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Research classified by Journal of Economic Literature (JEL) codes

Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions
Most recent items first, undated at the end.
  • 2015 Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model
    by de La Bruslerie, Hubert & Fouilloux, Jessica

  • 2015 Estimation of skill of Russian mutual fund managers
    by Parshakov, Petr

  • 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 Portfolio Choice Under Ambiguity
    by Enrica Carbone & Xueqi Dong & John Hey

  • 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 Cognitive bubbles
    by Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech

  • 2015 The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective
    by Chris van Heerden

  • 2015 Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
    by Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu

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

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

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

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

  • 2015 As crises financeiras
    by Estrada, Fernando

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

  • 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 Andrea Gauselmann & Felix Noth

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

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

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

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

  • 2015 Size Distribution of Portuguese Firms between 2006 and 2012
    by Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

  • 2015 Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors
    by Georgy Chabakauri

  • 2015 Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
    by Szafarz, Ariane & Brière, Marie

  • 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 International Interest Rates and Housing Markets
    by Luis Franjo

  • 2015 Bank Networks: Contagion, Systemic Risk and Prudential Policy
    by Inaki Aldasoro & Domenico Delli Gatti & Ester Faia

  • 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 A forecast evaluation of expected equity return measures
    by Chin, Michael & Polk, Christopher

  • 2015 Why Financial Advice Cannot Substitute for Financial Literacy?
    by M. Debbich

  • 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 The Foster-Hart measure of riskiness for general gambles
    by Hellmann, Tobias & Riedel, Frank

  • 2015 Averaging Across Asset Allocation Models
    by Peter Schanbacher

  • 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 Are Value, Size and Momentum Premiums in CEE Emerging Markets only Illusionary?
    by Adam Zaremba & Przemyslaw Konieczka

  • 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 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 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 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 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 The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?
    by Imlak Shaikh & Puja Padhi

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

  • 2014 Optimal Asset Allocation For Sovereign Wealth Funds: Theory And Practice
    by Brière, Marie & Bodie, Zvi

  • 2014 “Excessive speculation” in commodities derivatives markets: Boundary work around acceptable versus non acceptable practices
    by Huault, Isabelle & Rainelli, Hélène

  • 2014 Bourse et gestion de portefeuille
    by Hamon, Jacques

  • 2014 La détention d'actifs immobiliers
    by Burckel, Denis & Chavanel, Olivier & Lemoyne, Martine & Ould Brahim, Abdallah & Simon, Arnaud & Tannenbaum, Philippe

  • 2014 Determining the Maximum Number of Uncorrelated Strategies in a Global Portfolio
    by Boon, Ling-Ni & Ielpo, Florian

  • 2014 Does Regulation Matter? Riskiness and Procyclicality of Pension Asset Allocation
    by Brière, Marie & Boon, Ling-Ni & Rigot, Sandra

  • 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 Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth
    by Brière, Marie & Bodie, Zvi

  • 2014 Equity portfolio insurance against a benchmark: Setting, replication and optimality
    by Bahaji, Hamza

  • 2014 Asymptotic Arbitrage with Small Transaction Costs
    by Ostafe, Lavinia & Lépinette-Denis, Emmanuel & Klein, Irene

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

  • 2014 Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows
    by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph

  • 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 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 Don’t Answer the Phone – Financial Advice and Individual Investors’ Performance
    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 Overconfidence, Effort, and Investment (Revised version of CentER DP 2013-035)
    by Pikulina, E.S. & Renneboog, L.D.R. & Tobler, P.N.

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

  • 2014 Exploring portfolio diversification opportunities through venture capital financing
    by Jaffar, Yusuf & Masih, Mansur

  • 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
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  • 2014 Investment Decisions: Are we fully-Rational?
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  • 2014 The Checks of Czechs: Optimizing the Debt Portfolio of the Czech Government
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  • 2014 Analysis of deviance in household financial portfolio choice: evidence from Spain
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  • 2014 Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
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  • 2014 The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis
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  • 2014 Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model
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  • 2014 Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
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  • 2014 Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities
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  • 2014 The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity
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  • 2014 Can Analysts Predict Rallies Better Than Crashes?
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  • 2014 Properties of time averages in a risk management simulation
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  • 2014 Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
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  • 2014 Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period
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  • 2014 Inequalities in the Financial Inclusion in Sri Lanka: An Assessment of the Functional Financial Literacy
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  • 2014 Optimal Use of Put Options in a Stock Portfolio
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  • 2014 Dynamic Spillover Effects in Futures Markets
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  • 2014 Financial Literacy and Savings Account Returns
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  • 2014 Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
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  • 2014 Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence
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  • 2014 Pricing Default Risk: The Good, The Bad, and The Anomaly
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  • 2014 Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
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  • 2014 Global Style Portfolios Based on Country Indices
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  • 2014 Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
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  • 2014 Forgive, or Award, Your Debtor? - A Barrier Option Approach
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  • 2014 Analysis of European Equity Funds Preferences for Stock Characteristics
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  • 2014 Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms
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  • 2014 Banks as Secret Keepers
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  • 2014 Investment under Threat of Disaster
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  • 2014 The Elephant in the Ground: Managing oil and sovereign wealth
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  • 2014 Foreign currency borrowing and knowledge about exchange rate risk
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  • 2014 Public Financial Institutions and the Low-carbon Transition: Five Case Studies on Low-Carbon Infrastructure and Project Investment
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  • 2014 The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
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  • 2014 On inflation and money demand in a portfolio model with shopping costs
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  • 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
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  • 2014 The Real Effects of Capital Controls: Financial Constraints, Exporters, and Firm Investment
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  • 2014 Retail Financial Advice: Does One Size Fit All?
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  • 2014 Household Finance over the Life-Cycle: What does Education Contribute?
    by Russell Cooper & Guozhong Zhu

  • 2014 A Comparison of New Factor Models
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  • 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
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  • 2014 Household Debt: Facts, Puzzles, Theories, and Policies
    by Jonathan Zinman

  • 2014 Banks, Liquidity Management and Monetary Policy
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  • 2014 Momentum Crashes
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  • 2014 Assessing Asset Pricing Models Using Revealed Preference
    by Jonathan B. Berk & Jules H. van Binsbergen

  • 2014 Keynes, King's and Endowment Asset Management
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  • 2014 Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013
    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
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  • 2014 Investor Sophistication and Capital Income Inequality
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  • 2014 Information Aggregation in a DSGE Model
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  • 2014 Capital Gains Lock-In and Governance Choices
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  • 2014 No-Bubble Condition: Model-free Tests in Housing Markets
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  • 2014 Matching Capital and Labor
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  • 2014 Very Long-Run Discount Rates
    by Stefano Giglio & Matteo Maggiori & Johannes Stroebel

  • 2014 Investment Noise and Trends
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  • 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
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  • 2014 Maturity Rationing and Collective Short-Termism
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  • 2014 Liquidity Risk and the Dynamics of Arbitrage Capital
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  • 2014 Retirement Security in an Aging Society
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  • 2014 Foreign Ownership of U.S. Safe Assets: Good or Bad?
    by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh

  • 2014 International Liquidity and Exchange Rate Dynamics
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  • 2014 When Real Estate is the Only Game in Town
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  • 2014 Extreme Risk, excess return and leverage: the LP formula
    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 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 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
    by Thomas J. Flavin & Ciara E. Morley & Ekaterini Panopoulou

  • 2014 Effects of the Limit Order Book on Price Dynamics
    by Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou

  • 2014 Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
    by Georges Dionne & Maria Pacurar & Xiaozhou Zhou

  • 2014 Investigating Multiple Changes in Persistence in International Yields
    by Simeon Coleman & Kavita Sirichand

  • 2014 Visceral emotions, within-community communication, and (ill-judged) endorsement of financial propositions
    by Kim Kaivanto

  • 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
    by Urs Fischbacher & Gerson Hoffmann & Simeon Schudy

  • 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
    by Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff

  • 2014 Recall Searching with and without Recall
    by Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh

  • 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 Dependence of stock and commodity futures markets in China: implications for portfolio investment
    by Shawkat Hammoudeh & Duc Khuong Nguyen & Juan Carlos Reboredo & Xiaoqian Wen

  • 2014 Financial Linkages between U.S. Sector Credit Default Swaps Markets
    by Mohamed Arouri & Shawkat Hammoudeh & Fredj Jawadi & Duc Khuong Nguyen

  • 2014 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    by Mehmet Balcılar & Rıza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen

  • 2014 Corporate Investment Choice and Exchange Option between Production Functions
    by Olfa Bouasker & Jean-Luc Prigent

  • 2014 Kappa Performance Measures with Johnson Distributions
    by Naceur Naguez & Jean-Luc Prigent

  • 2014 Constant Proportion Portfolio Insurance Effectiveness with Transaction Costs
    by Farid Mkaouar & Jean-Luc Prigent

  • 2014 Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia
    by Khaled GUESMI & Ilyes ABID & Olfa KAABIA

  • 2014 Regional Stock Market Integration in Singapore: A Multivariate Analysis
    by Frédéric TEULON & Khaled GUESMI & Selim MANKAI

  • 2014 A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    by RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN

  • 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 Impact of Financial Crisis on Islamic and Conventional Indices of the GCC Countries
    by Hela Miniaoui & Hameedah Sayani & Anissa Chaibi

  • 2014 Robust Portfolio Protection: A Scenarios-Based Approach
    by Selim Mankaï & Khaled Guesmi

  • 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 Equilibrium of Financial Derivative Markets under Portfolio Insurance Constraints
    by Philippe Bertrand & Jean-luc 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 Equity Market Integration and Currency Risk: Empirical Evidence for Indonesia
    by Khaled Guesmi & Frédéric Teulon

  • 2014 Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective
    by Imen Zgueb Rejichi & Chaker Aloui & Duc Khuong Nguyen

  • 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 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 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 Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
    by Sebastien Lleo & Bill Ziemba

  • 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 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 The Performance of Socially Responsible Funds : Does the Screening Process Matter ?
    by Capelle-Blancard, Gunther & Monjon, Stéphanie

  • 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 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 Institutional investor portfolio allocation, quantitative easing and the global financial crisis
    by Joyce, Michael & Liu, Zhuoshi & Tonks, Ian

  • 2014 A Dynamic Extension of the Foster-Hart Measure of Riskiness
    by Tobias Hellmann & Frank Riedel

  • 2014 Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading Under Knightian Uncertainty
    by Frank Riedel & Patrick Beissner

  • 2014 Optimal consumption and portfolio choice with ambiguity
    by Qian Lin & Frank Riedel

  • 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 Extreme Financial Risks and Asset Allocation
    by Olivier Le Courtois & Christian Walter

  • 2014 Risk-Sensitive Investment Management
    by Mark H A Davis & S�bastien Lleo

  • 2014 Recent Advances in Financial Engineering 2012:Proceedings of the International Workshop on Finance 2012
    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 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 The influence of the accruals generating process on earnings persistence
    by Brett Govendir & Peter Wells

  • 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 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 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 General Equilibrium Analysis of the Czech Financial Market and a Financial Fragility Model
    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 An Empirical Study of Financial Literacy versus Risk Tolerance Among Higher Education Students
    by Katalin Huzdik & Dániel Béres & Erzsébet Németh

  • 2014 Analysis of the Factors that influence the financial literacy of young people studying in higher education
    by Alexandra Luksander, Dániel Béres, Katalin Huzdik, Erzsébet Németh

  • 2014 The Momentum Effect In The Chilean Stock Market
    by ESPINOZA, NICOLÁS & ESPINOZA, TOMÁS

  • 2014 Empirical Evidences on Systematic Risk for Central and Eastern European Shares
    by Anton Sorin Gabriel

  • 2014 Base Criteria Used in the Evaluation of Investment Projects
    by Cãruntu Constantin & Lãpãduºi Mihaela Loredana

  • 2014 Financing infrastructure – International trends
    by Raffaele Della Croce & Stefano Gatti

  • 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 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 Marinelli

  • 2014 MarketCapturing volatility and its spillover in South Asian countries
    by Ruchika Gahlota

  • 2014 Market power consolidation and M&A success: A study of US-American and German utility takeovers
    by Robert Fraunhoffer

  • 2014 Investigating smooth breaks in real exchange rates
    by Ching-Mei Chu

  • 2014 Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas
    by Nipun Agarwal

  • 2014 A skew test on financial returns in the Colombian market
    by Marisol Valencia & Alejandro Bedoya

  • 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 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 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 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 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 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 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 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 Measuring mutual fund herding – A structural approach
    by Frey, Stefan & Herbst, Patrick & Walter, Andreas

  • 2014 Can international LETFs deliver their promised exposure to foreign markets?
    by Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui

  • 2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

  • 2014 Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods
    by Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor

  • 2014 An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits
    by Guidi, Francesco & Ugur, Mehmet

  • 2014 Rationalizing the value premium in emerging markets
    by Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan

  • 2014 Macro risk factors of credit default swap indices in a regime-switching framework
    by Chan, Kam Fong & Marsden, Alastair

  • 2014 Momentum profits and conditional time-varying systematic risk
    by Morelli, David

  • 2014 Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data
    by Ülkü, Numan & Karpova, Yekaterina

  • 2014 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh

  • 2014 Optimal investment and risk control policies for an insurer: Expected utility maximization
    by Zou, Bin & Cadenillas, Abel

  • 2014 Pricing and hedging of variable annuities with state-dependent fees
    by Delong, Łukasz

  • 2014 Explicit solutions of optimal consumption, investment and insurance problems with regime switching
    by Zou, Bin & Cadenillas, Abel

  • 2014 Capital requirements with defaultable securities
    by Farkas, Walter & Koch-Medina, Pablo & Munari, Cosimo

  • 2014 A benchmark approach to risk-minimization under partial information
    by Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra

  • 2014 Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
    by Guan, Guohui & Liang, Zongxia

  • 2014 Consumption, investment and life insurance strategies with heterogeneous discounting
    by de-Paz, Albert & Marín-Solano, Jesús & Navas, Jorge & Roch, Oriol

  • 2014 Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
    by Guan, Huiqi & Liang, Zongxia

  • 2014 International capital flows, returns and world financial integration
    by Evans, Martin D.D. & Hnatkovska, Viktoria V.

  • 2014 Volatility transmission between energy-related asset classes
    by Gormus, N. Alper & Soytas, Ugur & Diltz, J. David

  • 2014 Australia's home bias and cross border taxation
    by Mishra, Anil V.

  • 2014 Impact of short selling activity on market dynamics: Evidence from an emerging market
    by Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar

  • 2014 Has the global banking system become more fragile over time?
    by Anginer, Deniz & Demirguc-Kunt, Asli

  • 2014 Exploiting stochastic dominance to generate abnormal stock returns
    by Clark, Ephraim & Kassimatis, Konstantinos

  • 2014 Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
    by Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr

  • 2014 How should individual investors diversify? An empirical evaluation of alternative asset allocation policies
    by Jacobs, Heiko & Müller, Sebastian & Weber, Martin

  • 2014 Small investor sentiment, differences of opinion and stock overvaluation
    by Qian, Xiaolin

  • 2014 Transparent bookbuilding, certification and initial public offerings
    by Khurshed, Arif & Paleari, Stefano & Pande, Alok & Vismara, Silvio

  • 2014 When do stop-loss rules stop losses?
    by Kaminski, Kathryn M. & Lo, Andrew W.

  • 2014 Investor sentiment and bond risk premia
    by Laborda, Ricardo & Olmo, Jose

  • 2014 European business cycles and stock return predictability
    by Zhu, Yanjian & Zhu, Xiaoneng

  • 2014 Optimal portfolio choice for investors with industry-specific labor income risks
    by Tsai, Hui-Ju & Wu, Yangru

  • 2014 Investing in gold: Individual asset risk in the long run
    by Michis, Antonis A.

  • 2014 Sell in May and Go Away: Evidence from China
    by Guo, Biao & Luo, Xingguo & Zhang, Ziding

  • 2014 Is gold a safe haven against equity market investment in emerging and developing countries?
    by Gürgün, Gözde & Ünalmış, İbrahim

  • 2014 The value premium, aggregate risk innovations, and average stock returns
    by Lindaas, Knut F. & Simlai, Prodosh

  • 2014 Shortage function and portfolio selection: On some special cases and extensions
    by Briec, Walter & Oms, Laurence & Paget-Blanc, Eric

  • 2014 A new strategy using term-structure dynamics of commodity futures
    by Kim, Soo-Hyun & Kang, Hyoung-Goo

  • 2014 The bond–stock mix under time-varying interest rates and predictable stock returns
    by Leirvik, Thomas

  • 2014 Credit risk assessment of fixed income portfolios using explicit expressions
    by Pagnoncelli, Bernardo K. & Cifuentes, Arturo

  • 2014 Insurance demand and first order risk increases under (μ,σ)-preferences
    by Bonilla, Claudio A. & Ruiz, Jose L.

  • 2014 Overconfidence, risk perception and the risk-taking behavior of finance professionals
    by Broihanne, M.H. & Merli, M. & Roger, P.

  • 2014 News sentiment and the investor fear gauge
    by Smales, Lee A.

  • 2014 Are stock markets really so inefficient? The case of the “Halloween Indicator”
    by Dichtl, Hubert & Drobetz, Wolfgang

  • 2014 Gender heterogeneity in the sell-side analyst recommendation issuing process
    by Bosquet, Katrien & de Goeij, Peter & Smedts, Kristien

  • 2014 Optimal multi-period consumption and investment with short-sale constraints
    by Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç

  • 2014 Time-inconsistent investment, financial constraints, and cash flow hedging
    by Lien, Donald & Yu, Chia-Feng (Jeffrey)

  • 2014 Anomalies, risk adjustment and seasonality: Australian evidence
    by Zhong, Angel & Limkriangkrai, Manapon & Gray, Philip

  • 2014 Speculative bubbles and the cross-sectional variation in stock returns
    by Anderson, Keith & Brooks, Chris

  • 2014 Liquidity risk and the performance of UK mutual funds
    by Foran, Jason & O'Sullivan, Niall

  • 2014 The evolution of risk premium as a measure for intra-regional equity market integration
    by Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem

  • 2014 Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index
    by De Winne, Rudy & Gresse, Carole & Platten, Isabelle

  • 2014 Investor attention and information diffusion from analyst coverage
    by Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti

  • 2014 Performance and performance persistence of UK closed-end equity funds
    by Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C.

  • 2014 Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
    by Berger, T. & Missong, M.

  • 2014 Culture's impact on institutional investors' trading frequency
    by Beracha, Eli & Fedenia, Mark & Skiba, Hilla

  • 2014 Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)
    by Annaert, Jan & Mensah, Lord

  • 2014 The technological and environmental efficiency of the EU-27 power mix: An evaluation based on MPT
    by de-Llano Paz, Fernando & Antelo, Susana Iglesias & Calvo Silvosa, Anxo & Soares, Isabel

  • 2014 Tail risk in energy portfolios
    by González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio

  • 2014 On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility
    by Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric

  • 2014 Decision-support tool for assessing future nuclear reactor generation portfolios
    by Jain, Shashi & Roelofs, Ferry & Oosterlee, Cornelis W.

  • 2014 An empirical Bayesian approach to stein-optimal covariance matrix estimation
    by Gillen, Benjamin J.

  • 2014 An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
    by Yamamoto, Ryuichi

  • 2014 An empirical investigation of methods to reduce transaction costs
    by Moorman, Theodore

  • 2014 Price and earnings momentum: An explanation using return decomposition
    by Mao, Mike Qinghao & Wei, K.C. John

  • 2014 Quantiles of the realized stock–bond correlation and links to the macroeconomy
    by Aslanidis, Nektarios & Christiansen, Charlotte

  • 2014 Average funds versus average dollars: Implications for mutual fund research
    by Clifford, Christopher P. & Jordan, Bradford D. & Riley, Timothy B.

  • 2014 Market states and the risk-based explanation of the size premium
    by Hur, Jungshik & Pettengill, Glenn & Singh, Vivek

  • 2014 On the distribution and estimation of trading costs
    by Kourtis, Apostolos

  • 2014 Direct evidence of dividend tax clienteles
    by Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian

  • 2014 Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market
    by Xiang, Ju & Zhu, Xiaoneng

  • 2014 Pricing of liquidity risks: Evidence from multiple liquidity measures
    by Kim, Soon-Ho & Lee, Kuan-Hui

  • 2014 Analysing China's foreign direct investment in manufacturing from a high–low technology perspective
    by Liu, Kelly & Daly, Kevin & Varua, Maria Estela

  • 2014 How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?
    by Hung, Chi-Hsiou D. & Banerjee, Anurag N.

  • 2014 Dependence of stock and commodity futures markets in China: Implications for portfolio investment
    by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian

  • 2014 Does investor recognition matter for asset pricing?
    by Hacıbedel, Burcu

  • 2014 Growth forecasts, belief manipulation and capital markets
    by Lundtofte, Frederik & Leoni, Patrick

  • 2014 Rank matters–The impact of social competition on portfolio choice
    by Dijk, Oege & Holmen, Martin & Kirchler, Michael

  • 2014 Influence of institutional investors' participation on flipping activity of Malaysian IPOs
    by Che-Yahya, Norliza & Abdul-Rahim, Ruzita & Yong, Othman

  • 2014 Sectoral and industrial performance during a stock market crisis
    by Ranjeeni, Kumari

  • 2014 Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
    by Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian

  • 2014 Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day
    by Cohen, Gil

  • 2014 A two-period model with portfolio choice: Understanding results from different solution methods
    by Rabitsch, Katrin & Stepanchuk, Serhiy

  • 2014 Observational equivalence and nonequivalence of subjective and robust mean–variance preferences
    by Wakai, Katsutoshi

  • 2014 Moment conditions for Almost Stochastic Dominance
    by Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing

  • 2014 Are lifecycle funds appropriate as default options in participant-directed retirement plans?
    by Basu, Anup K. & Chen, En Te & Clements, Adam

  • 2014 The disposition effect and loss aversion: Do gender differences matter?
    by Rau, Holger A.

  • 2014 Sentiment and art prices
    by Pénasse, Julien & Renneboog, Luc & Spaenjers, Christophe

  • 2014 Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
    by Kim, Woo Chang & Fabozzi, Frank J. & Cheridito, Patrick & Fox, Charles

  • 2014 VaR-implied tail-correlation matrices
    by Mittnik, Stefan

  • 2014 Islamic equity market integration and volatility spillover between emerging and US stock markets
    by Majdoub, Jihed & Mansour, Walid

  • 2014 What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
    by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2014 Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions
    by Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan

  • 2014 Distribution of stock ratings and analyst recommendation revision
    by Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru

  • 2014 Excess volatility and the cross-section of stock returns
    by Wang, Yuming & Ma, Jinpeng

  • 2014 Optimal stopping time with stochastic volatility
    by Zhang, Ran & Xu, Shuang

  • 2014 Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management
    by Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick

  • 2014 Equity portfolio insurance against a benchmark: Setting, replication and optimality
    by Bahaji, Hamza

  • 2014 Stock market integration of emerging Asian economies: Patterns and causes
    by Narayan, S. & Sriananthakumar, S. & Islam, S.Z.

  • 2014 Modeling volatility and conditional correlations between socially responsible investments, gold and oil
    by Sadorsky, Perry

  • 2014 Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
    by Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing

  • 2014 Volatility spillovers between the oil market and the European Union carbon emission market
    by Reboredo, Juan C.

  • 2014 Firm heterogeneity, R&D, and economic growth
    by Chun, Hyunbae & Ha, Joonkyung & Kim, Jung-Wook

  • 2014 Location-scale portfolio selection with factor-recentered skew normal asset returns
    by Gan, Quan

  • 2014 Evolution and market behavior with endogenous investment rules
    by Bottazzi, Giulio & Dindo, Pietro

  • 2014 Portfolio management with robustness in both prediction and decision: A mixture model based learning approach
    by Zhu, Shushang & Fan, Minjie & Li, Duan

  • 2014 A dynamic autoregressive expectile for time-invariant portfolio protection strategies
    by Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc

  • 2014 No-Arbitrage ROM simulation
    by Geyer, Alois & Hanke, Michael & Weissensteiner, Alex

  • 2014 Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
    by Hainaut, Donatien & Deelstra, Griselda

  • 2014 Consuming durable goods when stock markets jump: A strategic asset allocation approach
    by Amaro de Matos, João & Silva, Nuno

  • 2014 Model-free CPPI
    by Schied, Alexander

  • 2014 Time-consistent investment policies in Markovian markets: A case of mean–variance analysis
    by Chen, Zhiping & Li, Gang & Zhao, Yonggan

  • 2014 Solving DSGE portfolio choice models with dispersed private information
    by Tille, Cédric & van Wincoop, Eric

  • 2014 Partial information about contagion risk, self-exciting processes and portfolio optimization
    by Branger, Nicole & Kraft, Holger & Meinerding, Christoph

  • 2014 Robust tracking error portfolio selection with worst-case downside risk measures
    by Ling, Aifan & Sun, Jie & Yang, Xiaoguang

  • 2014 Dynamic asset allocation when bequests are luxury goods
    by Ding, Jie & Kingston, Geoffrey & Purcal, Sachi

  • 2014 Computing equilibria in dynamic models with occasionally binding constraints
    by Brumm, Johannes & Grill, Michael

  • 2014 Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
    by Blake, David & Wright, Douglas & Zhang, Yumeng

  • 2014 Bonus schemes and trading activity
    by Pikulina, Elena & Renneboog, Luc & Ter Horst, Jenke & Tobler, Philippe N.

  • 2014 Share repurchases and institutional supply
    by Jared DeLisle, R. & Morscheck, J.D. & Nofsinger, John R.

  • 2014 Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
    by Sercan Demiralay & Hatice Gaye Gencer

  • 2014 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 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 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 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 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 A heterogeneous agents equilibrium model for the term structure of bond market liquidity
    by Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese

  • 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 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 Hedging Inflation Risk in a Developing Economy
    by Signori, Ombretta & Brière, Marie

  • 2013 Efficient portfolios in financial markets with proportional transaction costs
    by Campi, Luciano & Jouini, Elyès & Porte, Vincent

  • 2013 Optimal investment under multiple defaults risk: a BSDE-decomposition approach
    by Jiao, Ying & Kharroubi, Idris & Pham, Huyen

  • 2013 L'apport de "l'estimateur" de Ledoit et Wolf
    by Vu Anh Tuan, Eric

  • 2013 How Does the Ledoit and Wolf Shrinkage Estimator Improve a Real Estate Portfolio?
    by Vu Anh Tuan, Eric

  • 2013 Comportement décisionnel et juste valeur des instruments financiers : le cas des stock-options
    by Bahaji, Hamza

  • 2013 La Bourse
    by Hamon, Jacques & Jacquillat, Bertrand

  • 2013 Study of Statistical Correlations in Intraday and Daily Financial Return Time Series
    by Tilak, Gayatri & Szell, Tamas & Chicheportiche, Rémy & Chakraborti, Anirban

  • 2013 On Portfolio Choice with Savoring and Disappointment
    by Jouini, Elyès & Karehnke, Paul & Napp, Clotilde

  • 2013 Ombres et lumières des ETF
    by Hamon, Jacques

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

  • 2013 External factors affecting investment decisions of companies
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  • 2013 Securitization, housing market and banking sector behavior in a stock-flow consistent model
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  • 2013 Betreiben Indexfonds Agrarspekulation? Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf
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  • 2013 Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress
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  • 2013 Is the market held by institutional investors? The disposition effect revisited
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  • 2013 Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve
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  • 2013 Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve
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  • 2013 Does it pay to invest in art? A selection-corrected returns perspective
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  • 2013 VaR-implied tail-correlation matrices
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  • 2013 Which beta is best? On the information content of option-implied betas
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  • 2013 Seasonal asset allocation: Evidence from mutual fund flows
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  • 2013 A heterogeneous agents equilibrium model for the term structure of bond market liquidity
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  • 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
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  • 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
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  • 2013 Financial Risk Aversion and Personal Life History
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  • 2013 Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure
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  • 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 In Search of Cushion? 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
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  • 2013 Common Risk Factors of Infrastructure Firms
    by Ben Ammar, Semir & Eling, Martin

  • 2013 Locus of control and investment in risky assets
    by Fouarge D. & Grip A. de & Salamanca N. & Montizaan R.M.

  • 2013 How individuals react to defined benefit pension risk
    by Salamanca N. & Grip A. de & Sleijpen O.C.H.M.

  • 2013 Locus of control and investment in risky assets
    by Salamanca N. & Fouarge D. & Montizaan R.M. & Grip A. de

  • 2013 Social preferences and portfolio choice
    by Riedl A.M. & Smeets P.M.A.

  • 2013 How individuals react to defined benefit pension risk
    by Salamanca N. & Sleijpen O.C.H.M. & Grip A. de

  • 2013 Country Portfolios with Heterogeneous Pledgeability
    by Tommaso Trani

  • 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 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 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
    by Nico Katzke

  • 2013 The Satisficer’s Curse
    by Robert E. Marks

  • 2013 Asset market participation and portfolio choice over the life-cycle
    by Andreas Fagereng & Charles Gottlieb & Luigi Guiso

  • 2013 Leverage and Alpha: The Case of Funds of Hedge Funds
    by Benoît Dewaele

  • 2013 Portfolio Optimization for Hedge Funds through Time-Varying Coefficients
    by Benoît Dewaele

  • 2013 Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins
    by Marie Briere & Kim Oosterlinck & Ariane Szafarz

  • 2013 The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility
    by Renata Karkowska

  • 2013 Non-Exclusive Financial Advice
    by Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos

  • 2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
    by Niccolò Battistini & Marco Pagano & Saverio Simonelli

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

  • 2013 Portfolio Choice of Financial Investors and European Business Cycle Convergence – A Panel Analysis for EU Countries
    by Ansgar Belke & Jennifer Schneider

  • 2013 Risk Management and Portfolio Optimization for Gas- and Coal-fired Power Plants in Germany: A Multivariate GARCH Approach
    by Charalampous, Georgios & Madlener, Reinhard

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

  • 2013 Covariance Averaging for Improved Estimation and Portfolio Allocation
    by Dimitrios D. Thomakos & Fotis Papailias

  • 2013 Risk Preferences and Estimation Risk in Portfolio Choice
    by Hao Liu & Winfried Pohlmeier

  • 2013 Did Long-Short Investors Destabilize Commodity Markets?
    by Joëlle Miffre & Chris Brooks

  • 2013 Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
    by Gianni La Cava

  • 2013 On the Benefits of Equicorrelation for Portfolio Allocation
    by Adam Clements & Ayesha Scott & Annastiina Silvennoinen

  • 2013 Determinants of cost of equity: The case of Shariah-compliant Malaysian firms
    by Shafaai, Shafizal & Masih, Mansur

  • 2013 Small Share of the Islamic Banks in Indonesia, Supply-side Problems?
    by Kariastanto, Bayu

  • 2013 The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications
    by Masih, Mansur & Majid, Hamdan Abdul

  • 2013 The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios
    by Nagayev, Ruslan & Masih, Mansur

  • 2013 Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries
    by BOUKEF JLASSI, NABILA & HAMDI, HELMI

  • 2013 The application of the capital asset pricing model on the Croatian capital market
    by Tomić, Bojan

  • 2013 Sophisticated gambler’s ruin and survival chances
    by Mehta, Salil

  • 2013 Special Legal Instruments for Placement of Shares in the Course of a Joint Stock Company Reorganization: «Stock Conversion Procedure»
    by Glushetskiy, Andrey & Minasyan, Vigen

  • 2013 Micro Foundations of Savings Behavior in Urban Pakistan
    by Shaikh, Salman

  • 2013 Investment Decisions by Analysts: A Case Study of KSE
    by Shaikh, Salman

  • 2013 Asset allocation and portfolio optimization problems with metaheuristics: a literature survey
    by Jarraya, Bilel

  • 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
    by Luo, Yulei & Young, Eric

  • 2013 The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline
    by Fung, Ka Wai Terence & Wan, Wilson

  • 2013 Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
    by Chiny, Faycal

  • 2013 Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis
    by So, Leh-chyan

  • 2013 Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach
    by Evans, Olaniyi

  • 2013 Input Demand under Joint Energy and Output Prices Uncertainties
    by Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

  • 2013 Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk
    by Xu, Guo & Wing-Keung, Wong & Lixing, Zhu

  • 2013 Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    by Xu, Guo & Wing-Keung, Wong & Lixing, Zhu

  • 2013 Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Moment Conditions for Almost Stochastic Dominance
    by Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing

  • 2013 Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty
    by Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung

  • 2013 Repo Market – A Tool to Manage Liquidity in Financial Institutions
    by Nath, Golaka

  • 2013 An analysis of portfolio selection with multiplicative background risk
    by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

  • 2013 Measures of Equity Home Bias Puzzle
    by Mishra, Anil

  • 2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

  • 2013 Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects
    by Scorbureanu, Alexandrina Ioana

  • 2013 A new financial metric for the art market
    by Charlin, Ventura & Cifuentes, Arturo

  • 2013 A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering
    by De Luca, Giovanni & Zuccolotto, Paola

  • 2013 A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios
    by Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry

  • 2013 Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation
    by Roncalli, Thierry

  • 2013 Survey of Literature on Portfolio Theory
    by Cantillo, Andres

  • 2013 Make Almost Stochastic Dominance really Almost
    by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

  • 2013 Almost Stochastic Dominance and Moments
    by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

  • 2013 Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications
    by Antoniades, Adonis

  • 2013 Almost Stochastic Dominance and Moments
    by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

  • 2013 The Smart Beta Indexing Puzzle
    by Cazalet, Zelia & Grison, Pierre & Roncalli, Thierry

  • 2013 Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm
    by Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay

  • 2013 Size and liquidity effects in Nigeria: an industrial sector study
    by Hearn, Bruce

  • 2013 Introduction to Risk Parity and Budgeting
    by Roncalli, Thierry

  • 2013 Euro Zone Debt Crisis: Implications for Indian Banking Sector
    by Swamy, Vighneswara

  • 2013 Funding Cost and a New Capital Model
    by Hannah, Lincoln

  • 2013 The performance of mutual funds on French stock market:Do star funds’ managers exist or do funds have to hire chimpanzees?
    by Blanchard, Michel & Bernard, philippe

  • 2013 The performance of commercial banks and the determinants of profitability: Evidence from Kosovo
    by Govori, Fadil

  • 2013 Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors
    by Dominique, C-Rene

  • 2013 Stock Market Linkages in Emerging Asia-Pacific Markets
    by P., Srinivasan & M., Kalaivani

  • 2013 The cross-section of tail risks in stock returns
    by Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen

  • 2013 The drivers of downside equity tail risk
    by Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen

  • 2013 On the pricing and hedging of options for highly volatile periods
    by El-Khatib, Youssef & Hatemi-J, Abdulnasser

  • 2013 A Note on Almost Stochastic Dominance
    by Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing

  • 2013 Endogenous financial literacy, saving and stock market participation
    by Spataro, Luca & Corsini, Lorenzo

  • 2013 Measuring Performance of Exchange Traded Funds
    by Hassine, Marlène & Roncalli, Thierry

  • 2013 Return enhancing, cash-rich or simply empire-building? An empirical investigation of corporate real estate holdings
    by Du, Julan & Leung, Charles Ka Yui & Chu, Derek

  • 2013 Risks of large portfolios
    by Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng

  • 2013 Two-moment decision model for location-scale family with background asset
    by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

  • 2013 The best estimation for high-dimensional Markowitz mean-variance optimization
    by Bai, Zhidong & Li, Hua & Wong, Wing-Keung

  • 2013 The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance
    by Fulbert, Tchana Tchana & Georges, Tsafack

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

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

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

  • 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
    by Collin Raymond & Daniel J. Benjamin & Matthew Rabin

  • 2013 The Supermodular Stochastic Ordering
    by Margaret Meyer & Bruno Strulovici

  • 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
    by Marzena Rostek & Ji Hee Yoon

  • 2013 Risk and Return in Village Economies
    by Krislert Samphantharak & Robert Townsend

  • 2013 Time is Money: Life Cycle Rational Inertia and Delegation of Investment Management
    by Hugh H. 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
    by Andrea Frazzini & David Kabiller & Lasse H. Pedersen

  • 2013 The Cost of Capital for Alternative Investments
    by Jakub W. Jurek & Erik Stafford

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

  • 2013 The Joint Cross Section of Stocks and Options
    by Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici

  • 2013 How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios
    by Andreas Hubener & Raimond Maurer & Olivia S. Mitchell

  • 2013 Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
    by Clemens Sialm & Zheng Sun & Lu Zheng

  • 2013 A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks
    by Kent Smetters & Xingtan Zhang

  • 2013 Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
    by Turan G. Bali & Nusret Cakici & Robert F. Whitelaw

  • 2013 Household Finance: Education, Permanent Income and Portfolio Choice
    by Russell Cooper & Guozhong Zhu

  • 2013 Portfolio Choice with Illiquid Assets
    by Andrew Ang & Dimitris Papanikolaou & Mark Westerfield

  • 2013 Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
    by Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu

  • 2013 Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity
    by Wayne E. Ferson & Jerchern Lin

  • 2013 Time Varying Risk Aversion
    by Luigi Guiso & Paola Sapienza & Luigi Zingales

  • 2013 Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
    by Vanya Horneff & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

  • 2013 Do Lottery Payments Induce Savings Behavior: Evidence from the Lab
    by Emel Filiz-Ozbay & Jonathan Guryan & Kyle Hyndman & Melissa Schettini Kearney & Erkut Y. Ozbay

  • 2013 Finance and the Preservation of Wealth
    by Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny

  • 2013 Flights to Safety
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei

  • 2013 Exchanging Delayed Social Security Benefits for Lump Sums: Could This Incentivize Longer Work Careers?
    by Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla

  • 2013 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
    by Viral V. Acharya & Robert Engle & Diane Pierret

  • 2013 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
    by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos

  • 2013 Reaching for Yield in the Bond Market
    by Bo Becker & Victoria Ivashina

  • 2013 Financial Education and Choice in State Public Pension Systems
    by Julie Agnew & Joshua Hurwitz

  • 2013 Advertising and Competition in Privatized Social Security: The Case of Mexico
    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
    by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

  • 2013 Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
    by David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh

  • 2013 Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
    by Chiaki Hara

  • 2013 Investment and capital structure decisions under time-inconsistent preferences
    by Masaaki Kijima & Yuan Tian

  • 2013 Financial Dependence Analysis: Applications of Vine Copulae
    by David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh

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

  • 2013 Risk, Uncertainty, and Expected Returns
    by Turan G. Bali & Hao Zhou

  • 2013 Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
    by Turan G. Bali & Robert F. Engle & Yi Tang

  • 2013 Liquidity Shocks and Stock Market Reactions
    by Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang

  • 2013 Reits' Growth Options and Asset Pricing Dynamics across Time
    by Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu

  • 2013 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 Regional Stock Market Integration in Singapore: A Multivariate Analysis
    by Khaled Guesmi & Frédéric Teulon

  • 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 Equilibrium existence in the international asset and good markets
    by Stefano Bosi & Patrice Fontaine & Cuong Le Van

  • 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 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 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 Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky
    by Szafarz, Ariane & Oosterlinck, Kim & Mignon, Valérie & Drut, Bastien & Brière, Marie

  • 2013 Sovereign Wealth and Risk Management. A New Framework for Optimal Asset Allocation of Sovereign Wealth
    by Bodie, Zvi & Brière, Marie

  • 2013 Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes
    by Jouini, Elyès & Napp, Clotilde & Nocetti, Diego

  • 2013 The performance of mutual funds on French stock market:Do star funds' managers exist or do funds have to hire chimpanzees?
    by Bernard, Philippe & Blanchard, Michel

  • 2013 Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
    by Russo, Francesco & Oudjane, Nadia & Goutte, Stéphane

  • 2013 Financial Innovation, Collateral and Investment
    by Ana Fostel & John Geanakoplos

  • 2013 Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets
    by Anat Bracha & Donald J. Brown

  • 2013 (Ir)Rational Exuberance: Optimism, Ambiguity and Risk
    by Anat Bracha & Donald J. Brown

  • 2013 Keynesian Utilities: Bulls and Bears
    by Anat Bracha & Donald J. Brown

  • 2013 On the inefficiency of Brownian motions and heavier tailed price processes
    by Alejandro Balbás & Beatriz Balbás & Raquel Balbás

  • 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 Empirical Testing of the Momentum Effect in Canadian Capital Markets
    by Kamalesh Gosalia & Rock Lefebvre

  • 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 Vassilis 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 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 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 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 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 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 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 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 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 Russian art-market: features of formation and basic problems
    by Pashkus, M.

  • 2013 Investments in art: opportunities and challenges
    by Pashkus, M.

  • 2013 International Evidence on the Equity Premium Puzzle and Time Discounting
    by Marc Oliver Rieger & Thorsten Hens & Mei Wang

  • 2013 Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
    by Anand B. Gulati & James W. Kolari & Johan Knif

  • 2013 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 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 Valuation of Agriculture Competitiveness and Investment Prospects of Agrarian Sector Industries in Kyiv Region Economy
    by Violeta Heraymovych

  • 2013 Statistical properties for European stock indices returns during 2007-2012
    by Iulian Panait

  • 2013 Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets
    by Krenar AVDULAJ & Jozef BARUNIK

  • 2013 CEE Transition from PAYG to Private Pensions: Income Gaps and Asset Allocation
    by Ales S. BERK & Mitja COK & Marko KOSAK & Joze SAMBT

  • 2013 Possible Modifications of the Multiple Criteria Assignment Method
    by Adam Borovička

  • 2013 La scelta imprenditoriale: un approccio finanziario
    by Pierpaolo Pattitoni & Barbara Petracci & Marco Savioli & Lorenza Zirulia

  • 2013 R&D, Innovation And Stock Market Performance: A Study On Manufacturing Firms Traded In Borsa Istanbul
    by Burak DİNDAROĞLU & Yekta TAKIM

  • 2013 Orthogonal garch matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
    by Oscar De la Torre Torres.

  • 2013 Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values
    by Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado

  • 2013 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 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
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  • 2013 Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas
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  • 2013 French investment funds during the crisis (2008-2012)
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  • 2013 Les OPCVM français au travers de la crise (2008-2012)
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  • 2013 Cross Fertilizations and Controversies in the Origins and Evolution of Portfolio Selection Models
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  • 2013 Italian Real Estate Funds’ financial investments
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  • 2013 Current identifiable biases in Italian pension fund enrolment decisions
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  • 2013 High frequency trading. Effects and policy issues
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  • 2013 Particularities Concerning The Profitability And The Financial Instruments Portfolio Risk
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  • 2013 Financial Literacy, Financial Education, and Economic Outcomes
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  • 2013 Arbitragem Estatística, Estratégia Long-Short Pairs Trading, Abordagem com Cointegração Aplicada ao Mercado de Ações Brasileiro
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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 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 Influencing Factors Of Valuation Multiples Of Companies
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  • 2013 Using The Capm Model To Estimate The Profitability Of A Financial Instrument Portfolio
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  • 2013 Asymmetric Information In Insurance Field: Some General Considerations
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  • 2013 Determinants of household saving and portfolio choice behaviour in Turkey
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  • 2013 Investment Decisions – Areas And Priorities Set For Romanian Crisis
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  • 2013 Efficiency Of The Insurance Activity: Insurer Vs Insured
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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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  • 2013 Home Bias in Open Economy Financial Macroeconomics
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  • 2013 Hedging against the Government: A Solution to the Home Asset Bias Puzzle
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  • 2013 Salience and Asset Prices
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  • 2013 Financial Innovation and Portfolio Risks
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  • 2013 Inferior Good and Giffen Behavior for Investing and Borrowing
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  • 2013 Entropy and the Value of Information for Investors
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  • 2012 Performance inconsistency in mutual funds: An investigation of window-dressing behavior
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  • 2012 Optimal annuitization, uncertain survival probabilities, and maxmin preferences
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  • 2012 Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement
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  • 2012 Agreeable trade with pessimism and optimism
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  • 2012 Multivariate utility maximization with proportional transaction costs and random endowment
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  • 2012 Weak Insider Trading and Behavioral Finance
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  • 2012 Financial Markets Equilibrium with Heterogeneous Agents
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  • 2012 Constructing the Market for Credit Derivatives : How Major Investment Banks Handle Ambiguities
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  • 2012 Les marchés d'actifs sûrs
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  • 2012 Time-Consistent Portfolio Management
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  • 2012 The Performance of Islamic Investment: Evidence from the Dow Jones Islamic Indexes
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  • 2012 Rehabilitating the Role of Active Management for Pension Funds
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  • 2012 Comparative Analysis of Options Valuation Methods
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  • 2012 The Impact of Longevity Risk on the Term Structure of the Risk-Return Tradeoff
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  • 2012 A risk-based risk finance paradigm
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  • 2012 Tests of the correlation between portfolio performance measures
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  • 2012 Short-selling bans and contagion risk
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  • 2012 Are investor sentiments priced by the CAPM?
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  • 2012 Do investors care about noise trader risk?
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  • 2012 How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk
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  • 2012 Growing Russian Economy against Growing External Tension
    by I. BORISOVA & B. ZAMARAEV & A. KIYUTSEVSKAYA & A. NAZAROVA & E. SUKHANOV.

  • 2012 Why Do Banks Go Abroad? Evidence Using a Three-Way Error Component Model
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  • 2012 The Opportunity Cost of Holding a “Naive” Portfolio
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  • 2012 Die Konstruktion eines Performanceindexes für geschlossene Schiffsfonds
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  • 2012 Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market
    by Alexander Franck & Andreas Walter

  • 2012 A tournament analysis of mutual funds in Turkey
    by Orhan ERDEM & Belma ÖZTÜRKKAL

  • 2012 Dört faktörlü varlık fiyatlama modelinin İMKB’de test edilmesi
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  • 2012 A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction
    by David R. Bell & Olivier Ledoit & Michael Wolf

  • 2012 Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches
    by Wolff, Dominik & Bessler, Wolfgang & Opfer, Heiko

  • 2012 Male vs. female business owners: Are there differences in investment behavior?
    by Pelger, Ines

  • 2012 Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market
    by Franck, Alexander & Walter, Andreas

  • 2012 Chasing rainbows: On the relationship between lottery tickets and common stocks
    by Johansen, Kathrin & Singer, Nico

  • 2012 Macroprudential banking regulation: Does one size fit all?
    by Neuberger, Doris & Rissi, Roger

  • 2012 The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds
    by Schuster, Philipp & Uhrig-Homburg, Marliese

  • 2012 Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
    by Kim, Young Shin & Giacometti, Rosella & Rachev, Svetlozar T. & Fabozzi, Frank J. & Mignacca, Domenico

  • 2012 Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach
    by Mili, Mehdi

  • 2012 Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior
    by Witte, Björn-Christopher

  • 2012 Clashes and compromises: Investment policies in tourism destinations
    by Candela, Guido & Castellani, Massimiliano & Mussoni, Maurizio

  • 2012 Political rights, taxation, and firm valuation: Evidence from Saxony around 1900
    by Lehmann, Sibylle H. & Hauber, Philipp & Opitz, Alexander

  • 2012 Risk attitudes and private business equity
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  • 2012 Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten
    by Krones, Julia & Cremers, Heinz

  • 2012 Size matters! How position sizing determines risk and return of technical timing strategies
    by Scholz, Peter

  • 2012 Are risk preferences dynamic? Within-subject variation in risk-taking as a function of background music
    by Halko, Marja Liisa & Kaustia, Markku

  • 2012 Financial sophistication in the older population
    by Lusardi, Annamaria & Mitchell, Olivia S. & Curto, Vilsa

  • 2012 A dynamic programming approach to constrained portfolios
    by Kraft, Holger & Steffensen, Mogens

  • 2012 Household debt and social interactions
    by Georgarakos, Dimitris & Haliassos, Michael & Pasini, Giacomo

  • 2012 Low risk and high return: Affective attitudes and stock market expectations
    by Kempf, Alexander & Merkle, Christoph & Niessen-Ruenzi, Alexandra

  • 2012 The cross-section of conditional mutual fund performance in European stock markets
    by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ

  • 2012 Diversification and determinants of international credit portfolios: Evidence from German banks
    by Böninghausen, Benjamin & Köhler, Matthias

  • 2012 Bank regulation and stability: An examination of the Basel market risk framework
    by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu

  • 2012 Portfolioallokation: Einbezug verschiedener Assetklassen
    by Herz, Christian & Neunert, Daniela & Will, Sebastian & Wolf, Niko J. & Zwick, Tobias

  • 2012 Der Einfluss des Budgetbegleitgesetzes 2011 auf das Handelsvolumen am österreichischen Kapitalmarkt
    by Niemann, Rainer & Rünger, Silke

  • 2012 Der Einfluss von Kosten auf die Vorteilhaftigkeit der Riester-Rente
    by Reichert, Michael

  • 2012 The effect of Germany's repeal of the corporate capital gains tax: Evidence from the disposal of corporate minority holdings
    by Rünger, Silke

  • 2012 Trend Following, Risk Parity and Momentum in Commodity Futures
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2012 Testing CAPM with a Large Number of Assets
    by M Hashem Pesaran & Takashi Yamagata

  • 2012 Access to Finance and Composition of Funding during the Crisis: A firm-level analysis for Latin American countries
    by Sandra Leitner & Robert Stehrer

  • 2012 Cointegration Based Trading Strategy For Soft Commodities Market
    by Piotr Arendarski & Łukasz Postek

  • 2012 Tactical allocation in falling stocks: Combining momentum and solvency ratio signals
    by Piotr Arendarski

  • 2012 Risk taking, diversification behavior and financial literacy of individual investors
    by Elisa Cavezzali & Gloria Gardenal & Ugo Rigoni

  • 2012 Restricted Finite Time Dominance
    by Nicoleta Anca Matei & Claudio Zoli

  • 2012 Financial Risk Aversion, Economic Crises and Past Risk Perception
    by Alessandro Bucciol & Raffaele Miniaci

  • 2012 Emerging Stock Premia: Do Industries Matter?
    by Marcella Lucchetta & Michael Donadelli

  • 2012 Dynamic tracking error with shortfall control using stochastic programming
    by Diana Barro & Elio Canestrelli

  • 2012 Downside risk in multiperiod tracking error models
    by Diana Barro & Elio Canestrelli

  • 2012 Backward/forward optimal combination of performance measures for equity screening
    by Monica Billio & Massimiliano Caporin & Michele Costola

  • 2012 Market volatility, optimal portfolios and naive asset allocations
    by Loriana Pelizzon & Massimiliano Caporin

  • 2012 Reinforcement Learning for automatic financial trading: Introduction and some applications
    by Francesco Bertoluzzo & Marco Corazza

  • 2012 Collateralized Borrowing and Risk Taking at Low Interest Rates?
    by Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt

  • 2012 The Destruction of a Safe Haven Asset?
    by Dirk G Baur & Kristoffer Glover

  • 2012 Safe Haven Assets and Investor Behavior Under Uncertainty
    by Dirk G Baur & Thomas K.J. McDermott

  • 2012 On the Predictability of Stock Prices: a Case for High and Low Prices
    by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo

  • 2012 Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain
    by Sergio Mayordomo & María Rodríguez-Moreno & Juan Ignacio Peña

  • 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

  • 2012 The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions
    by D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas

  • 2012 Currency Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

  • 2012 Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust
    by John Cotter & Stuart Gabriel & Richard Roll

  • 2012 Boom-and-bust cycles marked by capital inflows, current account deterioration and a rise and fall of the real exchange rate
    by Müller-Plantenberg, Nikolas

  • 2012 Optimal life-cycle portfolios for heterogeneous workers
    by Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano

  • 2012 Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
    by Gollier, Christian

  • 2012 Asset pricing with uncertain betas: A long-term perspective
    by Gollier, Christian

  • 2012 Ambiguous Life Expectancy and the Demand for Annuities
    by d'Albis, Hippolyte & Thibault, Emmanuel

  • 2012 The impact of financialization on the WTI market
    by Sergio Galli Lazzeri

  • 2012 Algorithmic Complexity of Financial Motions
    by Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil

  • 2012 Saving and portfolio allocation before and after job loss
    by Christoph Basten & Andreas Fagereng & Kjetil Telle

  • 2012 Asset Pricing under Quantile Utility Maximization
    by Bruno Cara Giovannetti

  • 2012 Microfinance Investment Vehicles and Social Performance: Moving forward with the MACBETH Approach
    by Jean-Marie De Corte & Marc Labie & Ludovic Urgeghe & Jean-Claude Vansnick

  • 2012 Rehabilitating the Role of Active Management for Pension Funds
    by Michel Aglietta & Marie Briere & Sandra Rigot & Ombretta Signori

  • 2012 Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky
    by Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

  • 2012 Universal banking, competition and risk in a macro model
    by Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan

  • 2012 A decision-theoretic model of asset-price underreaction and overreaction to dividend news
    by Alexander Ludwig & Alexander Zimper

  • 2012 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
    by Carmona, Julio & León, Ángel & Vaello-Sebastià, Antoni

  • 2012 Revisiting the 1992-93 EMS crisis in the context of international political economy
    by Sotiropoulos, Dimitris P.

  • 2012 Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants
    by Palzer, Andreas & Westner, Günther & Madlener, Reinhard

  • 2012 Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
    by Chris Brooks & Keith Anderson

  • 2012 Diversification of Equity with VIX Futures: Personal Views and Skewness Preference
    by Carol Alexander & Dimitris Korovilas

  • 2012 The Time Varying Properties of Credit and Liquidity Components of CDS Spreads
    by Filippo Coro & Alfonso Dufour & Simone Varotto

  • 2012 Average Portfolio Insurance Strategies
    by Jacques Pézier & Johanna Scheller

  • 2012 Forecasting multivariate volatility in larger dimensions: some practical issues
    by Adam E Clements & Ayesha Scott & Annastiina Silvennoinen

  • 2012 Factors Affecting Investment Decision Making of Equity Fund Managers
    by Qureshi, Salman Ali & Rehman, Kashif ur & Hunjra, Ahmed Imran

  • 2012 Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model
    by Kamal, Javed Bin

  • 2012 أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
    by Ghassan, Hassan B. & Alhajhoj, Hassan R.

  • 2012 Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds
    by Bijapur, Mohan & Croci, Manuela & Zaidi, Rida

  • 2012 Herd behavior towards the market index: evidence from Romanian stock exchange
    by Pop, Raluca Elena

  • 2012 Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns
    by Hiremath, Gourishankar S & Bandi, Kamaiah

  • 2012 The financial crisis and the credit rating agencies: the failure of reputation
    by Miele, Maria Grazia

  • 2012 Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L)
    by Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete

  • 2012 Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica
    by Saturnino, Odilon & Saturnino, Valéria & Gois de Oliveira, Marcos Roberto & Lucena, Pierre & Araújo, Luiz Fernando

  • 2012 Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries
    by Bundala, Ntogwa

  • 2012 Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
    by Panait, Iulian & Diaconescu, Tiberiu

  • 2012 The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models
    by Yun, Tack & Kim, Jinsook & Ko, Eunmi

  • 2012 Risk Parity Portfolios with Risk Factors
    by Roncalli, Thierry & Weisang, Guillaume

  • 2012 Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach
    by Zhang, Zhichao & Chau, Frankie & Xie, Li

  • 2012 Rational Speculators, Contrarians and Excess Volatility
    by Lof, Matthijs

  • 2012 The effects of relative performance objectives on financial markets
    by Igan, Deniz & Pinheiro, Marcelo

  • 2012 Portfolio optimization based on divergence measures
    by Chalabi, Yohan & Wuertz, Diethelm

  • 2012 U.K. cross-sectional equity data: The case for robust investability filters
    by Rossi, Francesco

  • 2012 Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis
    by Antonakakis, Nikolaos & Vergos, Konstantinos

  • 2012 Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics
    by Fulli-Lemaire, Nicolas

  • 2012 Swapping Headline for Core Inflation: An Asset Liability Management Approach
    by Fulli-Lemaire, Nicolas & Palidda, Ernesto

  • 2012 Rethinking Capital Structure Arbitrage
    by Avino, Davide & Lazar, Emese

  • 2012 International portfolio diversification: An ICAPM approach with currency risk
    by Dimitriou, Dimitrios & Simos, Theodore

  • 2012 Accounting for non-annuitization
    by Pashchenko, Svetlana

  • 2012 On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    by Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung

  • 2012 Consumption & Savings Behavior in Pakistan
    by Shaikh, Salman

  • 2012 Analysis of Islamic Mutual Funds Operations in Pakistan
    by Shaikh, Salman

  • 2012 Fiscal consolidations and banking stability
    by Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom

  • 2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
    by Ardliansyah, Rifqi

  • 2012 Portfolio Selection Using Genetic Algorithm
    by sefiane, slimane & Benbouziane, Mohamed

  • 2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
    by Khalfaoui, R & Boutahar, M

  • 2012 The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market
    by Chia, Rui Ming Daryl & Lim, Kai Jie Shawn

  • 2012 Performances of Socially Responsible Investment and Environmentally Friendly Funds
    by Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi

  • 2012 The Budapest liquidity measure and the price impact function
    by Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata

  • 2012 Algorithm for construction of portfolio of stocks using Treynor’s ratio
    by Sinha, Pankaj & Goyal, Lavleen

  • 2012 Predicting Extreme Returns and Portfolio Management Implications
    by Krieger, Kevin & Fodor, Andy & Mauck, Nathan & Stevenson, Greg

  • 2012 Asymmetric learning from financial information
    by Kuhnen, Camelia M.

  • 2012 Choosing a retirement income strategy: a new evaluation framework
    by Pfau, Wade Donald

  • 2012 An international perspective on “safe” savings rates for retirement
    by Pfau, Wade Donald & Kariastanto, Bayu

  • 2012 Asymmetric information and financial markets
    by Estrada, Fernando

  • 2012 Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques
    by Zvezdov, Ivelin

  • 2012 Savings for retirement under liquidity constraints: a note
    by Corsini, Lorenzo & Spataro, Luca

  • 2012 International financial integration of Mediterranean economies : A bird’s-eye view
    by Peeters, Marga & Sabri, Nidal Rachid

  • 2012 The national bioenergy investment model: Technical documentation
    by Kemp-Benedict, Eric

  • 2012 Reexamining the Empirical Relevance of Habit Formation Preferences
    by Cai, Zongwu & Liu, Xuan & Yang, Fang

  • 2012 Opportunities for international portfolio diversification in the balkans’ markets
    by Dimitriou, Dimitrios & Kenourgios, Dimitris

  • 2012 Managing risk exposures using the risk budgeting approach
    by Bruder, Benjamin & Roncalli, Thierry

  • 2012 Revisiting Mutual Fund Performance Evaluation
    by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos

  • 2012 Non-standardized form of CAPM and stock returns
    by Muhammad, Irfan

  • 2012 The development of the portfolio management for the unit investment funds
    by Sergeeva, Irina & Nikiforova, Vera

  • 2012 Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?
    by Gonçalo Faria & João Correia-da-Silva

  • 2012 Introducción Al Cálculo De Malliavin Para Las Finanzas Con Aplicación A La Elección Dinámica De Portafolio
    by Guillermo Moloche

  • 2012 Independent Factor Autoregressive Conditional Density Model
    by Alexios Ghalanos & Eduardo Rossi & Giovanni Urga

  • 2012 Aversión miope a las pérdidas en las decisiones de inversión: ¿cómo reaccionan los inversionistas ante cambios en la frecuencia de información, flexibilidad de inversión y perfiles de riesgo?
    by Francisco Galarza & Mauricio Power

  • 2012 Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models
    by John Muellbauer & John Duca

  • 2012 Why Do People Save in Cash? Distrust, Memories of Banking Crises, Weak Institutions and Dollarization
    by Helmut Stix

  • 2012 Towards a Green Investment Policy Framework: The Case of Low-Carbon, Climate-Resilient Infrastructure
    by Jan Corfee-Morlot & Virginie Marchal & Céline Kauffmann & Christopher Kennedy & Fiona Stewart & Christopher Kaminker & Geraldine Ang

  • 2012 International Capital Mobility and Financial Fragility - Part 5. Do Investors Disproportionately Shed Assets of Distant Countries Under Increased Uncertainty?: Evidence from the Global Financial Crisis
    by OECD

  • 2012 International Capital Mobility and Financial Fragility - Part 4. Which Structural Policies Stabilise Capital Flows When Investors Suddenly Change Their Mind?: Evidence from Bilateral Bank Data
    by Rudiger Ahrend & Cyrille Schwellnus

  • 2012 Decentralized Exchange
    by Semyon Malamud & Marzena Rostek

  • 2012 Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence
    by Simeon Coleman Author name: Vitor Leone

  • 2012 Endowment Management Based on a Positive Model of the University
    by Caroline M. Hoxby

  • 2012 Fettered Consumers and Sophisticated Firms: Evidence from Mexico's Privatized Social Security Market
    by Fabian Duarte & Justine S. Hastings

  • 2012 What Makes Annuitization More Appealing?
    by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian & Stephen P. Zeldes

  • 2012 Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
    by Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel

  • 2012 Speculative Betas
    by Harrison Hong & David Sraer

  • 2012 Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates
    by Martin L. Weitzman

  • 2012 Linking Benefits to Investment Performance in US Public Pension Systems
    by Robert Novy-Marx & Joshua D. Rauh

  • 2012 Financial Literacy, Financial Education and Economic Outcomes
    by Justine S. Hastings & Brigitte C. Madrian & William L. Skimmyhorn

  • 2012 Adverse Selection In Credit Markets and Regressive Profit Taxation
    by Florian Scheuer

  • 2012 Market Liquidity -- Theory and Empirical Evidence
    by Dimitri Vayanos & Jiang Wang

  • 2012 Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment
    by Leonardo Bursztyn & Florian Ederer & Bruno Ferman & Noam Yuchtman

  • 2012 Measuring Managerial Skill in the Mutual Fund Industry
    by Jonathan B. Berk & Jules H. van Binsbergen

  • 2012 Money Doctors
    by Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny

  • 2012 Tail Risk in Momentum Strategy Returns
    by Kent Daniel & Ravi Jagannathan & Soohun Kim

  • 2012 What is the Impact of Financial Advisors on Retirement Portfolio Choices and Outcomes?
    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 & Dreger, Christian & Ochmann, Richard

  • 2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
    by Belke, Ansgar & Dreger, Christian & Ochmann, Richard

  • 2012 Testing CAPM with a Large Number of Assets
    by Pesaran, M. Hashem & Yamagata, Takashi

  • 2012 Testing CAPM with a Large Number of Assets
    by Pesaran, M. Hashem & Yamagata, Takashi

  • 2012 Financial contagion and attention allocation
    by Jordi Mondria & Climent Quintana Domeque

  • 2012 Real options approach to renewable energy investments in Mongolia
    by Neal Detert & Koji Kotani

  • 2012 Optimal Asset Allocation under Quadratic Loss Aversion
    by Fortin, Ines & Hlouskova, Jaroslava

  • 2012 Capital Income Taxation and Risk Taking under Prospect Theory
    by Hlouskova, Jaroslava & Tsigaris, Panagiotis

  • 2012 The effect of the financial crisis on older households in England
    by James Banks & Rowena Crawford & Thomas Crossley & Carl Emmerson

  • 2012 Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
    by Gollier, Christian

  • 2012 Asset pricing with uncertain betas: A long-term perspective
    by Gollier, Christian

  • 2012 Ambiguous Life Expectancy and the Demand for Annuities
    by d'Albis, Hippolyte & Thibault, Emmanuel

  • 2012 Generalized Tests of Investment Fund Performance
    by Márcio Laurini

  • 2012 The Aging Investor: Insights from Neuroeconomics
    by Peter N. C. Mohr & Hauke R. Heekeren &

  • 2012 Correlated Trades and Herd Behavior in the Stock Market
    by Simon Jurkatis & Stephanie Kremer & Dieter Nautz

  • 2012 Is socially responsible investing just screening? Evidence from mutual funds
    by Markus Hirschberger & Ralph E. Steuer & Sebastian Utz & Maximilian Wimmer

  • 2012 Hidden Liquidity: Determinants and Impact
    by Gökhan Cebiroglu & Ulrich Horst

  • 2012 Why Do Firms Engage in Selective Hedging?
    by Tim R. Adam & Chitru S. Fernando & Jesus M. Salas

  • 2012 Managerial Overconfidence and Corporate Risk Management
    by Tim R. Adam & Chitru S. Fernando & Evgenia Golubeva

  • 2012 Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility
    by Peter Reinhard Hansen & Asger Lunde & Valeri Voev

  • 2012 What Makes the VIX Tick?
    by Warren Bailey & Lin Zheng & Yinggang Zhou

  • 2012 Asset prices, trading volumes, and investor welfare in markets with transaction costs
    by Hara, Chiaki

  • 2012 Assessing the profitability of intraday opening range breakout strategies
    by Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian

  • 2012 Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks
    by Holmberg, Ulf & Sjögren, Tomas & Hellström, Jörgen

  • 2012 Country Portfolios with Heterogeneous Pledgeability
    by Tommaso Trani

  • 2012 Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility
    by Wallmeier, Martin

  • 2012 Stochastic dominance for law invariant preferences: The happy story of elliptical distributions
    by Matteo Del Vigna

  • 2012 A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences
    by Matteo Del Vigna

  • 2012 Wealth, Composition, Housing, Income, and Consumption
    by William Hardin & Sheng Guo

  • 2012 Universal banking, competition and risk in a macro model
    by Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan

  • 2012 Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility
    by Peter Reinhard Hansen & Asger Lunde & Valeri Voev

  • 2012 Realized mixed-frequency factor models for vast dimensional covariance estimation
    by Bannouh, K. & Martens, M.P.E. & Oomen, R.C.A. & van Dijk, D.J.C.

  • 2012 The Cross-Section of Stock Returns in Frontier Emerging Markets
    by de Groot, W. & Pang, J. & Swinkels, L.A.P.

  • 2012 The Late 1970's Bubble in Dutch Collectible Postage Stamps
    by Franses, Ph.H.B.F. & Knecht, W.

  • 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

  • 2012 Homeownerhip and entrepreneurship
    by Philippe Bracke & Christian Hilber & Olmo Silva

  • 2012 Do asset regulations impede portfolio diversification? evidence from European life insurance funds
    by Mohan Bijapur & Manuela Croci & Rida Zaidi

  • 2012 Adaptation to Climate Change: Formulating Policy under Uncertainty
    by Leo Dobes

  • 2012 Information immobility, industry concentration, and institutional investors’ performance
    by Mark Fedenia & Sherrill Shaffer & Hilla Skiba

  • 2012 Testing external habits in an asset pricing model
    by M Boschi & S d'Addona & A Goenka

  • 2012 Portfolio Selection – A Technical Note
    by Ana Paula Martins

  • 2012 Does Aggregate Riskiness Predict Future Economic Downturns?
    by Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni

  • 2012 Are Retirement Decisions Vulnerable to Framing Effects? Empirical Evidence from NL and the US
    by Federica Teppa & Maarten van Rooij

  • 2012 Securitization and the dark side of diversification
    by Maarten van Oordt

  • 2012 The CentERpanel and the DNB Household Survey: Methodological Aspects
    by Federica Teppa & Corrie Vis

  • 2012 Do Wealthier Households Save More?: The Impact of the Demographic Factor
    by Ansgar Belke & Christian Dreger & Richard Ochmann

  • 2012 Risk Attitudes and Private Business Equity
    by Frank M. Fossen

  • 2012 Subjective Return Expectations, Information and Stock Market Participation : Evidence from France
    by Tas, Derya & Calvo-Pardo, Hector & Arrondel, Luc

  • 2012 Creative Accounting and Market Efficiency
    by Bianchi, Milo & Jehiel, Philippe

  • 2012 Volatility Strategies for Global and Country Specific European Investors
    by Signori, Ombretta & Malongo, Hassan & Fermanian, Jean-David & Brière, Marie

  • 2012 Inflation-Hedging Portfolios : Economic Regimes Matter
    by Signori, Ombretta & Brière, Marie

  • 2012 Inflation and Individual Equities
    by Brière, Marie & Ang, Andrew & Signori, Ombretta

  • 2012 No contagion, only globalization and flight to quality
    by Szafarz, Ariane & Chapelle, Ariane & Brière, Marie

  • 2012 Trends in the literature on socially responsible investment: looking for the keys under the lamppost
    by Capelle-Blancard, Gunther & Monjon, Stéphanie

  • 2012 Consistent Price Systems and Arbitrage Opportunities of the Second Kind in Models with Transaction Costs
    by Lépinette-Denis, Emmanuel & Kabanov, Yuri

  • 2012 Behavioral Biases and the Representative Agent
    by Jouini, Elyès & Napp, Clotilde

  • 2012 Exact replication under Delta constraints
    by Chassagneux, Jean-François & Elie, Romuald & Kharroubi, Idris

  • 2012 Leverage and Default in Binomial Economies: A Complete Characterization
    by Ana Fostel & John Geanakoplos

  • 2012 Leverage and Default in Binomial Economies: A Complete Characterization
    by Ana Fostel & John Geanakoplos

  • 2012 Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
    by Ana Fostel & John Geanakoplos

  • 2012 Economic Globalization, Mercantilism and Economic Growth
    by Gaowang Wang & Heng-fu Zou

  • 2012 The Appeal of Information Transactions
    by Antonio Cabrales & Olivier Gossner & Roberto Serrano

  • 2012 Financial education, investor protection and international portfolio diversification
    by Maela Giofré

  • 2012 Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
    by Marc Boissaux & Jang Schiltz

  • 2012 From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks
    by Martin Bohl & Philipp Kaufmann & Patrick Stephan

  • 2012 Household Debt and Social Interactions
    by Georgarakos, Dimitris & Haliassos, Michalis & Pasini, Giacomo

  • 2012 The Effect of Housing on Portfolio Choice: A Reappraisal Using French Data
    by Fougère, Denis & Poulhes, Mathilde

  • 2012 A global monetary tsunami? On the spillovers of US Quantitative Easing
    by Fratzscher, Marcel & Lo Duca, Marco & Straub, Roland

  • 2012 Time-Varying Fund Manager Skill
    by Kacperczyk, Marcin & van Nieuwerburgh, Stijn & Veldkamp, Laura

  • 2012 Is it money or brains? The determinants of intra-family decision power
    by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza

  • 2012 Aspirations, Well-being, Risk-Aversion and Loss-Aversion
    by Koedijk, Kees & Pownall, Rachel A J & Statman, Meir

  • 2012 Real Effects of Stock Underpricing
    by Hau, Harald & Lai, Sandy

  • 2012 The Role of Equity Funds in the Financial Crisis Propagation
    by Hau, Harald & Lai, Sandy

  • 2012 The home bias of the poor: Terms of trade effects and portfolios across the wealth distribution
    by Broer, Tobias

  • 2012 Why Do Institutional Investors Chase Return Trends?
    by Alt, Aydogan & Kaniel, Ron & Yoeli, Uzi

  • 2012 Home Bias in Open Economy Financial Macroeconomics
    by Coeurdacier, Nicolas & Rey, Hélène

  • 2012 Individual Investor Activity and Performance
    by Dahlquist, Magnus & Martinez, José Vicente & Söderlind, Paul

  • 2012 Optimal Portfolio Selection: A Note with a VBA Solution
    by Ignacio Velez-Pareja, Pedro Fabián Castilla Ávila & Pedro F. Castilla

  • 2012 The Internal-Rate-of-Return approach and the AIRR paradigm: A refutation and a corroboration
    by Carlo Alberto Magni

  • 2012 The AIRR Approach for Investment Performance Measurement
    by Carlo Alberto Magni

  • 2012 Interval and fuzzy Average Internal Rate of Return for investment appraisal
    by Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini

  • 2012 Estrategia de Cobertura a Través de Contratos Forward en Mercados Eléctricos
    by Javier Orlando Pantoja Robayo & Juan Fernando Rendón García & Alfredo Trespalacios Carrasquilla

  • 2012 Financial crisis: a new measure for risk of pension funds assets
    by M. Cadoni & R. Melis & A. Trudda

  • 2012 Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment
    by A. Khalifa & S. Hammoudeh & E. Otranto

  • 2012 Sequential Estimation Of Shape Parameters In Multivariate Dynamic Models
    by Dante Amengual & Gabriele Fiorentini & Enrique Sentana

  • 2012 Fiscal Consolidations and Banking Stability
    by Jacopo Cimadomo & Sebastian Hauptmeier & Tom Zimmermann

  • 2012 Corporate Diversification and Firm Value: A Survey of Recent Literature
    by Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs & Michael Matz

  • 2012 The investor in warrants
    by Victor Mendes Santos

  • 2012 Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes
    by Christian Gollier

  • 2012 Suitability of Microfinance as an Investment Option
    by Karel Janda & Barbora Svarovska

  • 2012 Homeownerhip and Entrepreneurship
    by Philippe Bracke & Christian Hilber & Olmo Silva

  • 2012 Does Inflation Targeting Matter for Attracting Foreign Direct Investment into Developing Countries?
    by René TAPSOBA

  • 2012 Housing wealth decumulation, portfolio composition and financial literacy among the European elderly
    by Agnese Romiti & Mariacristina Rossi

  • 2012 Income drawdown option with minimum guarantee
    by Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna

  • 2012 Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets
    by Claudio Campanale & Carolina Fugazza & Francisco Gomes

  • 2012 Optimal life-cycle portfolios for heterogeneous workers
    by Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano

  • 2012 Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios
    by Doriana Ruffino

  • 2012 Is it money or brains? The determinants of intra-family decision power
    by G. Bertocchi & M. Brunetti & C. Torricelli

  • 2012 Risk Management and Financial Derivatives: An Overview
    by Shawkat Hammoudeh & Michael McAleer

  • 2012 Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)
    by Allen, D. & Lizieri, C. & Satchell, S.

  • 2012 Economic Rationale for Safety Investment in Integrated Gasification Combined-Cycle Gas Turbine Membrane Reactor Modules
    by Koc, R. & Kazantzis, N.K. & Nuttall, W.J. & Ma, Y.H

  • 2012 Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences
    by Baddeley, M. & Burke, C. & Schultz, W. & Tobler, P.

  • 2012 Testing CAPM with a Large Number of Assets (Updated 28th March 2012)
    by Pesaran, M. H. & Yamagata, T.

  • 2012 Banks Information Policies, Financial Literacy and Household Wealth
    by M. Fort & F. Manaresi & S. Trucchi

  • 2012 Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment
    by Shun Kobayashi

  • 2012 Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market
    by M. Eskandar Shah & Sourafel Girm & R. Hudson

  • 2012 Price as a choice under nonstochastic randomness in finance
    by Y, Ivanenko. & B, Munier.

  • 2012 Shock on Variable or Shock on Distribution with Application to Stress-Tests
    by Dubecq, S. & Gourieroux, C.

  • 2012 Monetary policy and the flow of funds in the euro area
    by Riccardo Bonci

  • 2012 Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation
    by Giuseppe Cappelletti

  • 2012 Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management
    by Antonio Scalia & Benjamin Sahel

  • 2012 A Financial Social Accounting Matrix (SAM) for Luxembourg
    by Amela Hubic

  • 2012 Consumption, investment and life insurance strategies with heterogeneous discounting
    by Albert de-Paz & Jesus Marin-Solano & Jorge Navas & Oriol Roch

  • 2012 The mean-variance model from the inverse of the variance-covariance matrix
    by Jordi Esteve Comas & Manuel Fernandez Lopez

  • 2012 Estimating C-CAPM and the Equity Premium over the Frequency Domain
    by Ekaterini Panopoulou & Sarantis Kalyvitis

  • 2012 Early Life Conditions and Financial Risk-taking in Older Age
    by Loretti Dobrescu & Dimitris Christelis & Alberto Motta

  • 2012 Portfolio Selection for Insurance Linked Securities: An Application of Multiple Criteria Decision Making
    by Dominic Ho & Michael Sherris

  • 2012 Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy
    by Nektarios Aslanidis & Charlotte Christiansen

  • 2012 Continuous Trading Dynamically Effectively Complete Market with Heterogeneous Beliefs
    by Zhenjiang Qin

  • 2012 Heterogeneous Beliefs, Public Information, and Option Markets
    by Zhenjiang Qin

  • 2012 Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare
    by Peter O. Christensen & Zhenjiang Qin

  • 2012 Finance at Fields
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  • 2012 An Undergraduate Introduction to Financial Mathematics
    by J Robert Buchanan

  • 2012 An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach
    by Francis In & Sangbae Kim

  • 2012 Security Analysis, Portfolio Management, and Financial Derivatives
    by Cheng-Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort

  • 2012 Investments And Portfolio Performance
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  • 2012 Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia
    by Leonardo Fernandez

  • 2012 Information asymmetry and equilibrium models in behavioral finance
    by Del Vigna, Matteo

  • 2012 De l’évaluation des stock options en « juste valeur » : apport de l’approche comportementale
    by Bahaji, Hamza

  • 2012 Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior
    by Witte, Björn-Christopher

  • 2012 Clashes and compromises: Investment policies in tourism destinations
    by Candela, Guido & Castellani, Massimiliano & Mussoni, Maurizio

  • 2012 Evolution of Shares Market Price During the Company’s Financial Results Announcement. Event Study Approach
    by Marianna BOTIKA

  • 2012 Performance Of Polish Real Estate Mutual Funds In The Period Of 2005-2011
    by Artur A. Trzebinski

  • 2012 Performance Of Polish Real Estate Mutual Funds In The Period Of 2005-2011
    by Artur A. Trzebinski

  • 2012 Background Risk and University Endowment Funds
    by Stephen G. Dimmock

  • 2012 Short-Term Stock Price Reversals May Be Reversed
    by Andrey Kudryavtsev

  • 2012 Investment style of Jordanian mutual funds
    by Ishaq Hacini & Khadra Dahou & Mohamed Benbouziane

  • 2012 The implications of chaos theory on Bucharest stock exchange
    by Felicia Ramona BIRAU

  • 2012 Stochastic Volatility Models For Financial Time Series Analysis
    by FELICIA RAMONA BIRĂU

  • 2012 The Development Of The Portfolio Management For The Unit Investment Funds
    by Irina Sergeeva & Vera Nikiforova

  • 2012 Overnight Stock Price Reversals
    by Andrey KUDRYAVTSEV

  • 2012 Managing Sovereign Credit Risk In Bond Portfolios1
    by Benjamin Bruder & Pierre Hereil & Thierry Roncalli

  • 2012 Towards A Measurement Scale For Contagion Effect On Capital Market
    by Renata KARKOWSKA

  • 2012 Algorithm for Construction of Portfolio of Stocks using Treynor's Ratio
    by Pankaj SINHA & Lavleen GOYAL

  • 2012 The Impact of National Currency Instability and the World Financial Crisis in the Credit Risk. The Case of Albania
    by Dr. Anila MANÇKA

  • 2012 Trend Following Trading
    by MARCUS DAVIDSSON

  • 2012 Seeking The Diversification Benefits With Foreign Equities And Commodities – The Case Of Polish Investor
    by Rados³aw Kurach

  • 2012 Theoretical Aspects Concerning the Use of the Markowitz Model in the Management of Financial Instruments Portfolios
    by Madalina - Gabriela ANGHEL

  • 2012 Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments
    by Madalina - Gabriela ANGHEL

  • 2012 The new approaches in econometric research of financial markets. Distributed volatility
    by V. I. Tinyakova

  • 2012 Short Term Hedging Using Futures Contracts
    by Maria CARACOTA DIMITRIU & Ioana – Diana PAUN

  • 2012 The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange
    by Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI

  • 2012 The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Crisis
    by Dajcman, Silvio & Festic, Mejra

  • 2012 An Analytic Derivation of the Efficient Market Portfolio
    by Zion Guo & Hsin-Yi Huang

  • 2012 Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007
    by Arroyave C., Elizabeth T. & Agudelo R., Diego A.

  • 2012 UK cross-sectional equity data: The case for robust investability filters
    by Rossi, Francesco

  • 2012 Comparing Black Litterman Model and Markowitz Mean Variance Model with Beta Factor, Unsystematic Risk and Total Risk
    by Caliskan, Tuncer

  • 2012 Holding Periods, Illiquidity and Disposition Effect in a Developing Economy
    by Aftab , Muhammad & Ali Shah, Zulfiqar & Sheikh, Rauf A.

  • 2012 Co-movements of and Linkages between Asian Stock Markets
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  • 2012 On the diversification benefits of commodities from the perspective of euro investors
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  • 2012 Variable annuities and the option to seek risk: Why should you diversify?
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  • 2012 Downside risk of international stock returns
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  • 2012 Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds
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  • 2012 Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement
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  • 2012 A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
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  • 2012 An empirical analysis of marginal conditional stochastic dominance
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  • 2012 Cross-sectional performance and investor sentiment in a multiple risk factor model
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  • 2012 The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
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  • 2012 Trading frequency and volatility clustering
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  • 2012 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
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  • 2012 A unique “T+1 trading rule” in China: Theory and evidence
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  • 2012 Portfolios in disguise? Window dressing in bond fund holdings
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  • 2012 The 1/N investment strategy is optimal under high model ambiguity
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  • 2012 Another look at trading costs and short-term reversal profits
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  • 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
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  • 2012 Short-horizon regulation for long-term investors
    by Shi, Zhen & Werker, Bas J.M.

  • 2012 Stress testing credit risk: The Great Depression scenario
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  • 2012 Mutual fund flows, expected returns, and the real economy
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  • 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
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  • 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
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  • 2012 Integration of 22 emerging stock markets: A three-dimensional analysis
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  • 2012 Hard assets: The returns on rare diamonds and gems
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  • 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
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  • 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
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  • 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
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  • 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
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  • 2012 Hierarchical information and the rate of information diffusion
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  • 2012 Excess covariance and dynamic instability in a multi-asset model
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  • 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
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  • 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
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  • 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
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  • 2012 Leverage management in a bull–bear switching market
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  • 2012 Convenience in the mutual fund industry
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  • 2012 Does it cost to be sustainable?
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  • 2012 Managerial personal diversification and portfolio equity incentives
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  • 2012 Diversification in the hedge fund industry
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  • 2012 Die Riester-Kritik: Fachlich fundiert oder politisch motiviert?
    by Peter Schwark

  • 2012 Dokumentation der Diskussionsbeiträge auf dem Workshop des DIW Berlin zum Thema "Riester-Rente - Grundlegende Reform dringend geboten!?": [Online-Artikel]
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  • 2012 Performance financière de l’investissement socialement responsable (ISR):une méta-analyse - Financial Performance of Socially Responsible Investment (SRI):A meta-analysis
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  • 2012 The Assessment of Hedge Effectiveness
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  • 2012 Tests of Mean-Variance Spanning
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  • 2012 Are normative models in Finance realistic?
    by David Peón & Manel Antelo

  • 2012 Portfolio choice and private information: A note
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  • 2012 Stocks, Commodities and Business Cycle Fluctuations – Seeking the Diversification Benefits
    by Radoslaw Kurach

  • 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 Une évaluation économique du risque de modèle pour les investisseurs de long terme
    by Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

  • 2012 Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE
    by Bekir Elmas

  • 2012 Market Correlation, Market Returns And Portfolio Implication
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  • 2012 Holdings of French investment funds
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  • 2012 Ce que détiennent les OPCVM français
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  • 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
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  • 2012 Consumer protection and investment services: towards a new regulatory approach
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  • 2012 Wealth management industry in search of new demand-driven models
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  • 2012 Wealth and individual behaviors among financial need, bias and misbelief
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  • 2012 Endogenous Extreme Events and the Dual Role of Prices
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  • 2012 Taxes and Investment Choice
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  • 2012 Consumption-Based Asset Pricing Models
    by Rajnish Mehra

  • 2012 Regime Changes and Financial Markets
    by Andrew Ang & Allan Timmermann

  • 2012 Efficient Markets and the Law: A Predictable Past and an Uncertain Future
    by Henry T.C. Hu

  • 2012 Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach
    by Kusdhianto SETIAWAN

  • 2012 A New Genetic Algorithm To Solve Knapsack Problems
    by Derya TURFAN & Cagdas Hakan ALADAG & Ozgur YENIAY

  • 2012 Evaluating the Impact of Working Capital Management Components on Corporate Profitability: Evidence from Indian Manufacturing Firms
    by Sarbapriya Ray

  • 2012 International Portfolio Allocation under Model Uncertainty
    by Pierpaolo Benigno & Salvatore Nistic�

  • 2011 Portfolio optimization using forward-looking information
    by Kempf, Alexander & Korn, Olaf & Saßning, Sven

  • 2011 Window dressing in mutual funds
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  • 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 Managing commodity price volatility
    by Brière, Marie

  • 2011 The Performance of Islamic Investment: The case of Dow Jones Islamic Indexes
    by Jouaber, Kaouther & Ben Salah, Meriem & Rigobert, Marie-Josèphe

  • 2011 How can defined contribution pension plans benefit from momentum and mean reversion ?
    by Chetouane, Mabrouk

  • 2011 Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate
    by Lépinette-Denis, Emmanuel & Darses, Sébastien

  • 2011 Bourse et gestion de portefeuille
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  • 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
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  • 2011 Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
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  • 2011 Tracking Problems, Hedge Fund Replication, and Alternative Beta
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  • 2011 Indexation as Primary Target for Pension Funds: Implication for Portfolio Management
    by Gallo, Angela

  • 2011 Asset Allocation: Mass Production or Mass Customization?
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  • 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
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  • 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 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 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 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 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 Dynamics of Entrepreneurship under Incomplete Markets
    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 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 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 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 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 Owner-occupied housing as an investment, regional house price cycles and residential sorting
    by Haavio, Markus & Kauppi , Heikki

  • 2011 Descriptive analysis of Finnish equity, bond and money market returns
    by Nyberg, Peter & Vaihekoski, Mika

  • 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. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-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 High Leverage and Willingness to Pay: Evidence from the Residential Housing Market
    by Ben-David, Itzhak

  • 2011 Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?
    by Ben-David, Itzhak & Hirshleifer, David

  • 2011 Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors
    by Bakshi, Gurdip & Chabi-Yo, Fousseni

  • 2011 Shunning Uncertainty: The Neglect of Learning Opportunities
    by Trautmann, Stefan T. & Zeckhauser, Richard J.

  • 2011 Pricing of real estate specific market risks for worldwide 66 countries
    by Lieser, Karsten

  • 2011 The determinants of international commercial real estate investments
    by Lieser, Karsten & Groh, Alexander P.

  • 2011 Twin picks: disentangling the determinants of risk-taking in household portfolios
    by Calvet, Laurent-Emmanuel & Sodini, Paolo

  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang

  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang

  • 2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
    by Bin Zhang

  • 2011 Fuel mix characteristics and expected stock returns of European power companies
    by Malte Sunderkötter

  • 2011 Mean-Variance optimization of power generation portfolios under uncertainty in the merit order
    by Malte Sunderkötter & Christoph Weber

  • 2011 Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
    by Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

  • 2011 International Diversification During the Financial Crisis: A Blessing for Equity Investors?
    by Robert Vermeulen

  • 2011 Can the Longevity Risk Alleviate the Annuitization Puzzle? Empirical Evidence from Dutch Data
    by Federica Teppa

  • 2011 Investment risk taking by institutional investors
    by Janko Gorter & Jacob A. Bikker

  • 2011 Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands
    by Rob Alessie & Maarten van Rooij & Annamaria Lusardi

  • 2011 Macro and micro drivers of house price dynamics: An application to Dutch data
    by Gabriele Galati & Federica Teppa & Rob Alessie

  • 2011 Systematic risk under extremely adverse market condition
    by Maarten van Oordt & Chen Zhou

  • 2011 Does Gender Affect Investors' Appetite for Risk?: Evidence from Peer-to-Peer Lending
    by Nataliya Barasinska

  • 2011 Do investors care about noise trader risk?
    by Francisca Beer & Mohamad Watfa & Mohamed Zouaoui

  • 2011 Existe-t-il un univers de benchmarks pour les Hedge Funds?
    by Kamel Laaradh & Nesrine Samet

  • 2011 Is Sentiment Risk Priced by Stock Market?
    by Francisca Beer & Mohamed Wafta & Mohamed Zouaoui

  • 2011 Investment in Microfinance Equity : Risk, Return, and Diversification Benefits
    by Szafarz, Ariane & Brière, Marie

  • 2011 Inflation-hedging Portfolios in Different Regimes
    by Brière, Marie & Signori, Ombretta

  • 2011 Viabilist and Tychastic Approaches to Guaranteed ALM Problem
    by Aubin, Jean-Pierre & Chen, Luxi & Dordan, Olivier & Saint-Pierre, Patrick

  • 2011 Optimal Portfolio Liquidation with Limit Orders
    by Guéant, Olivier & Lehalle, Charles-Albert & Tapia, Joaquin Fernandez

  • 2011 Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
    by Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing

  • 2011 Multivariate Utility Maximization with Proportional Transaction Costs
    by Owen, Mark & Campi, Luciano

  • 2011 Risky Curves: From Unobservable Utility to Observable Opportunity Sets
    by Daniel Friedman & Shyam Sunder

  • 2011 Endogenous Leverage: VaR and Beyond
    by Ana Fostel & John Geanakoplos

  • 2011 Asset Prices and Hyperbolic Discounting
    by Liutang Gong & William Smith & Heng-fu Zou

  • 2011 Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism
    by Jizheng Huang & Heng-fu Zou

  • 2011 Entropy and the value of information for investors
    by Antonio Cabrales & Olivier Gossner & Roberto Serrano

  • 2011 Good deals in markets with frictions
    by Alejandro Balbás & Beatriz Balbás & Raquel Balbás

  • 2011 CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure
    by Alejandro Balbás & Beatriz Balbás & Raquel Balbás

  • 2011 Financial Literacy and Retirement Planning in View of a Growing Youth Demographic: The Russian Case
    by Leora Klapper & Georgios A. Panos

  • 2011 Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands
    by Rob Alessie & Maarten van Rooij & Annamaria Lusardi

  • 2011 Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals
    by Jang Schiltz & Marc Boissaux

  • 2011 Pricing Liquidity Risk with Heterogeneous Investment Horizons
    by Beber, Alessandro & Driessen, Joost & Tuijp, Patrick

  • 2011 Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis
    by Acharya, Viral V & Mora, Nada

  • 2011 When Bonds Matter: Home Bias in Goods and Assets
    by Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier

  • 2011 Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
    by Jeske, Karsten & Krueger, Dirk & Mitman, Kurt

  • 2011 The delegated Lucas tree
    by Kaniel, Ron & Kondor, Péter

  • 2011 Learning From Stock Prices and Economic Growth
    by Peress, Joël

  • 2011 Asset Pricing under Rational Learning about Rare Disasters
    by Koulovatianos, Christos & Wieland, Volker

  • 2011 Capital Flows, Push versus Pull Factors and the Global Financial Crisis
    by Fratzscher, Marcel

  • 2011 Regime Changes and Financial Markets
    by Ang, Andrew & Timmermann, Allan G

  • 2011 On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    by Patton, Andrew J & Ramadorai, Tarun

  • 2011 Strategic Asset Allocation in Money Management
    by Basak, Suleyman & Makarov, Dmitry

  • 2011 The more we know on the fundamental, the less we agree on the price
    by Kondor, Péter

  • 2011 Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System
    by Cukierman, Alex & Izhakian, Yehuda

  • 2011 The Tax Benefit of Income Smoothing
    by Rydqvist, Kristian & Schwartz, Steven & Spizman, Joshua

  • 2011 Dynamic Hedging in Incomplete Markets: A Simple Solution
    by Basak, Suleyman & Chabakauri, Georgy

  • 2011 Idiosyncratic Return Volatility in the Cross-Section of Stocks
    by Kang, Namho & Kondor, Péter & Sadka, Ronnie

  • 2011 Individual Investor Trading and Return Patterns around Earnings Announcements
    by Kaniel, Ron & Liu, Shuming & Saar, Gideon & Titman, Sheridan

  • 2011 Optimal portfolio allocation for corporate pension funds
    by McCarthy, David & Miles, David K

  • 2011 Retirement Flexibility and Portfolio Choice
    by Jan Bonenkamp & Yvonne Adema & Lex Meijdam

  • 2011 Systemic risk across sectors; Are banks different?
    by Michiel Bijlsma & Sander Muns

  • 2011 Sufficient and necessary conditions for perpetual multi-assets exchange options
    by GAHUNGU, Joachim & SMEERS, Yves

  • 2011 Optimal time to invest when the price processes are geometric Brownian motions. A tentative based on smooth fit
    by GAHUNGU, Joachim & SMEERS, Yves

  • 2011 A Quasi-IRR for a Project Without IRR
    by Carlo Alberto Magni & Flavio Pressacco & Patrizia Stucchi

  • 2011 Addendum to "Average Internal Rate of Return and Investment Decisions: A New Perspective"
    by Carlo Alberto Magni

  • 2011 Supuestos Implícitos En La Utilización Del Capital Assets Pricing Model - Capm -Para El Cálculo Del Costo Del Capital Propio - Equity-
    by Carlos Arturo Gómez Restrepo & Mario García Molina

  • 2011 Foreign reserves´ strategic asset allocation
    by Carlos León & Daniel vela

  • 2011 Dynamic Correlations, Estimation Risk, And Porfolio Management During The Financial Crisis
    by Luis García-Álvarez & Richard Luger

  • 2011 Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis
    by Douglas James Hodgson & Aylin Seckin

  • 2011 The Performance of Socially Responsible Funds: Does the Screening Process Matter?
    by Gunther Capelle-Blancard & Stéphanie Monjon

  • 2011 Valuing high technology growth firms
    by Soenke Sievers & Jan Klobucnik

  • 2011 Diversification in Firm Valuation: A Multivariate Copula Approach
    by Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs

  • 2011 Wishful Thinking
    by Guy Mayraz

  • 2011 Multiplicative models of financial returns an what we fail to get when they are disregarded
    by Rodolfo Apreda

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 Household Debt in Seventeenth-Century Württemberg: Evidence from Personal Inventories
    by Ogilvie, S. & Küpker, M. & Maegraith, J.

  • 2011 Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India
    by Werner Boente & Ute Filipiak

  • 2011 Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
    by Pavel Bandarchuk & Jens Hilscher

  • 2011 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
    by M. Marzo & D. Ritelli & P. Zagaglia

  • 2011 A conditional CAPM; implications for the estimation of systematic risk
    by Alexandros E. Milionis & Dimitra K. Patsouri

  • 2011 Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach
    by Raúl Ibarra-Ramírez

  • 2011 Home bias in interbank lending and banks� resolution regimes
    by Michele Manna

  • 2011 Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis
    by Tabea Bucher-Koenen & Michael Ziegelmeyer

  • 2011 The Private Equity Premium Puzzle Revisited
    by Katya Kartashova

  • 2011 The Canadian Debt-Strategy Model: An Overview of the Principal Elements
    by David Jamieson Bolder & Simon Deeley

  • 2011 Heterogeneous discounting in consumption-investment problems. Time consistent solutions
    by Albert de-Paz & Jesus Marin-Solano & Jorge Navas

  • 2011 Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
    by Giulio PALOMBA & Luca RICCETTI

  • 2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
    by Luca RICCETTI

  • 2011 The Joint Dynamics of Equity Market Factors
    by Peter Christoffersen & Hugues Langlois

  • 2011 Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
    by Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez

  • 2011 Return Predictability, Model Uncertainty, and Robust Investment
    by Manuel Lukas

  • 2011 Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices
    by Rasmus Tangsgaard Varneskov

  • 2011 Conservatism in Corporate Valuation
    by Christian Bach

  • 2011 International Diversification Benefits with Foreign Exchange Investment Styles
    by Tim A. Kroencke & Felix Schindler & Andreas Schrimpf

  • 2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
    by Roxana Halbleib & Valeri Voev

  • 2011 Advanced Asset Pricing Theory
    by Chenghu Ma

  • 2011 THE KELLY CAPITAL GROWTH INVESTMENT CRITERION:Theory and Practice
    by

  • 2011 Rôle du signal prix du carbone sur les décisions d'investissement des entreprises
    by Hervé-Mignucci, Morgan

  • 2011 Comparing and selecting performance measures using rank correlations
    by Caporin, Massimiliano & Lisi, Francesco

  • 2011 Building an Optimal Portfolio Consisting of two Assets and Its Efficient Frontier
    by Florentin SERBAN & Mihail BUSU

  • 2011 The Need for Market Regulations and Hedge Funds Performance
    by Carmen CORDUNEANU & Daniela Liliana TURCAS

  • 2011 Appetite For Risk Of The Bank (Ii)
    by Manolescu, Gheorghe

  • 2011 Appetite For Risk Of The Bank (I)
    by Manolescu, Gheorghe

  • 2011 Economic Returns and Risks to Investment in Education: An Application of the Multifactor CAPM
    by Antonios Athanassiadis

  • 2011 The Determinants of Cash Flows in Greek Bond Mutual Funds
    by Christos Grose

  • 2011 The Macroeconomic Variables And Stock Returns In Pakistan: The Case Of Kse100 Index
    by Nadeem SOHAIL & Hussain ZAKIR

  • 2011 Equity Home Bias Puzzle Between Macro-Finance Interface And Risk-Factors Interference
    by Mongi ARFAOUI & Ezzeddine ABAOUB

  • 2011 Two New Measures Of Household-Level Investment Risk
    by Laurence G. TAFF

  • 2011 Investigation of: "Shopping in the Market-beta Mall"
    by Edward J. LUSK & Michael HALPERIN & Niya STEFANOVA & Atanas TETIKOV

  • 2011 Diversification of Investment Portfolios as an Instrument Used by Institutional Investors in the Capital Management Process
    by Pawe³ Trippner

  • 2011 The Quality Services Vector - A Performance Source For The Banks In Romania
    by Dragoi Violeta & Constantinescu Lucretia Mariana

  • 2011 Russian Federation’S Investments In Romania: The Case Of Lukoil
    by Ion PLUMB & Andreea ZAMFIR

  • 2011 Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
    by Mansor, Ibrahim H.

  • 2011 A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries
    by Su, Chi Wei & Chang, Hsu Ling & Zhu, Meng Nan

  • 2011 Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market
    by Todea, Alexandru & Zoicas Ienciu, Adrian

  • 2011 Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
    by Owyong, David

  • 2011 Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets
    by Yorulmaz, Ozlem

  • 2011 Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets
    by Meric, Ilhan & Gishlick, Herbert E. & Taga, Leonore S. & Meric, Gulser

  • 2011 Direct investment strategies of Austrian companies in Romania.A comparative study
    by Diana Arjoca

  • 2011 The Role of Investment Funds in Romania
    by Delia-Elena Diaconasu & Alexandru Asavoaei

  • 2011 Learning, Ambiguity and Life-Cycle Portfolio Allocation
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  • 2011 Optimal Investment For Institutional Investors Under Value-At-Risk Constraints In Chinese Stock Markets
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  • 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
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  • 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 Herding the Mutual Fund Managers in the Athens Stock Exchange
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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 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 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 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
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  • 2011 CAPM option pricing
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  • 2011 Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?
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  • 2011 Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology’s prospects in view of the new regulatory framework
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  • 2011 Disclosed corporate responses to climate change and stock performance: An international empirical analysis
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  • 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
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  • 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
    by Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro

  • 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
    by Tamara Teplova & Evgeniya Shutova

  • 2011 Einkommens- und Vermögenssituation der Babyboomer
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  • 2011 Les annonces de notations extrafinancières véhiculent-elles une information au marché?
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  • 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
    by Ke Pang

  • 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 FX strategies in periods of distress
    by Jacob Gyntelberg & Andreas Schrimpf

  • 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
    by Rosa Adamo & Domenica Federico & Antonella Notte

  • 2011 A robust risk-based approach in portfolio management
    by Riccardo Cesari & Anna Grazia Quaranta

  • 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
    by Dan ARMEANU & Andreea NEGRU

  • 2011 Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts
    by Russ Wermers

  • 2011 Global Asset Pricing
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  • 2011 The Economics of Mutual Funds
    by David K. Musto

  • 2011 Comparison Of Investment Style: An Application On Share Weighted Funds Trading In Turkey
    by Turhan Korkmaz & Hasan Uygurturk

  • 2011 The Influence Of The Macroeconmic Situation In The Value Of The Sytematic Credit Risk In Albania. An Statistical Analysis
    by Anila Mançka

  • 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 "
    by Sorin Gabriel Anton

  • 2011 The Degree Of Financial Education At The Romanian People
    by Laura Daniela TANASE (ROSCA)

  • 2010 Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa
    by Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere

  • 2010 Gestion de portefeuille et théorie des marchés financiers (3è ed.)
    by Leutenegger, Marie-Agnès

  • 2010 Heurs et malheurs de l'investissement à long terme : l'exemple de Solvency II
    by Lorenzi, Jean-Hervé

  • 2010 Instruments financiers dérivés
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  • 2010 Long-Term Risk Management For Utility Companies: The Next Challenges
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  • 2010 Portfolio management under risk contraints - Lectures given at MITACS-PIMS-UBC Summer School in Risk Management and Risk Sharing
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  • 2010 The Role of Nuclear Power in Reducing Risk of the Fossil Fuel Prices and Diversity of Electricity Generation in Tunisia: A Portfolio Approach
    by Souissi, Jomâa & Chaton, Corinne & Aloui, Chaker & Abdelhamid, Mohamed

  • 2010 Socially Responsable Investing: Myths and Realities
    by Monjon, Stéphanie & Capelle Blancard, Gunther

  • 2010 Model for Use of Monte Carlo Simulations in Business Valuation
    by Daniel MANATE & Pavel FARCAS

  • 2010 A critique of Alan Greenspan’s retrospective on the crisis
    by Stein, Jerome

  • 2010 Unwrapping Fund Expenses: What are You Paying For?
    by Jacobsen, Brian

  • 2010 The time-varying risk of listed private equity
    by Kaserer, Christoph & Lahr, Henry & Liebhart, Valentin & Mettler, Alfred

  • 2010 Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude
    by Gilli, Manfred & Schumann, Enrico

  • 2010 Thou shalt buy ‘simple’ structured products only
    by Vanduffel, Steven

  • 2010 The Impact of Financial Crisis on Investors’ Risk Aversion. Evidence on Romanian Capital Market
    by Păun Cristian

  • 2010 Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz
    by Henry Dannenberg

  • 2010 Erklärt das Zyklusbeta Aktienrenditen?
    by Beatrice Bieri & Klaus Spremann

  • 2010 İstanbul Menkul Kıymetler Borsası’nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü
    by Aslı YÜKSEL & Aydın YÜKSEL & Mete DOĞANAY

  • 2010 Criterios de decisión de inversión en fondos monetarios
    by Andreu, Laura & Ortiz, Cristina & Sarto, José Luis

  • 2010 ¿Influyen los tigres asiáticos en el comportamiento gregario español?
    by Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra

  • 2010 Downside risk optimization in securitized real estate markets
    by Kroencke, Tim Alexander & Schindler, Felix

  • 2010 Multiple tests for the performance of different investment strategies
    by Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof

  • 2010 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation
    by Frahm, Gabriel

  • 2010 Implied rates of return, the discount rate effect, and market risk premia
    by Breuer, Wolfgang & Gürtler, Marc

  • 2010 Safety-first portfolio optimization: Fixed versus random target
    by Singer, Nico

  • 2010 Alan Greenspan, the quants and stochastic optimal control
    by Stein, Jerome L.

  • 2010 Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen
    by Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail

  • 2010 Investing in times of inflation fears: Diversification properties of investments in liquid real assets
    by Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor

  • 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
    by Kräussl, Roman & Lucas, André & Siegmann, Arjen

  • 2010 Optimal life cycle portfolio choice with housing market cycles
    by Marekwica, Marcel & Stamos, Michael Z.

  • 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
    by Kraeussl, Roman & Wiehenkamp, Christian

  • 2010 The influence of buy-side analysts on mutual fund trading
    by Frey, Stefan & Herbst, Patrick

  • 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?
    by Memmel, Christoph

  • 2010 Are there disadvantaged clienteles in mutual funds?
    by Jank, Stephan

  • 2010 Do specialization benefits outweigh concentration risks in credit portfolios of German banks?
    by Böve, Rolf & Düllmann, Klaus & Pfingsten, Andreas

  • 2010 Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
    by Memmel, Christoph

  • 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
    by Elisa Pagani

  • 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
    by Enrico G. De Giorgi & David B. Brown & Melvyn Sim

  • 2010 A unifying approach to the empirical evaluation of asset pricing models
    by Francisco Peñaranda & Enrique Sentana

  • 2010 Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads
    by Thomas Schroeder & Kwamie Dunbar

  • 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 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 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 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
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  • 2010 Eficácia do Uso da Estratégia de Investimento em Ações com Baixo Múltiplo Preço/Valor Patrimonial (PVPA) no Brasil
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  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
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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 A Volatility-Driven Asset Allocation (VDAA)
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  • 2010 Mean square error for the Leland-Lott hedging strategy: convex pay-offs
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  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos

  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos

  • 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 Comoment Risk and Stock Returns
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  • 2010 How to Construct Fundamental Risk Factors?
    by Marie Lambert & George Hübner

  • 2010 Aggregate Idiosyncratic Volatility
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  • 2010 Housing purchases and the dynamics of housing wealth
    by Bover, Olympia

  • 2010 Stockholding: Participation, Location, and Spillovers
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  • 2010 Who Invests in Home Equity to Exempt Wealth from Bankruptcy?
    by Corradin, Stefano & Gropp, Reint & Huizinga, Harry & Laeven, Luc

  • 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
    by Basak, Suleyman & Makarov, Dmitry

  • 2010 Differences in Portfolios across Countries: Economic Environment versus Household Characteristics
    by Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michalis

  • 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
    by Blake, David & Timmermann, Allan G & Tonks, Ian & Wermers, Russ

  • 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
    by Carlo Alberto Magni

  • 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
    by Carlo Alberto Magni

  • 2010 On the long-standing issue of the internal rate of return: a complete resolution
    by Carlo Alberto Magni

  • 2010 Average internal rate of return and investment decisions: A new perspective
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  • 2010 Portfolio Optimization and Long-Term Dependence
    by Carlos Eduardo León Rincón & Alejandro Reveiz

  • 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
    by M. Deidda

  • 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
    by Gunther Capelle-Blancard & Stéphanie Monjon

  • 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 Gauging the Path of Private Canadian Pensions: 2010 Update on the State of Defined Benefit and Defined Contribution Pension Plans
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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
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  • 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
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  • 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
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  • 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
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  • 2010 On the sub-optimality cost of immediate annuitization in DC pension funds
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  • 2010 Constrained portfolio choices in the decumulation phase of a pension plan
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  • 2010 On efficiency of mean-variance based portfolio selection in DC pension schemes
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  • 2009 Returns to private equity: idiosyncratic risk does matter!
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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 Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets
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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 Has the Basel II Accord Encouraged 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 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
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  • 2009 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
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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 Credit Risk, Default Loss, and the Economics of Bankruptcy
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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 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
    by Marie Briere & Bastien Drut

  • 2009 Valuing homeownership
    by Khalid Sekkat & Ariane Szafarz

  • 2009 Explaining House Price Fluctuations
    by Christian Hott

  • 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    by Peter C.B.Phillips & Jin Seo Cho & Chirok Han

  • 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    by Peter C.B.Phillips & Jin Seo Cho & Chirok Han

  • 2009 Stockholding: From Participation to Location and to Participation Spillovers
    by Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos

  • 2009 Household Economic Decisions under the Shadow of Terrorism
    by Dimitrios Christelis & Dimitris Georgarakos

  • 2009 Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks
    by Ryans Bartens & Shakill Hassan

  • 2009 Agricultural Risk Management through Community-Based Wildlife Conservation in Rural Zimbabwe
    by Edwin Muchapondwa & Thomas Sterner

  • 2009 The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis
    by Westner, Günther & Madlener, Reinhard

  • 2009 Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework
    by Westner, Günther & Madlener, Reinhard

  • 2009 Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology
    by Kraemer, Christian & Madlener, Reinhard

  • 2009 Hedge funds strategies -are they consistent?
    by Ribeiro, Mafalda & Santos, C. Machado

  • 2009 A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds
    by Galvani, Valentina & Behnamian, Aslan

  • 2009 Portfolio Diversification in Energy Markets
    by Galvani, Valentina & Plourde, Andre

  • 2009 Spanning with Zero-Price Investment Assets
    by Galvani, Valentina & Plourde, Andre

  • 2009 Trading Frequency and Volatility Clustering
    by Yi Xue & Ramazan Gencay

  • 2009 Hierarchical Information and the Rate of Information Diffusion
    by Yi Xue & Ramazan Gencay

  • 2009 Drivers of Fund Performance: A Panel Data Analysis
    by Franz Fuerst & George Matysiak

  • 2009 Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy
    by Franz Fuerst & Gianluca Marcato

  • 2009 Testing for periodically collapsing rational speculative bubbles in US REITs
    by Keith Anderson & Chris Brooks & Sotiris Tsolacos

  • 2009 On the economic benefit of utility based estimation of a volatility model
    by Adam Clements & Annastiina Silvennoinen

  • 2009 Disposition in the Carbon Market and Institutional Constraints
    by Leon Vinokur

  • 2009 Equity & Stock Analysis/Valuation
    by Hussain, Ashiq

  • 2009 Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
    by Anginer, Deniz & Yildizhan, Celim

  • 2009 Bayesian Portfolio Selection with Gaussian Mixture Returns
    by Qian, Hang

  • 2009 Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping
    by Gonzales, Rolando

  • 2009 Oil and portfolio risk diversification
    by Cifarelli, Giulio & Paladino, Giovanna

  • 2009 Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características
    by Torre-Gallegos, Antonio de la & Bellini, Edith

  • 2009 Minimizing Conditional Value-at-Risk under Constraint on Expected Value
    by Li, Jing & Xu, Mingxin

  • 2009 Optimal option pricing and trading: a new theory
    by Moawia, Alghalith

  • 2009 Investment, idiosyncratic risk, and ownership
    by Panousi, Vasia & Papanikolaou, Dimitris

  • 2009 Capital Taxation with Entrepreneurial Risk
    by Panousi, Vasia

  • 2009 Does seasonality persists in Indian stock markets?
    by Sasidharan, Anand

  • 2009 Price Earning Ratio and Market to Book Ratio
    by Khan, Muhammad Irfan

  • 2009 Islamic equity funds: an Italian perspective
    by Stefano, Collina

  • 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
    by Gerasimchuk, Ivetta & Ilyumzhinova, Kamila & Schorn, Alistair & Kraft, Georg & Smith, Kevin & Lottmann, Juergen & Eckstein, Mark & Khmeleva, Ekaterina & Perelet, Renat & Shvarts, Evgeny

  • 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
    by Giofré, Maela/M.

  • 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
    by Janda, Karel

  • 2009 A new stopping time and American option model: a solution to the free-boundary problem
    by Moawia, Alghalith

  • 2009 Optimal option pricing and trading: a new theory
    by Moawia, Alghalith

  • 2009 A new approach to stochastic optimization: the investment-consumption model
    by Moawia, Alghalith

  • 2009 General closed-form solutions to the dynamic optimization problem in incomplete markets
    by Moawia, Alghalith

  • 2009 Emerging Market Pension Funds and International Diversification
    by Pfau, Wade Donald

  • 2009 The Role of International Diversification in Public Pension Systems: The Case of Pakistan
    by Pfau, Wade Donald

  • 2009 Assessing the influence of spot price predictability on electricity futures hedging
    by Torro, Hipolit

  • 2009 Issues on Hedge Effectiveness Testing
    by Bunea-Bontaş, Cristina Aurora & Petre, Mihaela Cosmina & Culiţă, Gica

  • 2009 What determines IPO underpricing ? Evidence from a frontier market
    by Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila

  • 2009 How to adapt to changing markets: experience and personality in a repeated investment game
    by Hopfensitz, Astrid & Wranik, Tanja

  • 2009 Generalized Marginal Risk
    by Keel, Simon & Ardia, David

  • 2009 Characteristics of Japan’s Commodities Index and its Correlation with Stock Index
    by Yamori, Nobuyoshi

  • 2009 Disparity, Shortfall, and Twice-Endogenous HARA Utility
    by Walker, Todd & Haley, M. Ryan & McGee, M. Kevin

  • 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
    by Hopfensitz, Astrid

  • 2009 Behavior of Investors on a Multi-Asset Market
    by Steinbacher, Matjaz

  • 2009 US Industry-Level Returns and Oil Prices
    by Fan, Qinbin & Jahan-Parvar, Mohammad R.

  • 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 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
    by Massimiliano Caporin & Francesco Lisi

  • 2009 Structured Multivariate Volatility Models
    by Massimiliano Caporin & Paolo Paruolo

  • 2009 Asset markets can achieve efficiency in the directed search framework
    by Shoko Morimoto

  • 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
    by Pablo Antolín & Sandra Blome & David Karim & Stéphanie Payet & Gerhard Scheuenstuhl & Juan Yermo

  • 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 Allocation Funds
    by Wade D. Pfau

  • 2009 Lifecycle Funds and Wealth Accumulation for Retirement:Evidence for a More Conservative Asset Allocation as Retirement Approaches
    by Wade D. Pfau

  • 2009 How Do Retirees Value Life Annuities? Evidence from Public Employees
    by John Chalmers & Jonathan Reuter

  • 2009 When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009
    by Marcin Kacperczyk & Philipp Schnabl

  • 2009 Can Owning a Home Hedge the Risk of Moving?
    by Todd M. Sinai & Nicholas S. Souleles

  • 2009 On the Scholes Liquidation Problem
    by David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo

  • 2009 Risk Aversion and Clientele Effects
    by Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov

  • 2009 Mutual Fund Tax Clienteles
    by Clemens Sialm & Laura Starks

  • 2009 Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
    by Motohiro Yogo

  • 2009 The Determinants of Stock and Bond Return Comovements
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht

  • 2009 Costly Portfolio Adjustment
    by Yosef Bonaparte & Russell Cooper

  • 2009 Dynamic Trading with Predictable Returns and Transaction Costs
    by Nicolae B. Garleanu & Lasse H. Pedersen

  • 2009 Market Selection
    by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield

  • 2009 Default, Framing and Spillover Effects: The Case of Lifecycle Funds in 401(k) Plans
    by Olivia S. Mitchell & Gary R. Mottola & Stephen P. Utkus & Takeshi Yamaguchi

  • 2009 Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
    by Jingjing Chai & Wolfram Horneff & Raimond Maurer & Olivia S. Mitchell

  • 2009 Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry
    by Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan

  • 2009 Inflation and the Stock Market:Understanding the "Fed Model"
    by Geert Bekaert & Eric Engstrom

  • 2009 Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
    by Andrew B. Abel & Janice C. Eberly & Stavros Panageas

  • 2009 Risk Shifting and Mutual Fund Performance
    by Jennifer Huang & Clemens Sialm & Hanjiang Zhang

  • 2009 CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
    by Zhi Da & Re-Jin Guo & Ravi Jagannathan

  • 2009 How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?
    by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian

  • 2009 Entrepreneurial Finance and Non-diversifiable Risk
    by Hui Chen & Jianjun Miao & Neng Wang

  • 2009 Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?
    by Ulrike Malmendier & Stefan Nagel

  • 2009 Are Stocks Really Less Volatile in the Long Run?
    by Lubos Pastor & Robert F. Stambaugh

  • 2009 International Portfolio Allocation under Model Uncertainty
    by Pierpaolo Benigno & Salvatore Nisticò

  • 2009 Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
    by John Y. Campbell & Adi Sunderam & Luis M. Viceira

  • 2009 Measuring the Financial Sophistication of Households
    by Laurent E. Calvet & John Y. Campbell & Paolo Sodini

  • 2009 A New Example of a Closed Form Mean-Variance Representation
    by Keith R. McLaren

  • 2009 Arbitrage and equilibrium with portofolio constraints
    by Bernard Cornet & Ramu Gopalan

  • 2009 Predicting Stock Returns in a Cross-Section : Do Individual Firm Characteristics Matter ?
    by Kateryna Shapovalova & Alexander Subbotin

  • 2009 A Risk Management Approach for Portfolio Insurance Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

  • 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?
    by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet

  • 2009 Accounting and economic measures:An integrated theory of capital budgeting
    by Carlo Alberto Magni

  • 2009 Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk
    by Costanza Torricelli

  • 2009 Differential Evolution and Combinatorial Search for Constrained Index Tracking
    by Thiemo Krink & Stefan Mittnik & Sandra Paterlini

  • 2009 Marriage and Other Risky Assets: A Portfolio Approach
    by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli

  • 2009 Auswirkungen der Finanzkrise auf die private Altersvorsorge
    by Börsch-Supan, Axel & Gasche, Martin & Ziegelmeyer, Michael

  • 2009 New Evidence on Taxes and Portfolio Choice
    by Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon

  • 2009 New Evidence on Taxes and Portfolio Choice
    by Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon

  • 2009 Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche
    by Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou

  • 2009 Robust Equilibrium Yield Curves
    by Isaac Kleshchelski & Nicolas Vincent

  • 2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis
    by Rousova, Linda

  • 2009 Building an Artificial Stock Market Populated by Reinforcement-Learning Agents
    by Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas

  • 2009 Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach
    by Tomas Ramanauskas

  • 2009 Symmetric vs. Downside Risk: Does It Matter for Portfolio Choice?
    by Olga Bourachnikova & Nurmukhammad Yusupov

  • 2009 Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods
    by Chiaki Hara

  • 2009 Arbitrage and Equilibrium with Portfolio Constraints
    by Bernard Cornet & Ramu Gopalan

  • 2009 Fundamental Uncertainty, Portfolio Choice, and Liquidity Preference Theory
    by Markus Pasche

  • 2009 Social Identity, Competition, and Finance: A Laboratory Experiment
    by Stefan Bauernschuster & Oliver Falck & Niels Daniel Grosse

  • 2009 Efficient Probit Estimation with Partially Missing Covariates
    by Conniffe, Denis & O'Neill, Donal

  • 2009 Efficient Probit Estimation with Partially Missing Covariates
    by Conniffe, Denis & O'Neill, Donal

  • 2009 Marriage and Other Risky Assets: A Portfolio Approach
    by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza

  • 2009 Marriage and Other Risky Assets: A Portfolio Approach
    by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza

  • 2009 Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz
    by Henry Dannenberg

  • 2009 Pricing executive stock options under employment shocks
    by Ángel León Valle & Antonio Vaello & Julio Carmona

  • 2009 Skewness preferences and asset selection: An experimental study
    by Tobias Bruenner & Rene Levinsk? & Jianying Qiu

  • 2009 New evidence on taxes and portfolio choice
    by Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon

  • 2009 Portfolio Selection in Multidimensional General and Partial Moment Space
    by Walter Briec & Kristiaan Kerstens

  • 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    by Jin Seo Cho & Chirok-Han & Peter C. B. Phillips

  • 2009 Rational Overconfidence and Social Security
    by Carsten Krabbe Nielsen

  • 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    by Chirok Han & Jin Seo Cho & Peter C. B. Phillips

  • 2009 A Puzzle in SRI - Stakeholders in the Mist
    by Jos Leys & Wim Van Opstal & Caroline Gijselinckx

  • 2009 Renting versus Owning and the Role of Income Risk: The Case of Germany
    by Rainer Schulz & Martin Wersing & Axel Werwatz

  • 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
    by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci

  • 2009 Measuring the effects of geographical distance on stock market correlation
    by Stefanie Eckel & Gunter Löffler & Alina Maurer & Volker Schmidt

  • 2009 Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality
    by Thomas Post

  • 2009 Combination of multivariate volatility forecasts
    by Alessandra Amendola & Giuseppe Storti

  • 2009 Economic Implications of Extreme and Rare Events
    by Chollete, Loran & Jaffee, Dwight

  • 2009 Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
    by Naes, Randi & Ødegaard, Bernt Arne

  • 2009 Oil Price Shocks and Stock Return Predictability
    by Sørensen, Lars Qvigstad

  • 2009 Dynamics in Systematic Liquidity
    by Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Nilsson, Birger

  • 2009 Corporate Distress and Restructuring with Macroeconomic Fluctuations: The Cases of GM and Ford
    by Oxelheim, Lars & Wihlborg, Clas

  • 2009 Agricultural Risk Management through Community-Based Wildlife Conservation in Rural Zimbabwe
    by Muchapondwa, Edwin & Sterner, Thomas

  • 2009 Lower Partial Moments as a measure of vulnerability to poverty in Cameroon
    by Witt, Rudolf & Waibel, Hermann

  • 2009 Climate Risk And Farming Systems In Rural Cameroon
    by Witt, Rudolf & Waibel, Hermann

  • 2009 Finance and Industrial Dynamics (In French)
    by Claude DUPUY (GREThA UMR CNRS 5113) & Matthieu MONTALBAN (GREThA UMR CNRS 5113) & Sylvain MOURA (GREThA UMR CNRS 5113)

  • 2009 Household Asset Portfolio Diversification: Evidence from the Household, Income and Labour Dynamics in Australia (HILDA) Survey
    by Andrew C. Worthington

  • 2009 The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence
    by Anup K. Basu & Michael E. Drew

  • 2009 Dynamic Lifecycle Strategies for Target Date Retirement Funds
    by Michael E. Drew & Anup Basu & Alistair Byrnes

  • 2009 Portfolio diversification: an experimental study
    by Zulia Gubaydullina & Markus Spiwoks

  • 2009 A survey-based choice experiment on coca cultivation
    by Marcela Ibanez & Fredrik Carlsson

  • 2009 Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model
    by Edwin Le Heron

  • 2009 International Diversification in Debt vs Equity
    by David Amdur

  • 2009 Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years
    by Giulio Cifarelli & Giovanna Paladino

  • 2009 Collaterality and the Housing Wealth Effect
    by Sheng Guo

  • 2009 The Investment Strategies of Sovereign Wealth Funds
    by Josh Lerner & Shai Bernstein & Antoinette Schoar

  • 2009 Investing into Microfinance Investment Funds
    by Karel Janda & Barbora Svárovská

  • 2009 The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment
    by Flavia Corneli

  • 2009 Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy
    by Andreas Ziegler & Timo Busch & Volker H. Hoffmann

  • 2009 Performance Evaluation of Balanced Pension Plans
    by Andreu, L. & Swinkels, L.A.P.

  • 2009 Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models
    by Rombouts, J.V.K. & Verbeek, M.J.C.M.

  • 2009 It Pays to Violate: How Effective are the Basel Accord Penalties?
    by da Veiga, B. & Chan, F. & McAleer, M.J.

  • 2009 VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
    by Hakim, A. & McAleer, M.J.

  • 2009 What Happened to Risk Management During the 2008-09 Financial Crisis?
    by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

  • 2009 Predicting Betas: Two new methods
    by Tusell Palmer, Fernando Jorge & Esteban González, María Victoria

  • 2009 Understanding portfolio efficiency with conditioning information
    by Francisco Peñaranda

  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Benjamin Chabot & Christopher J. Kurz

  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Benjamin Chabot & Christopher J. Kurz

  • 2009 Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption
    by Miksjuk Alexei

  • 2009 Means-Tested Income Support, Portfolio Choice And Decumulation In Retirement
    by Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen

  • 2009 Corporate Equality and Equity Prices: Doing Well While Doing Good?
    by Shihe Fu & Liwei Shan

  • 2009 That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
    by Chabot, Benjamin & Kurz, Christopher J.

  • 2009 Default Risk, Idiosyncratic Coskewness and Equity Returns
    by Chabi-Yo, Fousseni & Yang, Jun

  • 2009 Equity lending markets and ownership structure
    by Saffi, Pedro A.C. & Sturgess, Jason

  • 2009 The opportunity cost of capital of US buyouts
    by Groh, Alexander P. & Gottschalg, Oliver

  • 2009 Time-varying incentives in the mutual fund industry
    by Olivier, Jacque & Tay, Anthony

  • 2009 Liquidity cycles and make/take fees in electronic markets
    by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene

  • 2009 South-South FDI vs North-South FDI : A Comparative Analysis in the Context of India
    by Subhasis Bera & Shikha Gupta

  • 2009 Valuing fuel diversification in optimal investment policies for electricity generation portfolios
    by Malte Sunderkoetter & Christoph Weber

  • 2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière
    by Salem Boubakri

  • 2009 Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models
    by Sabrina Khanniche

  • 2009 Media Bias in Financial Newspapers: Evidence from Early 20th Century France
    by Vincent Bignon & Antonio Miscio

  • 2009 The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis
    by Michel Aglietta & Ludovic Moreau & Adrian Roche

  • 2009 Sovereign Bonds and Socially Responsible Investment
    by Bastien Drut

  • 2009 Is Contagion in the Eye of the Beholder?
    by Mark Mink

  • 2009 The pungent smell of Red Herrings; Subsoil assets, rents, volatility and the resource curse
    by Frederick van der Ploeg & Steven Poelhekke

  • 2009 Are banks too big to fail?
    by Chen Zhou

  • 2009 Stock Market Expectations of Dutch Households
    by Michael Hurd & Maarten van Rooij & Joachim Winter

  • 2009 An institutional evaluation of pension funds and life insurance companies
    by Dirk Broeders & An Chen & Birgit Koos

  • 2009 Dependence structure of risk factors and diversification effects
    by Chen Zou

  • 2009 Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice
    by Arie Kapteyn & Federica Teppa

  • 2009 Pension fund sophistication and investment policy
    by Jan de Dreu & Jacob Bikker

  • 2009 Weather and Financial Risk-Taking: Is Happiness the Channel?
    by Cahit Guven

  • 2009 Testing for Convergence in Stock Markets: A Non-linear Factor Approach
    by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin

  • 2009 Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?
    by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer

  • 2009 Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?
    by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer

  • 2009 Weather and Financial Risk-Taking: Is Happiness the Channel?
    by Cahit Guven

  • 2009 Financial Risk Aversion and Household Asset Diversification
    by Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan

  • 2009 Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?
    by Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer

  • 2009 Sovereign Risk in International Bond Markets and Nonconvergence
    by Volker Böhm & George Vachadze

  • 2009 Volatility as an Asset Class for Long-Term Investors
    by Burgues, Alexander & Signori, Ombretta & Brière, Marie

  • 2009 The Revenge of Purchasing Power Parity on Carry Trades during Crises
    by Drut, Bastien & Brière, Marie

  • 2009 Do Inflation-Linked Bonds Still Diversify ?
    by Brière, Marie & Signori, Ombretta

  • 2009 Quantifying the reversibility phenomenon for the repeat-sales index
    by Simon, Arnaud

  • 2009 Microfondements du canal étroit du crédit bancaire : le motif de précaution
    by Ramos-Tallada, Julio

  • 2009 Microfondements du canal étroit du crédit bancaire : le motif de précaution. Modèle de comportement d’une banque confrontée à un risque de liquidité et à une offre de financement externe imparfaitement élastique
    by Ramos-Tallada, Julio

  • 2009 How does the Introduction of an ETF Market with Liquidity Providers Impact the Liquidity of the Underlying Stocks?
    by Platten, Isabelle & Gresse, Carole & De Winne, Rudy

  • 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    by Jin Seo Cho & Chirok Han & Peter C.B. Phillips

  • 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    by Chirok Han & Jin Seo Cho & Peter C.B. Phillips

  • 2009 Estimation of tail thickness parameters from GJR-GARCH models
    by Emma M. Iglesias & Oliver Linton

  • 2009 Evaluating Value-at-Risk models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

  • 2009 Two-sided career concern and financial equilibrium
    by Yolanda Portilla

  • 2009 Compatibility between pricing rules and risk measures: The CCVaR
    by Alejandro Balbás & Raquel Balbás

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  • 2008 Performancemessung: Theoretische Maße und empirische Umsetzung mit VBA
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  • 2008 The Asset Portfolios of Native-Born and Foreign-Born Households
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  • 2007 Decomposition of the realized rate of return on investment in fixed-income securities
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  • 2007 What Explains the Wealth Gap between Immigrants and the New Zealand Born?
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  • 2007 Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance
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  • 2007 Efficient Portfolios when Housing Needs Change over the Life-Cycle
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  • 2007 The Private Value of Public Pensions
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  • 2007 Estimating heterogeneous costs of participation in the risky asset markets
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  • 2007 Applying Markowitz's Critical Line Algorithm
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  • 2007 Socially Responsible Investments : Methodology, Risk Exposure and Performance
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  • 2007 Socially Responsible Investments : Methodology, Risk and Performance
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  • 2007 Crisis-Robust Bond Portfolios
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  • 2007 Performance evaluation of portfolio insurance strategies using stochastic dominance criteria
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  • 2007 Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory
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  • 2007 The Death of the Overreaction Anomaly? A Multifactor Explanation of Contrarian Returns
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  • 2007 M of a kind: A Multivariate Approach at Pairs Trading
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  • 2007 Mutual Funds and Segregated Funds: A Comparison
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  • 2007 Residual income and value creation: An investigation into the lost-capital paradigm
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  • 2007 The Money Demand with Random Output and Limited Access to Debt
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  • 2007 Risk and Return on Uganda's stock exchange
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  • 2007 A Sum&Discount method for appraising firms:An illustrative example
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  • 2007 Investment decisions, equivalent risk and bounded rationality
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  • 2007 CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation
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  • 2007 The Accrual Anomaly: Risk or Mispricing?
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  • 2007 high level of international risk sharing when the productivity growth contains long run risk
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  • 2007 Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model
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  • 2007 Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information
    by Kazuhiro Takino

  • 2007 Policy evaluation of Public Financial Institutions from the view points of flow of funds
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  • 2007 Estimating Macro-statistics of Inter-institutional Flow of Funds
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  • 2007 Risk Based Explanations of the Equity Premium
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    by Zoran Ivkovich & Scott Weisbenner

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  • 2007 Global Currency Hedging
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  • 2007 Optimal Asset Allocation in Asset Liability Management
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  • 2007 Money in Motion: Dynamic Portfolio Choice in Retirement
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  • 2007 The Valuation Channel of External Adjustment
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  • 2007 Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
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  • 2007 Who Chooses Defined Contribution Plans?
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  • 2007 The determinants of stock and bond return comovements
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  • 2007 Investigating value and growth : what labels hide ?
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  • 2007 Corruption, Uncertainty And Growth
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  • 2007 Population ageing, household portfolios and financial asset returns: A survey of the literature
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  • 2007 A Sum&Discount Method for Appraising Firms: An Illustrative Example
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  • 2007 A Sum&Discount Method for Appraising Firms: An Illustrative Example
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  • 2007 Bond Immunization and Exchange Rate Risk: Some Further Considerations
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  • 2007 On the use of data envelopment analysis in hedge fund performance appraisal
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  • 2007 ICAPM with time-varying risk aversion
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  • 2007 Dynamic Effects of Increasing Heterogeneity in Financial Markets
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  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
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  • 2007 Firms vs. insiders as traders of last resort
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  • 2007 The dog that did not bark: Insider trading and crashes
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  • 2007 Risk exchange as a market or production game
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  • 2007 Dependence Structure and Portfolio Diversification on Central European Stock Markets
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  • 2007 Relative Risk Aversion And The Transmission Of Financial Crises
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  • 2007 Exploiting Predictability in International Anomalies
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  • 2007 Portfolio Optimization In Electricity Trading With Limited Liquidity
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  • 2007 Investing in Mixed Asset Portfolios: the Ex-Post Performance
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  • 2007 International Diversification and Labor Income Risk
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  • 2007 Advance Information and Asset Prices
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  • 2007 Fiddling with Value: Violins as an Investment?
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  • 2007 Duality in Mean-Variance Frontiers with Conditioning Information
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  • 2007 International Portfolios with Supply, Demand and Redistributive Shocks
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  • 2007 Sparse and Stable Markowitz Portfolios
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  • 2007 Optimal Portfolio Allocation for Corporate Pension Funds
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  • 2007 The Dog that Did Not Bark: Insider Trading and Crashes
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  • 2007 Finance and Efficiency: Do Bank Branching Regulations Matter?
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  • 2007 Optimal Beliefs, Asset Prices and the Preference for Skewed Returns
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  • 2007 Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
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  • 2007 A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change
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  • 2007 The Geography of Asset Trade and the Euro: Insiders and Outsiders
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  • 2007 Finance and Efficiency: Do Bank Branching Regulations Matter?
    by Acharya, Viral V & Imbs, Jean & Sturgess, Jason

  • 2007 The geography of asset trade and the euro: insiders and outsiders
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  • 2007 Indirect estimation of elliptical stable distributions
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  • 2007 En busca de algunos hechos estilizados del mercado financiero colombiano
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  • 2007 Duality In Mean-Variance Frontiers With Conditioning Information
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  • 2007 Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs
    by Pierre Bajgrowicz & Olivier Scaillet

  • 2007 Dynamic Option-Based Strategies under Downside Loss Averse Preferences
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  • 2007 Co-monotonicity of optimal investments and the design of structured financial products
    by Marc Oliver Rieger

  • 2007 Financial Market Equilibria With Cumulative Prospect Therory
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  • 2007 Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle
    by Ivan Jaccard

  • 2007 Aplicacao das Redes Neuronais Artificiais a Deteccao dos Mercados Euronext Mais Rentaveis
    by Paulo Horta & Carlos Mendes

  • 2007 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
    by Magdalena Morgese Borys

  • 2007 Factoring governance risk into investors´expected rates of return by means of a weighted average governance index
    by Rodolfo Apreda

  • 2007 Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis
    by Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh

  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
    by Pesaran, B. & Pesaran, M.H.

  • 2007 Stock market participation, portfolio choice and pensions over the life-cycle
    by Ball, S.

  • 2007 Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"
    by Naoto Shimoda & Yuko Kawai

  • 2007 Optimal stopping under ambiguity
    by Frank Riedel

  • 2007 Investors’ Decision To Trade Stocks – An Experimental Study
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  • 2007 Forced Portfolio Liquidation
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  • 2007 The forgone gains of incomplete portfolios
    by Monica Paiella

  • 2007 Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory
    by Orazio P. Attanasio & Monica Paiella

  • 2007 Efficiency of Lending Sectoral Allocation in Argentina
    by Ricardo Bebczukegui & Máximo Sangiácomo

  • 2007 Determinants of the Non-Performing Loans Portfolio in Argentine Banks
    by Ricardo Bebczuk & Máximo Sangiácomo

  • 2007 Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing
    by Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault

  • 2007 The relationship of capitalization period length with market portfolio composition and betas
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  • 2007 Socially Responsible Investment and Pro-social Change
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  • 2007 Are Economists More Likely to Hold Stocks?
    by Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid

  • 2007 Introduction to Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
    by Riccardo Rebonato

  • 2007 The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs
    by Horace W. Brock

  • 2007 Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries
    by Juan Pablo Domínguez H.

  • 2007 Two-fund separation in dynamic general equilibrium
    by Schmedders, Karl

  • 2007 Life Cycle Portfolio Choice: A Swiss Perspective
    by Florian Zainhofer

  • 2007 Portofolio Managament Approach in Trade Credit Decision Making
    by Michalski, Grzegorz

  • 2007 An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets
    by Zlotnik, Andrey

  • 2007 An Adaptive System of Decision Making for Financial Markets
    by Titov, Sergey

  • 2007 Asset Pricing with Idiosyncratic Risk and Overlapping Generations
    by Kjetil Storesletten & Chris Telmer & Amir Yaron

  • 2007 Uninsured Idiosyncratic Investment Risk and Aggregate Saving
    by George-Marios Angeletos

  • 2007 Increasing Returns to Savings and Wealth Inequality
    by Claudio Campanale

  • 2007 Racionalidad economica implicita en teoria financiera
    by Francisco Venegas-Martinez

  • 2007 Why Would Financial Bubbles Evolve After New Technologies?
    by Haim Kedar-Levy

  • 2007 Financial Capability of Austrian Households
    by Pirmin Fessler & Martin Schürz & Karin Wagner & Beat Weber

  • 2007 El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral
    by Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

  • 2007 A hitelpiac szerepe a hazai háztartások fogyasztási és megtakarítási döntéseiben
    by Bethlendi, András

  • 2007 The Impacts of Opening Margin Trading on Stock Return, Volatility and Turnover Rate in Taiwan
    by Dar-Hsin Chen & Chun-Da Chen & Chih-Min Lai

  • 2007 Mexican ADRs in the 90s: as good as expected?
    by Francois Boye

  • 2007 Industry Momentum at the End of the 20th Century
    by Christos I. Giannikos & Xiuqing Ji

  • 2007 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
    by Helena Chuliá & Hipòlit Torró

  • 2007 Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate
    by John Board & Charles Sutcliffe

  • 2007 Stock Market Participation: New Empirical Evidence from Italian Households'Behavior
    by Attilio Gardini & Alessandro Magi

  • 2007 Financial aspects of currency integration in CIS
    by Drobyshevsky Sergey & Polevoy D.

  • 2007 Marginal Conditional Stochastic Dominance Between Value and Growth
    by K. Victor Chow, Bih-Shuang Huang, Ou Hu

  • 2007 Índices de performance, gestión activa y eficiencia. Un análisis de sensitividad y del fenómeno de la persistencia
    by Fernando Gómez-Bezares Pascual & José Antonio Madariaga Ibarra & Javier Santibáñez Grúber & Amaia Apraiz Larragán

  • 2007 Un árbol de expansión mínima en la Bolsa Mexicana de Valores
    by Linda Margarita Medina Herrera & Ricardo Mansilla C.

  • 2007 Información privilegiada, administración de riesgos y utilidades esperadas: una aplicación al estudio de crisis cambiarias
    by Antonio Ruiz-Porras

  • 2007 Portfolio Selection under Parameter Uncertainty using a Predictive Distribution
    by Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin

  • 2007 Asset Prices and Hyperbolic Discounting
    by Liutang Gong & William Smith & Heng-fu Zou

  • 2007 The cattle crush strategy: trading opportunities for cattle producers
    by Nicolás Acevedo Vélez

  • 2007 Negociación de portafolios de acciones
    by JORGE HERNAN RESTREPO CORREA & EDUARDO ARTURO CRUZ TREJOS & PEDRO DANIEL MEDINA VARELA

  • 2007 El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral
    by María Isabel Restrepo & Diana Constanza Restrepo

  • 2007 Diversificación y valor en riesgo de un portafolio de acciones
    by Jaime Villamil

  • 2007 Global and regional financial integration: progress in emerging markets
    by Alicia Garcia-Herrero & Philip Wooldridge

  • 2007 The covered bond market
    by Frank Packer & Ryan Stever & Christian Upper

  • 2007 Financial investors and commodity markets
    by Dietrich Domanski & Alexandra Heath

  • 2007 La destination finale de l’épargne des ménages
    by RINCON, A.

  • 2007 La composition du patrimoine des ménages entre 1997 et 2003
    by GIRARDOT, P. (INSEE) & MARIONNET, D. (Banque de France)

  • 2007 The Statistic Analysis On The Returns Of The Bet, Cac 40 And Dow Jones Euro Stoxx 50 Portfolios
    by Viorica Chirila

  • 2007 Should More Romanian Companies Be Listed On The Stock Exchange?
    by Laura Giurca Vasilescu & Ekrem Tufan

  • 2007 Foreign Direct Investment Incentives
    by Constantin Sanda & Lupsa Dana

  • 2007 An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests
    by Collins G. Ntim & Kwaku K. Opong & Jo Danbolt

  • 2006 A Stochastic Programming Framework for International PortfolioManagement
    by Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios

  • 2006 Discrete-Time Implementation of Continuous-Time Portfolio Strategies
    by Beate Breuer & Nicole Branger & Christian Schlag

  • 2006 A Genetic Algorithm for UPM/LPM Portfolios
    by David Moreno & David Nawrocki & Ignacio Olmeda

  • 2006 Optimal banks behaviour and procyclicality
    by Chiara Pederzoli & Costanza Torricelli

  • 2006 Equity Culture and the Distribution of Wealth
    by Michael Haliassos & Dimitris Georgarakos & Yiannis Bilias

  • 2006 Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts
    by Alex Michaelides & Francisco Gomes & Valery Polkovnichenko

  • 2006 Computational Finance Techniques for Valuing Customers
    by David Colliings & Nicola Baxter

  • 2006 Asymmetric Information and the Lack of International Portfolio
    by Juan Carlos Hatchondo

  • 2006 Collateralized Borrowing And Life-Cycle Portfolio Choice
    by Paul Willen & Felix Kubler

  • 2006 Sovereign Default and Domestic Banking
    by Igor Livshits

  • 2006 Predictable returns and asset allocation: Should a skeptical investor time the market?
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2006 Towards a Measure of Financial Fragility
    by Dimitrios P Tsomocos

  • 2006 Managerial Preferences, Corporate Governance, and Financial Structure
    by Hong Liu & Jianjun Miao

  • 2006 The Venture Capital Cycle, 2nd Edition
    by Paul Gompers & Josh Lerner

  • 2006 Financial Risk Taking by Age and Birth Cohort
    by Nancy Ammon Jianakoplos & Alexandra Bernasek

  • 2006 The Case for Securitization of Credit in Iran
    by Homaifar , Ghassem A.

  • 2006 Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners?
    by Hatemi-J, Abdulnasser & Roca, Eduardo & Qiu, Jia Qiu

  • 2006 Türkiye’de ödemelerde nakit-kart ikamesi ve ATM nakit çekme işlemlerinin nakit talebi üzerindeki etkisi
    by Macide ÇİÇEK

  • 2006 Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama
    by M. Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN

  • 2006 Yapay sinir ağlarının portföy yönetiminde kullanılması
    by Hüseyin İNCE

  • 2006 Portföy büyüklüğünün portföy getirisi üzerindeki etkisi
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  • 2006 Türk Yatırımcısının Risk Tercihi
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  • 2006 Correlation and the Pension Protection Fund
    by Paul Sweeting

  • 2006 Quantifying the costs of investment limits for Chilean pension funds
    by Solange M. Berstein & Rómulo A. Chumacero

  • 2006 Resampling vs. Shrinkage for Benchmarked Managers
    by Michael Wolf

  • 2006 Portfolio selection with time constraints and a rational explanation of insufficient diversification and excessive trading
    by Dolzer, Armin & Nietert, Bernhard

  • 2006 Insider trading in Germany: Do corporate insiders exploit inside information?
    by Dymke, Björn M. & Walter, Andreas

  • 2006 Utility Functions of Equivalent Form and the Effect of Parameter Changes on Optimum Decision Making
    by Broll, Udo & Battermann, Harald L. & Wahl, Jack E.

  • 2006 Einsatz inflationsindexierter Anleihen im Asset-Liability-Management
    by Feilke, Franziska & Gürtler, Marc & Hibbeln, Martin

  • 2006 Analysis of CDM Projects' Portfolio in West African Economic and Monetary Union - Regional Baseline Assessment in Energy Sector. Case Study: Benin, Burkina Faso, Niger and Togo
    by Satoguina, Honorat

  • 2006 Heterogenität von Hedgefondsindizes
    by Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G.

  • 2006 Political Orientation of Government and Stock Market Returns
    by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr

  • 2006 Multiple Priors And No-Transaction Region
    by Kozhan, Roman

  • 2006 Stock Market Volatility around National Elections
    by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr

  • 2006 Credit cycles and macro fundamentals
    by Koopman, Siem Jan & Kräussl, Roman & Lucas, André

  • 2006 Revisiting the home bias puzzle: Downside equity risk
    by Campbell, Rachel A. & Kräussl, Roman

  • 2006 Optimal choice and beliefs with ex ante savoring and ex post disappointment
    by Gollier, Christian & Muermann, Alexander

  • 2006 Portfolio optimization when risk factors are conditionally varying and heavy tailed
    by Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan

  • 2006 Portfolio inertia and stock market fluctuations
    by Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michael

  • 2006 Multivariate normal mixture GARCH
    by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.

  • 2006 IPO investment strategies and pseudo market timing
    by Trauten, Andreas & Schulz, Roland C.

  • 2006 Real-time forecasting and political stock market anomalies: evidence for the U.S
    by Bohl, Martin T. & Döpke, Jörg & Pierdzioch, Christian

  • 2006 Real-time macroeconomic data and ex ante predictability of stock returns
    by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian

  • 2006 Fiskalische Transparenz und ökonomische Entwicklung: Der Fall Bosnien-Herzegowina
    by Teig, Michael

  • 2006 The Ordered Qualitative Model For Credit Rating Transitions
    by Joan Jasiak & D. Feng & C. Gourieroux

  • 2006 Financial Accelerator Effects in the Balance Sheets of Czech Firms
    by Roman Horváth

  • 2006 Are Household Portfolios Efficient? An Analysis Conditional on Housing
    by Loriana Pelizzon & Guglielmo Weber

  • 2006 Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models
    by Andreas Röthig & Carl Chiarella

  • 2006 Firms vs. insiders as traders of last resort
    by José M. Marín & Antoni Sureda-Gomila

  • 2006 The use of derivatives in the Spanish mutual fund industry
    by José M. Marín & Thomas A. Rangel

  • 2006 The dog that did not bark: Insider trading and crashes
    by José M. Marín & Jacques Olivier

  • 2006 Managing a 401(k) Account: An Experiment on Asset Allocation
    by James Sundali & Federico Guerrero

  • 2006 Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal
    by Pilar Abad & Sonia Benito

  • 2006 Applying Markowitz's Critical Line Algorithm
    by Andras Niedermayer & Daniel Niedermayer

  • 2006 “Demand for Private Annuities and Social Security: Consequences to Individual Wealth”
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  • 2006 The Performance of Private Equity Funds: Does Diversification Matter?
    by Lossen, Ulrich

  • 2006 Financial Contagion and Attention Allocation
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  • 2006 What Explains Household Stock Holdings?
    by Miquel Faig & Pauline Shum

  • 2006 A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions
    by Luis H. R. Alvarez & Teppo A. Rakkolainen

  • 2006 Optimal Portfolio Choice with Annuitization
    by Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M.

  • 2006 Correlated Risks: A Conflict of Interest Between Insurers and Consumers and Its Resolution
    by Patrick Eugster & Peter Zweifel

  • 2006 Efficient Electricity Portfolios for Switzerland and the United States
    by Boris Krey & Peter Zweifel

  • 2006 Stratégies d'investissement en actions et fonds à capital garanti
    by Roland Gillet & Isabelle Nagot & Ariane Szafarz

  • 2006 The Shapley decomposition for portfolio risk
    by Stéphane Mussard & Virginie Terraza

  • 2006 The Foregone Gains of Incomplete Portfolios
    by Monica Paiella

  • 2006 Rational Inattention, Portfolio Choice, and the Equity Premium
    by Yulei Luo

  • 2006 Profitability of Index-based Size and Style Rotation Strategies in the UK Equity Markets
    by Natasha Todorovic & Bhavesh Gokani

  • 2006 Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis
    by Carl Chiarella & Roberto Dieci & Tony He

  • 2006 Structural versus Temporary Drivers of Country and Industry Risk
    by L. BAELE & K. INGHELBRECHT

  • 2006 Learning Under Ambiguity
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  • 2006 Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data
    by Oikarinen, Elias

  • 2006 An Approach to Ecosystem-Based Fishery Management
    by Sanchirico, James N. & Smith, Martin D. & Lipton, Douglas W.

  • 2006 Search in Asset Markets
    by Ricardo Lagos & Guillaume Rocheteau

  • 2006 Stock market optimism and participation cost: a mean-variance estimation
    by Andrea Tiseno & Monica Paiella

  • 2006 International Capital Flows Returns and World Financial Integration
    by Martin D D Evans & Viktoria Hnatkovska

  • 2006 Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle
    by Ivan Jaccard

  • 2006 Investment, consumption and hedging under incomplete markets
    by Jianjun Miao & Neng Wang

  • 2006 The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios
    by Jacques Pezier & Anthony White

  • 2006 Financial Dollarization, the portfolio approach and expectations: evidence for Latin America (1995-2005)
    by Sanchez Alan

  • 2006 El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006
    by Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier

  • 2006 On a relationship between distorted and spectral risk measures
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  • 2006 CAPM-based capital budgeting and nonadditivity
    by Magni, Carlo Alberto

  • 2006 Zelig and the Art of Measuring Excess Profit
    by magni, Carlo Alberto

  • 2006 International Equity Flows and the Predictability of U.S. Stock Returns
    by Hartmann, Daniel & Pierdzioch, Christian

  • 2006 Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio
    by Kilic, Ekrem

  • 2006 Economic and Financial Crises and the Predictability of U.S. Stock Returns
    by Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian

  • 2006 Risk-based decisions on assets structure of a bank — partially observed economic conditions
    by Hałaj, Grzegorz

  • 2006 Stock Market Development, Capital Accumulation and Growth in India since 1950
    by Sarkar, Prabirjit

  • 2006 Investment and firm dynamics
    by D'Erasmo, Pablo

  • 2006 Implied correlation from VaR
    by Cotter, John & Longin, Francois

  • 2006 Long Term Risk Assessment in a Defined Contribution Pension System
    by Castaneda, Pablo

  • 2006 Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence
    by Basu, Anup & Drew, Michael

  • 2006 Political orientation of government and stock market returns
    by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz

  • 2006 Stock market volatiltity around national elections
    by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz

  • 2006 Flow of portfolio investment among the Muslim countries: modelling and possibilities
    by Mehar, Ayub

  • 2006 Disposition effect and gender
    by Newton, Da Costa Jr & Carlos, Mineto & Sergio, Da Silva

  • 2006 Información privilegiada, administración de riesgos y utilidades esperadas: Una aplicación de los juegos de señalización al estudio de crisis cambiarias
    by Ruiz-Porras, Antonio

  • 2006 New Patterns in International Portfolio Allocation and Income Smoothing
    by Faruk, Balli

  • 2006 Discount Rates in Emerging Capital Markets
    by Samuel Mongrut & Dídac Ramírez

  • 2006 The Roles of Temptation and Social Security in Explaining Individual Behavior
    by Alessandro Bucciol

  • 2006 Are Household Portfolios Efficient? An Analysis Conditional on Housing
    by Loriana Pelizzon & Guglielmo Weber

  • 2006 Optimal asset allocation based on utility maximization in the presence of market frictions
    by Alessandro Bucciol & Raffaele Miniaci

  • 2006 Additional Notes on the Comparative Statics of Constrained Optimization Problems
    by John Quah

  • 2006 Factors Behind Low Long-Term Interest Rates
    by Rudiger Ahrend & Pietro Catte & Robert W.R. Price

  • 2006 Additional Notes on the Comparative Statics of Constrained Optimization Problems
    by John Quah

  • 2006 Portfolio Choice when Managers Control Returns
    by Egil Matsen

  • 2006 Principle of Uncertain Future
    by Alexander Harin

  • 2006 A Rational Irrational Man?
    by Alexander Harin

  • 2006 Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
    by Markus K. Brunnermeier & Stefan Nagel

  • 2006 Information Cascades: Evidence from An Experiment with Financial Market Professionals
    by Jonathan E. Alevy & Michael S. Haigh & John List

  • 2006 Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk-Transfer
    by Darius Lakdawalla & George Zanjani

  • 2006 Is Home Bias in Assets Related to Home Bias in Goods?
    by Eric van Wincoop & Francis E. Warnock

  • 2006 Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
    by Karen K. Lewis

  • 2006 Simplification and Saving
    by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian

  • 2006 Illiquid Assets and Optimal Portfolio Choice
    by Eduardo S. Schwartz & Claudio Tebaldi

  • 2006 Foreign Participation in Local Currency Bond Markets
    by John D. Burger & Francis E. Warnock

  • 2006 The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings
    by Gene Amromin & Jennifer Huang & Clemens Sialm

  • 2006 Look at Me Now: What Attracts U.S. Shareholders?
    by John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock

  • 2006 Benchmarking Money Manager Performance: Issues and Evidence
    by Josef Lakonishok & Louis Chan & Stephen G. Dimmock

  • 2006 Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory
    by Orazio P. Attanasio & Monica Paiella

  • 2006 What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
    by Nicholas Barberis & Wei Xiong

  • 2006 How Household Portfolios Evolve After Retirement: The Effect of Aging and Health Shocks
    by Courtney Coile & Kevin Milligan

  • 2006 Financial Globalization, Governance, and the Evolution of the Home Bias
    by Bong-Chan Kho & René M. Stulz & Francis E. Warnock

  • 2006 The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle
    by Nicholas Barberis & Ming Huang

  • 2006 Determinants and Consequences of Bargaining Power in Households
    by Leora Friedberg & Anthony Webb

  • 2006 The Performance of International Equity Portfolios
    by Charles P. Thomas & Francis E. Warnock & Jon Wongswan

  • 2006 Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar
    by Elias Papaioannou & Richard Portes & Gregorios Siourounis

  • 2006 Collateralized Borrowing and Life-Cycle Portfolio Choice
    by Paul Willen & Felix Kubler

  • 2006 Sensation Seeking, Overconfidence, and Trading Activity
    by Mark Grinblatt & Matti Keloharju

  • 2006 International Diversification at Home and Abroad
    by Fang Cai & Francis E. Warnock

  • 2006 Portfolio Choice in a Monetary Open-Economy DSGE Model
    by Charles Engel & Akito Matsumoto

  • 2006 Optimal Decentralized Investment Management
    by Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen

  • 2006 Reconciling the Return Predictability Evidence
    by Martin Lettau & Stijn Van Nieuwerburgh

  • 2006 Is There Hedge Fund Contagion?
    by Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz

  • 2006 Investment Under Uncertainty and Time-Inconsistent Preferences
    by Steven R. Grenadier & Neng Wang

  • 2006 Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth
    by James Poterba & Joshua Rauh & Steven Venti & David Wise

  • 2006 Financial Globalization, Corporate Governance, and Eastern Europe
    by Rene M. Stulz

  • 2006 Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program
    by Olivier ROUSSE & Benoît SEVI

  • 2006 Heterogeneous Fundamentalists and Imitative Processes
    by Ahmad Naimzada & Giorgio Ricchiuti

  • 2006 Tax Incentives and Household Portfolios: A Panel Data Analysis
    by Sule Alan & S�ren Leth-Petersen

  • 2006 The Portfolio Choices of Hispanic Couples
    by Deborah A. Cobb-Clark & Vincent A. Hildebrand

  • 2006 Market Power, Survival and Accuracy of Predictions in Financial Markets
    by Patarick Leoni

  • 2006 How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds
    by Thomas J. Flavin

  • 2006 Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil
    by George Milunovich & Ronald D. Ripple

  • 2006 Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle
    by Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara

  • 2006 Die Modigliani/Miller-Theoreme und Ausschüttungspolitik
    by Wiese, Jörg

  • 2006 Which Optimal Design For LLDAs?
    by Marie Pfiffelmann

  • 2006 Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks
    by Chiaki Hara & James Huang & Christoph Kuzmics

  • 2006 Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules
    by Chiaki Hara & James Huang & Christoph Kuzmics

  • 2006 Tax Incentives and Household Portfolios: A Panel Data Analysis
    by Sule Alan & Søren Leth-Petersen

  • 2006 The Portfolio Choices of Hispanic Couples
    by Deborah A. Cobb-Clark & Vincent A. Hildebrand

  • 2006 The Portfolio Choices of Hispanic Couples
    by Cobb-Clark, Deborah A. & Hildebrand, Vincent A.

  • 2006 Cultura Financeira dos Investidores e Diversificação das Carteiras
    by Victor Mendes & Margarida Abreu

  • 2006 money demand and futures
    by Chiara Oldani

  • 2006 Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
    by Dirk Baur & Brian M. Lucey

  • 2006 Assets Returns Volatility and Investment Horizon: The French Case
    by Bec, Frédérique & Gollier, Christian

  • 2006 Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
    by Andrea Beltratti & Claudio Morana

  • 2006 A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties
    by Daniel Hernandez–Hernandez & Alexander Schied

  • 2006 Prospect Theory and Higher Moments
    by Ågren, Martin

  • 2006 Life-Cycle Housing and Portfolio Choice with Bond Markets
    by van Hemert, Otto

  • 2006 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
    by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner

  • 2006 Optimal Pension Insurance Design
    by Døskeland, Trond M. & Nordahl, Helge A.

  • 2006 Intergenerational Effects of Guaranteed Pension Contracts
    by Døskeland, Trond M. & Nordahl, Helge A.

  • 2006 A Dozen Consistent CAPM-Related Valuation Models - So Why Use the Incorrect One?
    by Ekern, Steinar

  • 2006 The Bright Side of Shiller-Swaps: A Solution to Inter-generational Risk-sharing
    by Carlsson, Evert & Erlandzon, Karl

  • 2006 Dynamic asset allocation and latent variables
    by Sørensen, Carsten & Trolle, Anders Bjerre

  • 2006 Institutional and Individual Sentiment: Smart Money and Noise Trader Risk
    by Schmeling, Maik

  • 2006 A Prospect-Theoretical Interpretation of Momentum Returns
    by Menkhoff, Lukas & Schmeling, Maik

  • 2006 Financial Integration, Macroeconomic Volatility and Welfare
    by Martin Evans and Viktoria Hnatkovska

  • 2006 Satisficing or Optimizing? - An Experimental Study
    by Werner Güth & Gerlinde Fellner & Ev Martin

  • 2006 Is Satisficing Absorbable? - An Experimental Study
    by Werner Güth & M. Vittoria Levati & Matteo Ploner

  • 2006 Task Transcending Satisficing - An Experimental Study
    by Werner Güth & Gerlinde Fellner & Ev Martin

  • 2006 Do Sophisticated Investors Believe in the Law of Small Numbers?
    by Baquero, G. & Verbeek, M.J.C.M.

  • 2006 Bayesian Model Averaging in the Presence of Structural Breaks
    by Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F.

  • 2006 Consistent measures of risk
    by Jon Danielsson & Jean-Pierre Zigrand & Bjørn N. Jorgensen & Mandira Sarma & C. G. de Vries

  • 2006 Towards a measure of financial fragility
    by Oriol Aspachs & Charles Goodhart & Dimitrios P. Tsomocos & Lea Zicchino

  • 2006 Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves
    by Andres Vesilind

  • 2006 International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios
    by Eiling, Esther & Gerard, Bruno & de Roon, Frans

  • 2006 Advertising and Portfolio Choice
    by Cronqvist, Henrik

  • 2006 Specification and Informational Issues in Credit Scoring
    by Kiefer, Nicholas M. & Larson, C. Erik

  • 2006 Money chasing deals and chasing money - the impact of supply and demand on buyout performance
    by Gottshalg, Oliver & Zipser, Daniel

  • 2006 Stock price informativeness, cross-listings and investment decisions
    by Foucault, Thierry & Gehrig, Thomas

  • 2006 The risk-adjusted performance of US buyouts
    by Groh, Alexander & Gottschalg, Oliver

  • 2006 The Geography of Asset Trade and the Euro: Insiders and Outsiders
    by Coeurdacier, Nicolas & Martin, Philippe

  • 2006 A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets
    by Coeurdacier, Nicolas & Guibaud, Stéphane

  • 2006 International Portfolio Diversification Is Better Than You Think
    by Coeurdacier, Nicolas & Guibaud, Stéphane

  • 2006 Do Trade Costs in Goods Market Lead to Home Bias in Equities?
    by Coeurdacier, Nicolas

  • 2006 Regulatory induced herding? Evidence from Polish pension funds
    by Zbigniew Kominek

  • 2006 Mutual Fund Performance in Pakistan, 1995-2004
    by Naim Sipra

  • 2006 Sector diversification during crises: a European perspective
    by Michel Beine & Pierre-Yves Preumont & Ariane Szafarz

  • 2006 Global Risk, Investment, and Emotions
    by Ronald Bosman & Frans van Winden

  • 2006 Forecasting Market Impact Costs and Identifying Expensive Trades
    by Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis

  • 2006 Valuation of Conditional Pension Liabilities and Guarantees under Sponsor Vulnerabilities
    by Dirk Broeders

  • 2006 Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work
    by Richard J. Agnello

  • 2006 A conditional approach to hedge fund risks
    by Teiletche, Jérôme & Pochon, Florent

  • 2006 Life cycle options and preferences
    by Legros, Florence

  • 2006 A super-replication theorem in Kabanov’s model of transaction costs
    by Campi, Luciano & Schachermayer, Walter

  • 2006 Les modèles d'évaluation des actifs financiers et les co-moments d'ordre trois et quatre
    by Lajili, Souad

  • 2006 Valuation of default sensitive claims under imperfect information
    by Jeanblanc, Monique & Geman, Hélyette & Coculescu, Délia

  • 2006 Investment, Consumption, and Hedging under Incomplete Markets
    by Jianjun Miao & Neng Wang

  • 2006 Intra-Daily FX Optimal Portfolio Allocation
    by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo

  • 2006 Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings
    by Yiannis Kamarianakis & Anastasios Xepapadeas

  • 2006 Direct Evidence of Dividend Tax Clienteles
    by Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian

  • 2006 International Stock Return Comovements
    by Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan

  • 2006 Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar
    by Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios

  • 2006 Selecting Copulas for Risk Management
    by Koedijk, Kees & Kole, Erik & Verbeek, Marno

  • 2006 Marketwide Private Information in Stocks: Forecasting Currency Returns
    by Albuquerque, Rui & de Francisco, Eva & Marques, Luis

  • 2006 Hedge Funds: Performance, Risk and Capital Formation
    by Fung, William & Hsieh, David A & Naik, Narayan & Ramadorai, Tarun

  • 2006 Optimal Asset Allocation and Risk Shifting in Money Management
    by Basak, Suleyman & Pavlova, Anna & Shapiro, Alex

  • 2006 Global Risk, Investment and Emotions
    by Bosman, R.A.J & van Winden, Frans A.A.M.

  • 2006 Estimation of stable distributions by indirect inference
    by GARCIA, René & RENAULT, Eric & VEREDAS, David

  • 2006 Intra-daily FX optimal portfolio allocation
    by BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick

  • 2006 The Determinants of Colombian Firm´s Debt-Asset Ratio (1997-2003)
    by Enrique PINZON GARCIA & Oscar M. VALENCIA ARANA

  • 2006 El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006
    by Mauricio A. Hernández Monsalve & Ramón Javier Mesa Callejas

  • 2006 Propuestas Dirigidas A Mejorar La Eficiencia De Los Fondos De Pensiones
    by Diego Jara

  • 2006 CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation
    by Simon A. BRODA & Marc S. PAOLELLA

  • 2006 Benchmarks in Aggregate Household Portfolios
    by Pascal St-Amour

  • 2006 On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
    by Terje Lensberg & Klaus Reiner Schenk-Hoppe

  • 2006 Finance and Efficiency: Do Bank Branching Regulations Matter?
    by Viral V. Acharya & Jean Imbs & Jason Sturgess

  • 2006 Model Combination and Stock Return Predictability
    by Matthias Hagmann & Joachim Loebb

  • 2006 The Economic Value of Distributional Timing
    by Eric Jondeau & Michael Rockinger

  • 2006 Demystifying Income Trusts
    by Rock Lefebvre & Amar Goomar

  • 2006 Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization
    by Elena Yusupova

  • 2006 Subsidiarity portfolios and separation compacts to enhance the governance of state-owned banks
    by Rodolfo Apreda

  • 2006 Ambiguity in Asset Markets: Theory and Experiment
    by Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame

  • 2006 Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms
    by Anna Zalewska

  • 2006 On Irreversible Investment
    by Xia Su & Frank Riedel

  • 2006 Survival Analysis of Hedge Funds
    by Naohiko Baba & Hiromichi Goko

  • 2006 Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility
    by George A. Christodoulakis & Stephen E Satchell

  • 2006 The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
    by Gabriele Galati & Philip D. Wooldridge

  • 2006 The Dog That Did Not Bark: Insider Trading and Crashes
    by Jacques Olivier & José M. Marin

  • 2006 The CAPM and the risk appetite index; theoretical differences and empirical similarities
    by Marcello Pericoli & Massimo Sbracia

  • 2006 The recent behaviour of financial market volatility
    by Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto Perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswamy & Michela Scatigna

  • 2006 The recent behaviour of financial market volatility
    by Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto Perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswamy & Michela Scatigna

  • 2006 Relative Performance, Risk and Entry in the Mutual Fund Industry
    by Gyöngyi Lóránth & Emanuela Sciubba

  • 2006 Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization
    by Tilke, Stephan

  • 2006 The Wealth of Mexican Americans
    by Deborah Cobb-Clark & Vincent A. Hildebrand

  • 2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
    by Giulio PALOMBA

  • 2006 Estimating the global Minimum Variance Portfolio
    by Alexander Kempf & Christoph Memmel

  • 2006 Manufacturing Growth
    by Moles, Peter

  • 2006 The Process of Forming Bank Credit and Deposit Portfolios
    by Babikov, Vladimir

  • 2006 Entry Costs and Stock Market Participation over the Life Cycle
    by Sule Alan

  • 2006 Stress testing credit risk: experience from the italian FSAP
    by Sebastiano Laviola & Juri Marcucci & Mario Quagliariello

  • 2006 Stress testing credit risk: experience from the italian FSAP
    by Sebastiano Laviola & Juri Marcucci & Mario Quagliariello

  • 2006 Optimal Portfolios In Defined Contribution Pension Systems
    by EDUARDO WALKER

  • 2006 Eleccion De Portafolio En Presencia De Mercados Iliquidos
    by LUIS FELIPE VARAS GREENE

  • 2006 Local Currency Bond Markets
    by John D. Burger & Francis E. Warnock

  • 2006 Portfolio Constraints and Contagion in Emerging Markets
    by Anna Ilyina

  • 2006 Austrian Households’ Financial Wealth: An Analysis Based on Microeconomic Data
    by Christian Beer & Peter Mooslechner & Martin Schürz & Karin Wagner

  • 2006 Piaţa de capital şi investiţiile
    by Radu Carmen

  • 2006 Economic Capital Management For Insurance Companies Using Conditional Value At Risk And A Copula Approach
    by Rossella Bisignani & Giovanni Masala & Marco Micocci

  • 2006 Empirical Insights on the Heterogeneity of the Spanish Stock Market/Un Análisis Empírico De La Heterogeneidad Del Mercado De Capitales Español
    by POUCHKAREV, IGOR & SPRONK, JAAP & TRINIDAD SEGOVIA, JUAN E.

  • 2006 La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias
    by Mauricio Alberto Hernández Monsalve & Ramón Javier Mesa

  • 2006 A magyarországi tőkeimportot befolyásoló tényezők újraértelmezése
    by Katona, Klára

  • 2006 Empirikus portfólióstratégiák
    by Vajda, István & Ottucsák, György

  • 2006 A magyar pénzpiaci alapok összehasonlító elemzése
    by Radnai, Márton & Szatmári, Alexandra

  • 2006 Vállalati nyugdíjkötelezettségek és a részvények kockázata - tőkeáttétel és kereszttulajdonlás
    by Móricz, Dániel

  • 2006 Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index
    by Ching-Chung Lin & Min-Hsien Chiang & Shih-Ju Chan & Chao-Hsien Lin

  • 2006 An Entropic Approach to Analyze Investor Utility Involving a Financial Structured Product
    by Sukanto Bhattacharya & Kuldeep Kumar

  • 2006 On Distributional Changes of Financial Characteristics in Cyprus: What Does the Survey of Consumer Finances Say?
    by Alex Karagrigoriu & Ilia Vonta

  • 2006 Shall One Invest in Cancelled Targets after the Termination of Mergers and Acquisitions?
    by Gene C. Lai & Keith M. Moore & Henry R. Oppenheimer

  • 2006 A Bayesian Model Averaging Approach to Enhance Value Investment
    by Ron Bird & Richard Gerlach

  • 2006 Análisis del origen de los beneficios del momentum en el mercado de valores español
    by Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso

  • 2006 Portfolio Theory and Portfolio Management: a Synthetic View
    by Dipasri Ghosh, Dilip K. Ghosh

  • 2006 International Portfolio Formation, Skewness & the Role of Gold
    by Brian M Lucey, Valerio Poti, Edel Tully

  • 2006 A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English)
    by Edward J. Lusk & Michael HALPERIN & Li Yue

  • 2006 A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System
    by Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ

  • 2006 Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis
    by Dr. Ioannis N. Kallianiotis & Dr. Dean Frear

  • 2006 Why Do Spanish Savings Banks Invest In The Stock Capital Of Publicly Traded Companies?
    by GONZÁLEZ, Mariano & FERNÁNDEZ, Pedro

  • 2006 Global Versus Regional Systematic Risk and International Asset Allocations in Asia
    by Priscilla Swartz

  • 2006 Portfolio Reasons for Homeownership: The Case of Immigrants
    by Carlos Vargas Silva

  • 2006 La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias
    by Hernández Monsalve, Mauricio A. & Mesa, Ramón Javier

  • 2006 ¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005
    by María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

  • 2006 Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano
    by Guillermo Buenaventura Vera & Andrés Felipe Cuevas Ulloa

  • 2006 Modelo de la regulación de las AFP en Colombia y su impacto en el portafolio de los fondos de pensiones
    by Diego Jara

  • 2006 Currency substitution, portfolio diversification, and money demand
    by Miguel Lebre de Freitas & Francisco José Veiga

  • 2006 The opportunity cost of being constrained by the type of assets: Bonds only or stocks only
    by Alla A. Melkumian

  • 2006 Théorie comportementale du portefeuille. Intérêt et limites
    by Marie-Hélène Broihanne & Maxime Merli & Patrick Roger

  • 2006 Banque de France scores: development, applications, and maintenance
    by Bardos, M.

  • 2006 La gestion des réserves de change et ses conséquences pour les marchés
    by LAGERBLOM, A. & LEVY-RUEFF, G.

  • 2006 Determining Equipoise Points and Net Positions in the Vanguard Option Strategies
    by Stefan Simeonov

  • 2006 Repere Ale Evolutiei Comertului Exterior Al Romaniei (1950-1970)
    by SalanSS Mihaela

  • 2006 An Examination of the Time Variation in Systematic Risk on the Stock Exchange of Mauritius
    by Sunil Bundoo

  • 2006 Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa
    by Michael Humavindu & Christos Floros

  • 2006 An Investigation of the Size and Value Premium on the Stock Exchange of Mauritius
    by Sunil K. Bundoo

  • 2005 The Effectiveness of Margin Requirements: Agent-Based Modeling Approach
    by Yi-Feng Tzeng & Chung-Yi Yang & Chia-Hsuan Yeh

  • 2005 Time Series Properties Under Price Limits
    by Chia-Hsuan Yeh

  • 2005 Portfolio Choice and Permanent Income
    by Stanley Zin & Thomas Tallarini

  • 2005 Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches
    by M. Gilli & I. Roko

  • 2005 Uninsured Idiosyncratic Production Risk With Borrowing Constraints
    by Francisco Covas

  • 2005 Intertemporal Asset Allocation with Inflation-Indexed Bonds
    by C. Chiarella & C. Hsiao

  • 2005 Evolutionary Portfolio Selection with Liquidity Shocks
    by Enrico De Giorgi

  • 2005 Amplification and Asymmetry in Crashes and Frenzies
    by Han N. Ozsoylev

  • 2005 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy
    by Lundtofte, Frederik

  • 2005 Arbitrage and state price deflators in a general intertemporal framework
    by Napp, Clotilde & Jouini, Elyès

  • 2005 Quelle taille de transaction échangent les investisseurs informés sur le LSE ?
    by Guermas, Lila

  • 2005 Text and artefacts for creating a "World of Investment Decision-Making" : an empirical study into investment procedures
    by Dambrin, Claire & Pezet, Anne

  • 2005 Alternative Approaches to Weather Derivatives Pricing
    by Geman, Hélyette & Leonardi, Marie-Pascale

  • 2005 Feasible Momentum Strategies - Evidence from the Swiss Stock Market
    by David Rey & Markus M. Schmid

  • 2005 The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions
    by Ai Deng & Pierre Perron

  • 2005 Home Production, Market Production and the Gender Wage Gap: Incentives and Expectations
    by Claudia Olivetti & Stefania Albanesi

  • 2005 Choosing Business Risk Measures
    by Popescu, Nela

  • 2005 Market imperfections
    by DeGennaro, Ramon P.

  • 2005 Risk Management for an Internationally Diversified Portfolio
    by Menoncin, Francesco

  • 2005 Robust Portfolio Choices and Asset Holdings
    by Giannis Vardas & Anastasios Xepapadeas

  • 2005 Is there a Difference? The Performance Characteristics of SRI Equity Indexes
    by Schröder, Michael

  • 2005 "Ito's Lemma" and the Bellman equation for Poisson processes: An applied view
    by Sennewald, Ken & Wälde, Klaus

  • 2005 "Itô's Lemma" and the Bellman equation: An applied view
    by Sennewald, Ken & Wälde, Klaus

  • 2005 Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation
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  • 2005 Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve
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  • 2005 Equilibrium Portfolios in the Neoclassical Growth Model
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  • 2005 Information Immobility and the Home Bias Puzzle
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  • 2005 Predicting Agency Rating Migrations with Spread Implied Ratings
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  • 2005 Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I
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  • 2005 Firm Value and the mis-use of the CAPM for valuation and decision making
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  • 2005 Firm Value and the mis-use of the CAPM for valuation and decision making
    by Magni, Carlo Alberto

  • 2005 Theoretical Flaws In The Use Of The Capm For Investment Decisions
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  • 2005 The performance evaluation of hedge funds: a comparison of different approaches using European data
    by Carretta, Alessandro & Mattarocci, Gianluca

  • 2005 Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market
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  • 2005 Transparency between banks and their customers. information needs and public intervention
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  • 2005 Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile
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  • 2005 Vastgoed en ALM
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  • 2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation
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  • 2005 On decomposing net final values: EVA, SVA, and shadow project
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  • 2005 Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes
    by Francois-Éric Racicot & Raymond Théoret

  • 2005 Financial Dollarization and the Size of the Fear
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  • 2005 Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic
    by Florin O. Bilbie

  • 2005 The Small Saving Tax Exemption and Japanese Household Asset Allocation Behavior: Impact of the 1988 and 2006 Revisions (in Japanese)
    by Shizuka Sekita

  • 2005 Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic
    by Florin Bilbiie

  • 2005 International Stock Return Comovements
    by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang

  • 2005 Persuasion in Finance
    by Sendhil Mullainathan & Andrei Shleifer

  • 2005 Socially Responsible Investment in Japanese Pensions
    by Henry Hongbo Jin & Olivia S. Mitchell & John Piggott

  • 2005 International Capital Flows, Returns and World Financial Integration
    by Martin D. D. Evans & Viktoria Hnatkovska

  • 2005 Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts
    by Kee-Hong Bae & Rene M. Stulz & Hongping Tan

  • 2005 Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies
    by Enrique G. Mendoza

  • 2005 The Only Game in Town: Stock-Price Consequences of Local Bias
    by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein

  • 2005 Optimal Trading Strategy and Supply/Demand Dynamics
    by Anna Obizhaeva & Jiang Wang

  • 2005 Investor Competence, Trading Frequency, and Home Bias
    by John R. Graham & Campbell R. Harvey & Hai Huang

  • 2005 The Tactical and Strategic Value of Commodity Futures
    by Claude B. Erb & Campbell R. Harvey

  • 2005 Uninsured Idiosyncratic Investment Risk
    by George-Marios Angeletos

  • 2005 Junior is Rich: Bequests as Consumption
    by George M. Constantinides & John B. Donaldson & Rajnish Mehra

  • 2005 Bank Trading Risk and Systemic Risk
    by Philippe Jorion

  • 2005 Weak and Semi-Strong Form Stock Return Predictability Revisited
    by Wayne E. Ferson & Andrea Heuson & Tie Su

  • 2005 Mimicking Portfolios with Conditioning Information
    by Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu

  • 2005 Solving General Equilibrium Models with Incomplete Markets and Many Assets
    by Martin D. D. Evans & Viktoria Hnatkovska

  • 2005 Methodology of measuring performance in alternative investment
    by Alexis Bonnet & Isabelle Nagot

  • 2005 Increases in risk and demand for risky asset
    by Alain Chateauneuf & Ghizlane Lakhnati

  • 2005 Entry Costs and Stock Market Participation Over the Life Cycle
    by Sule Alan

  • 2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
    by Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D.

  • 2005 Default Risk in Corporate Yield Spreads
    by Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato

  • 2005 An Empirical Analysis of U.S. Aggregate Portfolio Allocations
    by Michel Normandin & Pascal St-Amour

  • 2005 The Impact of Ethical Ratings on Canadian Security Performance: Portfolio Management and Corporate Governance Implications
    by Klaus Fischer & Nabil Khoury

  • 2005 Erweiterungen zu „Simplified Discounting Rules in Binomial Models“ von Frank Richter
    by Rosarius, Stephan & Wiese, Jörg

  • 2005 Household Debt and Financial Assets: Evidence from Great Britain, Germany and the United States
    by Sarah Brown & Karl Taylor

  • 2005 Direct Preference for Wealth in Aggregate Household Portfolio
    by Pascal St-Amour

  • 2005 An Empirical Analysis of U.S. Aggregate Portfolio Allocations
    by Michel Normandin & Pascal St-Amour

  • 2005 Heterogeneous Risk Attitudes in a Continuous-Time Model
    by Chiaki Hara

  • 2005 How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
    by Holger Kraft & Mogens Steffensen

  • 2005 The Intriguing Nexus between Corruption and Capital Account Restrictions
    by Axel Dreher & Lars Siemers

  • 2005 International Diversification at Home and Abroad
    by Fang Cai & Francis E. Warnock

  • 2005 Firm-Level Evidence on International Stock Market Comovement
    by Robin Brooks, & Marc Del Negro

  • 2005 Prospect Theory or Skill Signaling?
    by Rick Harbaugh

  • 2005 A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options
    by Nagaev, Alexander V. & Nagaev, Sergei A. & Kunst, Robert M.

  • 2005 A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps
    by Nagaev, Alexander V. & Nagaev, Sergei A. & Kunst, Robert M.

  • 2005 Entry costs and stock market participation over the life cycle
    by Sule Alan

  • 2005 Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
    by Walter Briec & Kristiaan Kerstens & Octave Jokung

  • 2005 An Empirical Analysis of U.S. Aggregate Portfolio Allocations
    by Michel Normandin & Pascal Saint-Amour

  • 2005 Optimal Dividend Policy and Growth Option
    by Décamps, Jean-Paul & Villeneuve, Stéphane

  • 2005 Robust Utility Maximization in a Stochastic Factor Model
    by Daniel Hernandez–Hernandez & Alexander Schied

  • 2005 Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach
    by Alexander Schied

  • 2005 On Local Times of Ranked Continuous Semimartingales;Application to Portfolio Generating Functions
    by Raouf Ghomrasni

  • 2005 Duality theory for optimal investments under model uncertainty
    by Alexander Schied & Ching-Tang Wu

  • 2005 Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration
    by Ronald J. Balvers & Yangru Wu

  • 2005 Myopic Loss Aversion, the Equity Premium Puzzle, and GARCH
    by Ågren, Martin

  • 2005 Does Prospect Theory Explain the Disposition Effect?
    by Hens, Thorsten & Vlcek, Martin

  • 2005 Globally Evolutionarily Stable Portfolio Rules
    by Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner

  • 2005 Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden
    by Daunfeldt, Sven-Olov

  • 2005 The Dark Side of Wage Indexed Pensions
    by Carlsson, Evert & Erlandzon, Karl

  • 2005 Solving General Equilibrium Models with Incomplete Markets and Many Assets
    by Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University)

  • 2005 International Capital Flows, Returns and World Financial Integration
    by Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University)

  • 2005 Financial Accelerator Effects in the Balance Sheets of Czech Firms
    by Roman Horváth

  • 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
    by Laurent BARRAS & Olivier SCAILLET & Russ WERMERS

  • 2005 Testing for Stochastic Dominance Efficiency
    by Olivier Scaillet & Nikolas Topaloglou

  • 2005 International Conditional Asset Allocation under Real Time Uncertrainty
    by Laruent Barras

  • 2005 Robust Mean-Variance Portfolio Selection
    by Cédric Perret-Gentil & Maria-Pia Victoria-Feser

  • 2005 Trading Volumes in Dynamically Efficient Markets
    by Tony Berrada & Julien Hugonnier & Marcel Rindisbacher

  • 2005 Growth Options in General Equilibrium: Some Asset Pricing Implications
    by Julien Hugonnier & Erwan Morellec & Suresh Sundaresan

  • 2005 Direct Preference Wealth in Aggregate Household Portfolios
    by Pascal St-Amour

  • 2005 Immunization Using a Parametric Model of the Term Structure
    by Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva

  • 2005 Causes, consequences, and cures of myopic loss aversion - An experimental investigation
    by Gerlinde Fellner & Matthias Sutter

  • 2005 Why don’t Latvian pension funds diversify more internationally?
    by Swinkels, L.A.P. & Vejina, D. & Vilans, R.

  • 2005 A Dynamic Pricing Model for Coordinated Sales and Operations
    by Fleischmann, M. & Hall, J.M. & Pyke, D.F.

  • 2005 A Relative View on Tracking Error
    by Hallerbach, W.G.P.M. & Pouchkarev, I.

  • 2005 How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area
    by Moerman, G.A.

  • 2005 The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?
    by van der Hart, J. & de Zwart, G.J. & van Dijk, D.J.C.

  • 2005 Semi-Parametric Modelling of Correlation Dynamics
    by Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F.

  • 2005 Comparing downside risk measures for heavy tailed distribution
    by Jon Danielsson & Bjørn N. Jorgensen & Mandira Sarma & C. G. de Vries

  • 2005 Asset pricing with limited risk sharing and heterogeneous agents
    by Francisco Gomes & Alexander Michaelides

  • 2005 Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines
    by Nava Ashraf & Dean S. Karlan & Wesley Yin

  • 2005 Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines
    by Nava Ashraf & Dean S. Karlan & Wesley Yin

  • 2005 Application of investment models in foreign exchange reserve management in Eesti Pank
    by Andres Vesilind & Toivo Kuus

  • 2005 Wealth and asset price effects on economic activity
    by Filippo Altissimo & Evaggelia Georgiou & Teresa Sastre & Maria Teresa Valderrama & Gabriel Sterne & Marc Stocker & Mark Weth & Karl Whelan & Alpo Willman

  • 2005 Investing in Real Estate : Mortgage Financing Practices and Optimal Holding Period
    by Winston T.H. Koh & Edward H.K. Ng

  • 2005 Can mergers in Europe help banks hedge against macroeconomic risk?
    by Pierre-Guillaume Méon & Laurent Weill

  • 2005 Correlated Trading and Returns
    by Daniel Dorn & Gur Huberman & Paul Sengmueller

  • 2005 Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs
    by Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis

  • 2005 Stock market optimism and participation cost: a mean-variance estimation
    by Monica Paiella & Andrea Tiseno

  • 2005 Risk-return preferences in the pension domain: are people able to choose?
    by Maarten van Rooij & Clemens Kool & Henri�tte Prast

  • 2005 Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty
    by Aubin, Jean-Pierre & Pujal, Dominique & Saint-Pierre, Patrick

  • 2005 A theory of bond portfolios
    by Ekeland, Ivar & Taflin, Erik

  • 2005 Hold-Up, Stakeholders and Takeover Threats
    by Chemla, Gilles

  • 2005 Banks’ Portfolio Choices and Interest Rate Premiums : Some Exploratory Analyses
    by Boutillier, Michel & Kierzenkowski, Rafal & Rousseaux, Phillipe

  • 2005 L'utilisation des produits dérivés et les caractéristiques financières des entreprises : le cas français
    by Mefteh, Salma

  • 2005 Advertising and Portfolio Choice
    by Henrik Cronqvist

  • 2005 Investing for the Long-Run in European Real Estate. Does Predictability Matter?
    by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano

  • 2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management
    by Pesaran, M Hashem & Zaffaroni, Paolo

  • 2005 The (Bad?) Timing of Mutual Fund Investors
    by Braverman, Oded & Kandel, Shmuel & Wohl, Avi

  • 2005 Risk Management with Benchmarking
    by Basak, Suleyman & Shapiro, Alex & Teplá, Lucie

  • 2005 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations
    by Mencía, Javier & Sentana, Enrique

  • 2005 Performance Measurement with Loss Aversion
    by Gemmill, Gordon T & Hwang, Soosung & Salmon, Mark

  • 2005 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
    by Garlappi, Lorenzo & Uppal, Raman & Wang, Tan

  • 2005 The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets
    by Cerny, Ales & Miles, David K & Schmidt, Lubomir

  • 2005 How Inefficient is the 1/N Asset-Allocation Strategy?
    by DeMiguel, Victor & Garlappi, Lorenzo & Uppal, Raman

  • 2005 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
    by Garlappi, Lorenzo & Uppal, Raman & Wang, Tan

  • 2005 The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility
    by Bhamra, Harjoat S. & Uppal, Raman

  • 2005 Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
    by Basak, Suleyman & Pavlova, Anna & Shapiro, Alex

  • 2005 Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
    by Gomes, Francisco J & Michaelides, Alexander

  • 2005 Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts
    by Gomes, Francisco J & Michaelides, Alexander & Polkovnichenko, Valery

  • 2005 Liquidity Risk, Leverage and Long-Run IPO Returns
    by Eckbo, B Espen & Norli, Øyvind

  • 2005 Monetary Policy Uncertainty and the Stock Market
    by Locarno, Alberto & Massa, Massimo

  • 2005 Un juicio sobre el valor presente neto como criterio de decisión
    by Luís Diego Vélez Gómez

  • 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
    by Laurent BARRAS & Olivier SCAILLET & Russ WERMERS

  • 2005 Portfolio Choice with Loss Aversion, Asymmetric Risk-Taking Behavior and Segregation of Riskless Opportunities
    by Martin Vlcek

  • 2005 The State of Defined Benefit Pension Plans in Canada: An Update
    by Rock Lefebvre

  • 2005 Optimal Portfolio Management for Individual Pension Plans
    by Christian Gollier

  • 2005 Speculation and Survival in Financial Markets
    by Eugen Kovac

  • 2005 A Rank Approach to Equity Forecast Construction
    by Satchell, S.E. & Wright, S.M.

  • 2005 Copula Based Monte Carlo Integration in Financial Problems
    by Sancetta, A.

  • 2005 Home bias and stock market development. The Polish experience
    by Anna Zalewska

  • 2005 Investment, Consumption and Hedging under Incomplete Markets
    by Junjian Miao & Neng Wang

  • 2005 Causes, consequences, and cures of myopic loss aversion - An experimental investigation
    by Gerlinde Fellner & Matthias Sutter

  • 2005 Credit Card Debt Puzzles
    by Michael Haliassos & Michael Reiter

  • 2005 Portable Alphas from Pension Mispricing
    by Francesco Franzoni & José M. Marin

  • 2005 The optimal behaviour of firms facing stochastic costs
    by Francesco Menoncin & Rosella Nicolini

  • 2005 L’impact des chocs boursiers sur le crédit en France depuis le milieu des années quatre-vingt-dix
    by Baude, J.

  • 2005 Maxmin Portfolio Choice
    by Marco Taboga

  • 2005 Uninsured Idiosyncratic Production Risk with Borrowing Constraints
    by Francisco Covas

  • 2005 The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments
    by Fousseni Chabi-Yo & René Garcia & Eric Renault

  • 2005 Emerging Countries Sovereign Risk: Balance Sheets, Contagion and Risk Aversion
    by Alicia Garcia-Herrero

  • 2005 Exact Properties of Measures of Optimal Investment for Institutional Investors
    by John Knight & Stephen Satchell

  • 2005 Relative Performance Evaluation Contracts and Asset Market Equilibrium
    by Sandeep Kapur & Allan Timmermann

  • 2005 The optimal behaviour of firms facing stochastic costs
    by Rosella Nicolini & Francesco Menoncin

  • 2005 Do More Economists Hold Stocks?
    by Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid

  • 2005 Eigenschaften von Verwaltungsräten und Unternehmensperformance
    by Manuel Ammann & Markus Leuenberger & Heinrich von Wyss

  • 2005 Twenty Years of International Diversification from a German Perspective
    by Wolfgang Gerke & Ferdinand Mager & Alexander Röhrs

  • 2005 A New Era for Commodity Investments
    by Lamle, Hugh R. & Martell, Terrence F.

  • 2005 Sector Integration and the Benefits of Global Diversification
    by Mitchell Ratner & Ricardo P. C. Leal

  • 2005 Are Style Factors exclusive, exhaustive and independent in Spanish Domestic Equity Funds?/¿Son los factores de estilo exclusivos, exhaustivos e independientes en los fondos de inversión españoles de renta variable macional?
    by FERRUZ AGUDO, LUIS & VICENTE GIMENO, LUIS A.

  • 2005 La selección de carteras mediante programación por metas lexicográficas entera: una aplicación al mercado continuo español/Integer lexicographic goal programming for portfolio selection: an application to the spanish permanent market
    by PADILLA GARRIDO, NURIA & GUERRERO CASAS, FLOR MARÍA

  • 2005 A Stochastic Dominance Approach to Spanning. With an Application to the January Effect/Una aproximación mediante la metodología del dominio estocástico al fenómeno del SPANNING. Una aplicación al efecto enero
    by POST, THIERRY

  • 2005 A Budapest Likviditási Mérték bevezetéséről. A magyar részvények likviditásának összehasonlító elemzése a budapesti, a varsói és a londoni értéktőzsdéken
    by Kutas, Gábor & Végh, Richárd

  • 2005 Nemzetközi részvény befektetési lehetőségek Közép- és Kelet-Európa új európai uniós tagállamainak szemszögéből
    by Bugár, Gyöngyi & Uzsoki, Máté

  • 2005 Auswirkungen von Erbschaften und Schenkungen auf die Vermögensbildung privater Personen und Haushalte, Eine empirische Analyse auf der Basis des Sozio-oekonomischen Panels
    by Peter Westerheide

  • 2005 More Households in the Stock Market Through Privatizations? Evidence from Italy
    by Giovanni Ferri & Cecilia Frale & Ottavio Ricchi

  • 2005 The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies
    by Arun J. Prakash, Suchismita Mishra, Dispari Ghosh

  • 2005 The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences
    by Helena Horská

  • 2005 An empirical investigation of underpricing in Greek IPO’s: 1990-2003
    by Michael Glezakos & Dr. George Gotzageorgis

  • 2005 Portfolio Selection with Little Information about the Future
    by Klaus Hellwig

  • 2005 Real Exchange Rate Volatility and the Price of Nontradable Goods in Economies Prone to Sudden Stops
    by Enrique G. Mendoza

  • 2005 The Macroeconomic Implications of the New Banking Capital Regulation in Emerging Markets: A Duopoly Model Adapted to Risk-Averse Banks
    by Sebastián Nieto

  • 2005 Análisis de eficiencia de los portafolios pensionales obligatorios en Colombia
    by Diego Jara & Carolina Gómez & Andrés Pardo

  • 2005 Life-cycle asset accumulation and allocation in Canada
    by Kevin Milligan

  • 2005 Currency choice in international bond issuance
    by Benjamin H Cohen

  • 2005 Time-varying exposures and leverage in hedge funds
    by Patrick McGuire & Eli Remolona & Kostas Tsatsaronis

  • 2005 Are Empowerment and Education Enough? Underdiversification in 401(k) Plans
    by James J. Choi & David Laibson & Brigitte C. Madrian

  • 2005 Les scores de la Banque de France : leur développement, leurs applications, leur maintenance
    by BARDOS, M.

  • 2005 Les valeurs mobilières détenues par les Français en mars 2005
    by CHASSAGNE, F. & NOIVILLE, V. & FERRAND-EYNARD, J-B. & GRANDJEAN, H.

  • 2005 Placements financiers des ménages français : comparaisons européennes (1995-2004)
    by MARIONNET, D.

  • 2005 Le patrimoine en valeurs mobilières des personnes physiques à fin décembre 2004
    by GEST, I. & GRANDJEAN, H.

  • 2005 Necessity and Prerequisites for the Debt Market Development in Bulgaria
    by Alipi Alipiev

  • 2004 Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming
    by Carl Chiarella & Chih-ying Hsiao

  • 2004 Robust investment policies with bound forecasts
    by Nalan Gulpinar & Berc Rustem

  • 2004 A Strategy for Including Odd and Even-Numbered Higher Moments in Portfolio Selection
    by Renato G. Flores Jr & Gustavo M. de Athayde

  • 2004 Discussing the Survivability Issue in Agent-Based Artificial Stock Market
    by Ya-Chi Huang & Shu-Heng Chen

  • 2004 Portfolio choice, life-cycle and idiosyncratic income risk : the semi-external habit formation approach
    by Thomas Weitzenblum & Philippe Bernard

  • 2004 On the performance of efficient portfolios
    by Jan Wenzelburger & Volker Boehm

  • 2004 Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization
    by D. Widijanto & S. Nagornii

  • 2004 Statistical Evidences for the Influence of GP's Representation on Forecasting
    by Chia-Hsuan Yeh

  • 2004 Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision
    by David Goldbaum & Bruce Mizrach

  • 2004 Accounting for the Rise in Consumer Bankruptcies in the U.S. and Canada
    by Igor Livshits & Jim MacGee

  • 2004 Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises
    by Dirk Krueger & Karsten Jeske

  • 2004 A Time Series Analysis of Financial Fragility in the UK Banking System
    by Dimitrios P Tsomocos

  • 2004 A Risk Assessment Model for Banks
    by Dimitrios P Tsomocos & Charles A.E. Goodhart

  • 2004 Is the Risk Profile of Australian Superannuation Funds Changing?
    by Darren Massey

  • 2004 Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership
    by Paul Ehling

  • 2004 The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners
    by Eduardo D. Roca & Abdulnasser Hatemi-J

  • 2004 Annuitization and Asset Allocation with HARA Utlity
    by Geoffrey Kingston & Susan Thorp

  • 2004 Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index
    by Jonathan Dark

  • 2004 Pension Fund Investment in Private Equity and Venture Capital in the U.S. and Canada
    by Chemla, Gilles

  • 2004 Equilibrium analysis in financial markets with countably many securities
    by Tourky, Rabee & Martins-da-Rocha, Victor-Filipe & Florenzano, Monique & Aliprantis, Charalambos

  • 2004 Convergence of utility functions and convergence of optimal strategies
    by Napp, Clotilde & Jouini, Elyès

  • 2004 Wealth-Path Dependent Utility Maximization in Incomplete Markets
    by Bouchard, Bruno & Pham, Huyen

  • 2004 Taking a Close Look at the European Fund of Hedge Funds Industry - Comparing and Contrasting Industry Practices and Academic Recommendations
    by Amenc, Noël & Giraud, Jean-René & Vaissié, Mathieu & Martellini, Lionel

  • 2004 Hedge funds : A copula approach for risk management
    by Geman, Hélyette & Kharoubi, Cécile

  • 2004 Hedge fund indices
    by Hedges, James

  • 2004 What lies beneath
    by Hamich, Lars

  • 2004 Initial returns and long-run performance of private equity-backed initial public offerings on the Amsterdam Stock Exchange
    by van Frederikslust, Ruud & van der Geest, Roy

  • 2004 Private equity - An industry in transformation
    by Sneyers, Tycho

  • 2004 Key findings of the Edhec ‘European alternative multi-management practices’ survey
    by Amenc, Noel & Giraud, Jean-René

  • 2004 Hedge funds in Asia
    by Douglas, Peter

  • 2004 The hedge fund revolution
    by Lamm, McFall

  • 2004 Marketing of hedge funds in Switzerland
    by du Pasquier, Shelby

  • 2004 A single market for hedge funds
    by Mansfeld, Wolfgang

  • 2004 An E.U.-wide passport for hedge funds
    by Purvis, John

  • 2004 Shadow accounting: The evolving practice of exercising due diligence in fund reporting
    by Kaufman, Carol

  • 2004 Should you, would you, could you invest in hedge funds?
    by Feiger, George & Botteron, Pascal

  • 2004 Hedge funds and U.K. regulation
    by Kovas, Ashley

  • 2004 Valuation issues and operational risk in hedge funds
    by Kundro, Christopher & Feffer, Stuart

  • 2004 Finding the sweet spot of hedge fund diversification
    by Lhabitant, François-Serge & De Piante Vicin, Michelle Learned

  • 2004 The role of hedge funds for long-term investors
    by Mulvey, John

  • 2004 The future of hedge funds
    by Scholes, Myron

  • 2004 The Price of Independence: How the 1870 Married Women's Property Act Altered the Investment Risks Faced by Lower Middle Class British Women
    by Mary Beth Combs

  • 2004 Using A Fuzzy Sets Approach To Select A Portfolio Of Greek Government Bonds
    by Michalopoulos, Michael & Thomaidis, Nikolaos S. & Dounias, George D. & Zopounidis, Constantin

  • 2004 A Downside Risk Approach For The Portfolio Selection Problem With Fuzzy Returns
    by León, Teresa & Liern, Vicente & Marco, Paulina & Vicente Segura, José & Vercher, Enriqueta

  • 2004 Márgenes con spread intraclase para el mercado mexicano de derivados
    by Díaz-Tinoco, Jaime & Venegas-Martínez, Francisco

  • 2004 Underdiversification in Private Companies: Required Returns and Incentive Effects
    by Müller, Elisabeth

  • 2004 Auswirkungen von Erbschaften und Schenkungen auf die Vermögensbildung privater Personen und Haushalte: Eine ökonometrische Analyse auf der Basis des Sozio-oekonomischen Panels
    by Westerheide, Peter

  • 2004 Two-Fund separation and positive marginal utility
    by Breuer, Wolfgang & Gürtler, Marc

  • 2004 Investors' direct stock holdings and performance evaluation for mutual funds
    by Breuer, Wolfgang & Gürtler, Marc

  • 2004 The Hidden Risks of Optimizing Bond Portfolios under VaR
    by Winker, Peter & Maringer, Dietmar

  • 2004 Portfolio disclosure, portfolio selection and mutual fund performance evaluation
    by Kempf, Alexander & Kreuzberg, Klaus

  • 2004 Persistencia en la performance de los fondos de inversión españoles de renta variable nacional (1994-2002)
    by Luis Ferruz Agudo & María S. Vargas Magallón

  • 2004 Equity Portfolio Diversification
    by William N. Goetzmann & Alok Kumar

  • 2004 Stock Price Volatility in a Multiple Security Overlapping
    by N/A

  • 2004 Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events
    by Alexander Harin

  • 2004 Managerial Incentives and Financial Contagion
    by Sujit Chakravorti & Subir Lall

  • 2004 A Unified Approach to Portfolio Optimization with Linear Transaction Costs
    by Valeri Zakamouline

  • 2004 Spillovers across High Yield Markets
    by Julius Moschitz

  • 2004 Data Mining Sobre El Beta En España
    by Fernando Rubio

  • 2004 Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data
    by Don U.A. Galagedera & Elizabeth A. Maharaj

  • 2004 Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries
    by CORNELIS A. LOS

  • 2004 Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution
    by CORNELIS A. LOS

  • 2004 Relative Performance Evaluation Contracts and Asset Market Equilibrium
    by Sandeep Kapur & Allan Timmermann

  • 2004 A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis
    by Don U.A. Galagedera

  • 2004 Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities
    by Don U.A. Galagedera & Roland Shami

  • 2004 Hedge Fund Performance and Persistence in Bull and Bear Markets
    by Capocci Daniel & Corhay Albert & Hübner Georges

  • 2004 Optimal Convergence Trading
    by Vladislav KArgin

  • 2004 Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking
    by D. Colwell & Nadima El-Hassan & Oh-Kang Kwon

  • 2004 A multifactor model of stock returns with endogenous regime switching
    by Patrick Coggi & Bogdan Manescu

  • 2004 On the Estimation Error in Mean-Variance Efficient Portfolio Weights
    by de Roon, F.A.

  • 2004 House ownership and taxes
    by Torfinn Harding & Haakon O. Aa. Solheim & Andreas Benedictow

  • 2004 Asset return correlation in Basel II: implications for credit risk management
    by Marie-Paule Laurent

  • 2004 Financial Market Participation and the Apparent Instability of Money Demand
    by Samuel Reynard

  • 2004 The Distribution of Gains from Access to Stocks
    by Yannis Bilias & Michael Haliassos

  • 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2004 Valuation of American Continuous-Installment Options
    by Pierangelo Ciurlia & Ilir Roko

  • 2004 Extending the CAPM model
    by Hendri Adriaens & Bas Donkers

  • 2004 A Time Series Analysis of Financial Fragility in the UK Banking System
    by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos

  • 2004 Ambiguity, Information Quality and Asset Pricing
    by Larry Epstein & Martin Schneider

  • 2004 Learning and the Return to Private Equity
    by Claudio Campanale

  • 2004 Consumption Commitments and Asset Prices
    by Adam Szeidl & Raj Chetty

  • 2004 A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds
    by Carol Alexander & Anca Dimitriu

  • 2004 The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations
    by Carol Alexander & Anca Dimitriu

  • 2004 Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets
    by Anthony Richards

  • 2004 The Impact of Superannuation on Household Saving
    by Ellis Connolly & Marion Kohler

  • 2004 Pricing of Equities in China: Evidence from the Shanghai Stock Exchange
    by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan

  • 2004 Equity Premium: - Does it exist? Evidence from Germany and United Kingdom
    by Michael E. Drew & Mirela Mallin & Tony Naughton & Madhu Veeraraghavan

  • 2004 Is the Currency Risk Priced in Equity Markets?
    by Francesco Giurda & Elias Tzavalis

  • 2004 Consumption Risk and the Cross-Section of Expected Returns
    by Jonathan A. Parker & Christian Julliard

  • 2004 Pressupostos de Eficiência de Mercado: um estudo empírico na Bovespa
    by Lucena, Pierre & Fugueiredo, Antonio Carlos

  • 2004 Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling
    by Ji, Tingting

  • 2004 Essays on consumer portfolio choice and credit risk
    by Ji, Tingting

  • 2004 Optionen der Internationalisierung: Motive ausländischer Direktinvestitionen in einem neuen Licht
    by Gilroy, Bernard Michael & Lukas, Elmar

  • 2004 A Simple Model of Robust Portfolio Selection
    by Taboga, Marco

  • 2004 Self-Interest on Mutual Fund Management: Evidence from the Portuguese Market
    by Carlos Alves & Victor Mendes

  • 2004 The Aggregate Weak Axiom in a Financial Economy through Dominant Substitution Effects
    by John Quah

  • 2004 Currency Substitution, portfolio Diversification and Money Demand
    by Miguel Lebre de Freitas

  • 2004 Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice
    by Anthony W. Lynch & Sinan Tan

  • 2004 Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs
    by Anthony W. Lynch & Sinan Tan

  • 2004 Consumption Commitments and Habit Formation
    by Raj Chetty & Adam Szeidl

  • 2004 Life-Cycle Asset Accumulation and Allocation in Canada
    by Kevin Milligan

  • 2004 Dynamic Trading Strategies and Portfolio Choice
    by Ravi Bansal & Magnus Dahlquist & Campbell R. Harvey

  • 2004 Portfolio Concentration and the Performance of Individual Investors
    by Zoran Ivkovich & Clemens Sialm & Scott Weisbenner

  • 2004 Facts and Fantasies about Commodity Futures
    by Gary Gorton & K. Geert Rouwenhorst

  • 2004 A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1
    by Gopal K. Basak & Ravi Jagannathan & Tongshu Ma

  • 2004 Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices
    by Zoran Ivkovich & Scott Weisbenner

  • 2004 401(k) Matching Contributions in Company Stock: Costs and Benefits for Firms and Workers
    by Jeffrey R. Brown & Nellie Liang & Scott Weisbenner

  • 2004 Portfolio Diversification and City Agglomeration
    by William N. Goetzmann & Massimo Massa & Andrei Simonov

  • 2004 Unlocking Housing Equity in Japan
    by Olivia S. Mitchell & John Piggott

  • 2004 The Geography of Stock Market Participation: The Influence of Communities and Local Firms
    by Jeffr