kupper & Christoph Mainberger

2011 Linking corporate reputation and shareholder value using the publication of reputation rankings
by Sven Tischer & Lutz Hildebrandt

2011 The Merit of High-Frequency Data in Portfolio Allocation
by Nikolaus Hautsch & Lada M. Kyj & Peter Malec

2011 Optimal liquidation in dark pools
by Gökhan Cebiro˜glu & Ulrich Horst

2011 When to Cross the Spread: Curve Following with Singular Control
by Felix Naujokat & Ulrich Horst

2011 Short-Term Herding of Institutional Traders: New Evidence from the German Stock Market
by Stephanie Kremer & Dieter Nautz

2011 Hedging Labor Income Risk
by Betermier, Sebastien & Jansson, Thomas & Parlour, Christine A. & Walden, Johan

2011 On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
by Chr. Framstad, Nils

2011 Portfolio Separation with -symmetric and Psuedo-isotropic Distributions
by Chr. Framstad, Nils

2011 Portfolio Separation Properties of the Skew-Elliptical Distributions
by Christian Framstad, Nils

2011 Risk Aversion in the Large and in the Small
by Haug, Jørgen & Hens, Thorsten & Wöhrmann, Peter

2011 Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns
by Nielsen, Caren Yinxia

2011 The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
by Hagströmer, Björn & Nilsson, Birger & Hansson, Björn

2011 Gender, Stock Market Participation and Financial Literacy
by Almenberg, Johan & Dreber, Anna

2011 Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model (Previous title: Dynamic Modeling of Portfolio Credit Risk with Common Shocks)
by Bielecki, Tomasz R. & Cousin, Areski & Crépey, Stéphane & Herbertsson, Alexander

2011 Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds
by Ainulashikin Marzuki & Andrew C. Worthington

2011 As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação
by Ana Rita Gonzaga & Helder Sebastião

2011 Consuming durable goods when stock markets jump: a strategic asset allocation approach
by João Amaro de Matos & Nuno Silva

2011 Regulating Asset Price Risk
by Philippe Bacchetta & Cédric Tille & Eric van Wincoop

2011 Comparative risk aversion of different preferences
by Richard Ruble

2011 Nonlinear Regime Shifts in Oil Price Hedging Dynamics
by Giulio Cifarelli

2011 Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability
by Isakov, Dusan & Marti, Didier

2011 How unobservable Bond Positions in Retirement Accounts affect Asset Allocation
by Marcel Marekwica & Raimond Maurer

2011 Market equilibrium with heterogeneous behavioural and classical investors' preferences
by Matteo Del Vigna

2011 Financial market equilibria with heterogeneous agents: CAPM and market segmentation
by Matteo Del Vigna

2011 Ambiguity made easier
by Matteo Del Vigna

2011 Equity Home Bias Among Czech Investors: Experimental Approach
by Karel Báta

2011 A Note on Indices of Return
by Alexander Alexeev & Mikhail Sokolov

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

2011 Real Estate Portfolio Management : Optimization under Risk Aversion
by Fabrice Barthelemy & Jean-Luc Prigent

2011 Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year
by Johnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro

2011 Strategic investment, industry concentration and the cross section of returns
by Maria Cecilia Bustamante

2011 Mutual Fund Return Predictability in Partially Segmented Markets
by Banegas, Ayelen & Timmermann, Allan & Gillen, Ben & Wermers, Russ

2011 Stable Value Funds: Performance to Date
by Babbel, David F. & Herce, Miguel A.

2011 High Leverage and Willingness to Pay: Evidence from the Residential Housing Market
by Ben-David, Itzhak

2011 Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?
by Ben-David, Itzhak & Hirshleifer, David

2011 Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors
by Bakshi, Gurdip & Chabi-Yo, Fousseni

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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
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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
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2011 Capital Flows, Push versus Pull Factors and the Global Financial Crisis
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2011 Regime Changes and Financial Markets
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2011 On the High-Frequency Dynamics of Hedge Fund Risk Exposures
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2011 Strategic Asset Allocation in Money Management
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2011 Individual Investor Trading and Return Patterns around Earnings Announcements
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2011 Optimal portfolio allocation for corporate pension funds
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2011 Retirement Flexibility and Portfolio Choice
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2011 Sufficient and necessary conditions for perpetual multi-assets exchange options
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2011 Addendum to "Average Internal Rate of Return and Investment Decisions: A New Perspective"
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2011 Supuestos implícitos en la utilización del capital Assets Pricing Model - Capm - para el cálculo del costo del capital propio - Equity-
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2011 Foreign reserves´ strategic asset allocation
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2011 Dynamic Correlations, Estimation Risk, And Porfolio Management During The Financial Crisis
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2011 Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis
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2011 Diversification in Firm Valuation: A Multivariate Copula Approach
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2011 Multiplicative models of financial returns an what we fail to get when they are disregarded
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2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
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2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
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2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
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2011 Household Debt in Seventeenth-Century Württemberg: Evidence from Personal Inventories
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2011 Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India
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2011 Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
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2011 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
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2011 A conditional CAPM; implications for the estimation of systematic risk
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2011 Owner-occupied housing as an investment, regional house price cycles and residential sorting
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2011 Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns
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2011 Foreign exchange reserve management in the 19th century: The National Bank of Belgium in the 1850s
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2011 Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach
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2011 Home bias in interbank lending and banks� resolution regimes
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2011 Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis
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2011 The Private Equity Premium Puzzle Revisited
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2011 The Canadian Debt-Strategy Model: An Overview of the Principal Elements
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2011 Portfolio Selection with Skewness: A Comparison of Methods and Generalized Two Fund Separition Result
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2011 Heterogeneous discounting in consumption-investment problems. Time consistent solutions
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2011 Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
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2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
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2011 The Joint Dynamics of Equity Market Factors
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2011 Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
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2011 Return Predictability, Model Uncertainty, and Robust Investment
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2011 Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices
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2011 Conservatism in Corporate Valuation
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2011 International Diversification Benefits with Foreign Exchange Investment Styles
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2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
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2011 Advanced Asset Pricing Theory
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2011 Recent Advances in Financial Engineering 2010
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2011 Financial Economics, Risk and Information
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2011 The Risk of Investment Products:From Product Innovation to Risk Compliance
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2011 THE KELLY CAPITAL GROWTH INVESTMENT CRITERION:Theory and Practice
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2011 Rôle du signal prix du carbone sur les décisions d'investissement des entreprises
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2011 Comparing and selecting performance measures using rank correlations
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2011 Building an Optimal Portfolio Consisting of two Assets and Its Efficient Frontier
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2011 The Need for Market Regulations and Hedge Funds Performance
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2011 Appetite For Risk Of The Bank (Ii)
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2011 Appetite For Risk Of The Bank (I)
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2011 Economic Returns and Risks to Investment in Education: An Application of the Multifactor CAPM
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2011 The Determinants of Cash Flows in Greek Bond Mutual Funds
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2011 The Macroeconomic Variables And Stock Returns In Pakistan: The Case Of Kse100 Index
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2011 Equity Home Bias Puzzle Between Macro-Finance Interface And Risk-Factors Interference
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2011 Two New Measures Of Household-Level Investment Risk
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2011 Investigation of: "Shopping in the Market-beta Mall"
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2011 Diversification of Investment Portfolios as an Instrument Used by Institutional Investors in the Capital Management Process
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2011 The Quality Services Vector - A Performance Source For The Banks In Romania
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2011 Russian Federation’S Investments In Romania: The Case Of Lukoil
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2011 Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
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2011 A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries
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2011 Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market
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2011 Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
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2011 Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets
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2011 Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets
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2011 Direct investment strategies of Austrian companies in Romania.A comparative study
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2011 The Role of Investment Funds in Romania
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2011 Learning, Ambiguity and Life-Cycle Portfolio Allocation
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2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
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2011 Empirical Test of the Efficiency of Currency Investments
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2011 Valuation of equity capital markets using FED model
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2011 Photovoltaic Energy in the Czech Republic in the 21st Century - A Case Study of a Power Plant for a Family House
by Pavla Řehořová & Marcela Exnerová

2011 Impact of the Financial Crisis on Life Insurance in Romania
by Ana Preda & Mirela Monea

2011 Investors’ Perception On Mutual Funds With Reference To Chidambaram Town
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2011 Eurozone stock returns co-movement: Some findings for portfolio managers and central bankers
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2011 Mood and Investor Behavior
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2011 Actual Application of the Intelligent Systems and their Implications in Financial-Accounting Field
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2011 Firm Decisions: Determinants of Investments
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2011 Models of Credit Risk Measurement
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2011 Investment Decisions in the Romanian Pension Funds
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2011 Net Present Value Criterion - Important Factor in Validating the Efficiency of an Investment
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2011 A Relationship between the Degree of Search and Evolution of Assets
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2011 The Necessity of the European Capital Markets Development in the Current Economic Environment
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2011 2005-2010 Sony Ericsson Financial Activity Analysis Abstract2005-2010 Sony Ericsson Financial Activity Analysis
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2011 Exchange Traded Funds – A New Way of Dealing With Risk?
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2011 Crisis Financing in the EU
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2011 OeNB Euro Survey: Growing Uncertainty, but Overall Euroization Not Affected
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2011 Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities
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2011 The impact of low interest rates on household financial behaviour
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2011 Decisiones óptimas de consumo y portafolio. Un enfoque de precios de estado de Arrow-Debreu
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2011 Safer Margins for Option Trading: How Accuracy Promotes Efficiency
by Rafi Eldor & Shmuel Hauser & Uzi Yaari

2011 The Capital Account and Pakistani Rupee Convertibility: Macroeconomic Policy Challenges
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2011 An Evaluation of Mutual Fund Performance in an Emerging Economy: The Case of Pakistan
by Mehreen Mahmud & Nawazish Mirza

2011 Portfólióelméleti modell szerinti optimális nyugdíjrendszer
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2011 Diszpozíciós hatás a magyar tőkepiacon
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2011 Az arbitrázs preferenciákkal történő karakterizációjáról
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2011 Businesses Risks Aggregation with Copula
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2011 Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
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2011 Sources of Industry Momentum Effect - Weekly Data Evidence
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2011 Emerging Market Pension Funds and International Diversification
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2011 Portfolio Selection with Higher Moments: A Polynomial Goal Programming Approach to ISE-30 Index
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2011 Portfolio Selections with Innate Learning Ability
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2011 El Efecto De La Crisis Financiera Subprime En Los Mercados Accionarios Desarrollados. Estimaciones Aparentemente No Relacionadas Sur Versus Garch (1,1)
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2011 Does Firm Diversification Represent A Value Added For Stockholders?
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2011 The Dynamic Interaction Between Foreign Equity Flows And Returns: Evidence From The Johannesburg Stock Exchange
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2011 The Implied Volatility Of Etf And Index Options
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2011 The Capital Asset Pricing Model’S Risk-Free Rate
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2011 On The Pricing Of Dual Class Stocks: Evidence From Berkshire Hathaway
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2011 Context Sensitivity With Neural Networks In Financial Decision Processes
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2011 The Effect Of Working Capital Practices On Risk Management: Evidence From Jordan
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2011 Does Voluntary Disclosure Level Affect The Value Relevance Of Accounting Information?
by Mishari M. Alfaraih & Faisal S. Alanezi

2011 Do Fundamentally-Adjusted Valuation Multiples Improve Valuation Accuracy? The Case Of The Polish Stock Market
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2011 Optimal Investment For Institutional Investors Under Value-At-Risk Constraints In Chinese Stock Markets
by ZhengXiong Chen & Ayse Yuce

2011 Higher Order Moments Resampling
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2011 A Model of Equity Prices with Heterogeneous Beliefs
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2011 Fund Performance Robustness An Evaluation Using European Large-Cap Equity Funds
by Kenneth Högholm1, Johan Knif, Seppo Pynnönen

2011 Capital Endowment, Credit Constraint and FDI: Analysis Based on Heterogeneous Firms
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2011 Size and Value Premium in International Portfolios: Evidence from 15 European Countries
by Ayesha Afzal & Nawazish Mirza

2011 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
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2011 The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing
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2011 Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods
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2011 Leverage and Returns in Three Countries of Southern European Region
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2011 Herding the Mutual Fund Managers in the Athens Stock Exchange
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2011 Flips, flops and foreclosures: anatomy of a real estate bubble
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2011 Development strategy in offshore markets: evidence from the Channel Islands
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2011 A Simple Estimate of VAR under Garch Modelling
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2011 Value at Risk and Return from the Use of Bayesian Methods for Stress Testing in a World Asset Allocation and the 2008-2009 Crisis
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2011 A review of the seasonal affective disorder hypothesis
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2011 Decomposing the age effect on risk tolerance
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2011 Investors’ trading activity: A behavioural perspective and empirical results
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2011 Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange
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2011 Domestic and foreign country bias in international equity portfolios
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2011 Risk aversion for variational and multiple-prior preferences
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2011 Pareto improvement and agenda control of sequential financial innovations
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2011 Investment, resolution of risk, and the role of affect
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2011 Religious beliefs, gambling attitudes, and financial market outcomes
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2011 Asset pricing in large information networks
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2011 Optimizing international portfolios with options and forwards
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2011 The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market
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2011 The effect of information quality on liquidity risk
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2011 Distributional asymmetry of loadings on market co-moments
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2011 Is trading on earnings surprises a profitable strategy? Canadian evidence
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2011 Post-earnings announcement abnormal return in the Chinese equity market
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2011 Valuation effects with transitory and trend productivity shocks
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2011 Investor protection and international equity portfolio investments
by Poshakwale, Sunil S. & Thapa, Chandra

2011 CAPM option pricing
by Husmann, Sven & Todorova, Neda

2011 Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?
by Fletcher, Jonathan

2011 Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology’s prospects in view of the new regulatory framework
by Westner, Günther & Madlener, Reinhard

2011 Disclosed corporate responses to climate change and stock performance: An international empirical analysis
by Ziegler, Andreas & Busch, Timo & Hoffmann, Volker H.

2011 Testing conditional factor models: A nonparametric approach
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2011 Small-cap equity mutual fund managers as liquidity providers
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2011 Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market
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2011 Financial integration and currency risk premium in CEECs: Evidence from the ICAPM
by Boubakri, Salem & Guillaumin, Cyriac

2011 Geographical focus in emerging markets and hedge fund performance
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2011 Investment choices: Indivisible non-marketable assets and suboptimal solutions
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2011 The crisis, Fed, Quants and stochastic optimal control
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2011 News shocks and asset price volatility in general equilibrium
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2011 Optimal portfolio choice with wash sale constraints
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2011 Large traders and illiquid options: Hedging vs. manipulation
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2011 Are better governed funds better monitors?
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2011 A Higher Moment Downside Framework for Conditional and Unconditional CAPM in the Russian Stock Market
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2011 Einkommens- und Vermögenssituation der Babyboomer
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2011 Les annonces de notations extrafinancières véhiculent-elles une information au marché?
by Alexis Cellier & Pierre Chollet & Jean-François Gajewski

2011 Determinantes de la inversión en exploración de hidrocarburos: un análisis del caso argentino
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2011 Valoración y riesgo crediticio en Colombia
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2011 Optimización de portafolios de pensiones en Colombia: el esquema de multifondos, 2003-2010
by Claudía María García Mazo & Jilmer Arley Moreno Martínez

2011 Comportamiento sectorial del mercado de renta variable en Colombia: Una aplicacion del modelo CAPM
by Cesar Corredor Velandia & Rafael de Jesus Mejia Pertuz

2011 ¿Existen ganancias por la cobertura de riesgo cambiario en un portafolio de acciones global, desde la perspectiva de un inversionista colombiano?
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2011 Equity home bias, incomplete financial markets, and nominal rigidities
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2011 Investissement institutionnel et révision de la directive MIF
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2011 Les difficultés de la valorisation des entreprises par les marchés financiers
by Marc Auberger

2011 Performation et surveillance du système financier
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2011 La relation entre flux d'entrées nets et performance des fonds. Une étude appliquée au cas des opcvm actions français
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2011 Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis
by Gustavo Passarelli Giroud Joaquim & Marcelo Leite Moura

2011 Asset Pricing Model and the Liquidity Effect: Empirical Evidence in the Brazilian Stock Market
by Márcio André Veras Machado & Otávio Ribeiro de Medeiros

2011 Short-Run Asset Selection using a Logistic Model
by Walter Gonçalves Junior & Fábio Gallo Garcia & William Eid Junior & Luciana Ribeiro Chalela

2011 FX strategies in periods of distress
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2011 Households’ savings and portfolio choices: micro and macroeconomic approaches
by L. Arrondel. & V. Borgy. & F. Savignac.

2011 Les portefeuilles-titres des résidents français entre 2007 et 2010 d’après les statistiques de détention « titre par titre » de la Banque de France
by LE ROUX, J.

2011 Les comportements patrimoniaux des ménages en France : évolutions et déterminants entre 2004 et 2010
by ARRONDEL, L. & SAVIGNAC, F. & BACHELLERIE, A. & BIROUK, O. & CHAPUT, H.

2011 La destination finale des placements financiers des ménages français
by BACHELLERIE, A. & BIROUK, O. & PFISTER, C.

2011 Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques
by BORGY, V. & ARRONDEL, L. & SAVIGNAC, F.

2011 Testing Profitability of Momentum Investment Strategy in ISE
by Serkan Yilmaz KANDIR & Halime INAN

2011 The Analysis of Socio-Economic and Demographic Factors Effecting the Risk Taking Behaviour of Individual Investors
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2011 Uncertainty and Portfolio Dollarization. The Argentine Case in the Last Half Century
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2011 Portfolio Management Efficiency of Bulgarian Investment Funds
by Alexander Ganchev

2011 Institutional Investment in Bulgaria – Trends, Problems and Directions
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2011 Effects of Financial Distress Condition on the Company Performance: A Malaysian Perspective
by Steven Liew Woon Choy & Jayaraman Munusamy & Shankar Chelliah & Ally Mandari

2011 cological finance and ethic/environmental mutual funds
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2011 A robust risk-based approach in portfolio management
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2011 Usage Of The Main Components Analysis In The Management Of The Investment Portfolio
by Dan ARMEANU & Andreea NEGRU

2011 Optimizing The Portfolio Of Assets, According To The Markowitz Model
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2011 Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts
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2011 Global Asset Pricing
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2011 The Economics of Mutual Funds
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2011 Comparison Of Investment Style: An Application On Share Weighted Funds Trading In Turkey
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2011 The Influence Of The Macroeconmic Situation In The Value Of The Sytematic Credit Risk In Albania. An Statistical Analysis
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2011 The Evolution Of The Behaviour Of Investors On The Capital Market
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2011 Theunit-Linkedinsurance- A Formof Long Termeconomizing In Thecontext Of Globalcrisis
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2011 The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "
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2010 Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa
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2010 Model for Use of Monte Carlo Simulations in Business Valuation
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2010 A critique of Alan Greenspan’s retrospective on the crisis
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2010 Unwrapping Fund Expenses: What are You Paying For?
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2010 The time-varying risk of listed private equity
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2010 Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude
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2010 Thou shalt buy ‘simple’ structured products only
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2010 The Impact of Financial Crisis on Investors’ Risk Aversion. Evidence on Romanian Capital Market
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2010 Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz
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2010 İstanbul Menkul Kıymetler Borsası’nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü
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2010 Criterios de decisión de inversión en fondos monetarios
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2010 ¿Influyen los tigres asiáticos en el comportamiento gregario español?
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2010 Downside risk optimization in securitized real estate markets
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2010 Multiple tests for the performance of different investment strategies
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2010 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation
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2010 Implied rates of return, the discount rate effect, and market risk premia
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2010 Safety-first portfolio optimization: Fixed versus random target
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2010 Alan Greenspan, the quants and stochastic optimal control
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2010 Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen
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2010 Investing in times of inflation fears: Diversification properties of investments in liquid real assets
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2010 Herding of institutional traders: New evidence from daily data
by Kremer, Stephanie

2010 Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
by Lang, Michael & Cremers, Heinz & Hentze, Rainald

2010 Return distributions of equity-linked retirement plans
by Detering, Nils & Weber, Andreas & Wystup, Uwe

2010 Investment certificates under German taxation: Benefit or burden for structured products' performance?
by Scholz, Peter & Walther, Ursula

2010 Risk aversion under preference uncertainty
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2010 Optimal life cycle portfolio choice with housing market cycles
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2010 Cash flow and discount rate risk in up and down markets: What is actually priced?
by Botshekan, Mahmoud & Kräussl, Roman & Lucas, André

2010 A call on Art investments
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2010 The influence of buy-side analysts on mutual fund trading
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2010 DAXplus family: Ein Aktienindex zur Darstellung der Performance von Familienunternehmen
by Achleitner, Ann-Kristin & Kaserer, Christoph & Kauf, Tobias & Volk, Sarah

2010 How correlated are changes in banks' net interest income and in their present value?
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2010 Are there disadvantaged clienteles in mutual funds?
by Jank, Stephan

2010 Do specialization benefits outweigh concentration risks in credit portfolios of German banks?
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2010 Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
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2010 What drives portfolio investments of German banks in emerging capital markets?
by Wildmann, Christian

2010 The home bias in equities and distribution costs
by Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina

2010 Staatliche Zinssubvention und Auslandsverschuldung: Eine Mittelwert-Varianz-Analyse am Beispiel Ungarn
by Pfeffer, Annamaria

2010 It's all about tax rates: An empirical study of tax perception
by Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim

2010 Sentiment Effect and Market Portfolio Inefficiency
by Rudolf F. Klein & K. Victor Chow

2010 Orthogonalized Equity Risk Premia and Systematic Risk Decomposition
by Rudolf F. Klein & K. Victor Chow

2010 Multiobjective Lagrangian duality for portfolio optimization with risk measures
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2010 Why Should Naive Investors Avoid Stock Markets ?
by Michael Donadelli & Federico Silvestri

2010 Stockholding: From Participation to Location and to Participation Spillovers
by Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos

2010 Household Economic Decisions under the Shadow of Terrorism
by Dimitris Christelis & Dimitris Georgarakos

2010 Financialization, Crisis and Commodity Correlation Dynamics
by Annastiina Silvennoinen & Susan Thorp

2010 Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach
by Daniel Buncic & Jon E. Eggins & Robert J. Hill

2010 Dual representation of choice and aspirational preferences
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2010 A unifying approach to the empirical evaluation of asset pricing models
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2010 Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads
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2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 Housing Risk and Return: Evidence From a Housing Asset-Pricing Model
by Karl Case & John Cotter & Stuart Gabriel

2010 Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo

2010 Asymmetric Information, Portfolio Managers, and Home Bias
by Wioletta Dziuda & Jordi Mondria

2010 Momentum and mean reversion in regional housing markets: Evidence from variance ratio tests
by Elias Oikarinen

2010 Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand
by Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M.

2010 Decision Making in the Pension Fund Board Room : An Experiment with Dutch Pension Fund Trustees
by van Dalen, H.P. & Henkens, K. & Koedijk, C.G. & Slager, A.M.H.

2010 Who Invests in Home Equity to Exempt Wealth from Bankruptcy?
by Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L.

2010 A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection
by Takano, Y. & Sotirov, R.

2010 Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement
by Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M.

2010 Risk Aversion under Preference Uncertainty
by Roman Kraeussl & Andre Lucas & Arjen Siegmann

2010 Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?
by Mahmoud Botshekan & Roman Kraeussl & Andre Lucas

2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
by Cem Cakmakli & Dick van Dijk

2010 Pensions, Debt and Inflation Risk in a Monetary Union
by Yvonne Adema

2010 Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements
by Andrey Lizyayev

2010 The Portfolio Implications of Adding Social Security Private Account Options to Ongoing Investments
by Joseph Friedman & Herbert E Phillips

2010 Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach
by Daniel Buncic & Jon E. Eggins & Robert J. Hill

2010 Evolution and market behavior with endogenous investment rules
by Giulio Bottazzi & Pietro Dindo

2010 Theory of Social Returns in Portfolio Choice with Application to Microfinance
by Gregor Dorfleitner & Michaela Leidl & Johannes Reeder

2010 Social responsibility and mean-variance portfolio selection
by Bastien Drut

2010 The Time-Varying Systematic Risk of Carry Trade Strategies
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind

2010 How General Are Risk Preferences? Choices Under Uncertainty in Different Domains
by Mark Cullen & Liran Einav & Amy Finkelstein & Iuliana Pascu

2010 Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads
by Schröder, Thomas & Dunbar, Kwamie

2010 Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data
by N.Z Mandimika & Z. Chinzara

2010 Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining
by Lang, Joachim & Madlener, Reinhard

2010 Infrastructure as an asset class
by Inderst, Georg

2010 Prices, Point Spreads and Profits: Evidence from the National Football League
by Humphreys, Brad

2010 Securitized Products, Financial Regulation, and Systemic Risk
by Fujii, Mariko

2010 Regime-Dependent Smile-Adjusted Delta Hedging
by Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis

2010 Stress Testing Credit Risk: The Great Depression Scenario
by Simone Varotto

2010 Unconditional Quantile Treatment Effects in the Presence of Covariates
by David Powell

2010 Do Risk Disclosures Affect Investment Choice?
by Angela A. Hung & Aileen Heinberg & Joanne K. Yoong

2010 Individuals' Uncertainty about Future Social Security Benefits and Portfolio Choice
by Adeline Delavande & Susann Rohwedder

2010 Evaluating Value-at-Risk Models via Quantile Regression
by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

2010 Portfolio allocation: Getting the most out of realised volatility
by Adam Clements & Annastiina Silvennoinen

2010 Large Shareholder Diversification And Corporate Risk- Taking
by Mara Faccio & Maria-Teresa Marchica & Roberto Mura

2010 Monetary Policy Effects: Evidence from the Portuguese Flow of Funds
by Isabel Marques Gameiro & João Sousa

2010 Limited Information-Processing Capacity and Asymmetric Stock Correlations
by Ceylan, Ozcan

2010 Overconfidence, Risk Aversion and Individual Financial Decisions in Experimental Asset Markets
by Michailova, Julija

2010 An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio
by Muteba Mwamba, John & Suteni, Mwambi

2010 Macroeconomic Risks and Characteristic-Based Factor Models
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.

2010 Private equity and venture capital in South Africa: A comparison of project financing decisions
by Portmann, David & Mlambo, Chipo

2010 Systematic risks for the financial and for the non-financial Romanian companies
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2010 Assessment of investment projects on the basis of production efficiency
by Daskovskiy, Vadim & Kiselyov, Vladimir

2010 The phased approach to time value of money in economic analysis of investment projects
by Daskovskiy, Vadim & Kiselyov, Vladimir

2010 Os indicadores ROE e PVPA aplicados como balizadores de estratégias de investimentos: uma análise do mercado acionário brasileiro de 1995 a 2009
by Melo, Jean Marcio & Távora, Lamartine & Xavier, Leonardo & Lucena, Pierre

2010 Eficácia do Uso da Estratégia de Investimento em Ações com Baixo Múltiplo Preço/Valor Patrimonial (PVPA) no Brasil
by Lucena, Pierre & Saturnino, Odilon & Araújo, Joseanny & Figueiredo, Antonio Carlos

2010 Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"
by Ghossoub, Mario

2010 Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45
by Pasaribu, Rowland Bismark Fernando

2010 Understanding the Impact of Weights Constraints in Portfolio Theory
by Roncalli, Thierry

2010 fama and macbeth revisited: A Critique
by Salazar, Juan & Lambert, Annick

2010 Decentralized investment management: evidence from the pension fund industry
by Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ

2010 Rational expectations equilibrium with transaction costs in financial markets
by Chong, Zhiwei

2010 Estimating the risk-adjusted capital is an affair in the tails
by Canestraro, Davide & Dacorogna, Michel

2010 Foreign ownership in Vietnam stock markets - an empirical analysis
by Vo, Xuan Vinh

2010 Етичні Мотиви Інвестування В Контексті Екологізації Національної Економіки
by Petrushchak, Bohdan

2010 Activity diversification and performance of Islamic banks in Malaysia
by CHATTI, Mohamed Ali & KABLAN, Sandrine & YOUSFI, Ouidad

2010 Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures
by Pfau, Wade Donald

2010 Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange
by Yilmaz, Tolgahan

2010 Will 2000-era retirees experience the worst retirement outcomes in U.S. history? A progress report after 10 years
by Pfau, Wade Donald

2010 Challenges to Solvency II Reform in Insurance Industry
by Ramosaj, Berim

2010 Borrowing Constraint and the Effect of Option Introduction
by Amira, Khaled & Bennour, Khaled

2010 Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets
by Michailova, Julija

2010 Strategic asset allocation and intertemporal demands: with commodities as an asset class
by Su, Yongyang & Lau, Marco Chi Keung

2010 Stock Index Volatility: the case of IPSA
by Alfaro, Rodrigo & Silva, Carmen Gloria

2010 Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing
by Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant

2010 Performance Evaluation Of Mutual Funds In Indonesia
by Murhadi, Werner-Ria

2010 Asset Allocation for Government Pension Funds in Pakistan:A Case for International Diversification
by Rehman, Fahd

2010 International Capital Flows: An empirical study of the relationship between equity and debt investments
by Sahoo, Ganeswar

2010 Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy
by Korap, Levent

2010 The relevance of coarse thinking for investors' willingness to pay: An experimental study
by Siddiqi, Hammad

2010 Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай
by Harin, Alexander

2010 Pension Fund Performance and Costs: Small is Beautiful
by Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P.

2010 Canonical Representation Of Option Prices and Greeks with Implications for Market Timing
by Cadogan, Godfrey

2010 Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns
by Sampagnaro, Gabriele & Battaglia, Francesca

2010 Theorem of existence of ruptures in probability scale. Preliminary short version
by Harin, Alexander

2010 Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?
by Yamori, Nobuyoshi

2010 Matemática Financeira com aplicações em Excel e R
by Vieira, Pedro Cosme da Costa

2010 VaR Limits for Pension Funds: An Evaluation
by Berstein, Solange & Chumacero, Rómulo

2010 Myopic investment view of the Indian mutual fund industry
by Manjrekar, Rajesh & Sinha, Pankaj

2010 Financial Prudence among Youth
by Pillai, Rajasekharan & Carlo, Rozita & D’souza, Rachel

2010 From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets
by Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice

2010 Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization
by Ardia, David & Boudt, Kris & Carl, Peter & Mullen, Katharine M. & Peterson, Brian

2010 Theory of argumentation in financial markets
by Estrada, Fernando

2010 Cross-Section of a ‘Bubble’: Stock Prices and Dividends during the British Railway Mania
by Campbell, Gareth

2010 ‘The Greatest Bubble in History’: Stock Prices during the British Railway Mania
by Campbell, Gareth & Turner, John

2010 The growth and size of the Brazilian mutual fund industry
by Varga, Gyorgy & Wengert, Maxim

2010 Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches
by Melecky, Martin

2010 Markov-switching Asset Allocation: Do Profitable Strategies Exist?
by Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe

2010 Hedging Greeks for a portfolio of options using linear and quadratic programming
by Sinha, Pankaj & Johar, Archit

2010 Теорема О Существовании Разрывов В Шкале Вероятностей
by Harin, Alexander

2010 Analysis of Stock Screening Principles in Islamic Mutual Funds Industry
by Shaikh, Salman

2010 Are Sovereign Wealth Funds' Investments Politically Biased?: A Comparison with Mutual Funds
by Rolando Avendaño & Javier Santiso

2010 Assessing Default Investment Strategies in Defined Contribution Pension Plans
by Pablo Antolín & Stéphanie Payet & Juan Yermo

2010 Policy Action in Private Occupational Pensions in Japan since the Economic Crisis of the 1990s
by Ministry of Health, Labour and Welfare, Japan & Junichi Sakamoto

2010 Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory
by Kitty Moloney & Srinivas Raghavendra

2010 The Role of Pension Funds in Capital Market Development
by Channarith Meng & Wade Donald Pfau

2010 Reforming Pension Funds in Sri Lanka: International Diversification and the Employees’ Provident Fund
by Ajantha Sisira Kumara & Wade D. Pfau

2010 An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?
by Wade D. Pfau

2010 The Portfolio Size Effect and Lifecycle Asset Allocation Funds: A Different Perspective
by Wade D. Pfau

2010 Predictability of Returns and Cash Flows
by Ralph S.J. Koijen & Stijn Van Nieuwerburgh

2010 Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World
by Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler

2010 What Does Equity Sector Orderflow Tell Us about the Economy?
by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz

2010 Does Home Owning Smooth the Variability of Future Housing Consumption?
by Andrew Paciorek & Todd M. Sinai

2010 Stock Market Expectations of Dutch Households
by Michael D. Hurd & Maarten van Rooij & Joachim Winter

2010 Portfolio Allocation for Public Pension Funds
by George Pennacchi & Mahdi Rastad

2010 On the Economic Consequences of Index-Linked Investing
by Jeffrey Wurgler

2010 Why Do Household Portfolio Shares Rise in Wealth?
by Jessica A. Wachter & Motohiro Yogo

2010 Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
by George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis

2010 Predictive Regressions: A Present-value Approach
by Jules H. van Binsbergen & Ralph S.J. Koijen

2010 Asset Allocation
by Jessica Wachter

2010 Emerging Local Currency Bond Markets
by John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock

2010 The Behavior of Intoxicated Investors: The role of institutional investors in propagating the crisis of 2007-2008
by Alberto Manconi & Massimo Massa & Ayako Yasuda

2010 Ambiguity and Asset Markets
by Larry G. Epstein & Martin Schneider

2010 Financial Connections and Systemic Risk
by Franklin Allen & Ana Babus & Elena Carletti

2010 Self-Fulfilling Risk Panics
by Philippe Bacchetta & Cédric Tille & Eric van Wincoop

2010 Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios
by Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina

2010 Rationalizing Trading Frequency and Returns
by Yosef Bonaparte & Russell Cooper

2010 The Effect of Housing on Portfolio Choice
by Raj Chetty & Adam Szeidl

2010 Value versus Growth: Time-Varying Expected Stock Returns
by Huseyin Gulen & Yuhang Xing & Lu Zhang

2010 Locked Up by a Lockup: Valuing Liquidity as a Real Option
by Andrew Ang & Nicolas P.B. Bollen

2010 Religious Identity and Economic Behavior
by Daniel J. Benjamin & James J. Choi & Geoffrey W. Fisher

2010 How University Endowments Respond to Financial Market Shocks: Evidence and Implications
by Jeffrey Brown & Stephen G. Dimmock & Jun-Koo Kang & Scott Weisbenner

2010 Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios
by Laurent E. Calvet & Paolo Sodini

2010 Durable consumption and asset management with transaction and observation costs
by Fernando E. Alvarez & Luigi Guiso & Francesco Lippi

2010 Insuring Consumption Using Income-Linked Assets
by Andreas Fuster & Paul S. Willen

2010 Optimal retirement benefit guarantees
by Stavros Panageas

2010 Limited Capital Market Participation and Human Capital Risk
by Jonathan Berk & Johan Walden

2010 How general are risk preferences? Choices under uncertainty in different domains
by Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen

2010 The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios
by Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

2010 Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets
by Isaac Ehrlich & Jong Kook Shin & Yong Yin

2010 Self-fulfilling liquidity dry-ups
by Frédéric Malherbe

2010 Equilibrium on international assets and goods
by Patrice Fontaine & Cuong Le Van

2010 L'approche DARE pour une mesure de risque diversifiée
by Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

2010 Average Internal Rate of Return and investment decisions: A new perspective
by Carlo Alberto Magni

2010 Efficient and robust estimation for financial returns: an approach based on q-entropy
by Davide Ferrari & Sandra Paterlini

2010 Efficient and robust estimation for financial returns: an approach based on q-entropy
by Davide Ferrari & Sandra Paterlini

2010 The Ups & Downs of the Stock Market: Is This Time Different?
by Stacey Schreft & Adam Bold

2010 Stockholding: Participation, Location, and Spillovers
by Haliassos, Michael & Christelis, Dimitris & Georgarakos, Dimitris

2010 Stock Market Expectations of Dutch Households
by Hurd, Michael & Van Rooij, Marten & Winter, Joachim

2010 Differences in Portfolios across Countries: Economic Environment versus Household Characteristics
by Michael Haliassos & Dimitris Christelis & Dimitris Georgarakos

2010 Verbreitung der Riester-Rente - Hat die Finanz- und Wirtschaftskrise Spuren hinterlassen?
by Gasche, Martin & Ziegelmeyer, Michael

2010 Zur Sinnhaftigkeit der Riester-Rente
by Börsch-Supan, Axel & Gasche, Martin

2010 Portfolio Management under Asymmetric Dependence and Distribution
by Stefan Hlawatsch & Peter Reichling

2010 Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
by Stefan Hlawatsch & Peter Reichling

2010 A Portfolio Approach to Venture Capital Financing
by Pascal François & Georges Hübner

2010 The Appeal of Risky Assets
by Stolper, Anno

2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
by Stephen Hall & Kavita Sirichand

2010 Self-Fulfilling Risk Panics
by Philippe Bacchetta & Cédric Tille & Eric van Wincoop

2010 Pareto Improvement and Agenda Control of Sequential Financial Innovations
by Chiaki Hara

2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
by Massimiliano Caporin & Michael McAleer

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 Improved Portfolio Choice using Second-Order Stochastic Dominance
by James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova

2010 Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?
by Günter Franke & Ferdinand Graf

2010 Sense of Control Affects Investment Behavior
by Li King King

2010 Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?
by Margarida Abreu & Victor Mendes & João A. Santos

2010 Consumption and Hedging in Oil Importing Developing Countries
by Felipe Aldunate & Jaime Casassus

2010 Optimal Execution of Multiasset Block Orders under Stochastic Liquidity
by Naoki Makimoto & Yoshihiko Sugihara

2010 Entropy and the value of information for investors
by Antonio Cabrales & Olivier Gossner & Roberto Serrano

2010 Performance evaluation in competitive REE models
by Paolo Colla & José M. Marín

2010 International Asset Holdings and the Euro
by Pels

2010 Optimal Asset Allocation Under Linear Loss Aversion
by Fortin, Ines & Hlouskova, Jaroslava

2010 Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo

2010 Herding of Institutional Traders
by Stephanie Kremer

2010 The Effect of Academic Background on Household Portfolio Selection: Evidence from Japanese Repeated Cross Section Data
by Yukinobu Kitamura & Taisuke Uchino

2010 Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets
by Isaac Ehrlich & Jong Kook Shin & Yong Yin

2010 Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
by Eric Girardin & Dijun Tan & Woon K. Wong

2010 Asymmetric Dependence in US Financial Risk Factors?
by Chollete, Loran & Ning, Cathy

2010 Bankruptcy and the size effect
by Lu, Ching-Chih & Chollete, Loran

2010 The Origins of Savings Behavior
by Cronqvist, Henrik & Siegel, Stephan

2010 Nature or Nurture: What Determines Investor Behavior?
by Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan

2010 Contagious Mortgage Default
by Børsum, Øystein

2010 Growth Forecasts, Belief Manipulation and Capital Markets
by Lundtofte, Frederik & Leoni, Patrick

2010 Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty
by Frot, Emmanuel & Santiso, Javier

2010 A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance
by Hacker, R. Scott & Hatemi-J, Abdulnasser

2010 Numerical solution of continuous-time DSGE models under Poisson uncertainty
by Posch, Olaf & Trimborn, Timo

2010 Why does Bad News Increase Volatility and Decrease Leverage?
by Ana Fostel & John Geanakoplos

2010 Australian Art Market Prices during the Global Financial Crisis and two earlier decades
by Helen Higgs

2010 Who crops coca and why? The case of Colombian farmers
by Marcela Ibáñez

2010 Risk Governance for funds
by Michel Verlaine & & &

2010 Financial Innovation and Financial Fragility
by Nicola Gennaioli & Andrei Shleifer & Robert Vishny

2010 Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment
by Radovan Parrák & Jakub Seidler

2010 Equity Home Bias in the Czech Republic
by Karel Báťa

2010 Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort
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2010 GFC-Robust Risk Management Strategies under the Basel Accord
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2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
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2010 Credit Market Quality, Innovation and Trade
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2010 Behavioral Biases of Mutual Fund Investors
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2010 Strategic Asset Allocation with Heterogeneous Beliefs
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2010 Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors
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2010 The attractiveness of 66 countries for institutional real estate investments: A composite index approach
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2010 SRI Analysis and Asset Management: Independent or Convergent? A Field Study on the French Market
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2010 Securitized Products, Financial Regulation, and Systemic Risk
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2010 Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
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2010 Equilibrium on International Financial Assets and Goods Marke
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2010 Pension benefit security: a comparison of solvency requirements, a pension guarantee fund and sponsor support
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2010 Momentum or Contrarian Investment Strategies:Evidence from Dutch institutional investors
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2010 Distributional and Welfare Effects of Germany's Year 2000 Tax Reform
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2010 Differential Income Taxation and Household Asset Allocation
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2010 Would Lehman Sisters Have Done It Differently?: An Empirical Analysis of Gender Differences in Investment Behavior
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2010 Why Does Bad News Increase Volatility and Decrease Leverage?
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2010 Why Does Bad News Increase Volatility and Decrease Leverage?
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2010 Why Does Bad News Increase Volatility and Decrease Leverage?
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2010 Endogenous governance transparency and product market competition
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2010 Stability of the optimal reinsurance with respect to the risk measure
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2010 Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme
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2010 An Optimal Control Approach to Portfolio Optimisation with Conditioning Information
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2010 How to Construct Fundamental Risk Factors?
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2010 Aggregate Idiosyncratic Volatility
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2010 Housing purchases and the dynamics of housing wealth
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2010 Stockholding: Participation, Location, and Spillovers
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2010 Investor Interest and Hedge Fund Returns
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2010 Investors' horizons and the Amplification of Market Shocks
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2010 Difference in Interim Performance and Risk Taking with Short-Sale Constraints
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2010 Differences in Portfolios across Countries: Economic Environment versus Household Characteristics
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2010 A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
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2010 How Deep is the Annuity Market Participation Puzzle?
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2010 Spot and Forward Volatility in Foreign Exchange
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2010 The Effect of Education on Equity Holdings
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2010 On the Dynamics of Hedge Fund Risk Exposures
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2010 Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification
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2010 Improving Portfolio Selection Using Option-Implied Volatility and Skewness
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2010 Decentralized Investment Management: Evidence from the Pension Fund Industry
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2010 Performance Maximization of Actively Managed Funds
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2010 On the Size of the Active Management Industry
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2010 Intergenerational risk sharing and labour supply in collective funded pension schemes with defined benefits
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2010 Reasoning the `Net-Present-Value´ Way: Some Biases and How to Use Psychology for Falsifying Decision Models
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2010 Investment decisions, NPV and bounded rationality
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2010 Estimating the Appropriate Risk Profile for the Tax Savings: A Contingent Claim Approach
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2010 Purely Internal Rate of Return and Investment Decisions: A Cash-Flow Perspective
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2010 On the long-standing issue of the internal rate of return: a complete resolution
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2010 Average internal rate of return and investment decisions: A new perspective
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2010 Portfolio Optimization and Long-Term Dependence
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2010 Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano
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2010 Precautionary saving, financial risk and portfolio choice
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2010 A Unifying Approach To The Empirical Evaluation Of Asset Pricing Models
by Francisco Peñaranda & Enrique Sentana

2010 Socially Responsible Investing: it Takes More than Words
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2010 Self-Fulfilling Risk Panics
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2010 Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison
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2010 A structural analysis of the health expenditures and portfolio choices of retired agents
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2010 ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails
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2010 Price Impact and Portfolio Impact
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2010 Replicating Hedge Fund Indices with Optimization Heuristics
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2010 Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
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2010 Co-movement of Fundamentals: Structural Changes in the Business Cycle
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2010 Difference in Interim Performance and Risk Taking with Short-sale Constraints
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2010 Investor Protection and Foreign Stakeholders
by Maela Giofré

2010 Financial Dollarization and European Union Membership
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2010 Tax Incentives, Bequest Motives, and the Demand for Life Insurance: Evidence from two Natural Experiments in Germany
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2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
by Bahram Pesaran & M. Hashem Pesaran

2010 Investment, Resolution of Risk, and the Role of Affect
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2010 A Critique of the Literature on the US Financial Debt Crisis
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2010 Can Competition Spoil Reciprocity? - A Laboratory Experiment
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2010 Devising a non-standard convertible zero-coupon bond to enhance corporate governance
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2010 Shaping up the company’s internal investment fund through separation portfolios
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2010 International diversification and industry-related labor income risk
by Carolina Fugazza & Maela Giofre & Giovanna Nicodano

2010 Ex Post Portfolio Performance with Predictable Skewness and Kurtosis
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2010 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano

2010 On the sub-optimality cost of immediate annuitization in DC pension funds
by Marina Di Giacinto & Elena Vigna

2010 Constrained portfolio choices in the decumulation phase of a pension plan
by Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna

2010 On efficiency of mean-variance based portfolio selection in DC pension schemes
by Elena Vigna

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
by Massimiliano Caporin & Michael McAleer

2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer

2010 On the Difficulty of Measuring Forecasting Skill in Financial Markets
by Satchell, S. & Williams, O.J.

2010 Asset Management with Price Impact and Fair Treatment of Clients
by Jezek, M. & Satchell, S.

2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market
by Pesaran, M.H.

2010 Matching Matters in 401(k) Plan Participation
by Keenan Dworak-Fisher

2010 La demanda de dinero en una economía dolarizada. Una estimación para Uruguay
by Conrado Brum & Elizabeth Bucacos & Patricia Carballo

2010 Safety-First and Portfolio Selection: An Econometric Study for Pakistan's Banking Sector
by J L Ford & Zahid Muhammad

2010 Portfolio Risk Management Using The Lorenz Curve
by Haim Shalit

2010 A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
by Francisco Peñaranda & Enrique Sentana

2010 Une première comparaison des droits à pension des ménages français et américains
by Durant, D. & Frey, L.

2010 On the Size of the Active Management Industry
by Lubos Pastor & Robert F. Stambaugh

2010 Information uncertainty and the reaction of stock prices to news
by Paolo Angelini & Giovanni Guazzarotti

2010 Housing purchases and the dynamics of housing wealth
by Olympia Bover

2010 Testing non-linear dependence in the hedge fund industry
by Javier Mencía

2010 The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation
by Paolo Fegatelli

2010 Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach
by Sermin Gungor & Richard Luger

2010 Adverse Selection, Liquidity, and Market Breakdown
by Koralai Kirabaeva

2010 International Capital Flows and Bond Risk Premia
by Jesus Sierra

2010 Idiosyncratic Coskewness and Equity Return Anomalies
by Fousseni Chabi-Yo & Jun Yang

2010 Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves
by Yuliya Romanyuk

2010 Asset-Liability Management: An Overview
by Yuliya Romanyuk

2010 Behavioral Aspects of Investment Fund's Markets: Are Good Managers Lucky or Skilled?
by Sílvia Bou & Magda Cayón

2010 From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation
by Luca RICCETTI

2010 Minimum Tracking Error Volatility
by Luca RICCETTI

2010 Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility
by Peter R. Hansen & Asger Lunde & Valeri Voev

2010 The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk?
by Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid

2010 Sign and Quantiles of the Realized Stock-Bond Correlation
by Nektarios Aslanidis & Charlotte Christiansen

2010 The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts
by Rasmus Tangsgaard Varneskov & Valeri Voev

2010 Predictable return distributions
by Thomas Q. Pedersen

2010 Smooth Transition Patterns in the Realized Stock Bond Correlation
by Nektarios Aslanidis & Charlotte Christiansen

2010 Numerical solution of continuous-time DSGE models under Poisson uncertainty
by Olaf Posch & Timo Trimborn

2010 Recent Advances In Financial Engineering 2009:
by

2010 Alternative Investments And Strategies:
by

2010 Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market
by Klaus Grobys

2010 Us Treasury Securities Market: Recent Evolutions, Short And Medium Term Prospects
by Oehler Sincai, Iulia Monica

2010 Esquemas de Incentivos y Carteras de Inversión Innovadoras
by Gino Loyola & Yolanda Portilla

2010 A Model of Financial Market Liquidity Based on Intermediary Capital
by Denis Gromb & Dimitri Vayanos

2010 Inverse Vertical Ratio Put Spread Strategy and its Application in Hedging Against a Price Drop
by Vincent Šoltés & Omer Faraj S. Amaitiek

2010 Macroeconomic Determinants of Stock Returns in Pakistan: the Case of Karachi Stock Exchange
by Nadeem SOHAIL & Hussain ZAKIR

2010 The Determinants of Systematic Risk: International Evidence from the Macro-Finance Interface
by Mongi ARFAOUI & Ezzeddine ABAOUB

2010 Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns
by Francesca Battaglia & Claudio Porzio & Gabriele Sampagnaro

2010 Theory of Argumentation in Financial Markets
by Fernando Estrada

2010 Feed-Back Trading Behavior Of Foreign Institutional Investors And Local Mutual Funds In Indian Stock Market: An Empirical Evidence
by Ajay Kumar CHAUHAN & Ashish GARG

2010 Tactical Size Rotation in Switzerland
by Thorsten Hock

2010 Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?
by Sebastian Müller & Martin Weber

2010 PROBLEM INFORMACYJNEJ SPRAWNOsCI ZYSKU REZYDUALNEGO. KONCEPCJA RADARU RI(BV)
by Andrzej Cwynar

2010 RYNKOWE MIARY TWORZENIA WARTOsCI PRZEDSIeBIORSTWA I WARTOsCI DLA AKCJONARIUSZY
by Magdalena Mikolajek-Gocejna

2010 Managerial Approach of International Initial Public Offerings Valuation
by Cristian PAUN & Stefan UNGUREANU

2010 Capital investments in the context of time factor
by Mihai BOTEZATU

2010 Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach
by Necula, Ciprian

2010 Planning Optimal From The Firm Value Creation Perspective. Levels Of Operating Cash Investments
by Michalski, Grzegorz

2010 Portfolio Analysis Based On The Example Of Zagreb Stock Exchange
by Bogdan, Sinisa & Baresa, Suzana & Ivanovic, Sasa

2010 Foreign Direct Investments And Domestic Investments In Romania In The Economic Crisis Period
by ZAMAN, Gheorghe & GEAMĂNU, Marinela

2010 Economists’ hubris — the case of equity asset management
by Shojai, Shahin & Feiger, George & Kumar, Rajesh

2010 Una Explicación Del Efecto Herding Desde El Mercado De Derivados
by NATIVIDAD BLASCO DE LAS HERAS & SANDRA FERRERUELA GARCÉS & PILAR CORREDOR CASADO

2010 Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución
by Paul Woolley

2010 Rational Inattention, Long-run Consumption Risk, and Portfolio Choice
by Yulei Luo

2010 Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta
by Werner Kristjanpoller Rodriguez & Carolina Liberona Maturana

2010 La estructura logica de la teoria clasica de las finanzas
by Adolfo Garcia De La Sienra

2010 Efficiency of Use of Technical Analysis: Evidences from Russian Stock Market
by Vassiliy Chsherbakov

2010 Analysis of the Impact of Weather on Trading in Equity Markets
by David Havlíček

2010 Investments In Bonds On Romania’s Capital Market
by Ilie Răscolean & Robert Szabo

2010 The Management Of A Portfolio In The Conditions Of Economic Crisis
by Ilie Răscolean & Claudia Isac & Robert Szabo

2010 Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange
by Kosmas Njanike

2010 An empirical comparison of different risk measures in portfolio optimization
by Lam Weng Hoe & Jaaman Saiful Hafizah & Isa Zaidi

2010 The Effects of Financial Crisis on the Behaviour of Investors on the Romanian Capital Market
by Barna Flavia & Danuletiu Dan

2010 Aspects Reffering to Utility and Risk of Investments Decision Systems
by Despa Radu, & Folcut Ovidiu & Coculescu Cristina

2010 The IPO Underpricing Phenomenon – An Analysis of the Romanian Capital Market
by Phd. Sandu Diana Ramona

2010 Analysis Of Croatian Privatization Fund Portfolio
by Boris Crnkovic & Zeljko Pozega & Ivo Mijoc

2010 Neurofinance: Getting An Insight Into The Trader'S Mind
by Dedu Vasile & Turcan Ciprian Sebastian

2010 Behavioral Biases In Trading Securities
by Dedu Vasile & Turcan Radu Olimpiu Calin & Turcan Ciprian Sebastian

2010 The Effects Of Financing Sources Costs Over The Financial And Operational Risk
by Chirila Emil

2010 Optimal portafolio and consumption decisions under exchange rate and interest rate risks. A jump-diffusion approach
by Venegas Martínez Francisco & Rodríguez Nava Abigail

2010 The Short Put Ladder Strategy and its Application in Trading and Hedging
by Vincent Soltés & Omer Faraj S. Amaitiek

2010 Alternative Risk-Sharing Mechanisms of Social Security
by Øystein Thøgersen & Kine Bøhlerengen

2010 La Numismática como objeto de inversión y valoración/Numismatics as an object of investment and valuation
by CABALLER MELLADO, V. & DE LA POZA, E.

2010 Asset Allocation for Government Pension Funds in Pakistan: A Case for International Diversification
by Fahad Rehman

2010 Biztosítók kockázatdiverzifikációja
by Szüle, Borbála

2010 The Role of Foreign Direct Investment Projects in the Employment Evolution in Europe
by Georgeta Ilie

2010 Financial Crisis Propagation
by Ruxandra Vilag & George Horia Ionescu & Mihai Dragos Ungureanu & Stela Aurelia Toader

2010 Liquidity as Price Effect on Time to Sale
by Keunkwan Ryu & Hyun-yeol Shin

2010 Comparative Statics under Uncertainty with the Monotone Probability Ratio Order Revisited
by Suyeol Ryu & Iltae Kim & Soo-Jong Kim

2010 Are Real Estate Investment Trusts Becoming More Dangerous? Evidence from the Asian Markets
by I-Chun Tsai & Ai Chi Hsu & Ming-Chi Chen

2010 An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach
by Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin

2010 Asimetrik Enformasyon Isiginda Halka Arzlarin Uzun Donemli Performanslarinin Degerlendirilmesi
by Ayca TUKEL

2010 The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks
by Roberto A. De Santis

2010 Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing?
by Jacob A. Bikker & Dirk W.G.A. Broeders & Dirk Jan de Dreu

2010 Jump Distribution Characteristics: Evidence from European Stock Markets
by Thierry Ane & Carole Metais

2010 Criterios Difusos En La Seleccion De Carteras
by Christian Camilo Vargas R

2010 The Student-Managed Fund: A Case Study of Portfolio Properties
by Shuoming (Joe) Peng & William P. Dukes

2010 Steve Sharpe: A Stock Report
by William P. Dukes & Zhuoming (Joe) Peng & Margaret M. Tanner

2010 Evidence On The Performance Of Country Index Funds In Global Financial Crisis
by Ilhan Meric & Christine Lentz & Wayne Smeltz & Gulser Meric

2010 Multi-National Evidence On Calendar Patterns In Stock Returns: An Empirical Case Study On Investment Strategy And The Halloween Effect
by Dirk Swagerman & Ivan Novakovic

2010 Holding Period And Cross-Sectional Stock Returns: Evidence From Taiwan
by Yin-Ching Jan & Su-Ling Chiu

2010 Trading Strategies Based On Dividend Yield: Evidence From The Taiwan Stock Market
by Ai-Chi Hsu & Szu-Hsien Lin

2010 How Does National Foreign Trade React To The European Central Bank’S Policy?
by Giovanni Tria & Giuseppe Galloppo

2010 Evaluating Alternative Weighting Schemes For Stocks In A Best Ideas Portfolio
by Lynda S. Livingston

2010 Household Investment Asset Variation And Wealth
by Nathaniel J. Harness & Michael M. Finke & Swarn Chatterjee

2010 Fundamental Analysis With Artificial Neural Network
by Birol Yildiz & Ari Yezegel

2010 Evaluation Of The Impact Of Day Trading On The Egyptian Stock Market
by Islam Azzam & Jasmin Fouad

2010 A New Hedge Fund Replication Method With The Dynamic Optimal Portfolio
by Akihiko Takahashi & Kyo Yamamoto

2010 Job Security And Personal Investment Portfolio
by Yan Alice Xie & Howard Qi

2010 A Comparison Of Pre And Post Modern Portfolio Theory Using Resampling
by Giuseppe Galloppo

2010 Using The Synergy Of Alliances And Partnership For Sustainable Growth
by Elena DOVAL & Oriana DOVAL

2010 Would You Follow MM or a Profitable Trading Strategy?
by Brian Baturevich, Gulnur Muradoglu

2010 Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market
by Cristiana Cerqueira Leal, Manuel J. Rocha Armada, João L. C. Duque

2010 Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?
by Lawrence Kryzanowski, Shishir Singh

2010 An Ex-Post Cost-Benefit Analysis of Bolu Mountain Tunnel Project
by Gaye KOCABAS & Baris Serkan KOPURLU

2010 Turkiye’de Hanehalkinin ve Finansal Kesimin Portfoy Tercihleri
by Aydanur Gacener Atis

2010 Volatilidad estocástica y la ecuación de Fokker-Planck: parámetros dependientes del tiempo y filtro de Kalman
by Claudia Estrella Castillo Ramírez

2010 Valuación de proyectos de inversión para PYMES con opciones reales
by Sara Barajas Cortés & Arturo Lorenzo Valdés

2010 Investments: Women Are More Cautious than Men because They Have Less Financial Resources at Their Disposal
by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer

2010 The Need to Adapt to New Financial Accounting Technologies Information in the Context of Global Economic Crisis
by Enrique BONSON-PONTE & Ioan ANDONE & Adrian LUPASC & Ioana LUPASC

2010 Irreversible Investment of the Risk- and Uncertainty-averse DM under k-Ignorance: The Role of BSDE
by Zengwu Wang

2010 On the Economic Value of Return Predictability
by Yufeng Han

2010 Caracterización y pronóstico del precio spot de la energía eléctrica en Colombia
by Sandra Patricia Bello-Rodríguez & Robert Baudilio Beltrán-Ahumada

2010 Como Entender Los Estandares Internacionales De Informaciòn Financiera
by Helio Fabio Ramirez Echeverry & Luis eduardo Suarez Balaguera

2010 Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV
by Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos

2010 Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos
by Gustavo Adolfo Díaz Valencia

2010 Performance Evaluation, Fund Selection And Portfolio Allocation Applied To Colombia´S Pension Funds
by LUIS BERGGRUN PRECIADO & FERNANDO JARAMILLO RECIO

2010 Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS
by EDGARDO CAYÓN FALLÓN & TOMÁS RICARDO DI SANTO ROJAS & CAMILO RONCANCIO PEÑA

2010 The Introduction of Emerging Currencies into a Portfolio: Towards a more Complete Diversification Model
by Stéphanie Prat & Sophie Brana

2010 Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings
by Philippe Bergevin

2010 L'approche dare pour une mesure de risque diversifiée
by Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

2010 Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios
by João Frois Caldeira & Marcelo Savino Portugal

2010 The Disposition Effect in the Brazilian Equity Fund Industry
by Elton Tizziani & Marcelo Cabus Klotzle & Walter Lee Ness Jr. & Luiz Felipe Motta

2010 The Out-of-Sample Performance of Robust Portfolio Optimization
by André Alves Portela Santos

2010 Electricity Contracts Portfolio Selection Based on the Optimization of the Omega Measurement
by Leonardo Lima Gomes & Luiz Eduardo Brandão & Antonio Carlos Figueiredo Pinto

2010 Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)
by Mehmet Hasan Eken & Taylan Ozgür Uner

2010 Investigating Investment Preferences of Institutional Investors toward ISE Companies
by Serkan Yilmaz Kandir

2010 Determinants of the Greek stock-bond correlation
by Petros M Migiakis

2010 Extreme Value Theory In Emerging Markets
by Goran Andjelic & Ivana Milosev & Vladimir Djakovic

2010 Uses of Variance and Lower Partial Moment Measures for Portfolio Optimization
by Güven Sayilgan & Arma Deger Mut

2010 Gross Substitutability of Financial Assets: Effects on Monetary Policy
by Andrés Schneider

2010 Using The Market Model On Romanian Stock Exchange
by Daniel ARMEANU & Cristina Andreea DOIA & Andreea NEGRU & Natalita HURDUC

2010 Ambiguity and Asset Markets
by Larry G. Epstein & Martin Schneider

2010 Bayesian Portfolio Analysis
by Doron Avramov & Guofu Zhou

2010 Investment Performance Evaluation
by Wayne E. Ferson

2010 Asset Allocation
by Jessica A. Wachter

2010 Portfolio Theory: As I Still See It
by Harry M. Markowitz

2010 Working Capital Management And Profitability: A Case Of Alba County Companies
by Adina Elena Danuletiu

2010 Investors Psychology And The Herd Effect On The Financial Markets
by Ec. Simona Moldovan

2010 Mutations In The Investments’ Structure Of The Bank Of Romania In The Years 2009-2010: New Ways Of Action
by Prof. Popescu Jenica Ph.D

2010 Characteristics Of Family Businesses In Albania – A Statistical Study
by Lect. Ph.D Brikena Leka & Lect. Ph.D Rezarta Shkurti

2010 The integration of capital markets: correlation analysis
by Ioan TRENCA & Eva DEZSI

2010 Developments of credit default swap contracts under the influence of global crisis
by Mircea Gabriel CIOLPAN

2010 The market value added and the return on invested capital for industrial Romanian firms
by Dorel BERCEANU & Marian SIMINICA & Daniel CIRCIUMARU

2010 Aspects Regarding The Influence Of Volatility On The Option’S Price
by Assoc. Prof. Dalia Simion Ph. D & Lect. Roxana Ispas Ph. D

2010 A Model Of Construction Of A Minimum Risk Portfolio Based On Markowitz Portfolio Theory. Application On Bucharest Stock Exchange
by Prof. Carmen Corduneanu Ph. D & Assist. Laura Raisa Miloș Ph. D

2010 Operational Risk And Fdi In The Banking Sector
by Roxana Hetes Ph. D & oana Miru Ph. D Candidate & Assist. Oana Lobont PhD & Assist. Cristina Nicolescu PhD

2010 Classical Lassical And Behavioural Finance In Investor Decision
by Lect. Aurora Murgea Ph. D

2010 The European Standard For Quality In Education And Proffesional Training
by Radu Criveanu & Loredana Iordache

2010 Determinants Of Foreign Direct Investment In Ceecs: The Role Of Financial Stability
by Claudiu Tiberiu Albulescu & Lucian Briciu & Sorina Ioana Coroiu

2010 The Impact Of Eu Integration On The Risk-Return Trade-Off Of European Diversified Portfolios
by Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia Tintea

2010 Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?
by Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo

2010 An Analysis of Mutual Fund Performance on the Stock Exchange of Mauritius
by Sunil Bundoo & Boopen Seetanah & Zaineh Pooloo

2010 Investor Sentiments
by Sergei Izmalkov & Muhamet Yildiz

2010 Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
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2010 The Short and Long Run Benefits of Financial Integration
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2009 Long-term benefits from investing in international real estate
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2009 Returns to private equity: idiosyncratic risk does matter!
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2009 Returns to private equity: idiosyncratic risk does matter!
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2009 Markowitz versus Michaud: Portfolio optimization strategies reconsidered
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2009 Different risk-adjusted fund performance measures: a comparison
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2009 Fundamental uncertainty, portfolio choice, and liquidity preference theory
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2009 Modellierung des Kreditrisikos im Portfoliofall
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2009 Empirische Analyse der Drawdowns von Dach-Hedgefonds
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2009 Trust, sociability and stock market participation
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2009 Investing at home and abroad: Different costs, different people
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2009 Modelling and forecasting liquidity supply using semiparametric factor dynamics
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2009 Stockholding: From participation to location and to participation spillovers
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2009 Household economic decisions under the shadow of terrorism
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2009 Fundamental information in technical trading strategies
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2009 False discoveries in mutual fund performance: Measuring luck in estimated alphas
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2009 The German entrepreneurial index (GEX®): a primer on an ownership-based style index in Germany
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2009 Market liquidity risk: an overview
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2009 Measuring market liquidity risk - which model works best?
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2009 The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany
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2009 Income diversification in the German banking industry
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2009 Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators
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2009 Dominating estimators for the global minimum variance portfolio
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2009 Detecting intentional herding: what lies beneath intraday data in the spanish stock market
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2009 Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets
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2009 Convergence of EMU Equity Portfolios
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2009 Marriage and Other Risky Assets: A Portfolio Approach
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2009 Portfolio management with minimum guarantees: some modeling and optimization issues
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2009 Mutual funds flows and the "Sheriff of Nottingham" effect
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2009 Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement
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2009 Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior
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2009 Portfolio Selection with Narrow Framing: Probability Weighting Matters
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2009 A Satisficing Alternative to Prospect Theory
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2009 The Time-Varying Systematic Risk of Carry Trade Strategies
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2009 Understanding portfolio efficiency with conditioning information
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2009 Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach
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2009 What Happened to Risk Management During the 2008-09 Financial Crisis?
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2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
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2009 Previous Outcomes and Reference Dependence: A Meta Study of Repeated Investment Tasks with Restricted Feedback
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2009 Stochastic Dominance: Convexity and Some Efficiency Tests
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2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
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2009 Investment under Risk with Discrete and Continuous Assets
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2009 Robust Optimization of the Equity Momentum Strategy
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2009 Electricity System Diversity in the UK and Japan - a Multicriteria Diversity Analysis
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2009 When bonds matter: home bias in goods and assets
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2009 International portfolios with supply, demand and redistributive shocks
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2009 Inflation-hedging portfolios in Different Regimes
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2009 Decision time in Belgium: an experiment as to how business angels evaluate investment opportunities
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2009 Nice but cautious guys: The cost of responsible investing in the bond markets
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2009 Sovereign Bonds and Socially Responsible Investment
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2009 The Revenge of Purchasing Power Parity on Carry Trades during Crises
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2009 Valuing homeownership
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2009 Explaining House Price Fluctuations
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2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
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2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
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2009 Stockholding: From Participation to Location and to Participation Spillovers
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2009 Household Economic Decisions under the Shadow of Terrorism
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2009 Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks
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2009 Agricultural Risk Management through Community-Based Wildlife Conservation in Rural Zimbabwe
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2009 The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis
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2009 Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework
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2009 Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology
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2009 Hedge funds strategies -are they consistent?
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2009 A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds
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2009 Portfolio Diversification in Energy Markets
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2009 Spanning with Zero-Price Investment Assets
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2009 Trading Frequency and Volatility Clustering
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2009 Hierarchical Information and the Rate of Information Diffusion
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2009 Drivers of Fund Performance: A Panel Data Analysis
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2009 Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy
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2009 Testing for periodically collapsing rational speculative bubbles in US REITs
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2009 On the economic benefit of utility based estimation of a volatility model
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2009 Disposition in the Carbon Market and Institutional Constraints
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2009 The Diversification Potential Offered by Emerging Markets in Recent Years
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2009 Equity & Stock Analysis/Valuation
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2009 Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
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2009 Bayesian Portfolio Selection with Gaussian Mixture Returns
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2009 Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping
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2009 Oil and portfolio risk diversification
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2009 Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características
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2009 Minimizing Conditional Value-at-Risk under Constraint on Expected Value
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2009 Optimal option pricing and trading: a new theory
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2009 Investment, idiosyncratic risk, and ownership
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2009 Capital Taxation with Entrepreneurial Risk
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2009 Does seasonality persists in Indian stock markets?
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2009 Price Earning Ratio and Market to Book Ratio
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2009 Islamic equity funds: an Italian perspective
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2009 The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets
by Giovanis, Eleftherios

2009 Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB
by Giovanis, Eleftherios

2009 Emerging Market Local Currency Bond Market, Too Risky to Invest?
by Küçük, Ugur N.

2009 Pure Profit for Russia: Benefits of Responsible Finance
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2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio

2009 Investor protection and foreign stakeholders
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2009 Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange
by Bolgun, Evren & Kurun, Engin & Guven, Serhat

2009 The Problems of Correlation in the Financial Risk Management – the Contribution of Microfinance
by Janda, Karel & Svárovská, Barbora

2009 The Origins of Czech Credit Guarantees Programs and the Value of Guarantee Fund Portfolio on Czech Stock Exchanges
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2009 A new stopping time and American option model: a solution to the free-boundary problem
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2009 Optimal option pricing and trading: a new theory
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2009 A new approach to stochastic optimization: the investment-consumption model
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2009 General closed-form solutions to the dynamic optimization problem in incomplete markets
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2009 Emerging Market Pension Funds and International Diversification
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2009 The Role of International Diversification in Public Pension Systems: The Case of Pakistan
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2009 Assessing the influence of spot price predictability on electricity futures hedging
by Torro, Hipolit

2009 Issues on Hedge Effectiveness Testing
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2009 What determines IPO underpricing ? Evidence from a frontier market
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2009 How to adapt to changing markets: experience and personality in a repeated investment game
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2009 Generalized Marginal Risk
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2009 Characteristics of Japan’s Commodities Index and its Correlation with Stock Index
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2009 Disparity, Shortfall, and Twice-Endogenous HARA Utility
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2009 Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation
by Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi

2009 Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik
by Deetz, Marcus & Poddig, Thorsten & Varmaz, Armin

2009 Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback
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2009 Behavior of Investors on a Multi-Asset Market
by Steinbacher, Matjaz

2009 US Industry-Level Returns and Oil Prices
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2009 Static Portfolio Choice under Cumulative Prospect Theory
by Bernard, Carole & Ghossoub, Mario

2009 Asset-Liability Management under time-varying Investment Opportunities
by Ferstl, Robert & Weissensteiner, Alex

2009 Value-at-Risk versus Non-Value-at-Risk Traders
by Steinbacher, Matjaz

2009 The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios
by Giofré, Maela M.

2009 What is the “value” of value-at-risk in a simulated portfolio decision-making game?
by Steinbacher, Matjaz

2009 When risk weights increase the risk: some concerns for capital regulation
by Varsanyi, Zoltan

2009 Acceptable Risk in a Portfolio Analysis
by Steinbacher, Matjaz

2009 Knowledge, Preferences and Shocks in Portfolio Analysis
by Steinbacher, Matjaz

2009 The Role of Liquidity Individuals in the Decision-Making
by Steinbacher, Matjaz

2009 Fixed Income Portfolio Management in Indian Banks
by Das, Rituparna

2009 Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility
by Gonçalo Faria & João Correia-da-Silva & Cláudia Ribeiro

2009 Comparing and selecting performance measures for ranking assets
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2009 Structured Multivariate Volatility Models
by Massimiliano Caporin & Paolo Paruolo

2009 Asset markets can achieve efficiency in the directed search framework
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2009 Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
by Masato Ubukata

2009 Policy Evaluation of Public Insurance Institutions from the view points of flow of funds
by Manabe Masashi

2009 Investment Risk and Pensions: Impact on Individual Retirement Incomes and Government Budgets
by Edward R. Whitehouse & Anna Christina D'Addio & Andrew Reilly

2009 Investment Risk and Pensions: Measuring Uncertainty in Returns
by Anna Christina D'Addio & José Seisdedos & Edward R. Whitehouse

2009 Investment Regulations and Defined Contribution Pensions
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2009 Private Pensions and Policy Responses to the Financial and Economic Crisis
by Pablo Antolín & Fiona Stewart

2009 Discounting and Patience in Optimal Stopping and Control Problems
by John K. -H Quah & Bruno Strulovici

2009 Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches
by Wade D. Pfau

2009 An Optimizing Framework for the Glide Paths of Lifecycle Asset Alloc